多晶硅期货跨期套利数据回测

本页面展示多晶硅期货主连与次主连合约跨期套利历史数据回测分析情况,以下是简要说明:

数据来源

  1. 数据来源于期货交易所官方公布的期货交易数据;
  2. 主连合约指当前主力合约,次主连合约指下一个主力合约,并不是简单的本月合约和次月合约,操作前请严格核对操作标的是否正确;
  3. 为节约服务器资源,数据更新频率为每周六更新;

数据说明

  1. 该页面主要统计了主连与次主连合约历史数据的价格差异;
  2. 所有的差价都是用主连合约数据减去次主连合约所得;
  3. 本页面包含逐日数据对比,汇总的月份数据和年度数据情况;
  4. 通过查看年度、月度以及逐日数据,了解期货跨期价差的历史表现,为投资决策提供参考依据;

学习交流

如果您对期货套利以及其它低风险投资感兴趣,可以关注我们的公众号:财有你我 ,加群交流。

风险提示

注意:历史数据仅供参考,并不能确保100%盈利,投资有风险,决策需谨慎。

数据分析

关于多晶硅期货跨期套利的详细数据分析,请查看文章:。

多晶硅期货跨期套利年度差价数据

年份 开盘价差均值 开盘价差最小值 开盘价差最大值 收盘价差均值 收盘价差最小值 收盘价差最大值 最高价差均值 最高价差最小值 最高价差最大值 最低价差均值 最低价差最小值 最低价差最大值
2025 -318.14 -3090.00 4005.00 -307.00 -2800.00 3790.00 -283.16 -2695.00 3255.00 -306.18 -2745.00 3860.00
2024 -716.25 -1600.00 85.00 -716.25 -1440.00 35.00 -715.00 -1430.00 0.00 -743.75 -1560.00 -5.00

多晶硅期货跨期套利月度差价数据

月份 开盘价差均值 开盘价差最小值 开盘价差最大值 收盘价差均值 收盘价差最小值 收盘价差最大值 最高价差均值 最高价差最小值 最高价差最大值 最低价差均值 最低价差最小值 最低价差最大值
2025-11 1081.50 -775.00 4005.00 1110.50 -405.00 3790.00 1070.50 -725.00 3255.00 1126.50 -270.00 3860.00
2025-10 -1371.18 -2850.00 2030.00 -1355.88 -2800.00 2310.00 -1333.24 -2695.00 2320.00 -1343.24 -2715.00 2020.00
2025-09 -2333.18 -3090.00 -1640.00 -2362.95 -2660.00 -1895.00 -2325.00 -2620.00 -1885.00 -2346.82 -2670.00 -1795.00
2025-08 -1641.67 -2700.00 515.00 -1589.29 -2610.00 290.00 -1461.90 -2485.00 335.00 -1608.33 -2620.00 320.00
2025-07 137.39 -875.00 830.00 211.74 -370.00 745.00 240.00 -455.00 825.00 287.17 -340.00 760.00
2025-06 731.00 -885.00 1410.00 732.50 -845.00 1305.00 753.75 -610.00 1330.00 738.00 -745.00 1390.00
2025-05 471.05 -2500.00 2100.00 391.58 -2350.00 2305.00 395.53 -2325.00 2010.00 470.26 -2245.00 2300.00
2025-04 1176.67 -940.00 2715.00 1119.29 -865.00 1915.00 1110.24 -770.00 2230.00 1126.43 -985.00 2530.00
2025-03 -57.14 -2245.00 1330.00 46.67 -2060.00 1320.00 5.00 -2105.00 1280.00 -69.76 -2345.00 1200.00
2025-02 -683.89 -2710.00 230.00 -636.39 -2570.00 115.00 -626.67 -2510.00 215.00 -710.83 -2655.00 65.00
2025-01 -1135.28 -2875.00 245.00 -1185.00 -2800.00 60.00 -1080.00 -2545.00 165.00 -1185.83 -2745.00 0.00
2024-12 -716.25 -1600.00 85.00 -716.25 -1440.00 35.00 -715.00 -1430.00 0.00 -743.75 -1560.00 -5.00

多晶硅期货跨期套利价差逐日数据

日期 主连开盘价 主连收盘价 主连最高价 主连最低价 次主连开盘价 次主连收盘价 次主连最高价 次主连最低价 开盘价差值 收盘价差值 最高价差值 最低价差值
2025-07-03 35700.00 35050.00 35900.00 34780.00 35320.00 34460.00 35355.00 34150.00 380.00 590.00 545.00 630.00
2025-07-02 33350.00 35050.00 35050.00 33035.00 34000.00 34305.00 34305.00 32515.00 -650.00 745.00 745.00 520.00
2025-07-01 33470.00 32700.00 33500.00 32355.00 32640.00 32030.00 32675.00 31630.00 830.00 670.00 825.00 725.00
2025-06-30 33295.00 33535.00 34120.00 32840.00 32770.00 32740.00 33490.00 32260.00 525.00 795.00 630.00 580.00
2025-06-27 32000.00 33315.00 33585.00 31350.00 31320.00 32765.00 33040.00 30780.00 680.00 550.00 545.00 570.00
2025-06-26 30745.00 31715.00 31800.00 30700.00 30220.00 31185.00 31265.00 30220.00 525.00 530.00 535.00 480.00
2025-06-25 31000.00 30625.00 31125.00 30400.00 30700.00 30265.00 30700.00 30045.00 300.00 360.00 425.00 355.00
2025-06-24 30615.00 31085.00 31650.00 30440.00 31500.00 31930.00 32255.00 31185.00 -885.00 -845.00 -605.00 -745.00
2025-06-23 31200.00 30615.00 31385.00 30605.00 31665.00 31410.00 31995.00 31310.00 -465.00 -795.00 -610.00 -705.00
2025-06-20 32790.00 31700.00 32830.00 31630.00 32155.00 31220.00 32240.00 31210.00 635.00 480.00 590.00 420.00
2025-06-19 33000.00 32720.00 33340.00 32680.00 32480.00 32120.00 32580.00 32030.00 520.00 600.00 760.00 650.00
2025-06-18 33960.00 33370.00 34330.00 33070.00 32700.00 32570.00 33000.00 32230.00 1260.00 800.00 1330.00 840.00
2025-06-17 34230.00 34010.00 34275.00 33910.00 33070.00 32705.00 33120.00 32525.00 1160.00 1305.00 1155.00 1385.00
2025-06-16 33765.00 34320.00 34330.00 33640.00 32825.00 33105.00 33180.00 32585.00 940.00 1215.00 1150.00 1055.00
2025-06-13 33560.00 33695.00 34000.00 33355.00 32800.00 32770.00 33000.00 32315.00 760.00 925.00 1000.00 1040.00
2025-06-12 34060.00 33585.00 34220.00 33570.00 32805.00 32535.00 33080.00 32520.00 1255.00 1050.00 1140.00 1050.00
2025-06-11 33980.00 34255.00 34355.00 33795.00 32570.00 32990.00 33200.00 32500.00 1410.00 1265.00 1155.00 1295.00
2025-06-10 34000.00 33955.00 34375.00 33640.00 32780.00 32650.00 33240.00 32250.00 1220.00 1305.00 1135.00 1390.00
2025-06-09 34620.00 34105.00 34700.00 33985.00 33550.00 32810.00 33580.00 32675.00 1070.00 1295.00 1120.00 1310.00
2025-06-06 35000.00 34740.00 35335.00 34470.00 33945.00 33645.00 34380.00 33370.00 1055.00 1095.00 955.00 1100.00
2025-06-05 34810.00 34540.00 34910.00 34370.00 33720.00 33590.00 34075.00 33440.00 1090.00 950.00 835.00 930.00
2025-06-04 34300.00 35055.00 35340.00 33840.00 33700.00 34205.00 34375.00 33005.00 600.00 850.00 965.00 835.00
2025-06-03 35605.00 34360.00 35605.00 34270.00 34640.00 33440.00 34740.00 33345.00 965.00 920.00 865.00 925.00
2025-05-30 35005.00 35600.00 35675.00 34800.00 34230.00 34740.00 34910.00 33945.00 775.00 860.00 765.00 855.00
2025-05-29 35130.00 35280.00 35445.00 34710.00 33950.00 34415.00 34650.00 33700.00 1180.00 865.00 795.00 1010.00
2025-05-28 35360.00 35100.00 35595.00 34585.00 34025.00 33820.00 34470.00 33415.00 1335.00 1280.00 1125.00 1170.00
2025-05-27 34500.00 35290.00 35455.00 34455.00 37000.00 37640.00 37780.00 36700.00 -2500.00 -2350.00 -2325.00 -2245.00
2025-05-26 36120.00 34885.00 36180.00 34845.00 37200.00 36985.00 37800.00 36925.00 -1080.00 -2100.00 -1620.00 -2080.00
2025-05-23 36100.00 36090.00 36775.00 35950.00 36920.00 37195.00 37685.00 36920.00 -820.00 -1105.00 -910.00 -970.00
2025-05-22 35600.00 36080.00 36090.00 35300.00 36700.00 37010.00 37020.00 36290.00 -1100.00 -930.00 -930.00 -990.00
2025-05-21 35630.00 35860.00 36115.00 35295.00 36530.00 36755.00 37035.00 36205.00 -900.00 -895.00 -920.00 -910.00
2025-05-20 36020.00 35625.00 36180.00 34960.00 37000.00 36525.00 37120.00 36010.00 -980.00 -900.00 -940.00 -1050.00
2025-05-19 36900.00 37150.00 37380.00 36650.00 36105.00 36050.00 36490.00 35515.00 795.00 1100.00 890.00 1135.00
2025-05-16 37450.00 36850.00 37620.00 36530.00 36950.00 35975.00 36950.00 35565.00 500.00 875.00 670.00 965.00
2025-05-15 38100.00 37920.00 38475.00 37750.00 37110.00 37200.00 37595.00 36675.00 990.00 720.00 880.00 1075.00
2025-05-14 38540.00 38420.00 38870.00 37420.00 37460.00 37560.00 37760.00 36525.00 1080.00 860.00 1110.00 895.00
2025-05-13 38230.00 38270.00 39340.00 37820.00 36360.00 37030.00 38140.00 35880.00 1870.00 1240.00 1200.00 1940.00
2025-05-12 38100.00 38450.00 38640.00 37200.00 36000.00 36720.00 36920.00 34900.00 2100.00 1730.00 1720.00 2300.00
2025-05-09 37420.00 37830.00 38175.00 36820.00 35970.00 35525.00 36165.00 34775.00 1450.00 2305.00 2010.00 2045.00
2025-05-08 35495.00 36950.00 37320.00 34375.00 34250.00 35445.00 35860.00 33220.00 1245.00 1505.00 1460.00 1155.00
2025-05-07 36670.00 35520.00 37140.00 35470.00 35460.00 34390.00 36180.00 34320.00 1210.00 1130.00 960.00 1150.00
2025-05-06 37200.00 36410.00 37350.00 36325.00 35400.00 35160.00 35775.00 34840.00 1800.00 1250.00 1575.00 1485.00
2025-04-30 37220.00 37245.00 37920.00 36665.00 35880.00 35595.00 36635.00 35305.00 1340.00 1650.00 1285.00 1360.00
2025-04-29 37500.00 37320.00 37835.00 36895.00 36540.00 36120.00 36540.00 35725.00 960.00 1200.00 1295.00 1170.00
2025-04-28 38390.00 37780.00 38495.00 37730.00 37175.00 36490.00 37175.00 36425.00 1215.00 1290.00 1320.00 1305.00
2025-04-25 39375.00 38390.00 39415.00 38380.00 37735.00 37075.00 37845.00 37025.00 1640.00 1315.00 1570.00 1355.00
2025-04-24 38900.00 39375.00 39840.00 38500.00 37340.00 37670.00 38300.00 37155.00 1560.00 1705.00 1540.00 1345.00
2025-04-23 38305.00 39135.00 39325.00 38105.00 36985.00 37635.00 37945.00 36705.00 1320.00 1500.00 1380.00 1400.00
2025-04-22 38000.00 38020.00 38550.00 37680.00 36590.00 36595.00 37070.00 36295.00 1410.00 1425.00 1480.00 1385.00
2025-04-21 37800.00 38420.00 38710.00 37135.00 36180.00 36960.00 37335.00 35670.00 1620.00 1460.00 1375.00 1465.00
2025-04-18 39390.00 37615.00 39400.00 37390.00 37500.00 36180.00 37500.00 35705.00 1890.00 1435.00 1900.00 1685.00
2025-04-17 40165.00 39440.00 40680.00 39340.00 38200.00 37595.00 38450.00 37505.00 1965.00 1845.00 2230.00 1835.00
2025-04-16 40690.00 40265.00 40800.00 39505.00 39480.00 38350.00 39800.00 38055.00 1210.00 1915.00 1000.00 1450.00
2025-04-15 41500.00 40485.00 41580.00 40115.00 40625.00 39485.00 40690.00 39190.00 875.00 1000.00 890.00 925.00
2025-04-14 42080.00 41550.00 42150.00 41410.00 41100.00 40735.00 41155.00 40615.00 980.00 815.00 995.00 795.00
2025-04-11 41700.00 41835.00 42085.00 41350.00 41000.00 41020.00 41305.00 40585.00 700.00 815.00 780.00 765.00
2025-04-10 42885.00 42190.00 43300.00 42100.00 42020.00 41360.00 42355.00 41300.00 865.00 830.00 945.00 800.00
2025-04-09 42000.00 42245.00 42340.00 41100.00 40930.00 41390.00 41535.00 40335.00 1070.00 855.00 805.00 765.00
2025-04-08 43280.00 42405.00 43420.00 40880.00 42720.00 41730.00 42720.00 40260.00 560.00 675.00 700.00 620.00
2025-04-07 43050.00 43265.00 43635.00 42865.00 40335.00 42585.00 42985.00 40335.00 2715.00 680.00 650.00 2530.00
2025-04-03 43570.00 43650.00 43775.00 43370.00 43045.00 43050.00 43130.00 42825.00 525.00 600.00 645.00 545.00
2025-04-02 43500.00 43680.00 43780.00 43425.00 44440.00 44545.00 44550.00 44410.00 -940.00 -865.00 -770.00 -985.00
2025-04-01 43500.00 43560.00 43650.00 43325.00 42270.00 42200.00 42350.00 42185.00 1230.00 1360.00 1300.00 1140.00
2025-03-31 43635.00 43460.00 43635.00 43285.00 42480.00 42245.00 42500.00 42245.00 1155.00 1215.00 1135.00 1040.00
2025-03-28 43760.00 43650.00 43850.00 43510.00 42580.00 42475.00 42580.00 42420.00 1180.00 1175.00 1270.00 1090.00
2025-03-27 43680.00 43760.00 43880.00 43560.00 42815.00 42440.00 42815.00 42420.00 865.00 1320.00 1065.00 1140.00
2025-03-26 43840.00 43640.00 43990.00 43600.00 42510.00 42510.00 42900.00 42430.00 1330.00 1130.00 1090.00 1170.00
2025-03-25 43640.00 43795.00 43860.00 43600.00 42545.00 42510.00 42580.00 42400.00 1095.00 1285.00 1280.00 1200.00
2025-03-24 43550.00 43640.00 43750.00 43405.00 44355.00 44480.00 44595.00 44290.00 -805.00 -840.00 -845.00 -885.00
2025-03-21 43790.00 43515.00 43890.00 43340.00 42500.00 42255.00 42610.00 42235.00 1290.00 1260.00 1280.00 1105.00
2025-03-20 43610.00 43695.00 43990.00 43355.00 42455.00 42470.00 42760.00 42210.00 1155.00 1225.00 1230.00 1145.00
2025-03-19 43135.00 43610.00 43660.00 42700.00 42600.00 42515.00 42750.00 42245.00 535.00 1095.00 910.00 455.00
2025-03-18 43220.00 43080.00 43495.00 42480.00 44995.00 44645.00 45040.00 44175.00 -1775.00 -1565.00 -1545.00 -1695.00
2025-03-17 43780.00 43220.00 43780.00 43070.00 45575.00 44995.00 45575.00 44875.00 -1795.00 -1775.00 -1795.00 -1805.00
2025-03-14 43995.00 43770.00 44185.00 43750.00 43755.00 43500.00 44300.00 43500.00 240.00 270.00 -115.00 250.00
2025-03-13 44060.00 44120.00 44230.00 43950.00 43815.00 43835.00 43980.00 43695.00 245.00 285.00 250.00 255.00
2025-03-12 44160.00 44050.00 44255.00 43910.00 43925.00 43850.00 44020.00 43685.00 235.00 200.00 235.00 225.00
2025-03-11 43900.00 44150.00 44180.00 43900.00 43720.00 43905.00 43960.00 43720.00 180.00 245.00 220.00 180.00
2025-03-10 44060.00 43850.00 44200.00 43815.00 43790.00 43565.00 43905.00 43555.00 270.00 285.00 295.00 260.00
2025-03-07 44400.00 44015.00 44450.00 43980.00 46180.00 45820.00 46185.00 45800.00 -1780.00 -1805.00 -1735.00 -1820.00
2025-03-06 43905.00 44400.00 44480.00 43720.00 46150.00 46135.00 46265.00 45725.00 -2245.00 -1735.00 -1785.00 -2005.00
2025-03-05 44100.00 43875.00 44145.00 43800.00 44195.00 43910.00 44195.00 43865.00 -95.00 -35.00 -50.00 -65.00
2025-03-04 44290.00 44100.00 44415.00 43800.00 46520.00 46160.00 46520.00 46145.00 -2230.00 -2060.00 -2105.00 -2345.00
2025-03-03 44265.00 44390.00 44480.00 44125.00 44515.00 44585.00 44660.00 44485.00 -250.00 -195.00 -180.00 -360.00
2025-02-28 44535.00 44265.00 44620.00 44155.00 44730.00 44585.00 45370.00 44400.00 -195.00 -320.00 -750.00 -245.00
2025-02-27 44500.00 44550.00 44795.00 44310.00 44600.00 44730.00 44950.00 44580.00 -100.00 -180.00 -155.00 -270.00
2025-02-26 43805.00 44515.00 44600.00 43660.00 44215.00 44705.00 44900.00 44125.00 -410.00 -190.00 -300.00 -465.00
2025-02-25 43840.00 43835.00 44065.00 43710.00 44120.00 44270.00 44400.00 43930.00 -280.00 -435.00 -335.00 -220.00
2025-02-24 43690.00 43900.00 43920.00 43610.00 44035.00 44200.00 44200.00 43905.00 -345.00 -300.00 -280.00 -295.00
2025-02-21 43860.00 43825.00 44100.00 43555.00 44060.00 44035.00 44295.00 43750.00 -200.00 -210.00 -195.00 -195.00
2025-02-20 43950.00 43765.00 44080.00 43660.00 44315.00 44055.00 44315.00 44005.00 -365.00 -290.00 -235.00 -345.00
2025-02-19 44270.00 44060.00 44275.00 44015.00 46555.00 46480.00 46555.00 46420.00 -2285.00 -2420.00 -2280.00 -2405.00
2025-02-18 44270.00 44160.00 44400.00 44085.00 44040.00 44055.00 44265.00 44040.00 230.00 105.00 135.00 45.00
2025-02-17 44100.00 44270.00 44360.00 43915.00 44340.00 44405.00 44560.00 44285.00 -240.00 -135.00 -200.00 -370.00
2025-02-14 44100.00 44150.00 44260.00 43845.00 44300.00 44355.00 44550.00 44190.00 -200.00 -205.00 -290.00 -345.00
2025-02-13 43950.00 43810.00 44150.00 43620.00 46660.00 46380.00 46660.00 46250.00 -2710.00 -2570.00 -2510.00 -2630.00
2025-02-12 43810.00 43915.00 44275.00 43800.00 43910.00 43805.00 44125.00 43760.00 -100.00 110.00 150.00 40.00
2025-02-11 44500.00 43870.00 44550.00 43705.00 44335.00 43755.00 44335.00 43640.00 165.00 115.00 215.00 65.00
2025-02-10 44000.00 44435.00 44555.00 43805.00 46340.00 46730.00 46890.00 46135.00 -2340.00 -2295.00 -2335.00 -2330.00
2025-02-07 43800.00 44105.00 44645.00 43740.00 46430.00 46465.00 46855.00 46395.00 -2630.00 -2360.00 -2210.00 -2655.00
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