螺纹钢期货跨期套利数据回测

本页面展示螺纹钢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

关于螺纹钢期货跨期套利的详细数据分析,请查看文章:。

螺纹钢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 -12.55 -93.00 106.00 -13.74 -88.00 97.00 -12.84 -87.00 99.00 -14.00 -93.00 96.00
2024 -8.26 -126.00 163.00 -6.98 -108.00 184.00 -6.70 -104.00 180.00 -9.30 -110.00 170.00
2023 9.57 -61.00 91.00 9.09 -71.00 85.00 9.47 -120.00 89.00 11.00 -64.00 414.00
2022 63.40 -250.00 279.00 63.82 -248.00 258.00 67.55 -230.00 252.00 59.31 -251.00 236.00
2021 92.75 -285.00 461.00 93.80 -282.00 486.00 98.32 -278.00 490.00 88.53 -279.00 477.00
2020 68.84 -180.00 239.00 68.66 -195.00 238.00 72.27 -187.00 240.00 66.14 -201.00 226.00
2019 131.03 -405.00 313.00 130.99 -421.00 313.00 136.06 -397.00 314.00 125.79 -412.00 309.00
2018 152.32 -403.00 410.00 154.74 -391.00 420.00 159.59 -400.00 417.00 146.79 -391.00 419.00

螺纹钢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
2025-12 13.17 -34.00 38.00 3.67 -36.00 32.00 6.00 -36.00 32.00 7.50 -32.00 33.00
2025-11 -45.60 -68.00 -12.00 -42.75 -65.00 -7.00 -42.70 -68.00 -8.00 -45.95 -69.00 -12.00
2025-10 -23.94 -60.00 99.00 -28.12 -60.00 76.00 -28.12 -63.00 80.00 -25.29 -64.00 93.00
2025-09 86.18 55.00 106.00 87.09 70.00 97.00 88.45 63.00 99.00 84.23 65.00 96.00
2025-08 -71.81 -85.00 -55.00 -74.00 -86.00 -54.00 -74.14 -87.00 -59.00 -71.48 -86.00 -55.00
2025-07 -34.78 -54.00 -7.00 -36.87 -60.00 -13.00 -37.00 -59.00 -14.00 -35.04 -56.00 -8.00
2025-06 5.45 -11.00 25.00 4.35 -18.00 27.00 4.75 -10.00 29.00 4.05 -10.00 22.00
2025-05 6.11 -17.00 25.00 2.32 -13.00 16.00 5.32 -10.00 17.00 0.79 -18.00 14.00
2025-04 40.57 -86.00 84.00 39.86 -85.00 81.00 41.76 -81.00 84.00 37.38 -89.00 81.00
2025-03 -72.38 -93.00 -58.00 -72.71 -88.00 -60.00 -71.05 -86.00 -60.00 -73.86 -93.00 -61.00
2025-02 -37.00 -65.00 -17.00 -35.56 -62.00 -17.00 -35.00 -64.00 -18.00 -36.33 -63.00 -18.00
2025-01 -4.17 -28.00 23.00 -6.11 -23.00 24.00 -5.22 -22.00 26.00 -4.56 -22.00 21.00
2024-12 37.23 -74.00 98.00 34.68 -74.00 79.00 36.05 -76.00 85.00 33.14 -85.00 85.00
2024-11 -69.67 -92.00 -16.00 -69.33 -86.00 -17.00 -64.57 -85.00 -13.00 -72.81 -88.00 -21.00
2024-10 -60.83 -120.00 -25.00 -59.44 -75.00 -40.00 -56.56 -78.00 -37.00 -61.28 -75.00 -43.00
2024-09 53.68 -85.00 118.00 59.32 -67.00 141.00 56.79 -67.00 135.00 54.00 -71.00 117.00
2024-08 -72.95 -111.00 -38.00 -73.27 -108.00 -37.00 -71.77 -104.00 -33.00 -73.68 -110.00 -29.00
2024-07 -30.83 -94.00 28.00 -28.22 -87.00 31.00 -29.65 -91.00 29.00 -31.74 -91.00 29.00
2024-06 -21.79 -36.00 0.00 -20.58 -31.00 -12.00 -20.47 -30.00 -10.00 -20.21 -32.00 -13.00
2024-05 -9.15 -60.00 163.00 -9.75 -57.00 184.00 -10.80 -56.00 180.00 -10.75 -60.00 170.00
2024-04 62.50 -39.00 138.00 69.90 -43.00 163.00 66.95 -53.00 145.00 62.55 -51.00 145.00
2024-03 -17.43 -50.00 29.00 -21.76 -62.00 18.00 -17.71 -53.00 29.00 -24.38 -67.00 19.00
2024-02 11.67 -42.00 31.00 8.60 -59.00 33.00 11.33 -51.00 33.00 8.87 -52.00 30.00
2024-01 26.00 -126.00 59.00 32.91 -3.00 52.00 27.68 -102.00 51.00 32.00 -2.00 53.00
2023-12 5.33 -38.00 44.00 2.05 -45.00 54.00 7.81 -42.00 54.00 4.00 -40.00 48.00
2023-11 -12.82 -40.00 22.00 -13.91 -38.00 19.00 -10.86 -35.00 29.00 -15.64 -39.00 23.00
2023-10 -5.06 -20.00 20.00 -5.35 -22.00 23.00 -7.18 -22.00 15.00 -4.29 -17.00 23.00
2023-09 27.35 -43.00 65.00 27.00 -43.00 70.00 28.40 -49.00 75.00 24.55 -40.00 58.00
2023-08 -19.57 -50.00 0.00 -20.43 -43.00 -6.00 -18.00 -34.00 -4.00 -19.57 -39.00 -6.00
2023-07 20.33 4.00 35.00 17.33 -16.00 56.00 17.38 -9.00 57.00 39.90 -10.00 414.00
2023-06 25.80 1.00 91.00 25.30 13.00 85.00 18.40 -120.00 89.00 25.75 10.00 84.00
2023-05 21.75 -3.00 41.00 21.15 10.00 33.00 19.65 9.00 28.00 23.80 14.00 44.00
2023-04 -19.16 -61.00 39.00 -17.53 -71.00 43.00 -17.26 -49.00 29.00 -18.58 -64.00 39.00
2023-03 34.61 7.00 68.00 35.70 15.00 73.00 36.61 16.00 73.00 34.13 11.00 89.00
2023-02 24.20 0.00 48.00 24.90 12.00 36.00 25.85 15.00 39.00 24.50 11.00 39.00
2023-01 11.38 -2.00 53.00 12.81 9.00 21.00 11.12 -1.00 20.00 12.62 9.00 21.00
2022-12 22.64 -8.00 46.00 25.73 8.00 47.00 24.00 -59.00 67.00 22.73 -6.00 40.00
2022-11 38.00 10.00 74.00 41.59 18.00 76.00 41.41 14.00 70.00 39.77 17.00 67.00
2022-10 53.69 36.00 80.00 53.00 34.00 79.00 55.38 37.00 91.00 51.50 33.00 82.00
2022-09 -170.57 -245.00 54.00 -168.90 -248.00 56.00 -161.48 -230.00 57.00 -180.19 -251.00 54.00
2022-08 168.65 -250.00 246.00 177.43 -225.00 258.00 176.04 -216.00 252.00 174.35 -224.00 236.00
2022-07 81.43 34.00 138.00 86.52 40.00 138.00 91.05 43.00 141.00 77.52 34.00 126.00
2022-06 48.57 16.00 84.00 50.81 27.00 78.00 53.43 21.00 77.00 50.05 22.00 77.00
2022-05 83.05 38.00 144.00 85.16 70.00 114.00 86.63 70.00 117.00 79.79 63.00 106.00
2022-04 -42.63 -172.00 100.00 -52.84 -211.00 109.00 -36.05 -185.00 107.00 -63.05 -224.00 93.00
2022-03 109.96 -10.00 199.00 104.00 -33.00 208.00 108.39 -30.00 203.00 102.00 -54.00 208.00
2022-02 206.19 170.00 279.00 199.31 170.00 221.00 206.00 187.00 224.00 195.38 162.00 215.00
2022-01 185.63 155.00 210.00 184.32 169.00 201.00 188.37 166.00 201.00 182.05 163.00 207.00
2021-12 -0.91 -285.00 216.00 14.96 -242.00 220.00 11.91 -230.00 223.00 6.26 -276.00 219.00
2021-11 184.32 -270.00 390.00 182.09 -282.00 388.00 187.95 -278.00 346.00 182.55 -279.00 368.00
2021-10 241.31 166.00 330.00 237.75 178.00 327.00 248.44 161.00 363.00 220.62 135.00 318.00
2021-09 242.20 -54.00 461.00 251.70 -16.00 486.00 253.90 2.00 490.00 240.75 -27.00 477.00
2021-08 -7.77 -96.00 80.00 -4.18 -71.00 90.00 1.55 -58.00 84.00 -8.68 -73.00 60.00
2021-07 18.86 -88.00 66.00 17.64 -72.00 70.00 20.68 -72.00 76.00 14.05 -76.00 64.00
2021-06 98.90 50.00 145.00 92.00 53.00 126.00 96.67 64.00 130.00 89.00 53.00 118.00
2021-05 115.89 45.00 185.00 122.17 99.00 176.00 123.28 97.00 175.00 117.28 88.00 172.00
2021-04 22.81 -50.00 129.00 15.52 -37.00 117.00 23.57 -30.00 121.00 12.62 -59.00 129.00
2021-03 63.61 26.00 130.00 62.48 16.00 108.00 71.78 29.00 115.00 58.87 7.00 133.00
2021-02 79.67 62.00 120.00 77.33 61.00 91.00 79.20 57.00 92.00 74.13 54.00 102.00
2021-01 112.80 46.00 146.00 112.80 51.00 144.00 117.85 68.00 144.00 108.95 54.00 134.00
2020-12 23.22 -119.00 149.00 19.43 -112.00 142.00 27.39 -101.00 141.00 18.00 -115.00 137.00
2020-11 184.05 143.00 239.00 186.29 142.00 238.00 190.57 146.00 240.00 183.29 144.00 226.00
2020-10 108.12 67.00 143.00 114.50 68.00 149.00 117.00 72.00 160.00 107.06 67.00 140.00
2020-09 -2.77 -107.00 76.00 -3.86 -98.00 82.00 1.36 -111.00 80.00 -7.77 -99.00 71.00
2020-08 61.10 -76.00 155.00 60.57 -60.00 162.00 63.95 -56.00 161.00 58.00 -83.00 155.00
2020-07 143.30 113.00 160.00 146.26 130.00 164.00 147.91 131.00 166.00 142.83 128.00 160.00
2020-06 158.70 126.00 183.00 156.65 135.00 176.00 159.30 135.00 184.00 155.50 136.00 183.00
2020-05 159.50 146.00 172.00 159.33 145.00 174.00 162.50 149.00 175.00 156.39 144.00 172.00
2020-04 -69.86 -180.00 146.00 -71.05 -183.00 149.00 -66.10 -173.00 145.00 -72.33 -190.00 138.00
2020-03 -8.86 -161.00 130.00 -5.59 -173.00 130.00 -4.09 -157.00 126.00 -9.68 -166.00 150.00
2020-02 -25.15 -77.00 123.00 -30.75 -76.00 75.00 -29.40 -79.00 31.00 -27.55 -74.00 127.00
2020-01 137.50 -180.00 172.00 135.69 -195.00 172.00 139.81 -187.00 173.00 132.69 -201.00 166.00
2019-12 -130.18 -249.00 198.00 -132.55 -243.00 205.00 -127.32 -228.00 206.00 -134.64 -246.00 201.00
2019-11 203.52 143.00 291.00 208.24 149.00 281.00 211.10 148.00 291.00 199.62 137.00 265.00
2019-10 142.72 102.00 203.00 139.78 102.00 178.00 147.56 123.00 191.00 131.00 99.00 179.00
2019-09 11.65 -340.00 219.00 11.55 -343.00 214.00 20.30 -325.00 242.00 5.80 -345.00 206.00
2019-08 114.05 -308.00 286.00 114.68 -321.00 297.00 119.27 -299.00 280.00 108.91 -320.00 298.00
2019-07 248.43 210.00 303.00 248.22 215.00 313.00 253.30 210.00 314.00 243.91 208.00 304.00
2019-06 258.42 231.00 300.00 261.16 234.00 300.00 260.63 168.00 300.00 254.21 232.00 291.00
2019-05 276.95 251.00 308.00 276.90 257.00 301.00 280.50 248.00 302.00 272.75 255.00 294.00
2019-04 -190.81 -405.00 313.00 -198.24 -421.00 309.00 -189.57 -397.00 313.00 -197.52 -412.00 309.00
2019-03 256.43 208.00 290.00 260.57 207.00 292.00 265.00 218.00 297.00 252.76 207.00 293.00
2019-02 211.13 182.00 264.00 211.47 181.00 270.00 219.00 195.00 279.00 204.33 176.00 263.00
2019-01 206.45 171.00 248.00 206.55 177.00 245.00 210.14 180.00 246.00 203.27 171.00 230.00
2018-12 -150.80 -403.00 218.00 -146.65 -391.00 221.00 -143.05 -400.00 238.00 -151.60 -391.00 223.00
2018-11 257.59 -356.00 410.00 255.91 -349.00 420.00 260.73 -330.00 417.00 250.23 -350.00 419.00
2018-10 322.72 235.00 408.00 332.44 267.00 407.00 336.83 253.00 410.00 316.33 236.00 407.00
2018-09 265.50 246.00 284.00 255.33 225.00 274.00 265.83 250.00 283.00 253.50 222.00 266.00

螺纹钢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
2018-12-04 3306.00 3374.00 3388.00 3283.00 3709.00 3765.00 3788.00 3674.00 -403.00 -391.00 -400.00 -391.00
2018-12-03 3250.00 3333.00 3495.00 3208.00 3590.00 3695.00 3842.00 3562.00 -340.00 -362.00 -347.00 -354.00
2018-11-30 3306.00 3256.00 3327.00 3210.00 3595.00 3587.00 3627.00 3560.00 -289.00 -331.00 -300.00 -350.00
2018-11-29 3293.00 3307.00 3352.00 3279.00 3649.00 3605.00 3665.00 3565.00 -356.00 -298.00 -313.00 -286.00
2018-11-28 3230.00 3295.00 3338.00 3225.00 3560.00 3644.00 3668.00 3557.00 -330.00 -349.00 -330.00 -332.00
2018-11-27 3545.00 3579.00 3672.00 3540.00 3234.00 3246.00 3319.00 3218.00 311.00 333.00 353.00 322.00
2018-11-26 3600.00 3553.00 3658.00 3496.00 3330.00 3232.00 3355.00 3179.00 270.00 321.00 303.00 317.00
2018-11-23 3730.00 3623.00 3750.00 3620.00 3449.00 3350.00 3469.00 3349.00 281.00 273.00 281.00 271.00
2018-11-22 3723.00 3729.00 3746.00 3690.00 3506.00 3448.00 3517.00 3438.00 217.00 281.00 229.00 252.00
2018-11-21 3728.00 3724.00 3735.00 3586.00 3452.00 3502.00 3516.00 3400.00 276.00 222.00 219.00 186.00
2018-11-20 3833.00 3742.00 3859.00 3735.00 3513.00 3468.00 3550.00 3465.00 320.00 274.00 309.00 270.00
2018-11-19 3870.00 3838.00 3885.00 3813.00 3503.00 3526.00 3571.00 3480.00 367.00 312.00 314.00 333.00
2018-11-16 3889.00 3884.00 3952.00 3869.00 3501.00 3512.00 3551.00 3493.00 388.00 372.00 401.00 376.00
2018-11-15 3941.00 3889.00 3946.00 3859.00 3547.00 3510.00 3560.00 3474.00 394.00 379.00 386.00 385.00
2018-11-14 3850.00 3937.00 3940.00 3846.00 3478.00 3542.00 3545.00 3470.00 372.00 395.00 395.00 376.00
2018-11-13 3850.00 3868.00 3895.00 3835.00 3480.00 3489.00 3509.00 3469.00 370.00 379.00 386.00 366.00
2018-11-12 3922.00 3848.00 3925.00 3818.00 3512.00 3484.00 3527.00 3434.00 410.00 364.00 398.00 384.00
2018-11-09 3982.00 3933.00 4003.00 3932.00 3583.00 3513.00 3586.00 3513.00 399.00 420.00 417.00 419.00
2018-11-08 3941.00 3986.00 3995.00 3878.00 3564.00 3584.00 3592.00 3503.00 377.00 402.00 403.00 375.00
2018-11-07 3956.00 3930.00 3968.00 3914.00 3625.00 3559.00 3632.00 3543.00 331.00 371.00 336.00 371.00
2018-11-06 4057.00 3962.00 4068.00 3953.00 3691.00 3627.00 3696.00 3620.00 366.00 335.00 372.00 333.00
2018-11-05 4065.00 4072.00 4076.00 4002.00 3665.00 3693.00 3702.00 3625.00 400.00 379.00 374.00 377.00
2018-11-02 4050.00 4064.00 4077.00 4020.00 3652.00 3669.00 3681.00 3637.00 398.00 395.00 396.00 383.00
2018-11-01 4135.00 4057.00 4152.00 4029.00 3740.00 3656.00 3745.00 3652.00 395.00 401.00 407.00 377.00
2018-10-31 4170.00 4127.00 4178.00 4113.00 3762.00 3720.00 3768.00 3706.00 408.00 407.00 410.00 407.00
2018-10-30 4159.00 4172.00 4206.00 4154.00 3785.00 3765.00 3805.00 3758.00 374.00 407.00 401.00 396.00
2018-10-29 4230.00 4150.00 4242.00 4144.00 3830.00 3778.00 3876.00 3775.00 400.00 372.00 366.00 369.00
2018-10-26 4184.00 4228.00 4244.00 4180.00 3820.00 3834.00 3848.00 3815.00 364.00 394.00 396.00 365.00
2018-10-25 4194.00 4192.00 4209.00 4142.00 3842.00 3819.00 3843.00 3792.00 352.00 373.00 366.00 350.00
2018-10-24 4128.00 4190.00 4193.00 4112.00 3806.00 3838.00 3840.00 3785.00 322.00 352.00 353.00 327.00
2018-10-23 4156.00 4142.00 4175.00 4134.00 3812.00 3812.00 3838.00 3805.00 344.00 330.00 337.00 329.00
2018-10-22 4055.00 4154.00 4187.00 4055.00 3750.00 3811.00 3831.00 3743.00 305.00 343.00 356.00 312.00
2018-10-19 4099.00 4055.00 4126.00 4054.00 3793.00 3747.00 3806.00 3740.00 306.00 308.00 320.00 314.00
2018-10-18 4205.00 4108.00 4220.00 4091.00 3847.00 3793.00 3853.00 3783.00 358.00 315.00 367.00 308.00
2018-10-17 4117.00 4197.00 4198.00 4105.00 3800.00 3838.00 3840.00 3779.00 317.00 359.00 358.00 326.00
2018-10-16 4160.00 4117.00 4167.00 4105.00 3836.00 3797.00 3841.00 3795.00 324.00 320.00 326.00 310.00
2018-10-15 4108.00 4150.00 4166.00 4093.00 3820.00 3833.00 3844.00 3807.00 288.00 317.00 322.00 286.00
2018-10-12 4068.00 4106.00 4134.00 4041.00 3785.00 3813.00 3850.00 3774.00 283.00 293.00 284.00 267.00
2018-10-11 4045.00 4056.00 4074.00 3958.00 3780.00 3784.00 3795.00 3716.00 265.00 272.00 279.00 242.00
2018-10-10 4043.00 4055.00 4080.00 4001.00 3756.00 3786.00 3798.00 3726.00 287.00 269.00 282.00 275.00
2018-10-09 3979.00 4039.00 4047.00 3970.00 3702.00 3753.00 3760.00 3695.00 277.00 286.00 287.00 275.00
2018-10-08 3947.00 3971.00 3985.00 3904.00 3712.00 3704.00 3732.00 3668.00 235.00 267.00 253.00 236.00
2018-09-28 3996.00 3944.00 3998.00 3907.00 3748.00 3719.00 3748.00 3685.00 248.00 225.00 250.00 222.00
2018-09-27 4078.00 4008.00 4094.00 3998.00 3794.00 3756.00 3811.00 3732.00 284.00 252.00 283.00 266.00
2018-09-26 4065.00 4064.00 4078.00 4027.00 3798.00 3790.00 3811.00 3768.00 267.00 274.00 267.00 259.00
2018-09-25 4150.00 4060.00 4156.00 4052.00 3885.00 3795.00 3893.00 3791.00 265.00 265.00 263.00 261.00
2018-09-21 4116.00 4149.00 4162.00 4106.00 3870.00 3886.00 3899.00 3850.00 246.00 263.00 263.00 256.00
2018-09-20 4153.00 4124.00 4177.00 4111.00 3870.00 3871.00 3908.00 3854.00 283.00 253.00 269.00 257.00
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