纯碱期货跨期套利数据回测

本页面展示纯碱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

关于纯碱期货跨期套利的详细数据分析,请查看文章:。

纯碱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
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纯碱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
暂无数据

纯碱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
2025-02-14 1424.00 1458.00 1471.00 1424.00 1513.00 1537.00 1549.00 1511.00 -89.00 -79.00 -78.00 -87.00
2025-02-13 1470.00 1425.00 1477.00 1425.00 1553.00 1513.00 1555.00 1512.00 -83.00 -88.00 -78.00 -87.00
2025-02-12 1453.00 1470.00 1475.00 1437.00 1540.00 1551.00 1555.00 1522.00 -87.00 -81.00 -80.00 -85.00
2025-02-11 1465.00 1455.00 1481.00 1443.00 1548.00 1539.00 1565.00 1530.00 -83.00 -84.00 -84.00 -87.00
2025-02-10 1455.00 1463.00 1463.00 1441.00 1544.00 1547.00 1548.00 1529.00 -89.00 -84.00 -85.00 -88.00
2025-02-07 1428.00 1454.00 1466.00 1424.00 1507.00 1543.00 1552.00 1507.00 -79.00 -89.00 -86.00 -83.00
2025-02-06 1444.00 1433.00 1452.00 1420.00 1538.00 1514.00 1538.00 1501.00 -94.00 -81.00 -86.00 -81.00
2025-02-05 1465.00 1448.00 1488.00 1432.00 1540.00 1523.00 1559.00 1512.00 -75.00 -75.00 -71.00 -80.00
2025-01-27 1510.00 1481.00 1510.00 1481.00 1576.00 1551.00 1577.00 1551.00 -66.00 -70.00 -67.00 -70.00
2025-01-24 1490.00 1508.00 1518.00 1481.00 1556.00 1577.00 1587.00 1548.00 -66.00 -69.00 -69.00 -67.00
2025-01-23 1480.00 1491.00 1510.00 1480.00 1549.00 1559.00 1574.00 1549.00 -69.00 -68.00 -64.00 -69.00
2025-01-22 1483.00 1484.00 1491.00 1458.00 1551.00 1552.00 1561.00 1535.00 -68.00 -68.00 -70.00 -77.00
2025-01-21 1490.00 1486.00 1506.00 1480.00 1566.00 1561.00 1578.00 1554.00 -76.00 -75.00 -72.00 -74.00
2025-01-20 1509.00 1489.00 1525.00 1472.00 1579.00 1563.00 1592.00 1543.00 -70.00 -74.00 -67.00 -71.00
2025-01-17 1480.00 1511.00 1536.00 1467.00 1556.00 1579.00 1603.00 1540.00 -76.00 -68.00 -67.00 -73.00
2025-01-16 1450.00 1479.00 1482.00 1442.00 1533.00 1553.00 1556.00 1521.00 -83.00 -74.00 -74.00 -79.00
2025-01-15 1462.00 1452.00 1463.00 1438.00 1540.00 1534.00 1541.00 1521.00 -78.00 -82.00 -78.00 -83.00
2025-01-14 1428.00 1461.00 1464.00 1417.00 1505.00 1539.00 1539.00 1493.00 -77.00 -78.00 -75.00 -76.00
2025-01-13 1409.00 1427.00 1435.00 1404.00 1482.00 1502.00 1507.00 1476.00 -73.00 -75.00 -72.00 -72.00
2025-01-10 1405.00 1404.00 1409.00 1387.00 1477.00 1476.00 1482.00 1463.00 -72.00 -72.00 -73.00 -76.00
2025-01-09 1385.00 1408.00 1414.00 1379.00 1460.00 1480.00 1484.00 1457.00 -75.00 -72.00 -70.00 -78.00
2025-01-08 1400.00 1386.00 1410.00 1383.00 1486.00 1465.00 1489.00 1462.00 -86.00 -79.00 -79.00 -79.00
2025-01-07 1421.00 1404.00 1425.00 1400.00 1503.00 1482.00 1505.00 1478.00 -82.00 -78.00 -80.00 -78.00
2025-01-06 1415.00 1416.00 1432.00 1394.00 1492.00 1496.00 1511.00 1475.00 -77.00 -80.00 -79.00 -81.00
2025-01-03 1442.00 1416.00 1445.00 1407.00 1530.00 1499.00 1534.00 1489.00 -88.00 -83.00 -89.00 -82.00
2025-01-02 1438.00 1444.00 1456.00 1433.00 1325.00 1341.00 1360.00 1325.00 113.00 103.00 96.00 108.00
2024-12-31 1443.00 1433.00 1446.00 1417.00 1362.00 1328.00 1362.00 1320.00 81.00 105.00 84.00 97.00
2024-12-30 1450.00 1443.00 1455.00 1436.00 1370.00 1361.00 1377.00 1357.00 80.00 82.00 78.00 79.00
2024-12-27 1465.00 1451.00 1468.00 1448.00 1387.00 1372.00 1390.00 1370.00 78.00 79.00 78.00 78.00
2024-12-26 1462.00 1465.00 1482.00 1456.00 1390.00 1387.00 1402.00 1378.00 72.00 78.00 80.00 78.00
2024-12-25 1486.00 1467.00 1492.00 1460.00 1400.00 1393.00 1410.00 1385.00 86.00 74.00 82.00 75.00
2024-12-24 1449.00 1486.00 1491.00 1440.00 1380.00 1400.00 1405.00 1366.00 69.00 86.00 86.00 74.00
2024-12-23 1455.00 1452.00 1465.00 1445.00 1372.00 1376.00 1389.00 1362.00 83.00 76.00 76.00 83.00
2024-12-20 1463.00 1462.00 1475.00 1454.00 1382.00 1380.00 1390.00 1373.00 81.00 82.00 85.00 81.00
2024-12-19 1436.00 1462.00 1470.00 1429.00 1360.00 1379.00 1385.00 1348.00 76.00 83.00 85.00 81.00
2024-12-18 1460.00 1434.00 1465.00 1422.00 1394.00 1351.00 1395.00 1338.00 66.00 83.00 70.00 84.00
2024-12-17 1464.00 1462.00 1476.00 1456.00 1402.00 1394.00 1411.00 1389.00 62.00 68.00 65.00 67.00
2024-12-16 1491.00 1463.00 1494.00 1446.00 1420.00 1404.00 1432.00 1389.00 71.00 59.00 62.00 57.00
2024-12-13 1510.00 1492.00 1515.00 1487.00 1437.00 1424.00 1447.00 1421.00 73.00 68.00 68.00 66.00
2024-12-12 1437.00 1448.00 1452.00 1430.00 1520.00 1524.00 1530.00 1507.00 -83.00 -76.00 -78.00 -77.00
2024-12-11 1430.00 1440.00 1446.00 1429.00 1509.00 1523.00 1529.00 1505.00 -79.00 -83.00 -83.00 -76.00
2024-12-10 1449.00 1433.00 1475.00 1422.00 1535.00 1511.00 1558.00 1501.00 -86.00 -78.00 -83.00 -79.00
2024-12-09 1426.00 1420.00 1432.00 1409.00 1511.00 1492.00 1519.00 1485.00 -85.00 -72.00 -87.00 -76.00
2024-12-06 1418.00 1428.00 1441.00 1412.00 1502.00 1514.00 1526.00 1497.00 -84.00 -86.00 -85.00 -85.00
2024-12-05 1421.00 1418.00 1429.00 1393.00 1502.00 1503.00 1508.00 1478.00 -81.00 -85.00 -79.00 -85.00
2024-12-04 1467.00 1423.00 1473.00 1415.00 1554.00 1505.00 1556.00 1490.00 -87.00 -82.00 -83.00 -75.00
2024-12-03 1485.00 1472.00 1488.00 1463.00 1575.00 1556.00 1577.00 1556.00 -90.00 -84.00 -89.00 -93.00
2024-12-02 1481.00 1482.00 1494.00 1460.00 1568.00 1571.00 1582.00 1555.00 -87.00 -89.00 -88.00 -95.00
2024-11-29 1486.00 1478.00 1499.00 1465.00 1574.00 1566.00 1583.00 1559.00 -88.00 -88.00 -84.00 -94.00
2024-11-28 1500.00 1487.00 1504.00 1473.00 1582.00 1577.00 1585.00 1564.00 -82.00 -90.00 -81.00 -91.00
2024-11-27 1503.00 1505.00 1510.00 1478.00 1575.00 1584.00 1589.00 1561.00 -72.00 -79.00 -79.00 -83.00
2024-11-26 1502.00 1502.00 1512.00 1485.00 1582.00 1575.00 1585.00 1564.00 -80.00 -73.00 -73.00 -79.00
2024-11-25 1478.00 1502.00 1529.00 1478.00 1562.00 1581.00 1598.00 1561.00 -84.00 -79.00 -69.00 -83.00
2024-11-22 1508.00 1481.00 1508.00 1466.00 1590.00 1563.00 1592.00 1554.00 -82.00 -82.00 -84.00 -88.00
2024-11-21 1466.00 1508.00 1513.00 1461.00 1558.00 1588.00 1595.00 1554.00 -92.00 -80.00 -82.00 -93.00
2024-11-20 1475.00 1465.00 1479.00 1454.00 1570.00 1557.00 1571.00 1547.00 -95.00 -92.00 -92.00 -93.00
2024-11-19 1481.00 1480.00 1486.00 1446.00 1571.00 1572.00 1580.00 1542.00 -90.00 -92.00 -94.00 -96.00
2024-11-18 1469.00 1483.00 1496.00 1452.00 1562.00 1576.00 1589.00 1550.00 -93.00 -93.00 -93.00 -98.00
2024-11-15 1508.00 1470.00 1527.00 1467.00 1601.00 1570.00 1615.00 1566.00 -93.00 -100.00 -88.00 -99.00
2024-11-14 1530.00 1500.00 1538.00 1499.00 1619.00 1594.00 1632.00 1592.00 -89.00 -94.00 -94.00 -93.00
2024-11-13 1505.00 1524.00 1538.00 1493.00 1600.00 1612.00 1625.00 1588.00 -95.00 -88.00 -87.00 -95.00
2024-11-12 1480.00 1497.00 1513.00 1457.00 1582.00 1596.00 1609.00 1562.00 -102.00 -99.00 -96.00 -105.00
2024-11-11 1500.00 1485.00 1531.00 1455.00 1605.00 1587.00 1631.00 1561.00 -105.00 -102.00 -100.00 -106.00
2024-11-08 1547.00 1514.00 1578.00 1510.00 1646.00 1618.00 1671.00 1612.00 -99.00 -104.00 -93.00 -102.00
2024-11-07 1505.00 1546.00 1552.00 1505.00 1614.00 1643.00 1648.00 1610.00 -109.00 -97.00 -96.00 -105.00
2024-11-06 1550.00 1517.00 1570.00 1492.00 1649.00 1623.00 1665.00 1603.00 -99.00 -106.00 -95.00 -111.00
2024-11-05 1529.00 1543.00 1546.00 1504.00 1631.00 1644.00 1649.00 1612.00 -102.00 -101.00 -103.00 -108.00
2024-11-04 1542.00 1525.00 1556.00 1481.00 1655.00 1628.00 1663.00 1594.00 -113.00 -103.00 -107.00 -113.00
2024-11-01 1568.00 1539.00 1573.00 1523.00 1675.00 1649.00 1675.00 1635.00 -107.00 -110.00 -102.00 -112.00
2024-10-31 1570.00 1575.00 1588.00 1546.00 1670.00 1676.00 1687.00 1655.00 -100.00 -101.00 -99.00 -109.00
2024-10-30 1540.00 1560.00 1573.00 1517.00 1640.00 1660.00 1668.00 1619.00 -100.00 -100.00 -95.00 -102.00
2024-10-29 1555.00 1517.00 1585.00 1503.00 1648.00 1623.00 1683.00 1607.00 -93.00 -106.00 -98.00 -104.00
2024-10-28 1500.00 1560.00 1584.00 1475.00 1591.00 1652.00 1667.00 1563.00 -91.00 -92.00 -83.00 -88.00
2024-10-25 1563.00 1518.00 1568.00 1516.00 1650.00 1606.00 1653.00 1602.00 -87.00 -88.00 -85.00 -86.00
2024-10-24 1508.00 1558.00 1565.00 1501.00 1593.00 1643.00 1646.00 1589.00 -85.00 -85.00 -81.00 -88.00
2024-10-23 1521.00 1512.00 1545.00 1494.00 1616.00 1598.00 1632.00 1586.00 -95.00 -86.00 -87.00 -92.00
2024-10-22 1480.00 1521.00 1531.00 1465.00 1592.00 1612.00 1629.00 1572.00 -112.00 -91.00 -98.00 -107.00
2024-10-21 1444.00 1481.00 1483.00 1419.00 1567.00 1588.00 1591.00 1527.00 -123.00 -107.00 -108.00 -108.00
2024-10-18 1442.00 1450.00 1474.00 1414.00 1555.00 1574.00 1595.00 1519.00 -113.00 -124.00 -121.00 -105.00
2024-10-17 1555.00 1436.00 1564.00 1421.00 1656.00 1552.00 1669.00 1533.00 -101.00 -116.00 -105.00 -112.00
2024-10-16 1582.00 1548.00 1606.00 1527.00 1692.00 1653.00 1717.00 1634.00 -110.00 -105.00 -111.00 -107.00
2024-10-15 1514.00 1573.00 1607.00 1507.00 1610.00 1691.00 1724.00 1608.00 -96.00 -118.00 -117.00 -101.00
2024-10-14 1519.00 1530.00 1592.00 1496.00 1610.00 1620.00 1682.00 1592.00 -91.00 -90.00 -90.00 -96.00
2024-10-11 1473.00 1517.00 1518.00 1472.00 1580.00 1604.00 1605.00 1575.00 -107.00 -87.00 -87.00 -103.00
2024-10-10 1485.00 1472.00 1531.00 1453.00 1570.00 1579.00 1622.00 1547.00 -85.00 -107.00 -91.00 -94.00
2024-10-09 1503.00 1495.00 1543.00 1480.00 1575.00 1581.00 1626.00 1560.00 -72.00 -86.00 -83.00 -80.00
2024-10-08 1750.00 1495.00 1754.00 1490.00 1808.00 1572.00 1818.00 1557.00 -58.00 -77.00 -64.00 -67.00
2024-09-30 1573.00 1699.00 1721.00 1563.00 1630.00 1768.00 1786.00 1623.00 -57.00 -69.00 -65.00 -60.00
2024-09-27 1545.00 1579.00 1599.00 1527.00 1600.00 1636.00 1658.00 1591.00 -55.00 -57.00 -59.00 -64.00
2024-09-26 1468.00 1515.00 1530.00 1461.00 1512.00 1568.00 1575.00 1504.00 -44.00 -53.00 -45.00 -43.00
2024-09-25 1455.00 1475.00 1535.00 1442.00 1494.00 1518.00 1584.00 1483.00 -39.00 -43.00 -49.00 -41.00
2024-09-24 1358.00 1442.00 1447.00 1355.00 1395.00 1483.00 1490.00 1393.00 -37.00 -41.00 -43.00 -38.00
2024-09-23 1339.00 1361.00 1380.00 1329.00 1380.00 1398.00 1415.00 1367.00 -41.00 -37.00 -35.00 -38.00
2024-09-20 1374.00 1341.00 1384.00 1334.00 1417.00 1380.00 1420.00 1375.00 -43.00 -39.00 -36.00 -41.00
2024-09-19 1360.00 1378.00 1395.00 1332.00 1397.00 1417.00 1433.00 1374.00 -37.00 -39.00 -38.00 -42.00
2024-09-18 1345.00 1358.00 1377.00 1317.00 1390.00 1397.00 1413.00 1364.00 -45.00 -39.00 -36.00 -47.00
2024-09-13 1390.00 1351.00 1401.00 1346.00 1428.00 1399.00 1442.00 1394.00 -38.00 -48.00 -41.00 -48.00
2024-09-12 1410.00 1387.00 1412.00 1355.00 1452.00 1425.00 1455.00 1395.00 -42.00 -38.00 -43.00 -40.00
2024-09-11 1359.00 1409.00 1413.00 1338.00 1395.00 1455.00 1462.00 1376.00 -36.00 -46.00 -49.00 -38.00
2024-09-10 1398.00 1360.00 1408.00 1357.00 1438.00 1395.00 1456.00 1394.00 -40.00 -35.00 -48.00 -37.00
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