硅铁期货跨期套利数据回测

本页面展示硅铁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

关于硅铁期货跨期套利的详细数据分析,请查看文章:。

硅铁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 -10.25 -202.00 204.00 -11.77 -202.00 192.00 -8.34 -184.00 202.00 -14.15 -200.00 188.00
2024 5.13 -232.00 184.00 7.13 -162.00 168.00 11.12 -144.00 180.00 2.66 -172.00 180.00
2023 -7.52 -300.00 254.00 -6.87 -248.00 280.00 -2.78 -260.00 256.00 -11.83 -290.00 268.00
2022 51.69 -368.00 330.00 55.81 -300.00 360.00 59.79 -344.00 390.00 48.56 -320.00 372.00
2021 48.32 -900.00 2380.00 37.26 -940.00 2210.00 55.47 -828.00 2374.00 32.39 -734.00 2448.00
2020 -34.30 -498.00 628.00 -36.39 -490.00 680.00 -27.63 -478.00 590.00 -41.64 -514.00 502.00
2019 25.61 -350.00 282.00 23.02 -352.00 262.00 29.45 -402.00 290.00 17.46 -358.00 202.00
2018 126.00 -308.00 328.00 128.27 -306.00 284.00 137.37 -296.00 306.00 126.20 -302.00 290.00

硅铁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 -33.70 -100.00 114.00 -32.50 -104.00 116.00 -37.70 -114.00 130.00 -26.30 -100.00 114.00
2025-10 -48.82 -132.00 60.00 -48.35 -128.00 56.00 -49.88 -130.00 46.00 -51.65 -136.00 42.00
2025-09 30.91 -16.00 56.00 29.55 -4.00 44.00 36.09 6.00 48.00 26.91 2.00 42.00
2025-08 -8.95 -202.00 204.00 -10.76 -202.00 192.00 -4.76 -184.00 202.00 -10.67 -200.00 188.00
2025-07 -94.78 -160.00 -28.00 -112.61 -170.00 -32.00 -101.65 -170.00 -34.00 -113.48 -168.00 -28.00
2025-06 -30.70 -128.00 140.00 -33.60 -118.00 116.00 -30.60 -118.00 136.00 -33.30 -120.00 118.00
2025-05 49.05 -114.00 110.00 52.84 -106.00 126.00 53.37 -134.00 120.00 47.68 -114.00 104.00
2025-04 -68.19 -132.00 110.00 -68.86 -134.00 106.00 -64.67 -130.00 102.00 -76.19 -138.00 96.00
2025-03 65.14 -10.00 96.00 67.81 0.00 94.00 68.10 -4.00 96.00 65.62 -2.00 96.00
2025-02 0.00 -32.00 96.00 0.89 -26.00 58.00 3.22 -22.00 82.00 0.00 -42.00 62.00
2025-01 38.00 -58.00 88.00 40.11 -70.00 92.00 48.89 -64.00 136.00 28.56 -78.00 82.00
2024-12 -45.36 -94.00 74.00 -43.36 -86.00 88.00 -35.73 -80.00 88.00 -51.36 -92.00 66.00
2024-11 56.86 6.00 86.00 60.57 14.00 96.00 64.48 14.00 98.00 59.24 20.00 90.00
2024-10 -1.89 -28.00 28.00 -2.67 -60.00 24.00 1.11 -14.00 18.00 -3.22 -30.00 14.00
2024-09 -68.63 -164.00 88.00 -57.79 -120.00 92.00 -60.32 -144.00 94.00 -65.47 -138.00 92.00
2024-08 3.91 -136.00 90.00 7.27 -124.00 124.00 16.64 -108.00 126.00 -3.36 -128.00 112.00
2024-07 56.78 -10.00 86.00 51.57 8.00 72.00 55.65 12.00 78.00 50.70 4.00 76.00
2024-06 -5.89 -108.00 40.00 -3.89 -124.00 28.00 -4.84 -116.00 20.00 -10.74 -126.00 16.00
2024-05 -18.50 -232.00 184.00 -14.10 -112.00 160.00 -9.40 -104.00 164.00 -20.10 -130.00 164.00
2024-04 14.20 -178.00 182.00 8.50 -162.00 168.00 16.70 -138.00 180.00 8.50 -172.00 180.00
2024-03 57.71 -74.00 108.00 60.10 -86.00 116.00 60.76 -66.00 120.00 55.14 -82.00 102.00
2024-02 -55.73 -144.00 60.00 -47.60 -136.00 80.00 -46.53 -144.00 74.00 -50.93 -138.00 70.00
2024-01 37.00 -110.00 88.00 38.45 -106.00 80.00 44.18 -102.00 94.00 35.55 -102.00 94.00
2023-12 -122.10 -166.00 -80.00 -122.38 -160.00 -94.00 -121.90 -170.00 -94.00 -126.57 -164.00 -98.00
2023-11 -79.91 -236.00 248.00 -69.64 -184.00 240.00 -67.55 -186.00 226.00 -81.73 -208.00 234.00
2023-10 31.18 -38.00 188.00 31.18 -38.00 168.00 34.24 -28.00 170.00 29.65 -40.00 184.00
2023-09 52.80 -156.00 234.00 50.70 -184.00 228.00 54.70 -192.00 226.00 48.80 -174.00 214.00
2023-08 -170.78 -190.00 -136.00 -173.57 -202.00 -152.00 -163.13 -194.00 -132.00 -178.00 -204.00 -152.00
2023-07 -6.48 -198.00 208.00 -8.38 -204.00 210.00 -7.33 -186.00 200.00 -9.14 -204.00 208.00
2023-06 52.90 -232.00 254.00 49.80 -242.00 266.00 49.80 -260.00 256.00 45.30 -254.00 246.00
2023-05 82.80 -210.00 216.00 82.90 -196.00 206.00 95.00 -202.00 226.00 79.00 -204.00 206.00
2023-04 -22.21 -300.00 196.00 -13.05 -248.00 280.00 -11.16 -260.00 210.00 -26.00 -290.00 268.00
2023-03 110.00 -48.00 204.00 110.09 -56.00 194.00 114.61 -54.00 188.00 101.13 -62.00 186.00
2023-02 -59.30 -154.00 84.00 -61.00 -156.00 94.00 -60.70 -158.00 80.00 -60.20 -144.00 80.00
2023-01 84.00 54.00 122.00 84.12 60.00 126.00 93.62 70.00 132.00 80.25 62.00 136.00
2022-12 129.00 -238.00 276.00 136.55 -268.00 260.00 136.82 -260.00 260.00 132.55 -230.00 270.00
2022-11 154.00 -174.00 246.00 159.73 -152.00 234.00 163.00 -156.00 248.00 152.82 -186.00 236.00
2022-10 50.25 -368.00 330.00 65.12 -300.00 360.00 68.50 -344.00 390.00 46.62 -320.00 372.00
2022-09 70.48 -86.00 182.00 84.57 -84.00 202.00 86.29 -70.00 224.00 70.57 -92.00 178.00
2022-08 105.83 -202.00 244.00 103.91 -194.00 218.00 119.65 -166.00 236.00 94.52 -178.00 212.00
2022-07 117.90 8.00 256.00 111.52 -12.00 246.00 117.14 -34.00 244.00 106.29 -34.00 260.00
2022-06 -8.48 -100.00 120.00 -12.29 -40.00 4.00 -14.19 -80.00 8.00 -14.19 -44.00 32.00
2022-05 -23.37 -72.00 20.00 -29.05 -46.00 14.00 -24.74 -72.00 20.00 -30.32 -48.00 2.00
2022-04 -20.21 -196.00 286.00 -3.79 -182.00 278.00 5.16 -174.00 278.00 -19.58 -180.00 236.00
2022-03 13.74 -30.00 70.00 20.09 -10.00 52.00 22.96 4.00 38.00 15.30 -8.00 36.00
2022-02 6.38 -24.00 48.00 6.00 -12.00 18.00 7.88 -10.00 14.00 4.00 -14.00 20.00
2022-01 -17.05 -46.00 0.00 -12.53 -20.00 0.00 -12.21 -28.00 -2.00 -17.37 -26.00 -10.00
2021-12 -71.65 -288.00 172.00 -83.57 -244.00 60.00 -64.17 -290.00 84.00 -89.39 -252.00 130.00
2021-11 500.91 86.00 1402.00 451.09 28.00 1392.00 527.36 92.00 1476.00 427.00 40.00 1266.00
2021-10 105.25 -564.00 2048.00 125.25 -414.00 1806.00 131.88 -632.00 2030.00 94.62 -480.00 1816.00
2021-09 -115.60 -900.00 2380.00 -158.20 -940.00 2210.00 -134.80 -828.00 2374.00 -130.20 -734.00 2448.00
2021-08 5.00 -178.00 232.00 -5.91 -228.00 240.00 14.00 -264.00 262.00 -14.00 -230.00 206.00
2021-07 109.64 -52.00 244.00 121.64 -84.00 232.00 136.73 -48.00 264.00 111.55 -86.00 386.00
2021-06 -0.29 -60.00 108.00 -11.43 -58.00 98.00 -14.48 -78.00 104.00 -14.19 -72.00 102.00
2021-05 42.44 14.00 78.00 40.22 16.00 62.00 45.11 20.00 66.00 37.33 16.00 56.00
2021-04 -54.95 -224.00 190.00 -52.10 -186.00 202.00 -41.81 -200.00 208.00 -57.43 -220.00 190.00
2021-03 17.04 -194.00 264.00 -4.61 -196.00 240.00 27.39 -164.00 364.00 -3.30 -196.00 274.00
2021-02 20.93 -18.00 130.00 16.00 -12.00 132.00 20.13 -8.00 90.00 23.07 -14.00 216.00
2021-01 8.30 -68.00 156.00 7.10 -34.00 158.00 3.00 -42.00 148.00 1.90 -40.00 154.00
2020-12 111.13 -70.00 628.00 110.52 -46.00 680.00 132.70 -40.00 590.00 91.83 -54.00 502.00
2020-11 54.95 -26.00 180.00 59.05 -20.00 186.00 82.48 -20.00 212.00 43.62 -38.00 172.00
2020-10 -30.50 -164.00 -2.00 -27.00 -50.00 -8.00 -24.00 -70.00 -6.00 -36.25 -172.00 -10.00
2020-09 -163.64 -210.00 -84.00 -169.64 -224.00 -54.00 -161.64 -212.00 -80.00 -176.00 -236.00 -90.00
2020-08 -83.81 -150.00 38.00 -79.33 -146.00 42.00 -67.43 -146.00 34.00 -86.00 -146.00 36.00
2020-07 -127.13 -498.00 16.00 -125.04 -490.00 2.00 -121.83 -478.00 12.00 -130.52 -514.00 -8.00
2020-06 -105.40 -380.00 158.00 -111.80 -436.00 142.00 -97.60 -366.00 132.00 -114.00 -432.00 130.00
2020-05 11.00 -72.00 76.00 5.33 -68.00 50.00 4.56 -114.00 70.00 11.33 -60.00 46.00
2020-04 2.67 -132.00 66.00 2.19 -90.00 64.00 3.43 -98.00 68.00 8.57 -94.00 70.00
2020-03 -91.45 -120.00 -52.00 -89.73 -120.00 -58.00 -85.36 -114.00 -22.00 -96.45 -118.00 -74.00
2020-02 14.00 -76.00 138.00 -0.20 -90.00 114.00 12.60 -88.00 156.00 -8.50 -90.00 102.00
2020-01 19.62 -64.00 134.00 9.62 -58.00 62.00 5.25 -44.00 46.00 18.88 -46.00 106.00
2019-12 0.82 -70.00 74.00 -4.45 -74.00 44.00 -4.18 -110.00 60.00 -0.27 -68.00 52.00
2019-11 30.38 -24.00 64.00 34.67 -40.00 84.00 34.19 -22.00 66.00 23.71 -28.00 60.00
2019-10 46.33 18.00 86.00 46.22 18.00 78.00 47.78 24.00 70.00 43.78 22.00 74.00
2019-09 -53.80 -292.00 114.00 -63.40 -336.00 110.00 -63.80 -402.00 128.00 -64.40 -296.00 100.00
2019-08 -19.27 -350.00 282.00 -18.09 -352.00 262.00 -5.64 -334.00 290.00 -45.45 -358.00 202.00
2019-07 111.48 8.00 214.00 99.22 -30.00 216.00 120.00 -8.00 232.00 96.35 -26.00 178.00
2019-06 72.42 10.00 130.00 73.79 10.00 118.00 76.11 -40.00 170.00 71.37 14.00 132.00
2019-05 49.60 -4.00 190.00 44.60 -4.00 170.00 53.80 0.00 196.00 39.30 -10.00 142.00
2019-04 -92.48 -232.00 176.00 -87.62 -236.00 198.00 -87.52 -228.00 172.00 -89.05 -222.00 182.00
2019-03 10.29 -118.00 100.00 -1.24 -120.00 98.00 9.81 -110.00 92.00 -2.67 -126.00 90.00
2019-02 77.73 48.00 134.00 78.00 24.00 148.00 87.87 58.00 148.00 72.53 42.00 116.00
2019-01 85.73 -70.00 140.00 88.27 -56.00 140.00 96.91 -70.00 162.00 79.45 -30.00 128.00
2018-12 65.60 -308.00 282.00 69.70 -306.00 260.00 63.70 -296.00 272.00 71.10 -302.00 272.00
2018-11 190.82 98.00 328.00 194.73 128.00 284.00 210.64 126.00 306.00 190.55 112.00 290.00
2018-10 113.89 60.00 194.00 112.11 72.00 160.00 129.67 80.00 190.00 108.78 68.00 170.00

硅铁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
2018-11-26 6414.00 6100.00 6416.00 6054.00 6180.00 5964.00 6192.00 5864.00 234.00 136.00 224.00 190.00
2018-11-23 6450.00 6404.00 6498.00 6390.00 6122.00 6180.00 6240.00 6122.00 328.00 224.00 258.00 268.00
2018-11-22 6446.00 6468.00 6576.00 6444.00 6170.00 6218.00 6320.00 6160.00 276.00 250.00 256.00 284.00
2018-11-21 6274.00 6464.00 6500.00 6260.00 6086.00 6180.00 6194.00 6048.00 188.00 284.00 306.00 212.00
2018-11-20 6526.00 6468.00 6540.00 6380.00 6266.00 6226.00 6292.00 6180.00 260.00 242.00 248.00 200.00
2018-11-19 6500.00 6528.00 6544.00 6452.00 6204.00 6274.00 6288.00 6162.00 296.00 254.00 256.00 290.00
2018-11-16 6488.00 6514.00 6586.00 6432.00 6248.00 6248.00 6296.00 6192.00 240.00 266.00 290.00 240.00
2018-11-15 6378.00 6430.00 6450.00 6322.00 6202.00 6190.00 6206.00 6118.00 176.00 240.00 244.00 204.00
2018-11-14 6292.00 6396.00 6410.00 6252.00 6086.00 6206.00 6220.00 6064.00 206.00 190.00 190.00 188.00
2018-11-13 6302.00 6304.00 6388.00 6244.00 6130.00 6088.00 6160.00 6052.00 172.00 216.00 228.00 192.00
2018-11-12 6510.00 6296.00 6590.00 6282.00 6360.00 6112.00 6376.00 6110.00 150.00 184.00 214.00 172.00
2018-11-09 6604.00 6586.00 6638.00 6570.00 6450.00 6396.00 6456.00 6382.00 154.00 190.00 182.00 188.00
2018-11-08 6702.00 6604.00 6730.00 6536.00 6496.00 6450.00 6540.00 6384.00 206.00 154.00 190.00 152.00
2018-11-07 6684.00 6702.00 6734.00 6630.00 6500.00 6480.00 6508.00 6460.00 184.00 222.00 226.00 170.00
2018-11-06 6700.00 6712.00 6750.00 6652.00 6520.00 6498.00 6550.00 6490.00 180.00 214.00 200.00 162.00
2018-11-05 6670.00 6684.00 6698.00 6630.00 6572.00 6520.00 6572.00 6460.00 98.00 164.00 126.00 170.00
2018-11-02 6672.00 6668.00 6730.00 6600.00 6548.00 6520.00 6562.00 6462.00 124.00 148.00 168.00 138.00
2018-11-01 6704.00 6672.00 6766.00 6652.00 6582.00 6540.00 6608.00 6540.00 122.00 132.00 158.00 112.00
2018-10-31 6734.00 6722.00 6754.00 6682.00 6602.00 6590.00 6622.00 6570.00 132.00 132.00 132.00 112.00
2018-10-30 6832.00 6742.00 6862.00 6734.00 6716.00 6624.00 6716.00 6622.00 116.00 118.00 146.00 112.00
2018-10-29 6832.00 6858.00 6946.00 6804.00 6702.00 6726.00 6756.00 6650.00 130.00 132.00 190.00 154.00
2018-10-26 6832.00 6876.00 6896.00 6830.00 6722.00 6716.00 6762.00 6660.00 110.00 160.00 134.00 170.00
2018-10-25 6776.00 6826.00 6826.00 6676.00 6712.00 6708.00 6712.00 6600.00 64.00 118.00 114.00 76.00
2018-10-24 6800.00 6774.00 6808.00 6730.00 6690.00 6690.00 6706.00 6618.00 110.00 84.00 102.00 112.00
2018-10-23 6856.00 6800.00 6890.00 6796.00 6700.00 6708.00 6726.00 6690.00 156.00 92.00 164.00 106.00
2018-10-22 6888.00 6854.00 6908.00 6816.00 6732.00 6712.00 6740.00 6692.00 156.00 142.00 168.00 124.00
2018-10-19 6770.00 6850.00 6868.00 6750.00 6666.00 6718.00 6728.00 6660.00 104.00 132.00 140.00 90.00
2018-10-18 6776.00 6760.00 6824.00 6720.00 6682.00 6656.00 6706.00 6622.00 94.00 104.00 118.00 98.00
2018-10-17 6818.00 6822.00 6864.00 6784.00 6686.00 6710.00 6736.00 6682.00 132.00 112.00 128.00 102.00
2018-10-16 6750.00 6774.00 6838.00 6730.00 6690.00 6676.00 6728.00 6646.00 60.00 98.00 110.00 84.00
2018-10-15 6852.00 6778.00 6882.00 6760.00 6740.00 6690.00 6766.00 6658.00 112.00 88.00 116.00 102.00
2018-10-12 6728.00 6806.00 6838.00 6728.00 6656.00 6680.00 6708.00 6624.00 72.00 126.00 130.00 104.00
2018-10-11 6698.00 6718.00 6820.00 6658.00 6604.00 6606.00 6700.00 6560.00 94.00 112.00 120.00 98.00
2018-10-10 6776.00 6748.00 6820.00 6700.00 6688.00 6660.00 6740.00 6632.00 88.00 88.00 80.00 68.00
2018-10-09 6648.00 6736.00 6746.00 6642.00 6522.00 6664.00 6664.00 6502.00 126.00 72.00 82.00 140.00
2018-10-08 6730.00 6620.00 6740.00 6580.00 6536.00 6512.00 6580.00 6474.00 194.00 108.00 160.00 106.00
导出Excel数据