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
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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
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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
2025-07-10 5426.00 5576.00 5594.00 5412.00 5510.00 5676.00 5684.00 5510.00 -84.00 -100.00 -90.00 -98.00
2025-07-09 5358.00 5392.00 5418.00 5348.00 5440.00 5490.00 5512.00 5434.00 -82.00 -98.00 -94.00 -86.00
2025-07-08 5360.00 5350.00 5402.00 5308.00 5396.00 5430.00 5478.00 5382.00 -36.00 -80.00 -76.00 -74.00
2025-07-07 5372.00 5364.00 5404.00 5336.00 5418.00 5432.00 5470.00 5410.00 -46.00 -68.00 -66.00 -74.00
2025-07-04 5400.00 5364.00 5462.00 5348.00 5444.00 5424.00 5518.00 5412.00 -44.00 -60.00 -56.00 -64.00
2025-07-03 5436.00 5390.00 5448.00 5366.00 5464.00 5444.00 5488.00 5414.00 -28.00 -54.00 -40.00 -48.00
2025-07-02 5280.00 5436.00 5468.00 5254.00 5318.00 5482.00 5514.00 5282.00 -38.00 -46.00 -46.00 -28.00
2025-07-01 5320.00 5270.00 5326.00 5220.00 5360.00 5302.00 5360.00 5264.00 -40.00 -32.00 -34.00 -44.00
2025-06-30 5388.00 5344.00 5412.00 5336.00 5418.00 5384.00 5450.00 5380.00 -30.00 -40.00 -38.00 -44.00
2025-06-27 5420.00 5370.00 5422.00 5364.00 5470.00 5410.00 5470.00 5402.00 -50.00 -40.00 -48.00 -38.00
2025-06-26 5366.00 5384.00 5410.00 5334.00 5392.00 5422.00 5450.00 5378.00 -26.00 -38.00 -40.00 -44.00
2025-06-25 5272.00 5374.00 5374.00 5270.00 5296.00 5414.00 5416.00 5296.00 -24.00 -40.00 -42.00 -26.00
2025-06-24 5290.00 5288.00 5308.00 5234.00 5324.00 5312.00 5330.00 5258.00 -34.00 -24.00 -22.00 -24.00
2025-06-23 5312.00 5316.00 5352.00 5276.00 5352.00 5340.00 5378.00 5308.00 -40.00 -24.00 -26.00 -32.00
2025-06-20 5336.00 5300.00 5362.00 5288.00 5352.00 5332.00 5384.00 5318.00 -16.00 -32.00 -22.00 -30.00
2025-06-19 5280.00 5310.00 5310.00 5262.00 5316.00 5330.00 5332.00 5292.00 -36.00 -20.00 -22.00 -30.00
2025-06-18 5264.00 5290.00 5320.00 5240.00 5264.00 5320.00 5342.00 5264.00 0.00 -30.00 -22.00 -24.00
2025-06-17 5278.00 5264.00 5288.00 5250.00 5304.00 5286.00 5314.00 5276.00 -26.00 -22.00 -26.00 -26.00
2025-06-16 5202.00 5292.00 5296.00 5156.00 5216.00 5320.00 5320.00 5182.00 -14.00 -28.00 -24.00 -26.00
2025-06-13 5148.00 5192.00 5242.00 5136.00 5252.00 5310.00 5360.00 5248.00 -104.00 -118.00 -118.00 -112.00
2025-06-12 5172.00 5166.00 5196.00 5150.00 5298.00 5276.00 5314.00 5262.00 -126.00 -110.00 -118.00 -112.00
2025-06-11 5180.00 5184.00 5246.00 5162.00 5308.00 5298.00 5356.00 5282.00 -128.00 -114.00 -110.00 -120.00
2025-06-10 5150.00 5174.00 5202.00 5108.00 5256.00 5292.00 5306.00 5214.00 -106.00 -118.00 -104.00 -106.00
2025-06-09 5104.00 5174.00 5212.00 5082.00 5210.00 5268.00 5300.00 5194.00 -106.00 -94.00 -88.00 -112.00
2025-06-06 5150.00 5104.00 5188.00 5098.00 5262.00 5206.00 5294.00 5200.00 -112.00 -102.00 -106.00 -102.00
2025-06-05 5228.00 5196.00 5254.00 5172.00 5122.00 5102.00 5138.00 5062.00 106.00 94.00 116.00 110.00
2025-06-04 5242.00 5258.00 5282.00 5184.00 5124.00 5146.00 5170.00 5070.00 118.00 112.00 112.00 114.00
2025-06-03 5290.00 5196.00 5290.00 5132.00 5150.00 5080.00 5154.00 5014.00 140.00 116.00 136.00 118.00
2025-05-30 5320.00 5298.00 5342.00 5224.00 5220.00 5172.00 5222.00 5120.00 100.00 126.00 120.00 104.00
2025-05-29 5440.00 5322.00 5448.00 5306.00 5330.00 5226.00 5342.00 5208.00 110.00 96.00 106.00 98.00
2025-05-28 5452.00 5452.00 5476.00 5402.00 5356.00 5344.00 5370.00 5310.00 96.00 108.00 106.00 92.00
2025-05-27 5500.00 5452.00 5520.00 5392.00 5410.00 5358.00 5414.00 5304.00 90.00 94.00 106.00 88.00
2025-05-26 5560.00 5506.00 5598.00 5490.00 5470.00 5420.00 5504.00 5410.00 90.00 86.00 94.00 80.00
2025-05-23 5616.00 5512.00 5622.00 5506.00 5534.00 5430.00 5548.00 5424.00 82.00 82.00 74.00 82.00
2025-05-22 5620.00 5622.00 5668.00 5572.00 5520.00 5542.00 5578.00 5492.00 100.00 80.00 90.00 80.00
2025-05-21 5652.00 5620.00 5656.00 5588.00 5560.00 5534.00 5564.00 5502.00 92.00 86.00 92.00 86.00
2025-05-20 5670.00 5638.00 5712.00 5632.00 5576.00 5552.00 5608.00 5546.00 94.00 86.00 104.00 86.00
2025-05-19 5678.00 5690.00 5698.00 5612.00 5606.00 5594.00 5606.00 5528.00 72.00 96.00 92.00 84.00
2025-05-16 5710.00 5704.00 5760.00 5680.00 5630.00 5618.00 5658.00 5588.00 80.00 86.00 102.00 92.00
2025-05-15 5678.00 5660.00 5678.00 5628.00 5600.00 5580.00 5600.00 5550.00 78.00 80.00 78.00 78.00
2025-05-14 5644.00 5678.00 5704.00 5636.00 5566.00 5602.00 5614.00 5556.00 78.00 76.00 90.00 80.00
2025-05-13 5622.00 5612.00 5666.00 5582.00 5564.00 5526.00 5608.00 5512.00 58.00 86.00 58.00 70.00
2025-05-12 5690.00 5636.00 5746.00 5612.00 5626.00 5580.00 5698.00 5554.00 64.00 56.00 48.00 58.00
2025-05-09 5478.00 5482.00 5518.00 5456.00 5534.00 5544.00 5578.00 5512.00 -56.00 -62.00 -60.00 -56.00
2025-05-08 5402.00 5472.00 5492.00 5388.00 5480.00 5534.00 5564.00 5468.00 -78.00 -62.00 -72.00 -80.00
2025-05-07 5432.00 5430.00 5512.00 5390.00 5546.00 5520.00 5592.00 5492.00 -114.00 -90.00 -80.00 -102.00
2025-05-06 5536.00 5398.00 5536.00 5366.00 5640.00 5504.00 5670.00 5480.00 -104.00 -106.00 -134.00 -114.00
2025-04-30 5592.00 5590.00 5606.00 5524.00 5700.00 5706.00 5734.00 5648.00 -108.00 -116.00 -128.00 -124.00
2025-04-29 5650.00 5608.00 5672.00 5600.00 5764.00 5730.00 5794.00 5718.00 -114.00 -122.00 -122.00 -118.00
2025-04-28 5642.00 5648.00 5654.00 5578.00 5770.00 5764.00 5774.00 5716.00 -128.00 -116.00 -120.00 -138.00
2025-04-25 5658.00 5640.00 5694.00 5636.00 5790.00 5768.00 5818.00 5764.00 -132.00 -128.00 -124.00 -128.00
2025-04-24 5696.00 5658.00 5720.00 5646.00 5814.00 5782.00 5830.00 5766.00 -118.00 -124.00 -110.00 -120.00
2025-04-23 5686.00 5704.00 5716.00 5668.00 5800.00 5816.00 5830.00 5782.00 -114.00 -112.00 -114.00 -114.00
2025-04-22 5726.00 5666.00 5726.00 5656.00 5836.00 5784.00 5838.00 5770.00 -110.00 -118.00 -112.00 -114.00
2025-04-21 5680.00 5726.00 5738.00 5664.00 5800.00 5838.00 5852.00 5792.00 -120.00 -112.00 -114.00 -128.00
2025-04-18 5648.00 5682.00 5706.00 5612.00 5774.00 5812.00 5836.00 5748.00 -126.00 -130.00 -130.00 -136.00
2025-04-17 5706.00 5658.00 5714.00 5646.00 5836.00 5792.00 5836.00 5778.00 -130.00 -134.00 -122.00 -132.00
2025-04-16 5780.00 5686.00 5792.00 5670.00 5890.00 5810.00 5902.00 5800.00 -110.00 -124.00 -110.00 -130.00
2025-04-15 5850.00 5774.00 5860.00 5758.00 5964.00 5886.00 5976.00 5878.00 -114.00 -112.00 -116.00 -120.00
2025-04-14 5880.00 5860.00 5898.00 5848.00 5968.00 5970.00 5998.00 5952.00 -88.00 -110.00 -100.00 -104.00
2025-04-11 5900.00 5878.00 5900.00 5824.00 5974.00 5968.00 5984.00 5922.00 -74.00 -90.00 -84.00 -98.00
2025-04-10 5964.00 5900.00 6030.00 5874.00 5990.00 5944.00 6048.00 5920.00 -26.00 -44.00 -18.00 -46.00
2025-04-09 5808.00 5904.00 5942.00 5744.00 5902.00 5944.00 5982.00 5818.00 -94.00 -40.00 -40.00 -74.00
2025-04-08 5812.00 5866.00 5872.00 5754.00 5914.00 5952.00 5956.00 5850.00 -102.00 -86.00 -84.00 -96.00
2025-04-07 5850.00 5894.00 5940.00 5792.00 5740.00 5808.00 5838.00 5740.00 110.00 86.00 102.00 52.00
2025-04-03 5942.00 5986.00 5990.00 5928.00 5860.00 5880.00 5888.00 5832.00 82.00 106.00 102.00 96.00
2025-04-02 5970.00 5960.00 6002.00 5950.00 5870.00 5868.00 5906.00 5854.00 100.00 92.00 96.00 96.00
2025-04-01 5962.00 5984.00 5992.00 5908.00 5878.00 5896.00 5902.00 5832.00 84.00 88.00 90.00 76.00
2025-03-31 6010.00 5972.00 6010.00 5914.00 5916.00 5888.00 5922.00 5834.00 94.00 84.00 88.00 80.00
2025-03-28 6020.00 6016.00 6030.00 5990.00 5936.00 5926.00 5948.00 5910.00 84.00 90.00 82.00 80.00
2025-03-27 6022.00 6002.00 6038.00 5982.00 5940.00 5918.00 5948.00 5896.00 82.00 84.00 90.00 86.00
2025-03-26 6010.00 6020.00 6084.00 6010.00 5914.00 5934.00 5988.00 5914.00 96.00 86.00 96.00 96.00
2025-03-25 6032.00 6002.00 6064.00 5996.00 5952.00 5914.00 5968.00 5908.00 80.00 88.00 96.00 88.00
2025-03-24 6000.00 6022.00 6058.00 6000.00 5934.00 5928.00 5962.00 5918.00 66.00 94.00 96.00 82.00
2025-03-21 6008.00 5976.00 6022.00 5962.00 5934.00 5896.00 5948.00 5886.00 74.00 80.00 74.00 76.00
2025-03-20 5996.00 6004.00 6036.00 5966.00 5928.00 5936.00 5964.00 5896.00 68.00 68.00 72.00 70.00
2025-03-19 6002.00 5982.00 6008.00 5940.00 5948.00 5912.00 5948.00 5878.00 54.00 70.00 60.00 62.00
2025-03-18 6060.00 6020.00 6094.00 6008.00 5984.00 5956.00 6028.00 5948.00 76.00 64.00 66.00 60.00
2025-03-17 6034.00 6058.00 6072.00 6010.00 5970.00 5988.00 6008.00 5944.00 64.00 70.00 64.00 66.00
2025-03-14 5982.00 6046.00 6114.00 5960.00 5922.00 5984.00 6044.00 5896.00 60.00 62.00 70.00 64.00
2025-03-13 5984.00 5982.00 5992.00 5960.00 5928.00 5920.00 5936.00 5900.00 56.00 62.00 56.00 60.00
2025-03-12 6030.00 5994.00 6040.00 5980.00 5954.00 5928.00 5972.00 5916.00 76.00 66.00 68.00 64.00
2025-03-11 6020.00 6044.00 6048.00 6004.00 5956.00 5976.00 5982.00 5946.00 64.00 68.00 66.00 58.00
2025-03-10 6074.00 6022.00 6086.00 6018.00 6008.00 5964.00 6020.00 5958.00 66.00 58.00 66.00 60.00
2025-03-07 6128.00 6082.00 6136.00 6082.00 6076.00 6022.00 6076.00 6016.00 52.00 60.00 60.00 66.00
2025-03-06 6076.00 6090.00 6104.00 6054.00 6012.00 6030.00 6046.00 6002.00 64.00 60.00 58.00 52.00
2025-03-05 6090.00 6076.00 6110.00 6062.00 6040.00 6020.00 6056.00 6010.00 50.00 56.00 54.00 52.00
2025-03-04 6142.00 6108.00 6142.00 6098.00 6090.00 6054.00 6090.00 6040.00 52.00 54.00 52.00 58.00
2025-03-03 6144.00 6138.00 6176.00 6136.00 6154.00 6138.00 6180.00 6138.00 -10.00 0.00 -4.00 -2.00
2025-02-28 6160.00 6138.00 6172.00 6132.00 6156.00 6142.00 6174.00 6132.00 4.00 -4.00 -2.00 0.00
2025-02-27 6160.00 6174.00 6190.00 6152.00 6166.00 6176.00 6194.00 6160.00 -6.00 -2.00 -4.00 -8.00
2025-02-26 6180.00 6178.00 6212.00 6160.00 6190.00 6186.00 6218.00 6168.00 -10.00 -8.00 -6.00 -8.00
2025-02-25 6204.00 6182.00 6204.00 6172.00 6204.00 6182.00 6204.00 6172.00 0.00 0.00 0.00 0.00
2025-02-24 6202.00 6212.00 6236.00 6172.00 6208.00 6206.00 6230.00 6166.00 -6.00 6.00 6.00 6.00
2025-02-21 6252.00 6212.00 6272.00 6202.00 6238.00 6208.00 6264.00 6200.00 14.00 4.00 8.00 2.00
2025-02-20 6226.00 6238.00 6254.00 6216.00 6240.00 6236.00 6248.00 6214.00 -14.00 2.00 6.00 2.00
2025-02-19 6252.00 6226.00 6262.00 6220.00 6266.00 6224.00 6266.00 6220.00 -14.00 2.00 -4.00 0.00
2025-02-18 6248.00 6238.00 6264.00 6220.00 6250.00 6238.00 6262.00 6218.00 -2.00 0.00 2.00 2.00
2025-02-17 6258.00 6248.00 6276.00 6210.00 6278.00 6244.00 6284.00 6210.00 -20.00 4.00 -8.00 0.00
2025-02-14 6282.00 6258.00 6302.00 6252.00 6290.00 6266.00 6312.00 6262.00 -8.00 -8.00 -10.00 -10.00
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