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
暂无数据

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
暂无数据

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
2025-02-13 6342.00 6282.00 6350.00 6280.00 6352.00 6290.00 6358.00 6290.00 -10.00 -8.00 -8.00 -10.00
2025-02-12 6330.00 6342.00 6398.00 6312.00 6362.00 6362.00 6420.00 6340.00 -32.00 -20.00 -22.00 -28.00
2025-02-11 6440.00 6336.00 6480.00 6280.00 6458.00 6362.00 6496.00 6288.00 -18.00 -26.00 -16.00 -8.00
2025-02-10 6534.00 6438.00 6536.00 6402.00 6548.00 6454.00 6550.00 6420.00 -14.00 -16.00 -14.00 -18.00
2025-02-07 6398.00 6520.00 6594.00 6358.00 6430.00 6542.00 6606.00 6400.00 -32.00 -22.00 -12.00 -42.00
2025-02-06 6350.00 6458.00 6502.00 6292.00 6278.00 6404.00 6442.00 6234.00 72.00 54.00 60.00 58.00
2025-02-05 6448.00 6318.00 6474.00 6304.00 6352.00 6260.00 6392.00 6242.00 96.00 58.00 82.00 62.00
2025-01-27 6366.00 6438.00 6540.00 6362.00 6290.00 6352.00 6404.00 6280.00 76.00 86.00 136.00 82.00
2025-01-24 6370.00 6360.00 6406.00 6324.00 6296.00 6280.00 6332.00 6268.00 74.00 80.00 74.00 56.00
2025-01-23 6338.00 6342.00 6406.00 6312.00 6294.00 6284.00 6344.00 6264.00 44.00 58.00 62.00 48.00
2025-01-22 6436.00 6338.00 6438.00 6318.00 6354.00 6294.00 6360.00 6270.00 82.00 44.00 78.00 48.00
2025-01-21 6412.00 6462.00 6500.00 6402.00 6350.00 6384.00 6410.00 6346.00 62.00 78.00 90.00 56.00
2025-01-20 6522.00 6396.00 6546.00 6384.00 6434.00 6338.00 6448.00 6320.00 88.00 58.00 98.00 64.00
2025-01-17 6486.00 6510.00 6578.00 6470.00 6400.00 6418.00 6466.00 6392.00 86.00 92.00 112.00 78.00
2025-01-16 6516.00 6480.00 6548.00 6382.00 6446.00 6400.00 6480.00 6312.00 70.00 80.00 68.00 70.00
2025-01-15 6386.00 6496.00 6500.00 6380.00 6354.00 6436.00 6440.00 6334.00 32.00 60.00 60.00 46.00
2025-01-14 6368.00 6408.00 6426.00 6280.00 6304.00 6364.00 6366.00 6252.00 64.00 44.00 60.00 28.00
2025-01-13 6380.00 6368.00 6380.00 6320.00 6310.00 6304.00 6330.00 6258.00 70.00 64.00 50.00 62.00
2025-01-10 6348.00 6378.00 6396.00 6310.00 6280.00 6304.00 6324.00 6240.00 68.00 74.00 72.00 70.00
2025-01-09 6230.00 6346.00 6372.00 6230.00 6200.00 6266.00 6290.00 6200.00 30.00 80.00 82.00 30.00
2025-01-08 6216.00 6242.00 6264.00 6190.00 6194.00 6220.00 6230.00 6180.00 22.00 22.00 34.00 10.00
2025-01-07 6260.00 6182.00 6260.00 6152.00 6312.00 6216.00 6312.00 6192.00 -52.00 -34.00 -52.00 -40.00
2025-01-06 6236.00 6242.00 6272.00 6214.00 6294.00 6312.00 6336.00 6286.00 -58.00 -70.00 -64.00 -72.00
2025-01-03 6292.00 6240.00 6300.00 6178.00 6328.00 6292.00 6340.00 6256.00 -36.00 -52.00 -40.00 -78.00
2025-01-02 6252.00 6298.00 6314.00 6244.00 6290.00 6340.00 6354.00 6288.00 -38.00 -42.00 -40.00 -44.00
2024-12-31 6252.00 6256.00 6302.00 6192.00 6272.00 6290.00 6320.00 6224.00 -20.00 -34.00 -18.00 -32.00
2024-12-30 6180.00 6222.00 6242.00 6176.00 6230.00 6256.00 6280.00 6228.00 -50.00 -34.00 -38.00 -52.00
2024-12-27 6234.00 6176.00 6244.00 6170.00 6292.00 6230.00 6292.00 6220.00 -58.00 -54.00 -48.00 -50.00
2024-12-26 6238.00 6220.00 6276.00 6208.00 6294.00 6264.00 6318.00 6256.00 -56.00 -44.00 -42.00 -48.00
2024-12-25 6242.00 6238.00 6266.00 6224.00 6300.00 6296.00 6316.00 6280.00 -58.00 -58.00 -50.00 -56.00
2024-12-24 6204.00 6242.00 6278.00 6186.00 6274.00 6298.00 6322.00 6258.00 -70.00 -56.00 -44.00 -72.00
2024-12-23 6224.00 6224.00 6238.00 6160.00 6300.00 6284.00 6304.00 6236.00 -76.00 -60.00 -66.00 -76.00
2024-12-20 6240.00 6214.00 6240.00 6178.00 6300.00 6282.00 6304.00 6254.00 -60.00 -68.00 -64.00 -76.00
2024-12-19 6248.00 6262.00 6294.00 6240.00 6304.00 6318.00 6348.00 6298.00 -56.00 -56.00 -54.00 -58.00
2024-12-18 6300.00 6248.00 6308.00 6240.00 6374.00 6312.00 6380.00 6302.00 -74.00 -64.00 -72.00 -62.00
2024-12-17 6378.00 6308.00 6380.00 6256.00 6400.00 6380.00 6418.00 6330.00 -22.00 -72.00 -38.00 -74.00
2024-12-16 6276.00 6376.00 6442.00 6274.00 6354.00 6422.00 6450.00 6340.00 -78.00 -46.00 -8.00 -66.00
2024-12-13 6280.00 6272.00 6310.00 6250.00 6362.00 6340.00 6382.00 6326.00 -82.00 -68.00 -72.00 -76.00
2024-12-12 6320.00 6302.00 6340.00 6256.00 6376.00 6378.00 6406.00 6340.00 -56.00 -76.00 -66.00 -84.00
2024-12-11 6300.00 6356.00 6366.00 6278.00 6394.00 6420.00 6432.00 6366.00 -94.00 -64.00 -66.00 -88.00
2024-12-10 6370.00 6274.00 6386.00 6242.00 6428.00 6360.00 6466.00 6322.00 -58.00 -86.00 -80.00 -80.00
2024-12-09 6234.00 6260.00 6320.00 6168.00 6318.00 6336.00 6386.00 6260.00 -84.00 -76.00 -66.00 -92.00
2024-12-06 6232.00 6264.00 6374.00 6228.00 6324.00 6342.00 6420.00 6316.00 -92.00 -78.00 -46.00 -88.00
2024-12-05 6300.00 6232.00 6300.00 6192.00 6368.00 6306.00 6370.00 6262.00 -68.00 -74.00 -70.00 -70.00
2024-12-04 6372.00 6360.00 6418.00 6318.00 6306.00 6300.00 6364.00 6272.00 66.00 60.00 54.00 46.00
2024-12-03 6414.00 6372.00 6450.00 6348.00 6340.00 6306.00 6370.00 6282.00 74.00 66.00 80.00 66.00
2024-12-02 6318.00 6438.00 6458.00 6290.00 6244.00 6350.00 6370.00 6232.00 74.00 88.00 88.00 58.00
2024-11-29 6356.00 6318.00 6364.00 6310.00 6280.00 6256.00 6284.00 6246.00 76.00 62.00 80.00 64.00
2024-11-28 6356.00 6362.00 6438.00 6346.00 6270.00 6274.00 6340.00 6256.00 86.00 88.00 98.00 90.00
2024-11-27 6340.00 6366.00 6386.00 6334.00 6262.00 6270.00 6292.00 6254.00 78.00 96.00 94.00 80.00
2024-11-26 6378.00 6354.00 6410.00 6340.00 6294.00 6274.00 6326.00 6268.00 84.00 80.00 84.00 72.00
2024-11-25 6422.00 6352.00 6444.00 6324.00 6352.00 6276.00 6360.00 6246.00 70.00 76.00 84.00 78.00
2024-11-22 6438.00 6386.00 6466.00 6376.00 6378.00 6314.00 6402.00 6310.00 60.00 72.00 64.00 66.00
2024-11-21 6386.00 6442.00 6450.00 6370.00 6340.00 6374.00 6382.00 6318.00 46.00 68.00 68.00 52.00
2024-11-20 6368.00 6386.00 6418.00 6334.00 6320.00 6338.00 6360.00 6286.00 48.00 48.00 58.00 48.00
2024-11-19 6350.00 6366.00 6404.00 6318.00 6294.00 6316.00 6354.00 6268.00 56.00 50.00 50.00 50.00
2024-11-18 6282.00 6350.00 6378.00 6266.00 6250.00 6300.00 6324.00 6220.00 32.00 50.00 54.00 46.00
2024-11-15 6292.00 6262.00 6316.00 6250.00 6240.00 6220.00 6270.00 6206.00 52.00 42.00 46.00 44.00
2024-11-14 6352.00 6304.00 6356.00 6282.00 6298.00 6260.00 6302.00 6238.00 54.00 44.00 54.00 44.00
2024-11-13 6310.00 6352.00 6380.00 6308.00 6262.00 6298.00 6324.00 6250.00 48.00 54.00 56.00 58.00
2024-11-12 6314.00 6308.00 6332.00 6290.00 6256.00 6250.00 6268.00 6228.00 58.00 58.00 64.00 62.00
2024-11-11 6300.00 6314.00 6350.00 6266.00 6264.00 6256.00 6288.00 6216.00 36.00 58.00 62.00 50.00
2024-11-08 6464.00 6352.00 6500.00 6342.00 6398.00 6292.00 6418.00 6288.00 66.00 60.00 82.00 54.00
2024-11-07 6372.00 6464.00 6522.00 6368.00 6288.00 6392.00 6446.00 6288.00 84.00 72.00 76.00 80.00
2024-11-06 6444.00 6354.00 6454.00 6340.00 6382.00 6286.00 6394.00 6276.00 62.00 68.00 60.00 64.00
2024-11-05 6448.00 6436.00 6498.00 6420.00 6398.00 6380.00 6434.00 6360.00 50.00 56.00 64.00 60.00
2024-11-04 6472.00 6458.00 6512.00 6376.00 6430.00 6402.00 6470.00 6314.00 42.00 56.00 42.00 62.00
2024-11-01 6490.00 6504.00 6530.00 6420.00 6484.00 6490.00 6516.00 6400.00 6.00 14.00 14.00 20.00
2024-10-31 6546.00 6560.00 6564.00 6490.00 6530.00 6546.00 6546.00 6476.00 16.00 14.00 18.00 14.00
2024-10-30 6534.00 6546.00 6584.00 6478.00 6534.00 6528.00 6572.00 6466.00 0.00 18.00 12.00 12.00
2024-10-29 6590.00 6532.00 6622.00 6492.00 6582.00 6528.00 6614.00 6486.00 8.00 4.00 8.00 6.00
2024-10-28 6584.00 6592.00 6614.00 6518.00 6584.00 6590.00 6604.00 6512.00 0.00 2.00 10.00 6.00
2024-10-25 6330.00 6584.00 6604.00 6316.00 6302.00 6560.00 6596.00 6302.00 28.00 24.00 8.00 14.00
2024-10-24 6304.00 6292.00 6314.00 6240.00 6306.00 6276.00 6306.00 6234.00 -2.00 16.00 8.00 6.00
2024-10-23 6326.00 6314.00 6368.00 6310.00 6326.00 6306.00 6358.00 6302.00 0.00 8.00 10.00 8.00
2024-10-22 6364.00 6316.00 6364.00 6302.00 6350.00 6314.00 6364.00 6300.00 14.00 2.00 0.00 2.00
2024-10-21 6436.00 6366.00 6436.00 6338.00 6442.00 6366.00 6442.00 6336.00 -6.00 0.00 -6.00 2.00
2024-10-18 6386.00 6436.00 6514.00 6358.00 6394.00 6438.00 6510.00 6356.00 -8.00 -2.00 4.00 2.00
2024-10-17 6586.00 6386.00 6634.00 6380.00 6598.00 6386.00 6636.00 6382.00 -12.00 0.00 -2.00 -2.00
2024-10-16 6670.00 6558.00 6670.00 6530.00 6684.00 6568.00 6684.00 6542.00 -14.00 -10.00 -14.00 -12.00
2024-10-15 6616.00 6670.00 6700.00 6610.00 6634.00 6682.00 6710.00 6634.00 -18.00 -12.00 -10.00 -24.00
2024-10-14 6756.00 6618.00 6756.00 6610.00 6748.00 6632.00 6748.00 6618.00 8.00 -14.00 8.00 -8.00
2024-10-11 6662.00 6678.00 6694.00 6626.00 6684.00 6688.00 6704.00 6640.00 -22.00 -10.00 -10.00 -14.00
2024-10-10 6666.00 6624.00 6724.00 6618.00 6662.00 6644.00 6734.00 6634.00 4.00 -20.00 -10.00 -16.00
2024-10-09 6602.00 6602.00 6674.00 6544.00 6630.00 6610.00 6686.00 6574.00 -28.00 -8.00 -12.00 -30.00
2024-10-08 6948.00 6632.00 6960.00 6582.00 6950.00 6692.00 6962.00 6606.00 -2.00 -60.00 -2.00 -24.00
2024-09-30 6800.00 6794.00 6820.00 6610.00 6964.00 6824.00 6964.00 6630.00 -164.00 -30.00 -144.00 -20.00
2024-09-27 6346.00 6430.00 6432.00 6316.00 6380.00 6442.00 6450.00 6334.00 -34.00 -12.00 -18.00 -18.00
2024-09-26 6304.00 6266.00 6320.00 6242.00 6338.00 6304.00 6356.00 6290.00 -34.00 -38.00 -36.00 -48.00
2024-09-25 6250.00 6254.00 6378.00 6234.00 6300.00 6298.00 6402.00 6280.00 -50.00 -44.00 -24.00 -46.00
2024-09-24 6062.00 6182.00 6206.00 6062.00 6160.00 6226.00 6264.00 6152.00 -98.00 -44.00 -58.00 -90.00
2024-09-23 6100.00 6060.00 6176.00 6058.00 6182.00 6150.00 6246.00 6150.00 -82.00 -90.00 -70.00 -92.00
2024-09-20 6224.00 6148.00 6276.00 6122.00 6298.00 6232.00 6330.00 6196.00 -74.00 -84.00 -54.00 -74.00
2024-09-19 6174.00 6224.00 6236.00 6014.00 6250.00 6284.00 6300.00 6096.00 -76.00 -60.00 -64.00 -82.00
2024-09-18 6180.00 6150.00 6206.00 6114.00 6250.00 6234.00 6280.00 6200.00 -70.00 -84.00 -74.00 -86.00
2024-09-13 6190.00 6156.00 6250.00 6138.00 6102.00 6078.00 6156.00 6046.00 88.00 78.00 94.00 92.00
2024-09-12 6150.00 6202.00 6218.00 6120.00 6086.00 6110.00 6124.00 6032.00 64.00 92.00 94.00 88.00
2024-09-11 5994.00 6080.00 6090.00 5986.00 6092.00 6176.00 6190.00 6080.00 -98.00 -96.00 -100.00 -94.00
2024-09-10 6060.00 6020.00 6100.00 6006.00 6130.00 6104.00 6198.00 6092.00 -70.00 -84.00 -98.00 -86.00
2024-09-09 6050.00 6050.00 6074.00 5948.00 6144.00 6130.00 6156.00 6052.00 -94.00 -80.00 -82.00 -104.00
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