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
2023-06-15 7070.00 7094.00 7122.00 7062.00 7158.00 7178.00 7204.00 7156.00 -88.00 -84.00 -82.00 -94.00
2023-06-14 7000.00 7086.00 7136.00 6990.00 6800.00 6868.00 6918.00 6790.00 200.00 218.00 218.00 200.00
2023-06-13 6970.00 7002.00 7030.00 6910.00 7076.00 7132.00 7160.00 7054.00 -106.00 -130.00 -130.00 -144.00
2023-06-12 6986.00 6936.00 7042.00 6914.00 7130.00 7084.00 7176.00 7066.00 -144.00 -148.00 -134.00 -152.00
2023-06-09 6960.00 7042.00 7084.00 6954.00 6752.00 6840.00 6862.00 6752.00 208.00 202.00 222.00 202.00
2023-06-08 6948.00 6914.00 6988.00 6856.00 6760.00 6724.00 6810.00 6678.00 188.00 190.00 178.00 178.00
2023-06-07 7040.00 6908.00 7056.00 6890.00 7262.00 7144.00 7280.00 7130.00 -222.00 -236.00 -224.00 -240.00
2023-06-06 7072.00 7040.00 7078.00 6952.00 7304.00 7282.00 7338.00 7206.00 -232.00 -242.00 -260.00 -254.00
2023-06-05 7338.00 7300.00 7350.00 7258.00 7084.00 7060.00 7100.00 7026.00 254.00 240.00 250.00 232.00
2023-06-02 7186.00 7306.00 7324.00 7162.00 6940.00 7040.00 7068.00 6916.00 246.00 266.00 256.00 246.00
2023-06-01 7138.00 7200.00 7210.00 7122.00 6940.00 6952.00 6970.00 6880.00 198.00 248.00 240.00 242.00
2023-05-31 7216.00 7080.00 7246.00 7058.00 7000.00 6886.00 7028.00 6866.00 216.00 194.00 218.00 192.00
2023-05-30 7314.00 7236.00 7338.00 7226.00 7100.00 7030.00 7114.00 7020.00 214.00 206.00 224.00 206.00
2023-05-29 7280.00 7316.00 7360.00 7240.00 7084.00 7110.00 7134.00 7042.00 196.00 206.00 226.00 198.00
2023-05-26 7238.00 7226.00 7296.00 7146.00 7048.00 7040.00 7090.00 6960.00 190.00 186.00 206.00 186.00
2023-05-25 7258.00 7270.00 7328.00 7224.00 7062.00 7082.00 7120.00 7034.00 196.00 188.00 208.00 190.00
2023-05-24 7282.00 7258.00 7348.00 7242.00 7110.00 7072.00 7168.00 7056.00 172.00 186.00 180.00 186.00
2023-05-23 7420.00 7322.00 7420.00 7296.00 7246.00 7158.00 7248.00 7130.00 174.00 164.00 172.00 166.00
2023-05-22 7506.00 7336.00 7534.00 7280.00 7352.00 7178.00 7370.00 7124.00 154.00 158.00 164.00 156.00
2023-05-19 7478.00 7566.00 7632.00 7452.00 7326.00 7396.00 7440.00 7308.00 152.00 170.00 192.00 144.00
2023-05-18 7448.00 7538.00 7592.00 7426.00 7296.00 7380.00 7400.00 7286.00 152.00 158.00 192.00 140.00
2023-05-17 7436.00 7448.00 7472.00 7418.00 7290.00 7296.00 7320.00 7262.00 146.00 152.00 152.00 156.00
2023-05-16 7510.00 7416.00 7510.00 7376.00 7350.00 7282.00 7366.00 7248.00 160.00 134.00 144.00 128.00
2023-05-15 7542.00 7510.00 7558.00 7468.00 7384.00 7366.00 7410.00 7338.00 158.00 144.00 148.00 130.00
2023-05-12 7396.00 7492.00 7566.00 7372.00 7246.00 7314.00 7360.00 7238.00 150.00 178.00 206.00 134.00
2023-05-11 7368.00 7400.00 7456.00 7340.00 7184.00 7260.00 7292.00 7168.00 184.00 140.00 164.00 172.00
2023-05-10 7254.00 7232.00 7274.00 7160.00 7448.00 7426.00 7462.00 7364.00 -194.00 -194.00 -188.00 -204.00
2023-05-09 7300.00 7238.00 7326.00 7216.00 7480.00 7418.00 7500.00 7408.00 -180.00 -180.00 -174.00 -192.00
2023-05-08 7350.00 7312.00 7372.00 7258.00 7516.00 7488.00 7542.00 7424.00 -166.00 -176.00 -170.00 -166.00
2023-05-05 7220.00 7284.00 7288.00 7178.00 7428.00 7444.00 7450.00 7340.00 -208.00 -160.00 -162.00 -162.00
2023-05-04 7260.00 7236.00 7336.00 7174.00 7470.00 7432.00 7538.00 7354.00 -210.00 -196.00 -202.00 -180.00
2023-04-28 7340.00 7314.00 7374.00 7274.00 7528.00 7524.00 7568.00 7506.00 -188.00 -210.00 -194.00 -232.00
2023-04-27 7370.00 7310.00 7418.00 7288.00 7564.00 7524.00 7606.00 7506.00 -194.00 -214.00 -188.00 -218.00
2023-04-26 7340.00 7362.00 7424.00 7332.00 7550.00 7560.00 7626.00 7536.00 -210.00 -198.00 -202.00 -204.00
2023-04-25 7370.00 7352.00 7430.00 7310.00 7620.00 7572.00 7670.00 7556.00 -250.00 -220.00 -240.00 -246.00
2023-04-24 7390.00 7370.00 7424.00 7336.00 7590.00 7618.00 7684.00 7584.00 -200.00 -248.00 -260.00 -248.00
2023-04-21 7528.00 7444.00 7538.00 7412.00 7706.00 7686.00 7740.00 7628.00 -178.00 -242.00 -202.00 -216.00
2023-04-20 7740.00 7604.00 7740.00 7558.00 7888.00 7788.00 7888.00 7744.00 -148.00 -184.00 -148.00 -186.00
2023-04-19 7740.00 7766.00 7794.00 7724.00 7894.00 7912.00 7936.00 7880.00 -154.00 -146.00 -142.00 -156.00
2023-04-18 7550.00 7740.00 7750.00 7542.00 7850.00 7934.00 7948.00 7832.00 -300.00 -194.00 -198.00 -290.00
2023-04-17 7866.00 7806.00 7880.00 7734.00 7670.00 7526.00 7670.00 7466.00 196.00 280.00 210.00 268.00
2023-04-14 7852.00 7866.00 7938.00 7842.00 7664.00 7672.00 7744.00 7634.00 188.00 194.00 194.00 208.00
2023-04-13 7800.00 7832.00 7888.00 7800.00 7620.00 7632.00 7700.00 7592.00 180.00 200.00 188.00 208.00
2023-04-12 7760.00 7814.00 7836.00 7746.00 7574.00 7628.00 7646.00 7570.00 186.00 186.00 190.00 176.00
2023-04-11 7718.00 7796.00 7802.00 7662.00 7590.00 7618.00 7624.00 7518.00 128.00 178.00 178.00 144.00
2023-04-10 7736.00 7700.00 7760.00 7656.00 7582.00 7572.00 7640.00 7556.00 154.00 128.00 120.00 100.00
2023-04-07 7708.00 7788.00 7858.00 7688.00 7606.00 7626.00 7690.00 7556.00 102.00 162.00 168.00 132.00
2023-04-06 7774.00 7682.00 7802.00 7680.00 7686.00 7580.00 7704.00 7580.00 88.00 102.00 98.00 100.00
2023-04-04 7800.00 7790.00 7842.00 7772.00 7726.00 7698.00 7762.00 7688.00 74.00 92.00 80.00 84.00
2023-04-03 7894.00 7828.00 7932.00 7810.00 7790.00 7742.00 7796.00 7728.00 104.00 86.00 136.00 82.00
2023-03-31 7816.00 7854.00 7926.00 7816.00 7710.00 7742.00 7790.00 7710.00 106.00 112.00 136.00 106.00
2023-03-30 7850.00 7808.00 7850.00 7756.00 7772.00 7710.00 7800.00 7678.00 78.00 98.00 50.00 78.00
2023-03-29 8058.00 7838.00 8062.00 7804.00 7878.00 7752.00 7888.00 7718.00 180.00 86.00 174.00 86.00
2023-03-28 8110.00 8058.00 8140.00 8048.00 7906.00 7886.00 7952.00 7868.00 204.00 172.00 188.00 180.00
2023-03-27 8080.00 8094.00 8118.00 8024.00 7878.00 7900.00 7940.00 7838.00 202.00 194.00 178.00 186.00
2023-03-24 7856.00 8084.00 8094.00 7844.00 7710.00 7892.00 7916.00 7708.00 146.00 192.00 178.00 136.00
2023-03-23 7850.00 7878.00 7904.00 7788.00 7716.00 7728.00 7750.00 7652.00 134.00 150.00 154.00 136.00
2023-03-22 7816.00 7816.00 7858.00 7740.00 7676.00 7690.00 7722.00 7620.00 140.00 126.00 136.00 120.00
2023-03-21 7800.00 7802.00 7852.00 7760.00 7678.00 7672.00 7718.00 7644.00 122.00 130.00 134.00 116.00
2023-03-20 7830.00 7786.00 7842.00 7780.00 7708.00 7662.00 7720.00 7658.00 122.00 124.00 122.00 122.00
2023-03-17 7774.00 7822.00 7884.00 7754.00 7678.00 7710.00 7760.00 7648.00 96.00 112.00 124.00 106.00
2023-03-16 7732.00 7720.00 7784.00 7590.00 7636.00 7614.00 7684.00 7520.00 96.00 106.00 100.00 70.00
2023-03-15 7816.00 7782.00 7836.00 7720.00 7712.00 7688.00 7740.00 7642.00 104.00 94.00 96.00 78.00
2023-03-14 7824.00 7796.00 7910.00 7790.00 7728.00 7704.00 7808.00 7694.00 96.00 92.00 102.00 96.00
2023-03-13 7850.00 7824.00 7878.00 7800.00 7738.00 7728.00 7780.00 7702.00 112.00 96.00 98.00 98.00
2023-03-10 7910.00 7772.00 7938.00 7742.00 7824.00 7678.00 7850.00 7646.00 86.00 94.00 88.00 96.00
2023-03-09 7900.00 7884.00 7914.00 7804.00 7806.00 7788.00 7814.00 7718.00 94.00 96.00 100.00 86.00
2023-03-08 7888.00 7930.00 7982.00 7860.00 7824.00 7828.00 7876.00 7768.00 64.00 102.00 106.00 92.00
2023-03-07 7954.00 7932.00 7990.00 7916.00 7866.00 7836.00 7884.00 7826.00 88.00 96.00 106.00 90.00
2023-03-06 8058.00 7934.00 8074.00 7880.00 7950.00 7832.00 7972.00 7784.00 108.00 102.00 102.00 96.00
2023-03-03 8118.00 8126.00 8196.00 8074.00 8008.00 8022.00 8084.00 7970.00 110.00 104.00 112.00 104.00
2023-03-02 8132.00 8140.00 8148.00 8084.00 8042.00 8030.00 8042.00 7974.00 90.00 110.00 106.00 110.00
2023-03-01 7972.00 8144.00 8184.00 7954.00 8020.00 8200.00 8238.00 8016.00 -48.00 -56.00 -54.00 -62.00
2023-02-28 8040.00 7988.00 8040.00 7950.00 8092.00 8044.00 8098.00 8012.00 -52.00 -56.00 -58.00 -62.00
2023-02-27 8142.00 8010.00 8218.00 7990.00 8210.00 8072.00 8274.00 8048.00 -68.00 -62.00 -56.00 -58.00
2023-02-24 8256.00 8196.00 8318.00 8146.00 8302.00 8254.00 8372.00 8200.00 -46.00 -58.00 -54.00 -54.00
2023-02-23 8270.00 8226.00 8298.00 8206.00 8308.00 8282.00 8352.00 8256.00 -38.00 -56.00 -54.00 -50.00
2023-02-22 8070.00 8178.00 8274.00 8058.00 8130.00 8230.00 8320.00 8130.00 -60.00 -52.00 -46.00 -72.00
2023-02-21 7960.00 8068.00 8088.00 7956.00 8078.00 8140.00 8178.00 8046.00 -118.00 -72.00 -90.00 -90.00
2023-02-20 7854.00 7888.00 7916.00 7836.00 7940.00 7972.00 8006.00 7926.00 -86.00 -84.00 -90.00 -90.00
2023-02-17 7930.00 7822.00 7948.00 7814.00 8000.00 7912.00 8024.00 7904.00 -70.00 -90.00 -76.00 -90.00
2023-02-16 7864.00 7908.00 7990.00 7836.00 7944.00 7984.00 8064.00 7910.00 -80.00 -76.00 -74.00 -74.00
2023-02-15 7920.00 7872.00 7954.00 7870.00 7998.00 7944.00 8024.00 7942.00 -78.00 -72.00 -70.00 -72.00
2023-02-14 7800.00 7884.00 7928.00 7780.00 7808.00 7956.00 8000.00 7808.00 -8.00 -72.00 -72.00 -28.00
2023-02-13 7890.00 7780.00 7920.00 7772.00 7972.00 7856.00 7986.00 7852.00 -82.00 -76.00 -66.00 -80.00
2023-02-10 8088.00 7930.00 8112.00 7918.00 8180.00 8038.00 8214.00 8034.00 -92.00 -108.00 -102.00 -116.00
2023-02-09 8042.00 8086.00 8166.00 8034.00 8196.00 8180.00 8262.00 8162.00 -154.00 -94.00 -96.00 -128.00
2023-02-08 8026.00 8036.00 8046.00 7978.00 8170.00 8162.00 8180.00 8092.00 -144.00 -126.00 -134.00 -114.00
2023-02-07 8026.00 8016.00 8084.00 7964.00 8160.00 8172.00 8230.00 8108.00 -134.00 -156.00 -146.00 -144.00
2023-02-06 8022.00 8034.00 8070.00 7984.00 8130.00 8180.00 8228.00 8086.00 -108.00 -146.00 -158.00 -102.00
2023-02-03 8150.00 8136.00 8150.00 8014.00 8066.00 8042.00 8070.00 7942.00 84.00 94.00 80.00 72.00
2023-02-02 8242.00 8114.00 8250.00 8104.00 8168.00 8042.00 8176.00 8024.00 74.00 72.00 74.00 80.00
2023-02-01 8380.00 8208.00 8420.00 8202.00 8306.00 8138.00 8346.00 8134.00 74.00 70.00 74.00 68.00
2023-01-31 8510.00 8326.00 8554.00 8296.00 8446.00 8260.00 8474.00 8234.00 64.00 66.00 80.00 62.00
2023-01-30 8650.00 8508.00 8806.00 8462.00 8582.00 8436.00 8700.00 8388.00 68.00 72.00 106.00 74.00
2023-01-20 8670.00 8600.00 8686.00 8564.00 8596.00 8522.00 8598.00 8490.00 74.00 78.00 88.00 74.00
2023-01-19 8590.00 8670.00 8746.00 8558.00 8500.00 8582.00 8648.00 8480.00 90.00 88.00 98.00 78.00
2023-01-18 8642.00 8578.00 8642.00 8532.00 8562.00 8492.00 8562.00 8460.00 80.00 86.00 80.00 72.00
2023-01-17 8500.00 8608.00 8736.00 8500.00 8378.00 8520.00 8604.00 8364.00 122.00 88.00 132.00 136.00
2023-01-16 8474.00 8504.00 8518.00 8398.00 8390.00 8378.00 8420.00 8320.00 84.00 126.00 98.00 78.00
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