烧碱期货跨期套利数据回测

本页面展示烧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

关于烧碱期货跨期套利的详细数据分析,请查看文章:。

烧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
2025 -15.30 -170.00 416.00 -17.59 -170.00 371.00 -19.62 -163.00 404.00 -15.00 -165.00 433.00
2024 -50.55 -373.00 375.00 -53.73 -377.00 416.00 -48.84 -372.00 391.00 -56.39 -362.00 378.00
2023 -0.14 -77.00 185.00 -0.90 -72.00 184.00 5.04 -64.00 188.00 -4.83 -71.00 178.00

烧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
2025-12 -56.00 -56.00 -56.00 -59.00 -59.00 -59.00 -58.00 -58.00 -58.00 -55.00 -55.00 -55.00
2025-11 -61.60 -96.00 -40.00 -60.95 -94.00 -44.00 -62.75 -93.00 -43.00 -62.50 -92.00 -44.00
2025-10 -12.00 -37.00 47.00 -13.24 -42.00 50.00 -12.94 -38.00 54.00 -12.59 -41.00 62.00
2025-09 24.64 -35.00 79.00 25.36 -31.00 70.00 20.82 -39.00 68.00 26.00 -25.00 65.00
2025-08 -59.29 -131.00 72.00 -55.90 -134.00 93.00 -55.81 -143.00 71.00 -57.00 -134.00 87.00
2025-07 -26.65 -63.00 -4.00 -26.74 -64.00 -5.00 -26.65 -57.00 -5.00 -29.48 -68.00 -4.00
2025-06 -31.00 -125.00 16.00 -31.40 -122.00 28.00 -32.90 -116.00 22.00 -29.45 -122.00 24.00
2025-05 2.26 -83.00 80.00 -4.16 -81.00 68.00 -2.84 -81.00 65.00 -1.11 -82.00 67.00
2025-04 -56.76 -159.00 96.00 -54.67 -155.00 95.00 -53.57 -152.00 96.00 -61.05 -156.00 89.00
2025-03 -62.38 -170.00 68.00 -71.48 -170.00 62.00 -66.90 -163.00 47.00 -66.48 -165.00 68.00
2025-02 19.50 -51.00 72.00 23.72 -25.00 61.00 6.78 -65.00 61.00 31.17 -28.00 93.00
2025-01 119.67 -135.00 416.00 98.67 -128.00 371.00 91.33 -130.00 404.00 124.17 -72.00 433.00
2024-12 64.55 -253.00 375.00 66.05 -258.00 416.00 67.36 -258.00 391.00 57.68 -252.00 378.00
2024-11 -97.67 -134.00 -40.00 -97.38 -135.00 -40.00 -91.14 -132.00 -41.00 -104.33 -135.00 -41.00
2024-10 -58.72 -185.00 43.00 -62.33 -192.00 22.00 -64.22 -185.00 27.00 -53.50 -167.00 20.00
2024-09 -7.58 -47.00 31.00 -12.53 -50.00 21.00 -6.74 -48.00 27.00 -14.05 -57.00 26.00
2024-08 -49.23 -128.00 33.00 -43.23 -121.00 32.00 -38.86 -120.00 31.00 -54.14 -125.00 33.00
2024-07 -100.78 -160.00 35.00 -106.43 -165.00 -12.00 -102.57 -156.00 26.00 -106.61 -165.00 7.00
2024-06 69.16 45.00 98.00 62.63 35.00 80.00 68.32 37.00 94.00 60.21 36.00 79.00
2024-05 164.15 77.00 332.00 158.15 57.00 318.00 164.80 69.00 313.00 159.45 57.00 343.00
2024-04 -262.95 -373.00 369.00 -270.30 -377.00 378.00 -258.80 -372.00 377.00 -273.60 -362.00 378.00
2024-03 -181.86 -248.00 -130.00 -187.38 -244.00 -161.00 -180.05 -223.00 -147.00 -189.67 -250.00 -144.00
2024-02 -67.13 -81.00 -49.00 -74.20 -135.00 -62.00 -70.00 -125.00 -60.00 -75.67 -107.00 -65.00
2024-01 -68.73 -90.00 -51.00 -70.50 -80.00 -54.00 -67.14 -78.00 -46.00 -72.50 -83.00 -58.00
2023-12 -58.05 -77.00 -25.00 -54.86 -72.00 -22.00 -50.33 -64.00 -16.00 -57.14 -71.00 -27.00
2023-11 -32.14 -51.00 -13.00 -30.41 -41.00 -18.00 -26.27 -36.00 -16.00 -35.64 -45.00 -25.00
2023-10 25.94 -41.00 115.00 18.12 -35.00 95.00 28.65 -32.00 115.00 15.12 -36.00 104.00
2023-09 147.50 30.00 185.00 145.00 40.00 184.00 150.10 29.00 188.00 138.90 39.00 178.00

烧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
2025-12-01 2220.00 2204.00 2224.00 2202.00 2276.00 2263.00 2282.00 2257.00 -56.00 -59.00 -58.00 -55.00
2025-11-28 2238.00 2224.00 2248.00 2222.00 2290.00 2279.00 2296.00 2275.00 -52.00 -55.00 -48.00 -53.00
2025-11-27 2226.00 2238.00 2254.00 2216.00 2266.00 2286.00 2301.00 2260.00 -40.00 -48.00 -47.00 -44.00
2025-11-26 2245.00 2229.00 2247.00 2214.00 2295.00 2275.00 2308.00 2271.00 -50.00 -46.00 -61.00 -57.00
2025-11-25 2243.00 2248.00 2259.00 2232.00 2299.00 2297.00 2309.00 2289.00 -56.00 -49.00 -50.00 -57.00
2025-11-24 2231.00 2241.00 2254.00 2224.00 2281.00 2297.00 2310.00 2279.00 -50.00 -56.00 -56.00 -55.00
2025-11-21 2264.00 2236.00 2272.00 2233.00 2311.00 2294.00 2323.00 2291.00 -47.00 -58.00 -51.00 -58.00
2025-11-20 2262.00 2261.00 2285.00 2247.00 2312.00 2309.00 2328.00 2294.00 -50.00 -48.00 -43.00 -47.00
2025-11-19 2288.00 2265.00 2292.00 2257.00 2334.00 2315.00 2336.00 2309.00 -46.00 -50.00 -44.00 -52.00
2025-11-18 2287.00 2286.00 2295.00 2260.00 2343.00 2330.00 2350.00 2316.00 -56.00 -44.00 -55.00 -56.00
2025-11-17 2327.00 2291.00 2329.00 2274.00 2396.00 2350.00 2406.00 2344.00 -69.00 -59.00 -77.00 -70.00
2025-11-14 2338.00 2327.00 2364.00 2315.00 2422.00 2405.00 2443.00 2394.00 -84.00 -78.00 -79.00 -79.00
2025-11-13 2338.00 2337.00 2344.00 2314.00 2417.00 2422.00 2428.00 2398.00 -79.00 -85.00 -84.00 -84.00
2025-11-12 2355.00 2344.00 2377.00 2331.00 2449.00 2425.00 2469.00 2422.00 -94.00 -81.00 -92.00 -91.00
2025-11-11 2348.00 2357.00 2385.00 2343.00 2444.00 2449.00 2478.00 2435.00 -96.00 -92.00 -93.00 -92.00
2025-11-10 2332.00 2349.00 2353.00 2315.00 2423.00 2443.00 2444.00 2406.00 -91.00 -94.00 -91.00 -91.00
2025-11-07 2345.00 2331.00 2350.00 2325.00 2403.00 2387.00 2407.00 2382.00 -58.00 -56.00 -57.00 -57.00
2025-11-06 2303.00 2343.00 2359.00 2298.00 2358.00 2400.00 2415.00 2351.00 -55.00 -57.00 -56.00 -53.00
2025-11-05 2330.00 2303.00 2331.00 2270.00 2391.00 2360.00 2391.00 2325.00 -61.00 -57.00 -60.00 -55.00
2025-11-04 2349.00 2336.00 2353.00 2325.00 2401.00 2389.00 2404.00 2379.00 -52.00 -53.00 -51.00 -54.00
2025-11-03 2312.00 2350.00 2365.00 2281.00 2358.00 2403.00 2425.00 2326.00 -46.00 -53.00 -60.00 -45.00
2025-10-31 2316.00 2310.00 2335.00 2303.00 2353.00 2352.00 2372.00 2344.00 -37.00 -42.00 -37.00 -41.00
2025-10-30 2361.00 2317.00 2365.00 2313.00 2391.00 2352.00 2401.00 2347.00 -30.00 -35.00 -36.00 -34.00
2025-10-29 2341.00 2361.00 2373.00 2330.00 2364.00 2388.00 2400.00 2353.00 -23.00 -27.00 -27.00 -23.00
2025-10-28 2365.00 2341.00 2383.00 2330.00 2383.00 2362.00 2408.00 2354.00 -18.00 -21.00 -25.00 -24.00
2025-10-27 2370.00 2366.00 2385.00 2346.00 2382.00 2384.00 2398.00 2363.00 -12.00 -18.00 -13.00 -17.00
2025-10-24 2387.00 2373.00 2395.00 2363.00 2395.00 2385.00 2410.00 2373.00 -8.00 -12.00 -15.00 -10.00
2025-10-23 2375.00 2385.00 2393.00 2354.00 2389.00 2393.00 2403.00 2367.00 -14.00 -8.00 -10.00 -13.00
2025-10-22 2380.00 2380.00 2399.00 2363.00 2400.00 2396.00 2413.00 2383.00 -20.00 -16.00 -14.00 -20.00
2025-10-21 2384.00 2375.00 2394.00 2371.00 2407.00 2397.00 2415.00 2394.00 -23.00 -22.00 -21.00 -23.00
2025-10-20 2348.00 2380.00 2395.00 2347.00 2376.00 2407.00 2422.00 2376.00 -28.00 -27.00 -27.00 -29.00
2025-10-17 2455.00 2344.00 2455.00 2339.00 2488.00 2372.00 2488.00 2367.00 -33.00 -28.00 -33.00 -28.00
2025-10-16 2446.00 2453.00 2465.00 2434.00 2475.00 2486.00 2495.00 2466.00 -29.00 -33.00 -30.00 -32.00
2025-10-15 2425.00 2438.00 2454.00 2415.00 2457.00 2471.00 2486.00 2450.00 -32.00 -33.00 -32.00 -35.00
2025-10-14 2465.00 2428.00 2465.00 2404.00 2494.00 2464.00 2503.00 2438.00 -29.00 -36.00 -38.00 -34.00
2025-10-13 2470.00 2464.00 2474.00 2416.00 2423.00 2424.00 2429.00 2378.00 47.00 40.00 45.00 38.00
2025-10-10 2455.00 2470.00 2488.00 2451.00 2410.00 2420.00 2434.00 2389.00 45.00 50.00 54.00 62.00
2025-10-09 2520.00 2450.00 2526.00 2440.00 2480.00 2407.00 2487.00 2391.00 40.00 43.00 39.00 49.00
2025-09-30 2511.00 2531.00 2531.00 2496.00 2479.00 2504.00 2504.00 2466.00 32.00 27.00 27.00 30.00
2025-09-29 2530.00 2515.00 2536.00 2486.00 2489.00 2479.00 2496.00 2462.00 41.00 36.00 40.00 24.00
2025-09-26 2537.00 2528.00 2542.00 2511.00 2484.00 2483.00 2500.00 2460.00 53.00 45.00 42.00 51.00
2025-09-25 2552.00 2537.00 2555.00 2532.00 2502.00 2484.00 2507.00 2478.00 50.00 53.00 48.00 54.00
2025-09-24 2538.00 2548.00 2564.00 2514.00 2484.00 2502.00 2517.00 2467.00 54.00 46.00 47.00 47.00
2025-09-23 2594.00 2535.00 2603.00 2524.00 2518.00 2481.00 2535.00 2469.00 76.00 54.00 68.00 55.00
2025-09-22 2645.00 2604.00 2649.00 2592.00 2580.00 2537.00 2587.00 2527.00 65.00 67.00 62.00 65.00
2025-09-19 2583.00 2641.00 2657.00 2576.00 2532.00 2578.00 2596.00 2520.00 51.00 63.00 61.00 56.00
2025-09-18 2610.00 2580.00 2622.00 2571.00 2531.00 2524.00 2568.00 2517.00 79.00 56.00 54.00 54.00
2025-09-17 2578.00 2608.00 2610.00 2573.00 2524.00 2538.00 2559.00 2522.00 54.00 70.00 51.00 51.00
2025-09-16 2576.00 2579.00 2612.00 2566.00 2523.00 2525.00 2557.00 2510.00 53.00 54.00 55.00 56.00
2025-09-15 2559.00 2571.00 2582.00 2548.00 2535.00 2523.00 2547.00 2511.00 24.00 48.00 35.00 37.00
2025-09-12 2587.00 2560.00 2589.00 2546.00 2575.00 2540.00 2577.00 2525.00 12.00 20.00 12.00 21.00
2025-09-11 2578.00 2590.00 2605.00 2572.00 2566.00 2579.00 2601.00 2559.00 12.00 11.00 4.00 13.00
2025-09-10 2560.00 2576.00 2588.00 2553.00 2558.00 2562.00 2579.00 2545.00 2.00 14.00 9.00 8.00
2025-09-09 2588.00 2569.00 2593.00 2562.00 2588.00 2561.00 2596.00 2554.00 0.00 8.00 -3.00 8.00
2025-09-08 2606.00 2583.00 2607.00 2566.00 2615.00 2579.00 2620.00 2557.00 -9.00 4.00 -13.00 9.00
2025-09-05 2602.00 2610.00 2622.00 2584.00 2633.00 2622.00 2652.00 2593.00 -31.00 -12.00 -30.00 -9.00
2025-09-04 2615.00 2593.00 2622.00 2584.00 2650.00 2617.00 2661.00 2609.00 -35.00 -24.00 -39.00 -25.00
2025-09-03 2660.00 2612.00 2674.00 2603.00 2683.00 2643.00 2699.00 2626.00 -23.00 -31.00 -25.00 -23.00
2025-09-02 2740.00 2665.00 2740.00 2651.00 2759.00 2691.00 2759.00 2661.00 -19.00 -26.00 -19.00 -10.00
2025-09-01 2670.00 2735.00 2736.00 2651.00 2669.00 2760.00 2764.00 2651.00 1.00 -25.00 -28.00 0.00
2025-08-29 2690.00 2670.00 2694.00 2642.00 2673.00 2667.00 2677.00 2614.00 17.00 3.00 17.00 28.00
2025-08-28 2702.00 2692.00 2705.00 2667.00 2677.00 2676.00 2694.00 2645.00 25.00 16.00 11.00 22.00
2025-08-27 2700.00 2699.00 2726.00 2680.00 2686.00 2675.00 2708.00 2647.00 14.00 24.00 18.00 33.00
2025-08-26 2741.00 2703.00 2784.00 2699.00 2766.00 2678.00 2801.00 2672.00 -25.00 25.00 -17.00 27.00
2025-08-25 2745.00 2732.00 2762.00 2711.00 2788.00 2757.00 2804.00 2739.00 -43.00 -25.00 -42.00 -28.00
2025-08-22 2687.00 2741.00 2756.00 2682.00 2735.00 2788.00 2803.00 2723.00 -48.00 -47.00 -47.00 -41.00
2025-08-21 2666.00 2687.00 2711.00 2661.00 2712.00 2734.00 2741.00 2691.00 -46.00 -47.00 -30.00 -30.00
2025-08-20 2605.00 2655.00 2656.00 2561.00 2649.00 2698.00 2704.00 2605.00 -44.00 -43.00 -48.00 -44.00
2025-08-19 2641.00 2598.00 2642.00 2581.00 2569.00 2505.00 2571.00 2494.00 72.00 93.00 71.00 87.00
2025-08-18 2544.00 2567.00 2595.00 2530.00 2645.00 2635.00 2678.00 2622.00 -101.00 -68.00 -83.00 -92.00
2025-08-15 2533.00 2539.00 2571.00 2510.00 2631.00 2637.00 2656.00 2622.00 -98.00 -98.00 -85.00 -112.00
2025-08-14 2491.00 2530.00 2576.00 2491.00 2608.00 2631.00 2668.00 2608.00 -117.00 -101.00 -92.00 -117.00
2025-08-13 2495.00 2481.00 2506.00 2475.00 2626.00 2614.00 2649.00 2609.00 -131.00 -133.00 -143.00 -134.00
2025-08-12 2494.00 2502.00 2517.00 2466.00 2600.00 2636.00 2645.00 2591.00 -106.00 -134.00 -128.00 -125.00
2025-08-11 2452.00 2492.00 2503.00 2445.00 2535.00 2595.00 2595.00 2532.00 -83.00 -103.00 -92.00 -87.00
2025-08-08 2421.00 2446.00 2462.00 2413.00 2548.00 2535.00 2550.00 2521.00 -127.00 -89.00 -88.00 -108.00
2025-08-07 2455.00 2413.00 2473.00 2412.00 2568.00 2542.00 2586.00 2540.00 -113.00 -129.00 -113.00 -128.00
2025-08-06 2506.00 2474.00 2515.00 2464.00 2596.00 2576.00 2598.00 2571.00 -90.00 -102.00 -83.00 -107.00
2025-08-05 2519.00 2506.00 2523.00 2463.00 2600.00 2592.00 2606.00 2567.00 -81.00 -86.00 -83.00 -104.00
2025-08-04 2537.00 2529.00 2548.00 2490.00 2600.00 2606.00 2607.00 2563.00 -63.00 -77.00 -59.00 -73.00
2025-08-01 2531.00 2539.00 2564.00 2513.00 2588.00 2592.00 2620.00 2577.00 -57.00 -53.00 -56.00 -64.00
2025-07-31 2597.00 2560.00 2607.00 2529.00 2642.00 2608.00 2656.00 2587.00 -45.00 -48.00 -49.00 -58.00
2025-07-30 2642.00 2613.00 2664.00 2584.00 2662.00 2656.00 2683.00 2639.00 -20.00 -43.00 -19.00 -55.00
2025-07-29 2609.00 2642.00 2649.00 2577.00 2641.00 2659.00 2660.00 2610.00 -32.00 -17.00 -11.00 -33.00
2025-07-28 2625.00 2593.00 2638.00 2518.00 2688.00 2629.00 2695.00 2574.00 -63.00 -36.00 -57.00 -56.00
2025-07-25 2683.00 2637.00 2697.00 2602.00 2715.00 2701.00 2728.00 2670.00 -32.00 -64.00 -31.00 -68.00
2025-07-24 2635.00 2675.00 2757.00 2615.00 2648.00 2703.00 2762.00 2644.00 -13.00 -28.00 -5.00 -29.00
2025-07-23 2652.00 2644.00 2667.00 2591.00 2700.00 2655.00 2705.00 2620.00 -48.00 -11.00 -38.00 -29.00
2025-07-22 2565.00 2658.00 2705.00 2565.00 2588.00 2705.00 2749.00 2586.00 -23.00 -47.00 -44.00 -21.00
2025-07-21 2475.00 2569.00 2625.00 2473.00 2486.00 2586.00 2641.00 2483.00 -11.00 -17.00 -16.00 -10.00
2025-07-18 2487.00 2469.00 2508.00 2451.00 2500.00 2480.00 2529.00 2463.00 -13.00 -11.00 -21.00 -12.00
2025-07-17 2465.00 2484.00 2488.00 2456.00 2484.00 2504.00 2510.00 2473.00 -19.00 -20.00 -22.00 -17.00
2025-07-16 2515.00 2466.00 2534.00 2460.00 2529.00 2483.00 2553.00 2475.00 -14.00 -17.00 -19.00 -15.00
2025-07-15 2521.00 2512.00 2534.00 2505.00 2547.00 2534.00 2561.00 2528.00 -26.00 -22.00 -27.00 -23.00
2025-07-14 2500.00 2532.00 2555.00 2495.00 2516.00 2553.00 2574.00 2515.00 -16.00 -21.00 -19.00 -20.00
2025-07-11 2504.00 2496.00 2521.00 2490.00 2531.00 2516.00 2544.00 2510.00 -27.00 -20.00 -23.00 -20.00
2025-07-10 2462.00 2507.00 2525.00 2456.00 2475.00 2531.00 2544.00 2475.00 -13.00 -24.00 -19.00 -19.00
2025-07-09 2405.00 2454.00 2456.00 2392.00 2413.00 2475.00 2477.00 2410.00 -8.00 -21.00 -21.00 -18.00
2025-07-08 2411.00 2408.00 2439.00 2398.00 2415.00 2413.00 2455.00 2405.00 -4.00 -5.00 -16.00 -7.00
2025-07-07 2376.00 2408.00 2416.00 2376.00 2410.00 2413.00 2422.00 2380.00 -34.00 -5.00 -6.00 -4.00
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