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
暂无数据

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
暂无数据

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
2025-07-11 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
2025-07-04 2377.00 2380.00 2407.00 2359.00 2410.00 2405.00 2442.00 2397.00 -33.00 -25.00 -35.00 -38.00
2025-07-03 2395.00 2380.00 2399.00 2366.00 2431.00 2415.00 2437.00 2405.00 -36.00 -35.00 -38.00 -39.00
2025-07-02 2363.00 2391.00 2396.00 2353.00 2403.00 2429.00 2434.00 2393.00 -40.00 -38.00 -38.00 -40.00
2025-07-01 2317.00 2358.00 2361.00 2292.00 2360.00 2398.00 2400.00 2339.00 -43.00 -40.00 -39.00 -47.00
2025-06-30 2317.00 2319.00 2363.00 2314.00 2301.00 2291.00 2341.00 2290.00 16.00 28.00 22.00 24.00
2025-06-27 2315.00 2319.00 2349.00 2307.00 2357.00 2360.00 2383.00 2340.00 -42.00 -41.00 -34.00 -33.00
2025-06-26 2276.00 2311.00 2315.00 2276.00 2316.00 2352.00 2356.00 2316.00 -40.00 -41.00 -41.00 -40.00
2025-06-25 2269.00 2279.00 2284.00 2255.00 2302.00 2320.00 2323.00 2291.00 -33.00 -41.00 -39.00 -36.00
2025-06-24 2270.00 2274.00 2294.00 2262.00 2294.00 2307.00 2325.00 2291.00 -24.00 -33.00 -31.00 -29.00
2025-06-23 2249.00 2272.00 2280.00 2240.00 2276.00 2297.00 2310.00 2267.00 -27.00 -25.00 -30.00 -27.00
2025-06-20 2283.00 2256.00 2293.00 2247.00 2287.00 2257.00 2298.00 2252.00 -4.00 -1.00 -5.00 -5.00
2025-06-19 2294.00 2288.00 2305.00 2275.00 2291.00 2292.00 2309.00 2281.00 3.00 -4.00 -4.00 -6.00
2025-06-18 2276.00 2298.00 2317.00 2268.00 2275.00 2303.00 2339.00 2271.00 1.00 -5.00 -22.00 -3.00
2025-06-17 2275.00 2273.00 2294.00 2266.00 2276.00 2275.00 2303.00 2269.00 -1.00 -2.00 -9.00 -3.00
2025-06-16 2260.00 2276.00 2278.00 2237.00 2260.00 2287.00 2289.00 2239.00 0.00 -11.00 -11.00 -2.00
2025-06-13 2293.00 2263.00 2310.00 2260.00 2295.00 2264.00 2307.00 2260.00 -2.00 -1.00 3.00 0.00
2025-06-12 2328.00 2301.00 2331.00 2297.00 2328.00 2301.00 2332.00 2299.00 0.00 0.00 -1.00 -2.00
2025-06-11 2320.00 2332.00 2343.00 2320.00 2329.00 2330.00 2341.00 2318.00 -9.00 2.00 2.00 2.00
2025-06-10 2312.00 2324.00 2348.00 2310.00 2330.00 2333.00 2367.00 2329.00 -18.00 -9.00 -19.00 -19.00
2025-06-09 2333.00 2308.00 2356.00 2294.00 2363.00 2326.00 2387.00 2315.00 -30.00 -18.00 -31.00 -21.00
2025-06-06 2340.00 2335.00 2373.00 2321.00 2450.00 2441.00 2482.00 2414.00 -110.00 -106.00 -109.00 -93.00
2025-06-05 2357.00 2332.00 2362.00 2312.00 2447.00 2442.00 2466.00 2396.00 -90.00 -110.00 -104.00 -84.00
2025-06-04 2370.00 2367.00 2379.00 2334.00 2495.00 2455.00 2495.00 2424.00 -125.00 -88.00 -116.00 -90.00
2025-06-03 2450.00 2371.00 2456.00 2368.00 2535.00 2493.00 2535.00 2490.00 -85.00 -122.00 -79.00 -122.00
2025-05-30 2470.00 2456.00 2476.00 2414.00 2540.00 2527.00 2541.00 2496.00 -70.00 -71.00 -65.00 -82.00
2025-05-29 2455.00 2479.00 2501.00 2441.00 2538.00 2535.00 2554.00 2512.00 -83.00 -56.00 -53.00 -71.00
2025-05-28 2452.00 2456.00 2466.00 2427.00 2515.00 2537.00 2547.00 2507.00 -63.00 -81.00 -81.00 -80.00
2025-05-27 2492.00 2449.00 2496.00 2437.00 2539.00 2515.00 2556.00 2505.00 -47.00 -66.00 -60.00 -68.00
2025-05-26 2455.00 2486.00 2498.00 2452.00 2491.00 2532.00 2551.00 2485.00 -36.00 -46.00 -53.00 -33.00
2025-05-23 2520.00 2457.00 2540.00 2455.00 2532.00 2494.00 2551.00 2484.00 -12.00 -37.00 -11.00 -29.00
2025-05-22 2527.00 2528.00 2531.00 2504.00 2527.00 2537.00 2543.00 2514.00 0.00 -9.00 -12.00 -10.00
2025-05-21 2547.00 2527.00 2551.00 2510.00 2571.00 2534.00 2582.00 2514.00 -24.00 -7.00 -31.00 -4.00
2025-05-20 2582.00 2545.00 2602.00 2533.00 2577.00 2557.00 2619.00 2544.00 5.00 -12.00 -17.00 -11.00
2025-05-19 2533.00 2586.00 2625.00 2531.00 2482.00 2576.00 2583.00 2480.00 51.00 10.00 42.00 51.00
2025-05-16 2567.00 2535.00 2567.00 2525.00 2504.00 2475.00 2504.00 2460.00 63.00 60.00 63.00 65.00
2025-05-15 2527.00 2567.00 2579.00 2514.00 2465.00 2499.00 2524.00 2458.00 62.00 68.00 55.00 56.00
2025-05-14 2494.00 2530.00 2540.00 2468.00 2443.00 2464.00 2475.00 2424.00 51.00 66.00 65.00 44.00
2025-05-13 2565.00 2500.00 2566.00 2488.00 2534.00 2480.00 2540.00 2472.00 31.00 20.00 26.00 16.00
2025-05-12 2478.00 2545.00 2548.00 2437.00 2472.00 2530.00 2532.00 2445.00 6.00 15.00 16.00 -8.00
2025-05-09 2465.00 2476.00 2510.00 2451.00 2469.00 2464.00 2487.00 2442.00 -4.00 12.00 23.00 9.00
2025-05-08 2507.00 2463.00 2514.00 2453.00 2519.00 2447.00 2519.00 2409.00 -12.00 16.00 -5.00 44.00
2025-05-07 2505.00 2513.00 2520.00 2482.00 2460.00 2519.00 2522.00 2459.00 45.00 -6.00 -2.00 23.00
2025-05-06 2490.00 2498.00 2515.00 2470.00 2410.00 2453.00 2469.00 2403.00 80.00 45.00 46.00 67.00
2025-04-30 2435.00 2479.00 2481.00 2430.00 2354.00 2384.00 2396.00 2347.00 81.00 95.00 85.00 83.00
2025-04-29 2443.00 2431.00 2447.00 2403.00 2352.00 2353.00 2372.00 2331.00 91.00 78.00 75.00 72.00
2025-04-28 2425.00 2441.00 2456.00 2425.00 2350.00 2346.00 2372.00 2336.00 75.00 95.00 84.00 89.00
2025-04-25 2469.00 2439.00 2487.00 2434.00 2378.00 2370.00 2409.00 2367.00 91.00 69.00 78.00 67.00
2025-04-24 2495.00 2472.00 2501.00 2453.00 2399.00 2382.00 2405.00 2371.00 96.00 90.00 96.00 82.00
2025-04-23 2455.00 2496.00 2511.00 2452.00 2390.00 2417.00 2439.00 2387.00 65.00 79.00 72.00 65.00
2025-04-22 2427.00 2390.00 2433.00 2387.00 2490.00 2455.00 2496.00 2452.00 -63.00 -65.00 -63.00 -65.00
2025-04-21 2463.00 2430.00 2463.00 2382.00 2518.00 2496.00 2518.00 2462.00 -55.00 -66.00 -55.00 -80.00
2025-04-18 2480.00 2462.00 2492.00 2449.00 2531.00 2521.00 2549.00 2509.00 -51.00 -59.00 -57.00 -60.00
2025-04-17 2426.00 2481.00 2498.00 2419.00 2500.00 2532.00 2548.00 2496.00 -74.00 -51.00 -50.00 -77.00
2025-04-16 2427.00 2414.00 2428.00 2395.00 2540.00 2497.00 2545.00 2486.00 -113.00 -83.00 -117.00 -91.00
2025-04-15 2400.00 2425.00 2432.00 2381.00 2535.00 2538.00 2545.00 2512.00 -135.00 -113.00 -113.00 -131.00
2025-04-14 2362.00 2401.00 2418.00 2351.00 2515.00 2538.00 2552.00 2507.00 -153.00 -137.00 -134.00 -156.00
2025-04-11 2349.00 2361.00 2374.00 2335.00 2492.00 2516.00 2525.00 2484.00 -143.00 -155.00 -151.00 -149.00
2025-04-10 2343.00 2355.00 2395.00 2333.00 2473.00 2502.00 2547.00 2458.00 -130.00 -147.00 -152.00 -125.00
2025-04-09 2370.00 2355.00 2376.00 2267.00 2496.00 2485.00 2508.00 2408.00 -126.00 -130.00 -132.00 -141.00
2025-04-08 2471.00 2372.00 2480.00 2363.00 2581.00 2493.00 2587.00 2481.00 -110.00 -121.00 -107.00 -118.00
2025-04-07 2420.00 2477.00 2502.00 2400.00 2525.00 2584.00 2611.00 2520.00 -105.00 -107.00 -109.00 -120.00
2025-04-03 2515.00 2501.00 2535.00 2488.00 2650.00 2640.00 2665.00 2631.00 -135.00 -139.00 -130.00 -143.00
2025-04-02 2514.00 2511.00 2566.00 2488.00 2653.00 2651.00 2667.00 2630.00 -139.00 -140.00 -101.00 -142.00
2025-04-01 2510.00 2515.00 2533.00 2486.00 2669.00 2656.00 2677.00 2628.00 -159.00 -141.00 -144.00 -142.00
2025-03-31 2592.00 2512.00 2599.00 2507.00 2722.00 2675.00 2728.00 2667.00 -130.00 -163.00 -129.00 -160.00
2025-03-28 2562.00 2596.00 2605.00 2549.00 2715.00 2724.00 2737.00 2700.00 -153.00 -128.00 -132.00 -151.00
2025-03-27 2545.00 2559.00 2574.00 2545.00 2715.00 2714.00 2731.00 2708.00 -170.00 -155.00 -157.00 -163.00
2025-03-26 2548.00 2549.00 2568.00 2531.00 2707.00 2719.00 2731.00 2696.00 -159.00 -170.00 -163.00 -165.00
2025-03-25 2578.00 2552.00 2585.00 2539.00 2705.00 2708.00 2714.00 2686.00 -127.00 -156.00 -129.00 -147.00
2025-03-24 2531.00 2576.00 2611.00 2516.00 2661.00 2710.00 2734.00 2661.00 -130.00 -134.00 -123.00 -145.00
2025-03-21 2556.00 2531.00 2577.00 2522.00 2698.00 2682.00 2728.00 2677.00 -142.00 -151.00 -151.00 -155.00
2025-03-20 2585.00 2557.00 2591.00 2542.00 2700.00 2700.00 2717.00 2671.00 -115.00 -143.00 -126.00 -129.00
2025-03-19 2633.00 2591.00 2646.00 2578.00 2749.00 2704.00 2753.00 2697.00 -116.00 -113.00 -107.00 -119.00
2025-03-18 2640.00 2633.00 2649.00 2631.00 2740.00 2751.00 2758.00 2740.00 -100.00 -118.00 -109.00 -109.00
2025-03-17 2713.00 2646.00 2717.00 2626.00 2797.00 2746.00 2798.00 2738.00 -84.00 -100.00 -81.00 -112.00
2025-03-14 2720.00 2720.00 2733.00 2704.00 2776.00 2798.00 2809.00 2772.00 -56.00 -78.00 -76.00 -68.00
2025-03-13 2714.00 2716.00 2732.00 2664.00 2721.00 2735.00 2747.00 2670.00 -7.00 -19.00 -15.00 -6.00
2025-03-12 2729.00 2715.00 2734.00 2701.00 2732.00 2721.00 2758.00 2690.00 -3.00 -6.00 -24.00 11.00
2025-03-11 2775.00 2723.00 2806.00 2719.00 2820.00 2735.00 2851.00 2720.00 -45.00 -12.00 -45.00 -1.00
2025-03-10 2840.00 2780.00 2885.00 2766.00 2848.00 2823.00 2893.00 2795.00 -8.00 -43.00 -8.00 -29.00
2025-03-07 2850.00 2831.00 2859.00 2810.00 2822.00 2832.00 2862.00 2774.00 28.00 -1.00 -3.00 36.00
2025-03-06 2892.00 2843.00 2894.00 2802.00 2850.00 2808.00 2857.00 2766.00 42.00 35.00 37.00 36.00
2025-03-05 2890.00 2885.00 2905.00 2845.00 2822.00 2839.00 2861.00 2796.00 68.00 46.00 44.00 49.00
2025-03-04 2917.00 2902.00 2919.00 2865.00 2870.00 2840.00 2872.00 2802.00 47.00 62.00 47.00 63.00
2025-03-03 2900.00 2922.00 2932.00 2876.00 2850.00 2876.00 2887.00 2808.00 50.00 46.00 45.00 68.00
2025-02-28 2818.00 2912.00 2916.00 2791.00 2772.00 2877.00 2881.00 2722.00 46.00 35.00 35.00 69.00
2025-02-27 2760.00 2809.00 2819.00 2759.00 2702.00 2754.00 2797.00 2702.00 58.00 55.00 22.00 57.00
2025-02-26 2836.00 2761.00 2845.00 2758.00 2775.00 2701.00 2784.00 2697.00 61.00 60.00 61.00 61.00
2025-02-25 2895.00 2849.00 2906.00 2846.00 2862.00 2794.00 2868.00 2787.00 33.00 55.00 38.00 59.00
2025-02-24 2888.00 2894.00 2902.00 2848.00 2873.00 2860.00 2880.00 2812.00 15.00 34.00 22.00 36.00
2025-02-21 2889.00 2885.00 2912.00 2855.00 2890.00 2868.00 2897.00 2838.00 -1.00 17.00 15.00 17.00
2025-02-20 2867.00 2881.00 2910.00 2828.00 2866.00 2878.00 2913.00 2809.00 1.00 3.00 -3.00 19.00
2025-02-19 2900.00 2873.00 2931.00 2865.00 2920.00 2883.00 2977.00 2875.00 -20.00 -10.00 -46.00 -10.00
2025-02-18 2877.00 2917.00 2922.00 2857.00 2888.00 2942.00 2945.00 2873.00 -11.00 -25.00 -23.00 -16.00
2025-02-17 2892.00 2877.00 2932.00 2830.00 2885.00 2895.00 2997.00 2841.00 7.00 -18.00 -65.00 -11.00
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