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
2025-02-07 3258.00 3227.00 3284.00 3186.00 3186.00 3197.00 3233.00 3137.00 72.00 30.00 51.00 49.00
2025-02-06 3333.00 3276.00 3347.00 3216.00 3303.00 3215.00 3393.00 3123.00 30.00 61.00 -46.00 93.00
2025-02-05 3250.00 3346.00 3358.00 3230.00 3250.00 3315.00 3348.00 3198.00 0.00 31.00 10.00 32.00
2025-01-27 3254.00 3339.00 3343.00 3227.00 3309.00 3441.00 3441.00 3280.00 -55.00 -102.00 -98.00 -53.00
2025-01-24 3220.00 3252.00 3292.00 3198.00 3188.00 3312.00 3328.00 3167.00 32.00 -60.00 -36.00 31.00
2025-01-23 3192.00 3209.00 3213.00 3135.00 3140.00 3162.00 3172.00 3055.00 52.00 47.00 41.00 80.00
2025-01-22 3140.00 3184.00 3196.00 3112.00 3057.00 3131.00 3160.00 3024.00 83.00 53.00 36.00 88.00
2025-01-21 3122.00 3116.00 3180.00 3096.00 3091.00 3021.00 3164.00 2989.00 31.00 95.00 16.00 107.00
2025-01-20 3185.00 3113.00 3233.00 3035.00 3320.00 3088.00 3352.00 3088.00 -135.00 25.00 -119.00 -53.00
2025-01-17 3253.00 3194.00 3268.00 3173.00 3255.00 3322.00 3398.00 3245.00 -2.00 -128.00 -130.00 -72.00
2025-01-16 3206.00 3258.00 3299.00 3181.00 3161.00 3269.00 3269.00 3149.00 45.00 -11.00 30.00 32.00
2025-01-15 3094.00 3194.00 3204.00 3085.00 2963.00 3129.00 3137.00 2946.00 131.00 65.00 67.00 139.00
2025-01-14 3139.00 3091.00 3144.00 3078.00 2987.00 2954.00 2992.00 2938.00 152.00 137.00 152.00 140.00
2025-01-13 3140.00 3152.00 3169.00 3106.00 2990.00 2994.00 3042.00 2954.00 150.00 158.00 127.00 152.00
2025-01-10 3033.00 3122.00 3144.00 3019.00 2932.00 2979.00 3017.00 2916.00 101.00 143.00 127.00 103.00
2025-01-09 3000.00 3026.00 3035.00 2930.00 2840.00 2890.00 2906.00 2775.00 160.00 136.00 129.00 155.00
2025-01-08 3035.00 3012.00 3055.00 2999.00 2910.00 2946.00 2980.00 2892.00 125.00 66.00 75.00 107.00
2025-01-07 3050.00 3059.00 3068.00 2988.00 2902.00 2956.00 2965.00 2857.00 148.00 103.00 103.00 131.00
2025-01-06 2929.00 3041.00 3066.00 2914.00 2572.00 2725.00 2725.00 2560.00 357.00 316.00 341.00 354.00
2025-01-03 2903.00 2920.00 2947.00 2880.00 2540.00 2558.00 2568.00 2519.00 363.00 362.00 379.00 361.00
2025-01-02 2908.00 2917.00 2954.00 2875.00 2492.00 2546.00 2550.00 2442.00 416.00 371.00 404.00 433.00
2024-12-31 2799.00 2907.00 2908.00 2794.00 2436.00 2491.00 2517.00 2426.00 363.00 416.00 391.00 368.00
2024-12-30 2760.00 2796.00 2812.00 2742.00 2417.00 2429.00 2449.00 2402.00 343.00 367.00 363.00 340.00
2024-12-27 2783.00 2761.00 2787.00 2754.00 2455.00 2440.00 2471.00 2435.00 328.00 321.00 316.00 319.00
2024-12-26 2764.00 2778.00 2783.00 2758.00 2389.00 2462.00 2485.00 2380.00 375.00 316.00 298.00 378.00
2024-12-25 2780.00 2761.00 2790.00 2750.00 2455.00 2395.00 2462.00 2390.00 325.00 366.00 328.00 360.00
2024-12-24 2730.00 2772.00 2782.00 2726.00 2464.00 2448.00 2484.00 2443.00 266.00 324.00 298.00 283.00
2024-12-23 2717.00 2737.00 2764.00 2705.00 2465.00 2473.00 2499.00 2465.00 252.00 264.00 265.00 240.00
2024-12-20 2695.00 2716.00 2732.00 2682.00 2430.00 2420.00 2436.00 2411.00 265.00 296.00 296.00 271.00
2024-12-19 2599.00 2691.00 2715.00 2587.00 2397.00 2430.00 2449.00 2387.00 202.00 261.00 266.00 200.00
2024-12-18 2643.00 2585.00 2648.00 2580.00 2405.00 2379.00 2424.00 2375.00 238.00 206.00 224.00 205.00
2024-12-17 2388.00 2397.00 2407.00 2376.00 2641.00 2651.00 2665.00 2628.00 -253.00 -254.00 -258.00 -252.00
2024-12-16 2437.00 2379.00 2443.00 2351.00 2622.00 2637.00 2643.00 2595.00 -185.00 -258.00 -200.00 -244.00
2024-12-13 2495.00 2435.00 2498.00 2433.00 2656.00 2619.00 2667.00 2619.00 -161.00 -184.00 -169.00 -186.00
2024-12-12 2505.00 2507.00 2526.00 2497.00 2658.00 2664.00 2669.00 2646.00 -153.00 -157.00 -143.00 -149.00
2024-12-11 2532.00 2528.00 2534.00 2506.00 2649.00 2664.00 2667.00 2640.00 -117.00 -136.00 -133.00 -134.00
2024-12-10 2526.00 2529.00 2551.00 2515.00 2643.00 2649.00 2674.00 2636.00 -117.00 -120.00 -123.00 -121.00
2024-12-09 2531.00 2514.00 2539.00 2473.00 2633.00 2635.00 2642.00 2608.00 -102.00 -121.00 -103.00 -135.00
2024-12-06 2520.00 2536.00 2547.00 2518.00 2616.00 2635.00 2640.00 2616.00 -96.00 -99.00 -93.00 -98.00
2024-12-05 2552.00 2523.00 2556.00 2506.00 2640.00 2620.00 2644.00 2603.00 -88.00 -97.00 -88.00 -97.00
2024-12-04 2584.00 2560.00 2598.00 2528.00 2668.00 2646.00 2674.00 2621.00 -84.00 -86.00 -76.00 -93.00
2024-12-03 2590.00 2584.00 2593.00 2565.00 2680.00 2665.00 2681.00 2656.00 -90.00 -81.00 -88.00 -91.00
2024-12-02 2596.00 2591.00 2605.00 2570.00 2687.00 2682.00 2694.00 2665.00 -91.00 -91.00 -89.00 -95.00
2024-11-29 2623.00 2609.00 2642.00 2608.00 2693.00 2694.00 2711.00 2686.00 -70.00 -85.00 -69.00 -78.00
2024-11-28 2645.00 2616.00 2649.00 2613.00 2710.00 2691.00 2718.00 2687.00 -65.00 -75.00 -69.00 -74.00
2024-11-27 2640.00 2653.00 2669.00 2635.00 2708.00 2713.00 2724.00 2703.00 -68.00 -60.00 -55.00 -68.00
2024-11-26 2609.00 2641.00 2652.00 2608.00 2708.00 2708.00 2721.00 2697.00 -99.00 -67.00 -69.00 -89.00
2024-11-25 2639.00 2623.00 2649.00 2603.00 2722.00 2714.00 2731.00 2700.00 -83.00 -91.00 -82.00 -97.00
2024-11-22 2659.00 2666.00 2685.00 2641.00 2744.00 2742.00 2758.00 2731.00 -85.00 -76.00 -73.00 -90.00
2024-11-21 2638.00 2652.00 2688.00 2630.00 2735.00 2739.00 2775.00 2720.00 -97.00 -87.00 -87.00 -90.00
2024-11-20 2596.00 2625.00 2632.00 2581.00 2713.00 2727.00 2739.00 2699.00 -117.00 -102.00 -107.00 -118.00
2024-11-19 2574.00 2571.00 2585.00 2530.00 2708.00 2693.00 2717.00 2665.00 -134.00 -122.00 -132.00 -135.00
2024-11-18 2615.00 2590.00 2631.00 2586.00 2728.00 2711.00 2743.00 2710.00 -113.00 -121.00 -112.00 -124.00
2024-11-15 2610.00 2622.00 2648.00 2578.00 2719.00 2733.00 2755.00 2704.00 -109.00 -111.00 -107.00 -126.00
2024-11-14 2611.00 2587.00 2632.00 2586.00 2732.00 2707.00 2747.00 2703.00 -121.00 -120.00 -115.00 -117.00
2024-11-13 2635.00 2615.00 2646.00 2601.00 2757.00 2736.00 2757.00 2719.00 -122.00 -121.00 -111.00 -118.00
2024-11-12 2616.00 2648.00 2660.00 2594.00 2744.00 2761.00 2769.00 2725.00 -128.00 -113.00 -109.00 -131.00
2024-11-11 2655.00 2601.00 2689.00 2578.00 2760.00 2736.00 2795.00 2707.00 -105.00 -135.00 -106.00 -129.00
2024-11-08 2698.00 2683.00 2725.00 2661.00 2776.00 2787.00 2820.00 2766.00 -78.00 -104.00 -95.00 -105.00
2024-11-07 2592.00 2698.00 2704.00 2591.00 2710.00 2779.00 2784.00 2705.00 -118.00 -81.00 -80.00 -114.00
2024-11-06 2605.00 2585.00 2623.00 2565.00 2716.00 2705.00 2724.00 2684.00 -111.00 -120.00 -101.00 -119.00
2024-11-05 2599.00 2603.00 2616.00 2550.00 2700.00 2711.00 2720.00 2666.00 -101.00 -108.00 -104.00 -116.00
2024-11-04 2671.00 2594.00 2687.00 2572.00 2758.00 2700.00 2777.00 2684.00 -87.00 -106.00 -90.00 -112.00
2024-11-01 2731.00 2701.00 2742.00 2687.00 2771.00 2741.00 2783.00 2728.00 -40.00 -40.00 -41.00 -41.00
2024-10-31 2683.00 2727.00 2728.00 2661.00 2714.00 2768.00 2776.00 2703.00 -31.00 -41.00 -48.00 -42.00
2024-10-30 2652.00 2669.00 2699.00 2627.00 2670.00 2710.00 2748.00 2656.00 -18.00 -41.00 -49.00 -29.00
2024-10-29 2641.00 2643.00 2668.00 2601.00 2690.00 2669.00 2695.00 2629.00 -49.00 -26.00 -27.00 -28.00
2024-10-28 2596.00 2647.00 2650.00 2557.00 2620.00 2681.00 2697.00 2586.00 -24.00 -34.00 -47.00 -29.00
2024-10-25 2635.00 2600.00 2664.00 2582.00 2692.00 2620.00 2713.00 2605.00 -57.00 -20.00 -49.00 -23.00
2024-10-24 2618.00 2637.00 2648.00 2581.00 2770.00 2713.00 2789.00 2695.00 -152.00 -76.00 -141.00 -114.00
2024-10-23 2715.00 2617.00 2715.00 2596.00 2900.00 2769.00 2900.00 2717.00 -185.00 -152.00 -185.00 -121.00
2024-10-22 2728.00 2712.00 2749.00 2641.00 2885.00 2904.00 2929.00 2808.00 -157.00 -192.00 -180.00 -167.00
2024-10-21 2800.00 2728.00 2865.00 2685.00 2975.00 2881.00 3019.00 2815.00 -175.00 -153.00 -154.00 -130.00
2024-10-18 2675.00 2780.00 2803.00 2656.00 2800.00 2927.00 2927.00 2790.00 -125.00 -147.00 -124.00 -134.00
2024-10-17 2675.00 2653.00 2705.00 2623.00 2695.00 2769.00 2783.00 2663.00 -20.00 -116.00 -78.00 -40.00
2024-10-16 2585.00 2625.00 2631.00 2571.00 2595.00 2635.00 2642.00 2580.00 -10.00 -10.00 -11.00 -9.00
2024-10-15 2633.00 2558.00 2647.00 2540.00 2649.00 2572.00 2654.00 2548.00 -16.00 -14.00 -7.00 -8.00
2024-10-14 2612.00 2645.00 2685.00 2600.00 2660.00 2656.00 2701.00 2647.00 -48.00 -11.00 -16.00 -47.00
2024-10-11 2535.00 2595.00 2619.00 2535.00 2592.00 2647.00 2660.00 2592.00 -57.00 -52.00 -41.00 -57.00
2024-10-10 2500.00 2522.00 2568.00 2478.00 2498.00 2571.00 2608.00 2487.00 2.00 -49.00 -40.00 -9.00
2024-10-09 2505.00 2494.00 2530.00 2445.00 2483.00 2504.00 2516.00 2441.00 22.00 -10.00 14.00 4.00
2024-10-08 2578.00 2495.00 2578.00 2482.00 2535.00 2473.00 2551.00 2462.00 43.00 22.00 27.00 20.00
2024-09-30 2487.00 2533.00 2566.00 2468.00 2482.00 2523.00 2555.00 2471.00 5.00 10.00 11.00 -3.00
2024-09-27 2407.00 2467.00 2478.00 2378.00 2427.00 2469.00 2482.00 2404.00 -20.00 -2.00 -4.00 -26.00
2024-09-26 2344.00 2380.00 2383.00 2344.00 2360.00 2407.00 2418.00 2358.00 -16.00 -27.00 -35.00 -14.00
2024-09-25 2344.00 2351.00 2410.00 2317.00 2360.00 2356.00 2395.00 2339.00 -16.00 -5.00 15.00 -22.00
2024-09-24 2295.00 2342.00 2345.00 2275.00 2338.00 2358.00 2372.00 2332.00 -43.00 -16.00 -27.00 -57.00
2024-09-23 2283.00 2284.00 2298.00 2251.00 2306.00 2334.00 2346.00 2271.00 -23.00 -50.00 -48.00 -20.00
2024-09-20 2338.00 2286.00 2345.00 2265.00 2351.00 2312.00 2354.00 2267.00 -13.00 -26.00 -9.00 -2.00
2024-09-19 2310.00 2338.00 2359.00 2300.00 2321.00 2347.00 2395.00 2321.00 -11.00 -9.00 -36.00 -21.00
2024-09-18 2417.00 2306.00 2420.00 2292.00 2411.00 2344.00 2411.00 2320.00 6.00 -38.00 9.00 -28.00
2024-09-13 2459.00 2423.00 2459.00 2419.00 2445.00 2412.00 2445.00 2405.00 14.00 11.00 14.00 14.00
2024-09-12 2485.00 2463.00 2493.00 2415.00 2469.00 2442.00 2470.00 2394.00 16.00 21.00 23.00 21.00
2024-09-11 2444.00 2487.00 2495.00 2424.00 2424.00 2470.00 2478.00 2398.00 20.00 17.00 17.00 26.00
2024-09-10 2498.00 2447.00 2509.00 2440.00 2508.00 2462.00 2520.00 2459.00 -10.00 -15.00 -11.00 -19.00
2024-09-09 2579.00 2502.00 2583.00 2471.00 2596.00 2513.00 2599.00 2484.00 -17.00 -11.00 -16.00 -13.00
2024-09-06 2528.00 2583.00 2598.00 2513.00 2565.00 2606.00 2618.00 2538.00 -37.00 -23.00 -20.00 -25.00
2024-09-05 2470.00 2524.00 2535.00 2470.00 2517.00 2561.00 2564.00 2517.00 -47.00 -37.00 -29.00 -47.00
2024-09-04 2502.00 2465.00 2513.00 2451.00 2500.00 2505.00 2514.00 2487.00 2.00 -40.00 -1.00 -36.00
2024-09-03 2495.00 2507.00 2519.00 2466.00 2480.00 2511.00 2527.00 2466.00 15.00 -4.00 -8.00 0.00
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