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
2024-09-02 2547.00 2491.00 2547.00 2486.00 2516.00 2485.00 2520.00 2481.00 31.00 6.00 27.00 5.00
2024-08-30 2552.00 2543.00 2559.00 2526.00 2540.00 2512.00 2546.00 2493.00 12.00 31.00 13.00 33.00
2024-08-29 2520.00 2552.00 2563.00 2515.00 2498.00 2521.00 2537.00 2490.00 22.00 31.00 26.00 25.00
2024-08-28 2503.00 2490.00 2526.00 2485.00 2524.00 2516.00 2538.00 2511.00 -21.00 -26.00 -12.00 -26.00
2024-08-27 2476.00 2503.00 2507.00 2440.00 2495.00 2521.00 2522.00 2476.00 -19.00 -18.00 -15.00 -36.00
2024-08-26 2388.00 2470.00 2478.00 2353.00 2435.00 2489.00 2493.00 2420.00 -47.00 -19.00 -15.00 -67.00
2024-08-23 2416.00 2390.00 2474.00 2389.00 2459.00 2440.00 2481.00 2439.00 -43.00 -50.00 -7.00 -50.00
2024-08-22 2510.00 2411.00 2520.00 2411.00 2505.00 2459.00 2513.00 2457.00 5.00 -48.00 7.00 -46.00
2024-08-21 2523.00 2522.00 2535.00 2492.00 2490.00 2508.00 2515.00 2482.00 33.00 14.00 20.00 10.00
2024-08-20 2513.00 2521.00 2539.00 2497.00 2503.00 2489.00 2510.00 2478.00 10.00 32.00 29.00 19.00
2024-08-19 2436.00 2503.00 2536.00 2430.00 2449.00 2491.00 2505.00 2432.00 -13.00 12.00 31.00 -2.00
2024-08-16 2460.00 2444.00 2478.00 2438.00 2448.00 2452.00 2484.00 2443.00 12.00 -8.00 -6.00 -5.00
2024-08-15 2415.00 2461.00 2466.00 2404.00 2436.00 2447.00 2450.00 2424.00 -21.00 14.00 16.00 -20.00
2024-08-14 2399.00 2413.00 2423.00 2364.00 2442.00 2431.00 2451.00 2414.00 -43.00 -18.00 -28.00 -50.00
2024-08-13 2395.00 2400.00 2425.00 2373.00 2481.00 2438.00 2485.00 2423.00 -86.00 -38.00 -60.00 -50.00
2024-08-12 2444.00 2392.00 2455.00 2374.00 2548.00 2477.00 2553.00 2469.00 -104.00 -85.00 -98.00 -95.00
2024-08-09 2412.00 2457.00 2473.00 2384.00 2517.00 2557.00 2576.00 2501.00 -105.00 -100.00 -103.00 -117.00
2024-08-08 2462.00 2414.00 2479.00 2411.00 2570.00 2518.00 2590.00 2515.00 -108.00 -104.00 -111.00 -104.00
2024-08-07 2446.00 2455.00 2473.00 2432.00 2556.00 2569.00 2583.00 2547.00 -110.00 -114.00 -110.00 -115.00
2024-08-06 2434.00 2451.00 2491.00 2430.00 2556.00 2561.00 2591.00 2554.00 -122.00 -110.00 -100.00 -124.00
2024-08-05 2460.00 2447.00 2469.00 2431.00 2568.00 2566.00 2589.00 2552.00 -108.00 -119.00 -120.00 -121.00
2024-08-02 2422.00 2473.00 2478.00 2422.00 2550.00 2580.00 2584.00 2547.00 -128.00 -107.00 -106.00 -125.00
2024-08-01 2451.00 2431.00 2466.00 2414.00 2550.00 2552.00 2572.00 2539.00 -99.00 -121.00 -106.00 -125.00
2024-07-31 2385.00 2439.00 2443.00 2364.00 2510.00 2545.00 2556.00 2491.00 -125.00 -106.00 -113.00 -127.00
2024-07-30 2400.00 2380.00 2400.00 2335.00 2548.00 2504.00 2548.00 2500.00 -148.00 -124.00 -148.00 -165.00
2024-07-29 2383.00 2391.00 2415.00 2371.00 2543.00 2543.00 2571.00 2532.00 -160.00 -152.00 -156.00 -161.00
2024-07-26 2412.00 2386.00 2447.00 2385.00 2547.00 2550.00 2596.00 2546.00 -135.00 -164.00 -149.00 -161.00
2024-07-25 2405.00 2412.00 2418.00 2370.00 2546.00 2555.00 2561.00 2512.00 -141.00 -143.00 -143.00 -142.00
2024-07-24 2372.00 2401.00 2410.00 2368.00 2531.00 2545.00 2550.00 2523.00 -159.00 -144.00 -140.00 -155.00
2024-07-23 2410.00 2359.00 2424.00 2358.00 2563.00 2524.00 2573.00 2523.00 -153.00 -165.00 -149.00 -165.00
2024-07-22 2500.00 2421.00 2505.00 2413.00 2629.00 2573.00 2631.00 2568.00 -129.00 -152.00 -126.00 -155.00
2024-07-19 2553.00 2534.00 2561.00 2534.00 2657.00 2650.00 2666.00 2643.00 -104.00 -116.00 -105.00 -109.00
2024-07-18 2560.00 2564.00 2567.00 2540.00 2655.00 2665.00 2665.00 2641.00 -95.00 -101.00 -98.00 -101.00
2024-07-17 2566.00 2558.00 2585.00 2553.00 2653.00 2645.00 2665.00 2634.00 -87.00 -87.00 -80.00 -81.00
2024-07-16 2558.00 2572.00 2579.00 2530.00 2640.00 2656.00 2665.00 2616.00 -82.00 -84.00 -86.00 -86.00
2024-07-15 2590.00 2563.00 2594.00 2558.00 2652.00 2642.00 2665.00 2633.00 -62.00 -79.00 -71.00 -75.00
2024-07-12 2613.00 2601.00 2613.00 2586.00 2684.00 2661.00 2695.00 2656.00 -71.00 -60.00 -82.00 -70.00
2024-07-11 2580.00 2605.00 2612.00 2564.00 2709.00 2683.00 2709.00 2675.00 -129.00 -78.00 -97.00 -111.00
2024-07-10 2615.00 2574.00 2615.00 2552.00 2733.00 2698.00 2742.00 2672.00 -118.00 -124.00 -127.00 -120.00
2024-07-09 2633.00 2610.00 2651.00 2594.00 2684.00 2736.00 2757.00 2675.00 -51.00 -126.00 -106.00 -81.00
2024-07-08 2724.00 2637.00 2731.00 2629.00 2864.00 2772.00 2869.00 2767.00 -140.00 -135.00 -138.00 -138.00
2024-07-05 2739.00 2725.00 2748.00 2714.00 2858.00 2864.00 2887.00 2834.00 -119.00 -139.00 -139.00 -120.00
2024-07-04 2686.00 2736.00 2744.00 2684.00 2792.00 2847.00 2853.00 2791.00 -106.00 -111.00 -109.00 -107.00
2024-07-03 2696.00 2683.00 2697.00 2664.00 2705.00 2702.00 2709.00 2685.00 -9.00 -19.00 -12.00 -21.00
2024-07-02 2666.00 2692.00 2693.00 2665.00 2696.00 2704.00 2704.00 2673.00 -30.00 -12.00 -11.00 -8.00
2024-07-01 2708.00 2661.00 2719.00 2652.00 2673.00 2688.00 2693.00 2645.00 35.00 -27.00 26.00 7.00
2024-06-28 2734.00 2711.00 2744.00 2696.00 2678.00 2676.00 2707.00 2660.00 56.00 35.00 37.00 36.00
2024-06-27 2747.00 2734.00 2765.00 2732.00 2682.00 2685.00 2697.00 2672.00 65.00 49.00 68.00 60.00
2024-06-26 2740.00 2750.00 2756.00 2712.00 2664.00 2682.00 2686.00 2649.00 76.00 68.00 70.00 63.00
2024-06-25 2706.00 2733.00 2736.00 2683.00 2645.00 2670.00 2671.00 2619.00 61.00 63.00 65.00 64.00
2024-06-24 2728.00 2706.00 2741.00 2702.00 2647.00 2642.00 2662.00 2638.00 81.00 64.00 79.00 64.00
2024-06-21 2720.00 2722.00 2741.00 2709.00 2650.00 2655.00 2667.00 2642.00 70.00 67.00 74.00 67.00
2024-06-20 2691.00 2720.00 2723.00 2672.00 2620.00 2652.00 2655.00 2593.00 71.00 68.00 68.00 79.00
2024-06-19 2702.00 2686.00 2714.00 2676.00 2638.00 2619.00 2654.00 2613.00 64.00 67.00 60.00 63.00
2024-06-18 2742.00 2705.00 2745.00 2689.00 2680.00 2646.00 2680.00 2628.00 62.00 59.00 65.00 61.00
2024-06-17 2739.00 2742.00 2750.00 2707.00 2676.00 2672.00 2684.00 2650.00 63.00 70.00 66.00 57.00
2024-06-14 2759.00 2738.00 2777.00 2723.00 2678.00 2673.00 2701.00 2658.00 81.00 65.00 76.00 65.00
2024-06-13 2748.00 2756.00 2762.00 2717.00 2670.00 2684.00 2690.00 2656.00 78.00 72.00 72.00 61.00
2024-06-12 2771.00 2738.00 2776.00 2725.00 2687.00 2666.00 2691.00 2651.00 84.00 72.00 85.00 74.00
2024-06-11 2719.00 2759.00 2760.00 2699.00 2662.00 2679.00 2686.00 2646.00 57.00 80.00 74.00 53.00
2024-06-07 2722.00 2713.00 2764.00 2709.00 2677.00 2660.00 2704.00 2656.00 45.00 53.00 60.00 53.00
2024-06-06 2767.00 2722.00 2784.00 2700.00 2707.00 2674.00 2724.00 2654.00 60.00 48.00 60.00 46.00
2024-06-05 2785.00 2767.00 2785.00 2753.00 2721.00 2709.00 2722.00 2696.00 64.00 58.00 63.00 57.00
2024-06-04 2782.00 2788.00 2794.00 2747.00 2704.00 2726.00 2732.00 2691.00 78.00 62.00 62.00 56.00
2024-06-03 2865.00 2779.00 2865.00 2767.00 2767.00 2709.00 2771.00 2702.00 98.00 70.00 94.00 65.00
2024-05-31 2793.00 2851.00 2865.00 2781.00 2716.00 2765.00 2782.00 2712.00 77.00 86.00 83.00 69.00
2024-05-30 2800.00 2792.00 2816.00 2756.00 2718.00 2720.00 2742.00 2690.00 82.00 72.00 74.00 66.00
2024-05-29 2807.00 2772.00 2813.00 2739.00 2730.00 2715.00 2744.00 2682.00 77.00 57.00 69.00 57.00
2024-05-28 2820.00 2801.00 2846.00 2790.00 2722.00 2734.00 2757.00 2716.00 98.00 67.00 89.00 74.00
2024-05-27 2842.00 2817.00 2853.00 2809.00 2739.00 2720.00 2745.00 2705.00 103.00 97.00 108.00 104.00
2024-05-24 2830.00 2842.00 2860.00 2805.00 2733.00 2735.00 2750.00 2701.00 97.00 107.00 110.00 104.00
2024-05-23 2875.00 2820.00 2875.00 2803.00 2735.00 2722.00 2737.00 2672.00 140.00 98.00 138.00 131.00
2024-05-22 2881.00 2875.00 2914.00 2853.00 2736.00 2739.00 2772.00 2713.00 145.00 136.00 142.00 140.00
2024-05-21 2860.00 2884.00 2978.00 2852.00 2707.00 2745.00 2810.00 2705.00 153.00 139.00 168.00 147.00
2024-05-20 2833.00 2869.00 2880.00 2820.00 2683.00 2715.00 2721.00 2668.00 150.00 154.00 159.00 152.00
2024-05-17 2815.00 2829.00 2855.00 2806.00 2658.00 2674.00 2700.00 2654.00 157.00 155.00 155.00 152.00
2024-05-16 2800.00 2810.00 2817.00 2779.00 2635.00 2662.00 2667.00 2628.00 165.00 148.00 150.00 151.00
2024-05-15 2784.00 2804.00 2826.00 2776.00 2478.00 2486.00 2513.00 2470.00 306.00 318.00 313.00 306.00
2024-05-14 2810.00 2785.00 2835.00 2772.00 2657.00 2631.00 2665.00 2626.00 153.00 154.00 170.00 146.00
2024-05-13 2810.00 2812.00 2844.00 2782.00 2659.00 2653.00 2701.00 2626.00 151.00 159.00 143.00 156.00
2024-05-10 2815.00 2807.00 2815.00 2770.00 2665.00 2652.00 2669.00 2625.00 150.00 155.00 146.00 145.00
2024-05-09 2791.00 2802.00 2832.00 2765.00 2496.00 2513.00 2530.00 2496.00 295.00 289.00 302.00 269.00
2024-05-08 2744.00 2791.00 2818.00 2731.00 2492.00 2530.00 2532.00 2482.00 252.00 261.00 286.00 249.00
2024-05-07 2726.00 2742.00 2756.00 2720.00 2526.00 2505.00 2540.00 2492.00 200.00 237.00 216.00 228.00
2024-05-06 2694.00 2725.00 2734.00 2675.00 2362.00 2451.00 2459.00 2332.00 332.00 274.00 275.00 343.00
2024-04-30 2667.00 2686.00 2696.00 2643.00 2298.00 2308.00 2319.00 2265.00 369.00 378.00 377.00 378.00
2024-04-29 2362.00 2295.00 2381.00 2280.00 2735.00 2670.00 2753.00 2635.00 -373.00 -375.00 -372.00 -355.00
2024-04-26 2383.00 2358.00 2393.00 2354.00 2727.00 2735.00 2742.00 2716.00 -344.00 -377.00 -349.00 -362.00
2024-04-25 2378.00 2376.00 2403.00 2352.00 2710.00 2721.00 2744.00 2701.00 -332.00 -345.00 -341.00 -349.00
2024-04-24 2426.00 2386.00 2444.00 2372.00 2727.00 2712.00 2757.00 2708.00 -301.00 -326.00 -313.00 -336.00
2024-04-23 2458.00 2433.00 2474.00 2416.00 2767.00 2734.00 2770.00 2733.00 -309.00 -301.00 -296.00 -317.00
2024-04-22 2422.00 2451.00 2484.00 2421.00 2752.00 2766.00 2790.00 2750.00 -330.00 -315.00 -306.00 -329.00
2024-04-19 2416.00 2410.00 2458.00 2388.00 2747.00 2745.00 2763.00 2728.00 -331.00 -335.00 -305.00 -340.00
2024-04-18 2400.00 2422.00 2445.00 2386.00 2721.00 2747.00 2768.00 2716.00 -321.00 -325.00 -323.00 -330.00
2024-04-17 2359.00 2389.00 2392.00 2354.00 2694.00 2718.00 2723.00 2682.00 -335.00 -329.00 -331.00 -328.00
2024-04-16 2430.00 2354.00 2433.00 2344.00 2721.00 2691.00 2735.00 2682.00 -291.00 -337.00 -302.00 -338.00
2024-04-15 2398.00 2420.00 2453.00 2392.00 2713.00 2727.00 2752.00 2702.00 -315.00 -307.00 -299.00 -310.00
2024-04-12 2389.00 2394.00 2418.00 2366.00 2699.00 2715.00 2724.00 2678.00 -310.00 -321.00 -306.00 -312.00
2024-04-11 2456.00 2389.00 2459.00 2382.00 2724.00 2702.00 2739.00 2693.00 -268.00 -313.00 -280.00 -311.00
2024-04-10 2361.00 2453.00 2455.00 2361.00 2681.00 2724.00 2727.00 2670.00 -320.00 -271.00 -272.00 -309.00
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