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
2024-04-09 2368.00 2370.00 2388.00 2320.00 2639.00 2683.00 2686.00 2636.00 -271.00 -313.00 -298.00 -316.00
2024-04-08 2406.00 2385.00 2410.00 2328.00 2654.00 2648.00 2654.00 2582.00 -248.00 -263.00 -244.00 -254.00
2024-04-03 2435.00 2449.00 2476.00 2433.00 2644.00 2675.00 2687.00 2644.00 -209.00 -226.00 -211.00 -211.00
2024-04-02 2480.00 2442.00 2483.00 2433.00 2670.00 2652.00 2687.00 2646.00 -190.00 -210.00 -204.00 -213.00
2024-04-01 2420.00 2475.00 2477.00 2389.00 2650.00 2670.00 2678.00 2619.00 -230.00 -195.00 -201.00 -230.00
2024-03-29 2497.00 2429.00 2504.00 2420.00 2674.00 2654.00 2692.00 2638.00 -177.00 -225.00 -188.00 -218.00
2024-03-28 2553.00 2495.00 2568.00 2473.00 2710.00 2674.00 2729.00 2664.00 -157.00 -179.00 -161.00 -191.00
2024-03-27 2558.00 2555.00 2585.00 2545.00 2717.00 2718.00 2751.00 2700.00 -159.00 -163.00 -166.00 -155.00
2024-03-26 2570.00 2556.00 2597.00 2542.00 2776.00 2717.00 2799.00 2715.00 -206.00 -161.00 -202.00 -173.00
2024-03-25 2678.00 2570.00 2688.00 2564.00 2881.00 2771.00 2886.00 2765.00 -203.00 -201.00 -198.00 -201.00
2024-03-22 2698.00 2668.00 2716.00 2660.00 2916.00 2877.00 2928.00 2858.00 -218.00 -209.00 -212.00 -198.00
2024-03-21 2666.00 2698.00 2703.00 2652.00 2914.00 2925.00 2926.00 2902.00 -248.00 -227.00 -223.00 -250.00
2024-03-20 2723.00 2668.00 2730.00 2660.00 2924.00 2912.00 2929.00 2902.00 -201.00 -244.00 -199.00 -242.00
2024-03-19 2710.00 2723.00 2730.00 2702.00 2898.00 2924.00 2924.00 2894.00 -188.00 -201.00 -194.00 -192.00
2024-03-18 2672.00 2705.00 2717.00 2636.00 2868.00 2890.00 2899.00 2850.00 -196.00 -185.00 -182.00 -214.00
2024-03-15 2669.00 2676.00 2685.00 2657.00 2858.00 2872.00 2903.00 2851.00 -189.00 -196.00 -218.00 -194.00
2024-03-14 2653.00 2660.00 2676.00 2647.00 2855.00 2850.00 2866.00 2846.00 -202.00 -190.00 -190.00 -199.00
2024-03-13 2692.00 2655.00 2698.00 2643.00 2873.00 2855.00 2873.00 2843.00 -181.00 -200.00 -175.00 -200.00
2024-03-12 2687.00 2690.00 2707.00 2680.00 2867.00 2862.00 2880.00 2860.00 -180.00 -172.00 -173.00 -180.00
2024-03-11 2746.00 2680.00 2752.00 2672.00 2905.00 2859.00 2910.00 2858.00 -159.00 -179.00 -158.00 -186.00
2024-03-08 2728.00 2741.00 2745.00 2716.00 2890.00 2904.00 2905.00 2881.00 -162.00 -163.00 -160.00 -165.00
2024-03-07 2711.00 2720.00 2748.00 2706.00 2879.00 2889.00 2902.00 2874.00 -168.00 -169.00 -154.00 -168.00
2024-03-06 2709.00 2709.00 2715.00 2647.00 2872.00 2880.00 2885.00 2835.00 -163.00 -171.00 -170.00 -188.00
2024-03-05 2701.00 2706.00 2744.00 2690.00 2865.00 2871.00 2891.00 2851.00 -164.00 -165.00 -147.00 -161.00
2024-03-04 2666.00 2695.00 2712.00 2658.00 2834.00 2863.00 2865.00 2822.00 -168.00 -168.00 -153.00 -164.00
2024-03-01 2670.00 2664.00 2683.00 2652.00 2800.00 2831.00 2841.00 2796.00 -130.00 -167.00 -158.00 -144.00
2024-02-29 2675.00 2669.00 2680.00 2628.00 2752.00 2804.00 2805.00 2735.00 -77.00 -135.00 -125.00 -107.00
2024-02-28 2681.00 2675.00 2700.00 2664.00 2761.00 2752.00 2771.00 2743.00 -80.00 -77.00 -71.00 -79.00
2024-02-27 2668.00 2678.00 2681.00 2659.00 2745.00 2750.00 2752.00 2735.00 -77.00 -72.00 -71.00 -76.00
2024-02-26 2702.00 2671.00 2703.00 2640.00 2769.00 2745.00 2770.00 2711.00 -67.00 -74.00 -67.00 -71.00
2024-02-23 2695.00 2704.00 2716.00 2690.00 2764.00 2772.00 2783.00 2761.00 -69.00 -68.00 -67.00 -71.00
2024-02-22 2700.00 2690.00 2719.00 2672.00 2762.00 2756.00 2782.00 2745.00 -62.00 -66.00 -63.00 -73.00
2024-02-21 2688.00 2704.00 2733.00 2675.00 2758.00 2772.00 2797.00 2746.00 -70.00 -68.00 -64.00 -71.00
2024-02-20 2674.00 2671.00 2691.00 2651.00 2735.00 2738.00 2760.00 2724.00 -61.00 -67.00 -69.00 -73.00
2024-02-19 2625.00 2659.00 2682.00 2623.00 2706.00 2730.00 2749.00 2700.00 -81.00 -71.00 -67.00 -77.00
2024-02-08 2652.00 2615.00 2675.00 2613.00 2723.00 2699.00 2740.00 2699.00 -71.00 -84.00 -65.00 -86.00
2024-02-07 2702.00 2652.00 2709.00 2630.00 2760.00 2725.00 2771.00 2695.00 -58.00 -73.00 -62.00 -65.00
2024-02-06 2698.00 2699.00 2708.00 2662.00 2747.00 2761.00 2775.00 2744.00 -49.00 -62.00 -67.00 -82.00
2024-02-05 2685.00 2698.00 2712.00 2668.00 2736.00 2761.00 2778.00 2736.00 -51.00 -63.00 -66.00 -68.00
2024-02-02 2670.00 2685.00 2688.00 2655.00 2731.00 2748.00 2754.00 2722.00 -61.00 -63.00 -66.00 -67.00
2024-02-01 2715.00 2670.00 2728.00 2665.00 2788.00 2740.00 2788.00 2734.00 -73.00 -70.00 -60.00 -69.00
2024-01-31 2697.00 2714.00 2718.00 2682.00 2751.00 2776.00 2783.00 2747.00 -54.00 -62.00 -65.00 -65.00
2024-01-30 2722.00 2697.00 2736.00 2690.00 2777.00 2760.00 2800.00 2758.00 -55.00 -63.00 -64.00 -68.00
2024-01-29 2715.00 2722.00 2748.00 2707.00 2787.00 2783.00 2805.00 2767.00 -72.00 -61.00 -57.00 -60.00
2024-01-26 2781.00 2722.00 2781.00 2716.00 2852.00 2792.00 2852.00 2788.00 -71.00 -70.00 -71.00 -72.00
2024-01-25 2787.00 2780.00 2806.00 2771.00 2859.00 2855.00 2876.00 2846.00 -72.00 -75.00 -70.00 -75.00
2024-01-24 2790.00 2787.00 2816.00 2765.00 2871.00 2863.00 2885.00 2842.00 -81.00 -76.00 -69.00 -77.00
2024-01-23 2820.00 2795.00 2829.00 2782.00 2881.00 2867.00 2893.00 2853.00 -61.00 -72.00 -64.00 -71.00
2024-01-22 2760.00 2820.00 2858.00 2760.00 2821.00 2882.00 2919.00 2821.00 -61.00 -62.00 -61.00 -61.00
2024-01-19 2781.00 2769.00 2803.00 2762.00 2855.00 2843.00 2874.00 2835.00 -74.00 -74.00 -71.00 -73.00
2024-01-18 2724.00 2782.00 2790.00 2714.00 2796.00 2851.00 2859.00 2786.00 -72.00 -69.00 -69.00 -72.00
2024-01-17 2754.00 2728.00 2755.00 2720.00 2805.00 2801.00 2819.00 2789.00 -51.00 -73.00 -64.00 -69.00
2024-01-16 2702.00 2732.00 2741.00 2702.00 2773.00 2806.00 2815.00 2773.00 -71.00 -74.00 -74.00 -71.00
2024-01-15 2716.00 2706.00 2726.00 2688.00 2786.00 2782.00 2804.00 2771.00 -70.00 -76.00 -78.00 -83.00
2024-01-12 2689.00 2709.00 2733.00 2673.00 2756.00 2783.00 2808.00 2756.00 -67.00 -74.00 -75.00 -83.00
2024-01-11 2661.00 2685.00 2702.00 2638.00 2738.00 2765.00 2779.00 2717.00 -77.00 -80.00 -77.00 -79.00
2024-01-10 2710.00 2669.00 2718.00 2662.00 2773.00 2748.00 2788.00 2744.00 -63.00 -79.00 -70.00 -82.00
2024-01-09 2688.00 2699.00 2716.00 2629.00 2764.00 2765.00 2783.00 2705.00 -76.00 -66.00 -67.00 -76.00
2024-01-08 2752.00 2692.00 2774.00 2680.00 2829.00 2767.00 2843.00 2759.00 -77.00 -75.00 -69.00 -79.00
2024-01-05 2740.00 2745.00 2752.00 2694.00 2810.00 2821.00 2825.00 2771.00 -70.00 -76.00 -73.00 -77.00
2024-01-04 2815.00 2736.00 2840.00 2682.00 2888.00 2815.00 2903.00 2761.00 -73.00 -79.00 -63.00 -79.00
2024-01-03 2825.00 2811.00 2876.00 2786.00 2915.00 2872.00 2936.00 2851.00 -90.00 -61.00 -60.00 -65.00
2024-01-02 2826.00 2853.00 2906.00 2820.00 2880.00 2907.00 2952.00 2878.00 -54.00 -54.00 -46.00 -58.00
2023-12-29 2838.00 2823.00 2871.00 2816.00 2904.00 2878.00 2924.00 2870.00 -66.00 -55.00 -53.00 -54.00
2023-12-28 2794.00 2838.00 2850.00 2766.00 2867.00 2895.00 2910.00 2830.00 -73.00 -57.00 -60.00 -64.00
2023-12-27 2820.00 2794.00 2842.00 2783.00 2882.00 2853.00 2900.00 2848.00 -62.00 -59.00 -58.00 -65.00
2023-12-26 2837.00 2817.00 2893.00 2808.00 2902.00 2871.00 2940.00 2864.00 -65.00 -54.00 -47.00 -56.00
2023-12-25 2801.00 2836.00 2851.00 2768.00 2866.00 2895.00 2907.00 2830.00 -65.00 -59.00 -56.00 -62.00
2023-12-22 2752.00 2814.00 2972.00 2743.00 2786.00 2874.00 3024.00 2786.00 -34.00 -60.00 -52.00 -43.00
2023-12-21 2705.00 2744.00 2748.00 2675.00 2766.00 2792.00 2795.00 2737.00 -61.00 -48.00 -47.00 -62.00
2023-12-20 2661.00 2692.00 2712.00 2661.00 2733.00 2753.00 2770.00 2731.00 -72.00 -61.00 -58.00 -70.00
2023-12-19 2663.00 2664.00 2711.00 2656.00 2737.00 2726.00 2773.00 2725.00 -74.00 -62.00 -62.00 -69.00
2023-12-18 2676.00 2672.00 2679.00 2647.00 2739.00 2734.00 2743.00 2711.00 -63.00 -62.00 -64.00 -64.00
2023-12-15 2682.00 2673.00 2697.00 2661.00 2749.00 2739.00 2760.00 2732.00 -67.00 -66.00 -63.00 -71.00
2023-12-14 2663.00 2670.00 2702.00 2655.00 2740.00 2742.00 2764.00 2723.00 -77.00 -72.00 -62.00 -68.00
2023-12-13 2677.00 2660.00 2691.00 2636.00 2742.00 2727.00 2751.00 2705.00 -65.00 -67.00 -60.00 -69.00
2023-12-12 2647.00 2680.00 2709.00 2632.00 2702.00 2739.00 2762.00 2700.00 -55.00 -59.00 -53.00 -68.00
2023-12-11 2628.00 2651.00 2677.00 2592.00 2701.00 2710.00 2736.00 2655.00 -73.00 -59.00 -59.00 -63.00
2023-12-08 2567.00 2642.00 2745.00 2551.00 2627.00 2701.00 2794.00 2612.00 -60.00 -59.00 -49.00 -61.00
2023-12-07 2570.00 2564.00 2597.00 2523.00 2626.00 2618.00 2650.00 2568.00 -56.00 -54.00 -53.00 -45.00
2023-12-06 2567.00 2590.00 2607.00 2560.00 2616.00 2627.00 2640.00 2599.00 -49.00 -37.00 -33.00 -39.00
2023-12-05 2613.00 2575.00 2613.00 2568.00 2644.00 2617.00 2647.00 2609.00 -31.00 -42.00 -34.00 -41.00
2023-12-04 2655.00 2619.00 2677.00 2611.00 2680.00 2657.00 2695.00 2650.00 -25.00 -38.00 -18.00 -39.00
2023-12-01 2672.00 2674.00 2691.00 2634.00 2698.00 2696.00 2707.00 2661.00 -26.00 -22.00 -16.00 -27.00
2023-11-30 2661.00 2683.00 2692.00 2631.00 2690.00 2701.00 2708.00 2660.00 -29.00 -18.00 -16.00 -29.00
2023-11-29 2601.00 2657.00 2685.00 2585.00 2631.00 2678.00 2704.00 2627.00 -30.00 -21.00 -19.00 -42.00
2023-11-28 2580.00 2593.00 2617.00 2566.00 2600.00 2623.00 2647.00 2600.00 -20.00 -30.00 -30.00 -34.00
2023-11-27 2609.00 2583.00 2638.00 2575.00 2626.00 2613.00 2660.00 2610.00 -17.00 -30.00 -22.00 -35.00
2023-11-24 2601.00 2611.00 2615.00 2562.00 2640.00 2639.00 2640.00 2600.00 -39.00 -28.00 -25.00 -38.00
2023-11-23 2595.00 2604.00 2626.00 2566.00 2618.00 2634.00 2659.00 2597.00 -23.00 -30.00 -33.00 -31.00
2023-11-22 2613.00 2591.00 2632.00 2547.00 2655.00 2619.00 2668.00 2592.00 -42.00 -28.00 -36.00 -45.00
2023-11-21 2683.00 2612.00 2704.00 2600.00 2718.00 2649.00 2722.00 2638.00 -35.00 -37.00 -18.00 -38.00
2023-11-20 2690.00 2677.00 2696.00 2657.00 2720.00 2705.00 2725.00 2693.00 -30.00 -28.00 -29.00 -36.00
2023-11-17 2680.00 2686.00 2719.00 2665.00 2719.00 2718.00 2744.00 2700.00 -39.00 -32.00 -25.00 -35.00
2023-11-16 2655.00 2677.00 2684.00 2644.00 2703.00 2707.00 2716.00 2680.00 -48.00 -30.00 -32.00 -36.00
2023-11-15 2670.00 2665.00 2701.00 2651.00 2712.00 2703.00 2729.00 2688.00 -42.00 -38.00 -28.00 -37.00
2023-11-14 2643.00 2672.00 2677.00 2637.00 2694.00 2705.00 2709.00 2675.00 -51.00 -33.00 -32.00 -38.00
2023-11-13 2678.00 2630.00 2695.00 2622.00 2705.00 2671.00 2725.00 2662.00 -27.00 -41.00 -30.00 -40.00
2023-11-10 2641.00 2682.00 2752.00 2635.00 2684.00 2708.00 2770.00 2672.00 -43.00 -26.00 -18.00 -37.00
2023-11-09 2656.00 2631.00 2656.00 2552.00 2683.00 2665.00 2684.00 2591.00 -27.00 -34.00 -28.00 -39.00
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