工业硅期货跨期套利数据回测

本页面展示工业硅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

关于工业硅期货跨期套利的详细数据分析,请查看文章:。

工业硅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 -76.70 -505.00 435.00 -71.07 -395.00 360.00 -68.34 -405.00 380.00 -74.32 -395.00 365.00
2024 -240.48 -3225.00 250.00 -248.06 -3200.00 205.00 -243.45 -3200.00 200.00 -248.10 -3170.00 190.00
2023 -22.05 -625.00 1030.00 -21.86 -740.00 930.00 -17.40 -685.00 795.00 -24.09 -710.00 920.00
2022 98.57 -120.00 600.00 97.86 -35.00 175.00 172.14 -75.00 500.00 61.43 -35.00 165.00

工业硅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
2025-11 5.00 -80.00 75.00 4.75 -35.00 45.00 7.50 -30.00 45.00 4.00 -45.00 80.00
2025-10 -167.35 -365.00 435.00 -154.12 -370.00 360.00 -149.71 -365.00 380.00 -157.65 -365.00 365.00
2025-09 -363.86 -420.00 -310.00 -360.45 -385.00 -330.00 -356.14 -400.00 -300.00 -358.18 -385.00 -265.00
2025-08 -210.95 -505.00 95.00 -213.10 -395.00 50.00 -209.76 -405.00 50.00 -213.10 -395.00 55.00
2025-07 53.48 -95.00 175.00 67.83 -25.00 160.00 79.35 -55.00 185.00 55.22 -30.00 130.00
2025-06 -35.75 -180.00 45.00 -11.50 -85.00 65.00 -17.50 -85.00 45.00 -16.75 -85.00 60.00
2025-05 -28.42 -120.00 40.00 -32.89 -70.00 45.00 -32.63 -65.00 25.00 -35.26 -70.00 35.00
2025-04 -35.00 -90.00 15.00 -30.95 -75.00 20.00 -28.81 -65.00 20.00 -33.33 -75.00 15.00
2025-03 -19.29 -135.00 90.00 -13.57 -55.00 30.00 -11.67 -35.00 30.00 -15.71 -65.00 30.00
2025-02 18.06 -70.00 110.00 16.67 -50.00 60.00 21.11 -20.00 60.00 14.17 -65.00 60.00
2025-01 -47.50 -125.00 30.00 -43.06 -80.00 5.00 -43.61 -75.00 30.00 -49.17 -80.00 10.00
2024-12 -28.86 -95.00 115.00 -24.32 -55.00 45.00 -21.82 -45.00 40.00 -26.82 -50.00 85.00
2024-11 3.10 -115.00 135.00 -1.90 -30.00 45.00 6.67 -30.00 140.00 -5.48 -35.00 45.00
2024-10 -1378.33 -3225.00 100.00 -1375.56 -3200.00 125.00 -1381.94 -3200.00 120.00 -1363.06 -3170.00 45.00
2024-09 -1355.79 -3045.00 50.00 -1374.21 -3060.00 20.00 -1360.26 -3005.00 25.00 -1373.16 -3045.00 15.00
2024-08 -119.55 -2765.00 135.00 -126.82 -2810.00 115.00 -121.14 -2770.00 105.00 -130.23 -2845.00 110.00
2024-07 -45.00 -155.00 110.00 -61.74 -165.00 90.00 -59.57 -165.00 85.00 -62.39 -165.00 80.00
2024-06 67.89 -185.00 240.00 77.11 -175.00 185.00 80.00 -170.00 195.00 72.37 -180.00 175.00
2024-05 -85.75 -255.00 250.00 -94.25 -245.00 205.00 -90.00 -230.00 200.00 -100.00 -245.00 190.00
2024-04 -46.75 -320.00 130.00 -48.00 -205.00 75.00 -41.75 -195.00 95.00 -53.25 -210.00 65.00
2024-03 -39.29 -125.00 170.00 -50.95 -125.00 60.00 -42.62 -115.00 70.00 -47.62 -125.00 65.00
2024-02 -41.00 -95.00 30.00 -47.00 -70.00 50.00 -43.33 -65.00 50.00 -48.00 -60.00 45.00
2024-01 -26.82 -135.00 240.00 -55.45 -70.00 55.00 -52.73 -75.00 55.00 -45.45 -70.00 170.00
2023-12 -30.95 -100.00 50.00 -48.81 -70.00 60.00 -45.71 -65.00 65.00 -51.90 -100.00 55.00
2023-11 -29.55 -145.00 50.00 -54.77 -75.00 60.00 -52.27 -70.00 60.00 -54.32 -80.00 55.00
2023-10 -95.88 -625.00 805.00 -99.12 -740.00 930.00 -92.35 -685.00 795.00 -95.59 -710.00 920.00
2023-09 -300.50 -545.00 100.00 -316.00 -525.00 85.00 -307.50 -525.00 110.00 -318.75 -500.00 100.00
2023-08 -37.83 -160.00 90.00 -38.04 -85.00 75.00 -28.91 -160.00 70.00 -62.83 -450.00 60.00
2023-07 30.00 -120.00 205.00 7.38 -60.00 50.00 15.24 -45.00 55.00 10.71 -60.00 60.00
2023-06 -28.75 -175.00 170.00 -21.75 -40.00 20.00 -17.50 -40.00 35.00 -21.50 -40.00 85.00
2023-05 -25.50 -220.00 165.00 -3.75 -45.00 50.00 -10.75 -200.00 60.00 -4.00 -50.00 125.00
2023-04 -6.84 -105.00 120.00 22.89 5.00 60.00 19.21 -30.00 40.00 23.16 -5.00 95.00
2023-03 88.04 -380.00 1030.00 78.91 35.00 110.00 69.57 -190.00 120.00 102.39 40.00 870.00
2023-02 68.75 -160.00 165.00 95.50 65.00 130.00 100.00 35.00 135.00 86.75 40.00 160.00
2023-01 103.75 -145.00 305.00 125.94 60.00 175.00 160.31 50.00 260.00 103.44 60.00 140.00
2022-12 98.57 -120.00 600.00 97.86 -35.00 175.00 172.14 -75.00 500.00 61.43 -35.00 165.00

工业硅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
2025-11-28 9105.00 9130.00 9215.00 9075.00 9065.00 9110.00 9195.00 9060.00 40.00 20.00 20.00 15.00
2025-11-27 9000.00 9115.00 9225.00 9000.00 8965.00 9095.00 9200.00 8965.00 35.00 20.00 25.00 35.00
2025-11-26 8960.00 9020.00 9090.00 8900.00 8930.00 9015.00 9080.00 8875.00 30.00 5.00 10.00 25.00
2025-11-25 8940.00 8960.00 9050.00 8940.00 8910.00 8920.00 9010.00 8895.00 30.00 40.00 40.00 45.00
2025-11-24 8940.00 8940.00 9005.00 8835.00 8880.00 8900.00 8960.00 8805.00 60.00 40.00 45.00 30.00
2025-11-21 9085.00 8960.00 9145.00 8950.00 9010.00 8915.00 9100.00 8870.00 75.00 45.00 45.00 80.00
2025-11-20 9365.00 9075.00 9385.00 9025.00 9360.00 9045.00 9365.00 9010.00 5.00 30.00 20.00 15.00
2025-11-19 8985.00 9390.00 9545.00 8930.00 8940.00 9360.00 9500.00 8905.00 45.00 30.00 45.00 25.00
2025-11-18 9050.00 8980.00 9050.00 8890.00 9010.00 8960.00 9025.00 8870.00 40.00 20.00 25.00 20.00
2025-11-17 9025.00 9080.00 9125.00 8975.00 9045.00 9055.00 9100.00 8955.00 -20.00 25.00 25.00 20.00
2025-11-14 9140.00 9020.00 9140.00 8995.00 9115.00 9035.00 9140.00 9005.00 25.00 -15.00 0.00 -10.00
2025-11-13 9150.00 9145.00 9265.00 9120.00 9120.00 9155.00 9260.00 9120.00 30.00 -10.00 5.00 0.00
2025-11-12 9165.00 9195.00 9220.00 9100.00 9185.00 9195.00 9220.00 9105.00 -20.00 0.00 0.00 -5.00
2025-11-11 9265.00 9180.00 9325.00 9130.00 9340.00 9180.00 9340.00 9145.00 -75.00 0.00 -15.00 -15.00
2025-11-10 9230.00 9290.00 9325.00 9130.00 9220.00 9305.00 9335.00 9150.00 10.00 -15.00 -10.00 -20.00
2025-11-07 9030.00 9220.00 9280.00 9010.00 9065.00 9235.00 9305.00 9045.00 -35.00 -15.00 -25.00 -35.00
2025-11-06 9050.00 9065.00 9120.00 8995.00 9130.00 9100.00 9150.00 9020.00 -80.00 -35.00 -30.00 -25.00
2025-11-05 8900.00 9020.00 9085.00 8835.00 8920.00 9050.00 9115.00 8875.00 -20.00 -30.00 -30.00 -40.00
2025-11-04 9130.00 8885.00 9175.00 8860.00 9185.00 8920.00 9190.00 8895.00 -55.00 -35.00 -15.00 -35.00
2025-11-03 9100.00 9140.00 9165.00 8990.00 9120.00 9165.00 9195.00 9035.00 -20.00 -25.00 -30.00 -45.00
2025-10-31 9150.00 9100.00 9270.00 9050.00 9200.00 9130.00 9290.00 9085.00 -50.00 -30.00 -20.00 -35.00
2025-10-30 9145.00 9155.00 9295.00 9120.00 9235.00 9185.00 9310.00 9135.00 -90.00 -30.00 -15.00 -15.00
2025-10-29 8995.00 9170.00 9195.00 8980.00 9040.00 9180.00 9210.00 9005.00 -45.00 -10.00 -15.00 -25.00
2025-10-28 8960.00 8955.00 9120.00 8955.00 8630.00 8605.00 8740.00 8590.00 330.00 350.00 380.00 365.00
2025-10-27 8950.00 8965.00 9045.00 8930.00 8680.00 8605.00 8710.00 8570.00 270.00 360.00 335.00 360.00
2025-10-24 9055.00 8920.00 9060.00 8915.00 8620.00 8570.00 8715.00 8560.00 435.00 350.00 345.00 355.00
2025-10-23 8505.00 8705.00 8725.00 8500.00 8830.00 9060.00 9090.00 8820.00 -325.00 -355.00 -365.00 -320.00
2025-10-22 8515.00 8485.00 8555.00 8450.00 8855.00 8805.00 8875.00 8785.00 -340.00 -320.00 -320.00 -335.00
2025-10-21 8520.00 8505.00 8575.00 8400.00 8850.00 8815.00 8895.00 8765.00 -330.00 -310.00 -320.00 -365.00
2025-10-20 8500.00 8565.00 8665.00 8465.00 8860.00 8880.00 8970.00 8815.00 -360.00 -315.00 -305.00 -350.00
2025-10-17 8580.00 8430.00 8600.00 8415.00 8945.00 8800.00 8945.00 8770.00 -365.00 -370.00 -345.00 -355.00
2025-10-16 8555.00 8605.00 8655.00 8490.00 8885.00 8945.00 9000.00 8800.00 -330.00 -340.00 -345.00 -310.00
2025-10-15 8495.00 8570.00 8690.00 8485.00 8835.00 8875.00 8990.00 8810.00 -340.00 -305.00 -300.00 -325.00
2025-10-14 8715.00 8520.00 8770.00 8455.00 9060.00 8840.00 9065.00 8780.00 -345.00 -320.00 -295.00 -325.00
2025-10-13 8595.00 8805.00 8865.00 8540.00 8865.00 9100.00 9170.00 8865.00 -270.00 -295.00 -305.00 -325.00
2025-10-10 8680.00 8685.00 8830.00 8650.00 9040.00 9020.00 9150.00 8990.00 -360.00 -335.00 -320.00 -340.00
2025-10-09 8650.00 8640.00 8770.00 8565.00 8980.00 8985.00 9105.00 8900.00 -330.00 -345.00 -335.00 -335.00
2025-09-30 8615.00 8640.00 8740.00 8615.00 8960.00 8970.00 9075.00 8955.00 -345.00 -330.00 -335.00 -340.00
2025-09-29 8850.00 8610.00 8850.00 8570.00 9215.00 8955.00 9215.00 8915.00 -365.00 -345.00 -365.00 -345.00
2025-09-26 9005.00 8960.00 9130.00 8905.00 9365.00 9320.00 9485.00 9270.00 -360.00 -360.00 -355.00 -365.00
2025-09-25 9035.00 9055.00 9125.00 8935.00 9400.00 9420.00 9480.00 9300.00 -365.00 -365.00 -355.00 -365.00
2025-09-24 8950.00 9020.00 9085.00 8865.00 9300.00 9380.00 9445.00 9230.00 -350.00 -360.00 -360.00 -365.00
2025-09-23 8930.00 8925.00 9050.00 8855.00 9310.00 9290.00 9415.00 9225.00 -380.00 -365.00 -365.00 -370.00
2025-09-22 9285.00 8950.00 9325.00 8940.00 9690.00 9330.00 9710.00 9305.00 -405.00 -380.00 -385.00 -365.00
2025-09-19 8885.00 9305.00 9310.00 8820.00 9260.00 9690.00 9690.00 9195.00 -375.00 -385.00 -380.00 -375.00
2025-09-18 8920.00 8905.00 9095.00 8880.00 9335.00 9290.00 9465.00 9260.00 -415.00 -385.00 -370.00 -380.00
2025-09-17 8895.00 8965.00 9000.00 8835.00 9250.00 9340.00 9375.00 9215.00 -355.00 -375.00 -375.00 -380.00
2025-09-16 9000.00 8915.00 9130.00 8855.00 9350.00 9295.00 9500.00 9240.00 -350.00 -380.00 -370.00 -385.00
2025-09-15 8725.00 8800.00 9045.00 8650.00 9145.00 9175.00 9390.00 9000.00 -420.00 -375.00 -345.00 -350.00
2025-09-12 8710.00 8745.00 8795.00 8650.00 9055.00 9095.00 9150.00 9005.00 -345.00 -350.00 -355.00 -355.00
2025-09-11 8715.00 8740.00 8780.00 8630.00 9050.00 9090.00 9120.00 8970.00 -335.00 -350.00 -340.00 -340.00
2025-09-10 8300.00 8665.00 8730.00 8215.00 8670.00 9005.00 9070.00 8480.00 -370.00 -340.00 -340.00 -265.00
2025-09-09 8555.00 8410.00 8620.00 8385.00 8925.00 8770.00 8970.00 8750.00 -370.00 -360.00 -350.00 -365.00
2025-09-08 8740.00 8530.00 8750.00 8440.00 9050.00 8875.00 9050.00 8805.00 -310.00 -345.00 -300.00 -365.00
2025-09-05 8545.00 8820.00 8920.00 8500.00 8880.00 9150.00 9245.00 8845.00 -335.00 -330.00 -325.00 -345.00
2025-09-04 8405.00 8515.00 8670.00 8385.00 8765.00 8850.00 9005.00 8730.00 -360.00 -335.00 -335.00 -345.00
2025-09-03 8520.00 8490.00 8620.00 8425.00 8880.00 8860.00 8970.00 8785.00 -360.00 -370.00 -350.00 -360.00
2025-09-02 8480.00 8470.00 8590.00 8440.00 8845.00 8830.00 8970.00 8820.00 -365.00 -360.00 -380.00 -380.00
2025-09-01 8370.00 8495.00 8530.00 8270.00 8740.00 8880.00 8930.00 8645.00 -370.00 -385.00 -400.00 -375.00
2025-08-29 8515.00 8390.00 8550.00 8345.00 8855.00 8785.00 8905.00 8720.00 -340.00 -395.00 -355.00 -375.00
2025-08-28 8530.00 8570.00 8595.00 8420.00 8880.00 8925.00 8955.00 8760.00 -350.00 -355.00 -360.00 -340.00
2025-08-27 8525.00 8525.00 8615.00 8460.00 8890.00 8865.00 8955.00 8825.00 -365.00 -340.00 -340.00 -365.00
2025-08-26 8680.00 8515.00 8785.00 8505.00 9045.00 8865.00 9140.00 8850.00 -365.00 -350.00 -355.00 -345.00
2025-08-25 8930.00 8675.00 8940.00 8655.00 9220.00 9030.00 9280.00 9010.00 -290.00 -355.00 -340.00 -355.00
2025-08-22 8660.00 8745.00 8825.00 8510.00 8930.00 9090.00 9140.00 8840.00 -270.00 -345.00 -315.00 -330.00
2025-08-21 8420.00 8635.00 8790.00 8400.00 8785.00 8960.00 9115.00 8740.00 -365.00 -325.00 -325.00 -340.00
2025-08-20 8500.00 8390.00 8510.00 8180.00 8800.00 8735.00 8840.00 8530.00 -300.00 -345.00 -330.00 -350.00
2025-08-19 8615.00 8625.00 8730.00 8525.00 8955.00 8985.00 9085.00 8885.00 -340.00 -360.00 -355.00 -360.00
2025-08-18 8805.00 8605.00 8895.00 8585.00 9205.00 8950.00 9235.00 8940.00 -400.00 -345.00 -340.00 -355.00
2025-08-15 8675.00 8805.00 8825.00 8490.00 9075.00 9175.00 9200.00 8840.00 -400.00 -370.00 -375.00 -350.00
2025-08-14 8605.00 8675.00 8810.00 8595.00 8950.00 9040.00 9150.00 8950.00 -345.00 -365.00 -340.00 -355.00
2025-08-13 8800.00 8600.00 8900.00 8560.00 9305.00 8975.00 9305.00 8955.00 -505.00 -375.00 -405.00 -395.00
2025-08-12 9050.00 8840.00 9085.00 8780.00 9065.00 8800.00 9065.00 8750.00 -15.00 40.00 20.00 30.00
2025-08-11 8760.00 9000.00 9025.00 8760.00 8705.00 8960.00 8985.00 8705.00 55.00 40.00 40.00 55.00
2025-08-08 8630.00 8710.00 8730.00 8445.00 8560.00 8660.00 8705.00 8430.00 70.00 50.00 25.00 15.00
2025-08-07 8680.00 8655.00 8750.00 8505.00 8670.00 8610.00 8725.00 8475.00 10.00 45.00 25.00 30.00
2025-08-06 8400.00 8700.00 8830.00 8365.00 8435.00 8680.00 8780.00 8350.00 -35.00 20.00 50.00 15.00
2025-08-05 8330.00 8450.00 8590.00 8255.00 8345.00 8490.00 8635.00 8270.00 -15.00 -40.00 -45.00 -15.00
2025-08-04 8490.00 8360.00 8490.00 8225.00 8450.00 8370.00 8495.00 8225.00 40.00 -10.00 -5.00 0.00
2025-08-01 8850.00 8500.00 8860.00 8490.00 8755.00 8495.00 8840.00 8480.00 95.00 5.00 20.00 10.00
2025-07-31 9090.00 8760.00 9090.00 8630.00 9045.00 8750.00 9070.00 8590.00 45.00 10.00 20.00 40.00
2025-07-30 9500.00 9285.00 9600.00 9070.00 9550.00 9280.00 9550.00 9065.00 -50.00 5.00 50.00 5.00
2025-07-29 8915.00 9350.00 9380.00 8775.00 8810.00 9270.00 9290.00 8715.00 105.00 80.00 90.00 60.00
2025-07-28 9100.00 8915.00 9470.00 8915.00 9120.00 8830.00 9350.00 8810.00 -20.00 85.00 120.00 105.00
2025-07-25 9750.00 9725.00 9830.00 9510.00 9610.00 9605.00 9710.00 9415.00 140.00 120.00 120.00 95.00
2025-07-24 9560.00 9690.00 9980.00 9355.00 9385.00 9580.00 9800.00 9230.00 175.00 110.00 180.00 125.00
2025-07-23 9810.00 9525.00 10060.00 9315.00 9740.00 9365.00 9875.00 9185.00 70.00 160.00 185.00 130.00
2025-07-22 9345.00 9655.00 9655.00 9285.00 9230.00 9510.00 9510.00 9175.00 115.00 145.00 145.00 110.00
2025-07-21 8960.00 9260.00 9320.00 8845.00 8850.00 9110.00 9150.00 8775.00 110.00 150.00 170.00 70.00
2025-07-18 8840.00 8695.00 9070.00 8615.00 8780.00 8630.00 8935.00 8550.00 60.00 65.00 135.00 65.00
2025-07-17 8750.00 8745.00 8860.00 8645.00 8695.00 8670.00 8785.00 8575.00 55.00 75.00 75.00 70.00
2025-07-16 8740.00 8685.00 8770.00 8585.00 8655.00 8615.00 8695.00 8525.00 85.00 70.00 75.00 60.00
2025-07-15 8645.00 8785.00 8880.00 8620.00 8565.00 8695.00 8780.00 8540.00 80.00 90.00 100.00 80.00
2025-07-14 8460.00 8695.00 8740.00 8350.00 8370.00 8605.00 8645.00 8280.00 90.00 90.00 95.00 70.00
2025-07-11 8480.00 8415.00 8535.00 8315.00 8410.00 8345.00 8455.00 8260.00 70.00 70.00 80.00 55.00
2025-07-10 8250.00 8470.00 8500.00 8195.00 8190.00 8400.00 8425.00 8145.00 60.00 70.00 75.00 50.00
2025-07-09 8200.00 8140.00 8275.00 8065.00 8135.00 8085.00 8225.00 8025.00 65.00 55.00 50.00 40.00
2025-07-08 8060.00 8215.00 8435.00 7920.00 8050.00 8220.00 8445.00 7930.00 10.00 -5.00 -10.00 -10.00
2025-07-07 7980.00 8045.00 8060.00 7910.00 7915.00 7975.00 7990.00 7850.00 65.00 70.00 70.00 60.00
2025-07-04 8060.00 7980.00 8155.00 7885.00 8020.00 7915.00 8085.00 7835.00 40.00 65.00 70.00 50.00
导出Excel数据