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
2025-07-03 8185.00 8010.00 8205.00 7935.00 8220.00 8010.00 8220.00 7940.00 -35.00 0.00 -15.00 -5.00
2025-07-02 7805.00 8210.00 8285.00 7790.00 7815.00 8205.00 8285.00 7815.00 -10.00 5.00 0.00 -25.00
2025-07-01 8000.00 7765.00 8040.00 7705.00 8095.00 7790.00 8095.00 7735.00 -95.00 -25.00 -55.00 -30.00
2025-06-30 8075.00 8060.00 8280.00 8005.00 8255.00 8065.00 8275.00 8010.00 -180.00 -5.00 5.00 -5.00
2025-06-27 7780.00 8030.00 8050.00 7735.00 7800.00 7995.00 8010.00 7710.00 -20.00 35.00 40.00 25.00
2025-06-26 7600.00 7720.00 7830.00 7575.00 7555.00 7730.00 7835.00 7555.00 45.00 -10.00 -5.00 20.00
2025-06-25 7450.00 7555.00 7580.00 7450.00 7480.00 7565.00 7590.00 7475.00 -30.00 -10.00 -10.00 -25.00
2025-06-24 7380.00 7485.00 7550.00 7315.00 7430.00 7500.00 7570.00 7335.00 -50.00 -15.00 -20.00 -20.00
2025-06-23 7375.00 7420.00 7450.00 7360.00 7450.00 7445.00 7485.00 7410.00 -75.00 -25.00 -35.00 -50.00
2025-06-20 7470.00 7390.00 7560.00 7325.00 7585.00 7420.00 7585.00 7370.00 -115.00 -30.00 -25.00 -45.00
2025-06-19 7385.00 7470.00 7490.00 7380.00 7475.00 7530.00 7555.00 7455.00 -90.00 -60.00 -65.00 -75.00
2025-06-18 7390.00 7425.00 7515.00 7380.00 7435.00 7500.00 7600.00 7435.00 -45.00 -75.00 -85.00 -55.00
2025-06-17 7360.00 7360.00 7405.00 7300.00 7430.00 7435.00 7490.00 7385.00 -70.00 -75.00 -85.00 -85.00
2025-06-16 7305.00 7370.00 7375.00 7185.00 7340.00 7455.00 7460.00 7265.00 -35.00 -85.00 -85.00 -80.00
2025-06-13 7400.00 7345.00 7475.00 7305.00 7360.00 7280.00 7430.00 7255.00 40.00 65.00 45.00 50.00
2025-06-12 7500.00 7455.00 7540.00 7425.00 7475.00 7395.00 7495.00 7365.00 25.00 60.00 45.00 60.00
2025-06-11 7365.00 7560.00 7610.00 7330.00 7400.00 7515.00 7580.00 7330.00 -35.00 45.00 30.00 0.00
2025-06-10 7405.00 7415.00 7470.00 7295.00 7400.00 7410.00 7475.00 7300.00 5.00 5.00 -5.00 -5.00
2025-06-09 7245.00 7475.00 7475.00 7220.00 7250.00 7485.00 7485.00 7210.00 -5.00 -10.00 -10.00 10.00
2025-06-06 7270.00 7290.00 7395.00 7215.00 7275.00 7270.00 7390.00 7200.00 -5.00 20.00 5.00 15.00
2025-06-05 7200.00 7135.00 7205.00 7095.00 7200.00 7160.00 7235.00 7115.00 0.00 -25.00 -30.00 -20.00
2025-06-04 7150.00 7280.00 7330.00 6990.00 7140.00 7300.00 7350.00 7015.00 10.00 -20.00 -20.00 -25.00
2025-06-03 7110.00 7070.00 7155.00 7035.00 7195.00 7085.00 7195.00 7060.00 -85.00 -15.00 -40.00 -25.00
2025-05-30 7215.00 7160.00 7240.00 7130.00 7220.00 7190.00 7280.00 7165.00 -5.00 -30.00 -40.00 -35.00
2025-05-29 7320.00 7215.00 7385.00 7200.00 7385.00 7265.00 7440.00 7255.00 -65.00 -50.00 -55.00 -55.00
2025-05-28 7460.00 7340.00 7465.00 7240.00 7525.00 7385.00 7525.00 7290.00 -65.00 -45.00 -60.00 -50.00
2025-05-27 7625.00 7440.00 7625.00 7440.00 7670.00 7510.00 7680.00 7505.00 -45.00 -70.00 -55.00 -65.00
2025-05-26 7950.00 7610.00 7950.00 7605.00 7910.00 7675.00 7990.00 7665.00 40.00 -65.00 -40.00 -60.00
2025-05-23 7850.00 7915.00 7960.00 7795.00 7895.00 7885.00 7935.00 7775.00 -45.00 30.00 25.00 20.00
2025-05-22 7840.00 7880.00 7960.00 7840.00 7960.00 7950.00 8025.00 7910.00 -120.00 -70.00 -65.00 -70.00
2025-05-21 7980.00 7865.00 7990.00 7830.00 7945.00 7840.00 7970.00 7810.00 35.00 25.00 20.00 20.00
2025-05-20 8080.00 7910.00 8105.00 7900.00 8065.00 7940.00 8130.00 7920.00 15.00 -30.00 -25.00 -20.00
2025-05-19 8150.00 8130.00 8200.00 8075.00 8125.00 8110.00 8175.00 8050.00 25.00 20.00 25.00 25.00
2025-05-16 8420.00 8145.00 8420.00 8130.00 8395.00 8100.00 8395.00 8095.00 25.00 45.00 25.00 35.00
2025-05-15 8450.00 8410.00 8525.00 8370.00 8430.00 8435.00 8555.00 8400.00 20.00 -25.00 -30.00 -30.00
2025-05-14 8305.00 8490.00 8540.00 8240.00 8380.00 8520.00 8575.00 8275.00 -75.00 -30.00 -35.00 -35.00
2025-05-13 8320.00 8230.00 8385.00 8135.00 8340.00 8265.00 8420.00 8175.00 -20.00 -35.00 -35.00 -40.00
2025-05-12 8275.00 8320.00 8365.00 8175.00 8305.00 8385.00 8420.00 8245.00 -30.00 -65.00 -55.00 -70.00
2025-05-09 8270.00 8205.00 8435.00 8200.00 8340.00 8240.00 8465.00 8230.00 -70.00 -35.00 -30.00 -30.00
2025-05-08 8250.00 8315.00 8385.00 8115.00 8350.00 8385.00 8450.00 8185.00 -100.00 -70.00 -65.00 -70.00
2025-05-07 8420.00 8290.00 8510.00 8230.00 8420.00 8355.00 8570.00 8300.00 0.00 -65.00 -60.00 -70.00
2025-05-06 8500.00 8325.00 8530.00 8280.00 8560.00 8385.00 8595.00 8350.00 -60.00 -60.00 -65.00 -70.00
2025-04-30 8575.00 8540.00 8630.00 8485.00 8620.00 8570.00 8665.00 8525.00 -45.00 -30.00 -35.00 -40.00
2025-04-29 8790.00 8540.00 8795.00 8535.00 8850.00 8580.00 8850.00 8575.00 -60.00 -40.00 -55.00 -40.00
2025-04-28 8780.00 8800.00 8850.00 8650.00 8840.00 8875.00 8915.00 8720.00 -60.00 -75.00 -65.00 -70.00
2025-04-25 8930.00 8780.00 8940.00 8755.00 8970.00 8810.00 8970.00 8790.00 -40.00 -30.00 -30.00 -35.00
2025-04-24 8900.00 8875.00 8915.00 8810.00 8905.00 8900.00 8945.00 8850.00 -5.00 -25.00 -30.00 -40.00
2025-04-23 8835.00 8930.00 8955.00 8835.00 8880.00 8910.00 8935.00 8820.00 -45.00 20.00 20.00 15.00
2025-04-22 8860.00 8800.00 8910.00 8710.00 8860.00 8835.00 8930.00 8745.00 0.00 -35.00 -20.00 -35.00
2025-04-21 8800.00 8860.00 8935.00 8690.00 8790.00 8895.00 8970.00 8720.00 10.00 -35.00 -35.00 -30.00
2025-04-18 9025.00 8720.00 9025.00 8710.00 9060.00 8785.00 9070.00 8785.00 -35.00 -65.00 -45.00 -75.00
2025-04-17 9010.00 9015.00 9115.00 8970.00 9095.00 9045.00 9140.00 9005.00 -85.00 -30.00 -25.00 -35.00
2025-04-16 9200.00 9020.00 9200.00 9015.00 9200.00 9055.00 9230.00 9050.00 0.00 -35.00 -30.00 -35.00
2025-04-15 9290.00 9170.00 9310.00 9165.00 9340.00 9210.00 9345.00 9195.00 -50.00 -40.00 -35.00 -30.00
2025-04-14 9510.00 9310.00 9545.00 9305.00 9520.00 9345.00 9575.00 9340.00 -10.00 -35.00 -30.00 -35.00
2025-04-11 9550.00 9455.00 9550.00 9445.00 9595.00 9480.00 9595.00 9480.00 -45.00 -25.00 -45.00 -35.00
2025-04-10 9580.00 9555.00 9635.00 9520.00 9630.00 9585.00 9660.00 9555.00 -50.00 -30.00 -25.00 -35.00
2025-04-09 9505.00 9510.00 9550.00 9375.00 9500.00 9525.00 9575.00 9405.00 5.00 -15.00 -25.00 -30.00
2025-04-08 9580.00 9550.00 9660.00 9505.00 9670.00 9585.00 9685.00 9530.00 -90.00 -35.00 -25.00 -25.00
2025-04-07 9630.00 9550.00 9680.00 9505.00 9700.00 9570.00 9700.00 9525.00 -70.00 -20.00 -20.00 -20.00
2025-04-03 9720.00 9820.00 9885.00 9660.00 9750.00 9850.00 9900.00 9685.00 -30.00 -30.00 -15.00 -25.00
2025-04-02 9830.00 9760.00 9870.00 9725.00 9875.00 9785.00 9890.00 9755.00 -45.00 -25.00 -20.00 -30.00
2025-04-01 9810.00 9790.00 9840.00 9705.00 9795.00 9805.00 9855.00 9720.00 15.00 -15.00 -15.00 -15.00
2025-03-31 9895.00 9785.00 9895.00 9775.00 9805.00 9795.00 9905.00 9785.00 90.00 -10.00 -10.00 -10.00
2025-03-28 9935.00 9855.00 9980.00 9845.00 9910.00 9860.00 9980.00 9850.00 25.00 -5.00 0.00 -5.00
2025-03-27 9770.00 9920.00 9930.00 9750.00 9795.00 9935.00 9935.00 9770.00 -25.00 -15.00 -5.00 -20.00
2025-03-26 9900.00 9780.00 9910.00 9770.00 9900.00 9800.00 9930.00 9790.00 0.00 -20.00 -20.00 -20.00
2025-03-25 9855.00 9950.00 10000.00 9810.00 9900.00 9980.00 10025.00 9850.00 -45.00 -30.00 -25.00 -40.00
2025-03-24 9680.00 9855.00 9855.00 9680.00 9815.00 9870.00 9875.00 9745.00 -135.00 -15.00 -20.00 -65.00
2025-03-21 9725.00 9770.00 9875.00 9625.00 9785.00 9825.00 9910.00 9670.00 -60.00 -55.00 -35.00 -45.00
2025-03-20 9810.00 9740.00 9825.00 9725.00 9790.00 9765.00 9845.00 9750.00 20.00 -25.00 -20.00 -25.00
2025-03-19 9905.00 9785.00 9930.00 9740.00 9955.00 9810.00 9955.00 9765.00 -50.00 -25.00 -25.00 -25.00
2025-03-18 9965.00 9930.00 9985.00 9905.00 10005.00 9955.00 10005.00 9930.00 -40.00 -25.00 -20.00 -25.00
2025-03-17 9935.00 9965.00 10025.00 9880.00 9930.00 9985.00 10045.00 9905.00 5.00 -20.00 -20.00 -25.00
2025-03-14 9950.00 9955.00 10035.00 9915.00 9970.00 9980.00 10050.00 9940.00 -20.00 -25.00 -15.00 -25.00
2025-03-13 9885.00 9945.00 9970.00 9855.00 9935.00 9975.00 9990.00 9880.00 -50.00 -30.00 -20.00 -25.00
2025-03-12 9985.00 9880.00 9990.00 9780.00 9980.00 9860.00 9980.00 9750.00 5.00 20.00 10.00 30.00
2025-03-11 10015.00 9985.00 10065.00 9975.00 10050.00 10005.00 10095.00 10000.00 -35.00 -20.00 -30.00 -25.00
2025-03-10 10125.00 10020.00 10160.00 10020.00 10135.00 9990.00 10135.00 9990.00 -10.00 30.00 25.00 30.00
2025-03-07 10190.00 10120.00 10245.00 10110.00 10190.00 10095.00 10215.00 10080.00 0.00 25.00 30.00 30.00
2025-03-06 10190.00 10175.00 10250.00 10135.00 10185.00 10205.00 10265.00 10155.00 5.00 -30.00 -15.00 -20.00
2025-03-05 10320.00 10190.00 10345.00 10170.00 10340.00 10160.00 10340.00 10140.00 -20.00 30.00 5.00 30.00
2025-03-04 10405.00 10340.00 10430.00 10325.00 10430.00 10365.00 10445.00 10350.00 -25.00 -25.00 -15.00 -25.00
2025-03-03 10350.00 10405.00 10500.00 10350.00 10390.00 10420.00 10520.00 10375.00 -40.00 -15.00 -20.00 -25.00
2025-02-28 10320.00 10355.00 10395.00 10320.00 10370.00 10370.00 10415.00 10340.00 -50.00 -15.00 -20.00 -20.00
2025-02-27 10320.00 10330.00 10380.00 10280.00 10390.00 10350.00 10400.00 10305.00 -70.00 -20.00 -20.00 -25.00
2025-02-26 10425.00 10335.00 10440.00 10320.00 10445.00 10345.00 10460.00 10340.00 -20.00 -10.00 -20.00 -20.00
2025-02-25 10480.00 10415.00 10520.00 10400.00 10500.00 10440.00 10535.00 10425.00 -20.00 -25.00 -15.00 -25.00
2025-02-24 10475.00 10490.00 10550.00 10360.00 10520.00 10505.00 10560.00 10380.00 -45.00 -15.00 -10.00 -20.00
2025-02-21 10580.00 10515.00 10650.00 10500.00 10540.00 10490.00 10625.00 10480.00 40.00 25.00 25.00 20.00
2025-02-20 10665.00 10580.00 10680.00 10560.00 10660.00 10565.00 10660.00 10540.00 5.00 15.00 20.00 20.00
2025-02-19 10575.00 10665.00 10710.00 10565.00 10540.00 10630.00 10665.00 10535.00 35.00 35.00 45.00 30.00
2025-02-18 10640.00 10565.00 10675.00 10530.00 10550.00 10525.00 10640.00 10500.00 90.00 40.00 35.00 30.00
2025-02-17 10745.00 10610.00 10745.00 10580.00 10675.00 10590.00 10710.00 10560.00 70.00 20.00 35.00 20.00
2025-02-14 10730.00 10725.00 10845.00 10565.00 10720.00 10700.00 10825.00 10540.00 10.00 25.00 20.00 25.00
2025-02-13 10840.00 10740.00 10900.00 10700.00 10730.00 10695.00 10845.00 10645.00 110.00 45.00 55.00 55.00
2025-02-12 10810.00 10815.00 10870.00 10765.00 10735.00 10755.00 10810.00 10710.00 75.00 60.00 60.00 55.00
2025-02-11 10830.00 10790.00 10885.00 10720.00 10830.00 10775.00 10860.00 10705.00 0.00 15.00 25.00 15.00
2025-02-10 10945.00 10855.00 10990.00 10760.00 10950.00 10805.00 10950.00 10710.00 -5.00 50.00 40.00 50.00
2025-02-07 10890.00 10930.00 11040.00 10840.00 10865.00 10875.00 10985.00 10790.00 25.00 55.00 55.00 50.00
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