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
暂无数据

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
暂无数据

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
2025-07-10 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
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
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