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
2025-02-06 10765.00 10915.00 10940.00 10740.00 10690.00 10865.00 10880.00 10680.00 75.00 50.00 60.00 60.00
2025-02-05 10900.00 10710.00 10900.00 10595.00 10900.00 10760.00 10910.00 10660.00 0.00 -50.00 -10.00 -65.00
2025-01-27 10605.00 10925.00 11040.00 10560.00 10655.00 10950.00 11055.00 10630.00 -50.00 -25.00 -15.00 -70.00
2025-01-24 10715.00 10590.00 10750.00 10525.00 10795.00 10625.00 10795.00 10570.00 -80.00 -35.00 -45.00 -45.00
2025-01-23 10795.00 10755.00 10845.00 10700.00 10815.00 10825.00 10900.00 10765.00 -20.00 -70.00 -55.00 -65.00
2025-01-22 10645.00 10765.00 10795.00 10550.00 10615.00 10825.00 10845.00 10615.00 30.00 -60.00 -50.00 -65.00
2025-01-21 10775.00 10570.00 10840.00 10530.00 10850.00 10645.00 10915.00 10605.00 -75.00 -75.00 -75.00 -75.00
2025-01-20 10940.00 10780.00 10940.00 10735.00 10950.00 10860.00 11005.00 10815.00 -10.00 -80.00 -65.00 -80.00
2025-01-17 10685.00 10885.00 10970.00 10680.00 10770.00 10940.00 11015.00 10755.00 -85.00 -55.00 -45.00 -75.00
2025-01-16 10760.00 10685.00 10810.00 10580.00 10885.00 10685.00 10885.00 10580.00 -125.00 0.00 -75.00 0.00
2025-01-15 10680.00 10725.00 10825.00 10570.00 10755.00 10720.00 10795.00 10560.00 -75.00 5.00 30.00 10.00
2025-01-14 10655.00 10705.00 10770.00 10620.00 10630.00 10715.00 10785.00 10630.00 25.00 -10.00 -15.00 -10.00
2025-01-13 10600.00 10665.00 10680.00 10500.00 10600.00 10690.00 10710.00 10545.00 0.00 -25.00 -30.00 -45.00
2025-01-10 10535.00 10520.00 10580.00 10330.00 10580.00 10570.00 10630.00 10385.00 -45.00 -50.00 -50.00 -55.00
2025-01-09 10500.00 10510.00 10615.00 10410.00 10575.00 10560.00 10660.00 10465.00 -75.00 -50.00 -45.00 -55.00
2025-01-08 10570.00 10530.00 10635.00 10505.00 10640.00 10575.00 10690.00 10555.00 -70.00 -45.00 -55.00 -50.00
2025-01-07 10770.00 10580.00 10780.00 10555.00 10850.00 10635.00 10850.00 10610.00 -80.00 -55.00 -70.00 -55.00
2025-01-06 10790.00 10780.00 10955.00 10735.00 10825.00 10830.00 10990.00 10790.00 -35.00 -50.00 -35.00 -55.00
2025-01-03 11020.00 10780.00 11075.00 10725.00 11090.00 10825.00 11120.00 10780.00 -70.00 -45.00 -45.00 -55.00
2025-01-02 11005.00 11050.00 11130.00 10980.00 11020.00 11100.00 11175.00 11020.00 -15.00 -50.00 -45.00 -40.00
2024-12-31 11175.00 10985.00 11200.00 10930.00 11235.00 11035.00 11245.00 10980.00 -60.00 -50.00 -45.00 -50.00
2024-12-30 11130.00 11180.00 11285.00 11090.00 11130.00 11230.00 11320.00 11130.00 0.00 -50.00 -35.00 -40.00
2024-12-27 11175.00 11110.00 11250.00 11105.00 11245.00 11160.00 11295.00 11155.00 -70.00 -50.00 -45.00 -50.00
2024-12-26 11590.00 11190.00 11625.00 11180.00 11630.00 11245.00 11650.00 11230.00 -40.00 -55.00 -25.00 -50.00
2024-12-25 11500.00 11585.00 11660.00 11390.00 11480.00 11625.00 11690.00 11430.00 20.00 -40.00 -30.00 -40.00
2024-12-24 11335.00 11465.00 11485.00 11295.00 11390.00 11495.00 11520.00 11340.00 -55.00 -30.00 -35.00 -45.00
2024-12-23 11290.00 11365.00 11390.00 11260.00 11175.00 11335.00 11350.00 11175.00 115.00 30.00 40.00 85.00
2024-12-20 11300.00 11295.00 11340.00 11235.00 11290.00 11250.00 11310.00 11215.00 10.00 45.00 30.00 20.00
2024-12-19 11470.00 11315.00 11495.00 11305.00 11440.00 11290.00 11475.00 11275.00 30.00 25.00 20.00 30.00
2024-12-18 11535.00 11485.00 11585.00 11445.00 11620.00 11520.00 11625.00 11485.00 -85.00 -35.00 -40.00 -40.00
2024-12-17 11605.00 11575.00 11665.00 11510.00 11700.00 11565.00 11700.00 11500.00 -95.00 10.00 -35.00 10.00
2024-12-16 11650.00 11635.00 11680.00 11510.00 11560.00 11665.00 11695.00 11530.00 90.00 -30.00 -15.00 -20.00
2024-12-13 11700.00 11585.00 11755.00 11555.00 11760.00 11615.00 11790.00 11590.00 -60.00 -30.00 -35.00 -35.00
2024-12-12 11765.00 11760.00 11805.00 11715.00 11825.00 11790.00 11835.00 11750.00 -60.00 -30.00 -30.00 -35.00
2024-12-11 11695.00 11785.00 11845.00 11685.00 11770.00 11815.00 11880.00 11735.00 -75.00 -30.00 -35.00 -50.00
2024-12-10 11945.00 11700.00 11990.00 11625.00 11945.00 11750.00 12020.00 11675.00 0.00 -50.00 -30.00 -50.00
2024-12-09 11830.00 11760.00 11885.00 11635.00 11895.00 11795.00 11915.00 11675.00 -65.00 -35.00 -30.00 -40.00
2024-12-06 11850.00 11860.00 11955.00 11820.00 11920.00 11895.00 11980.00 11865.00 -70.00 -35.00 -25.00 -45.00
2024-12-05 11930.00 11890.00 12050.00 11870.00 11990.00 11920.00 12080.00 11910.00 -60.00 -30.00 -30.00 -40.00
2024-12-04 12220.00 11930.00 12240.00 11855.00 12265.00 11955.00 12265.00 11890.00 -45.00 -25.00 -25.00 -35.00
2024-12-03 12235.00 12270.00 12380.00 12235.00 12300.00 12290.00 12395.00 12280.00 -65.00 -20.00 -15.00 -45.00
2024-12-02 12600.00 12305.00 12600.00 12245.00 12595.00 12325.00 12610.00 12270.00 5.00 -20.00 -10.00 -25.00
2024-11-29 11960.00 12405.00 12470.00 11890.00 11980.00 12415.00 12470.00 11925.00 -20.00 -10.00 0.00 -35.00
2024-11-28 12200.00 11915.00 12200.00 11835.00 12160.00 11945.00 12200.00 11860.00 40.00 -30.00 0.00 -25.00
2024-11-27 12100.00 12205.00 12290.00 12025.00 12030.00 12210.00 12290.00 12015.00 70.00 -5.00 0.00 10.00
2024-11-26 12150.00 11870.00 12195.00 11690.00 12205.00 11885.00 12215.00 11720.00 -55.00 -15.00 -20.00 -30.00
2024-11-25 12335.00 12200.00 12340.00 12200.00 12290.00 12225.00 12355.00 12215.00 45.00 -25.00 -15.00 -15.00
2024-11-22 12420.00 12270.00 12475.00 12265.00 12435.00 12290.00 12485.00 12285.00 -15.00 -20.00 -10.00 -20.00
2024-11-21 12450.00 12430.00 12500.00 12320.00 12410.00 12455.00 12525.00 12350.00 40.00 -25.00 -25.00 -30.00
2024-11-20 12340.00 12420.00 12450.00 12250.00 12315.00 12415.00 12455.00 12265.00 25.00 5.00 -5.00 -15.00
2024-11-19 12405.00 12310.00 12430.00 12190.00 12450.00 12320.00 12450.00 12205.00 -45.00 -10.00 -20.00 -15.00
2024-11-18 12330.00 12380.00 12450.00 12220.00 12335.00 12380.00 12450.00 12230.00 -5.00 0.00 0.00 -10.00
2024-11-15 12360.00 12400.00 12445.00 12250.00 12475.00 12400.00 12475.00 12265.00 -115.00 0.00 -30.00 -15.00
2024-11-14 12480.00 12400.00 12650.00 12380.00 12495.00 12405.00 12655.00 12400.00 -15.00 -5.00 -5.00 -20.00
2024-11-13 12405.00 12485.00 12590.00 12400.00 12515.00 12495.00 12600.00 12420.00 -110.00 -10.00 -10.00 -20.00
2024-11-12 12405.00 12435.00 12555.00 12375.00 12355.00 12450.00 12570.00 12355.00 50.00 -15.00 -15.00 20.00
2024-11-11 12525.00 12425.00 12525.00 12310.00 12390.00 12405.00 12480.00 12300.00 135.00 20.00 45.00 10.00
2024-11-08 12585.00 12465.00 12690.00 12420.00 12610.00 12455.00 12680.00 12415.00 -25.00 10.00 10.00 5.00
2024-11-07 12600.00 12565.00 12650.00 12480.00 12520.00 12560.00 12635.00 12465.00 80.00 5.00 15.00 15.00
2024-11-06 12650.00 12555.00 12795.00 12540.00 12755.00 12545.00 12775.00 12525.00 -105.00 10.00 20.00 15.00
2024-11-05 12975.00 12715.00 12975.00 12690.00 12940.00 12705.00 12940.00 12680.00 35.00 10.00 35.00 10.00
2024-11-04 12805.00 12910.00 12970.00 12800.00 12860.00 12885.00 12940.00 12795.00 -55.00 25.00 30.00 5.00
2024-11-01 13100.00 12905.00 13310.00 12870.00 12990.00 12860.00 13170.00 12825.00 110.00 45.00 140.00 45.00
2024-10-31 12995.00 13130.00 13210.00 12825.00 12895.00 13005.00 13090.00 12780.00 100.00 125.00 120.00 45.00
2024-10-30 12860.00 12915.00 12990.00 12815.00 12810.00 12840.00 12920.00 12770.00 50.00 75.00 70.00 45.00
2024-10-29 13150.00 12800.00 13185.00 12715.00 13145.00 12775.00 13160.00 12685.00 5.00 25.00 25.00 30.00
2024-10-28 13140.00 13150.00 13280.00 13010.00 13165.00 13125.00 13245.00 12990.00 -25.00 25.00 35.00 20.00
2024-10-25 12895.00 13155.00 13210.00 12815.00 12890.00 13140.00 13190.00 12810.00 5.00 15.00 20.00 5.00
2024-10-24 13010.00 12865.00 13035.00 12765.00 12960.00 12860.00 13015.00 12750.00 50.00 5.00 20.00 15.00
2024-10-23 12730.00 13005.00 13220.00 12670.00 12750.00 12995.00 13200.00 12660.00 -20.00 10.00 20.00 10.00
2024-10-22 12460.00 12730.00 12805.00 12240.00 12460.00 12715.00 12790.00 12255.00 0.00 15.00 15.00 -15.00
2024-10-21 12460.00 12490.00 12590.00 12410.00 12500.00 12490.00 12595.00 12415.00 -40.00 0.00 -5.00 -5.00
2024-10-18 12705.00 12465.00 12715.00 12390.00 12630.00 12460.00 12705.00 12385.00 75.00 5.00 10.00 5.00
2024-10-17 9750.00 9580.00 9835.00 9570.00 12840.00 12680.00 12995.00 12540.00 -3090.00 -3100.00 -3160.00 -2970.00
2024-10-16 9610.00 9720.00 9730.00 9600.00 12745.00 12800.00 12890.00 12675.00 -3135.00 -3080.00 -3160.00 -3075.00
2024-10-15 9620.00 9625.00 9720.00 9585.00 12845.00 12750.00 12880.00 12700.00 -3225.00 -3125.00 -3160.00 -3115.00
2024-10-14 9730.00 9610.00 9785.00 9580.00 12935.00 12785.00 12985.00 12750.00 -3205.00 -3175.00 -3200.00 -3170.00
2024-10-11 9655.00 9650.00 9695.00 9540.00 12780.00 12850.00 12865.00 12670.00 -3125.00 -3200.00 -3170.00 -3130.00
2024-10-10 9665.00 9540.00 9730.00 9530.00 12805.00 12690.00 12875.00 12690.00 -3140.00 -3150.00 -3145.00 -3160.00
2024-10-09 9650.00 9575.00 9825.00 9565.00 12705.00 12760.00 12940.00 12610.00 -3055.00 -3185.00 -3115.00 -3045.00
2024-10-08 10065.00 9660.00 10305.00 9655.00 13100.00 12705.00 13400.00 12680.00 -3035.00 -3045.00 -3095.00 -3025.00
2024-09-30 9950.00 9890.00 10030.00 9760.00 12995.00 12950.00 13035.00 12805.00 -3045.00 -3060.00 -3005.00 -3045.00
2024-09-27 9780.00 9740.00 9800.00 9615.00 12740.00 12745.00 12780.00 12615.00 -2960.00 -3005.00 -2980.00 -3000.00
2024-09-26 9650.00 9645.00 9700.00 9545.00 12490.00 12600.00 12615.00 12470.00 -2840.00 -2955.00 -2915.00 -2925.00
2024-09-25 9635.00 9580.00 9990.00 9565.00 12550.00 12510.00 12950.00 12490.00 -2915.00 -2930.00 -2960.00 -2925.00
2024-09-24 9455.00 9575.00 9610.00 9350.00 12370.00 12495.00 12520.00 12250.00 -2915.00 -2920.00 -2910.00 -2900.00
2024-09-23 9300.00 9440.00 9490.00 9200.00 12195.00 12320.00 12375.00 12105.00 -2895.00 -2880.00 -2885.00 -2905.00
2024-09-20 9730.00 9360.00 9755.00 9350.00 12490.00 12250.00 12540.00 12235.00 -2760.00 -2890.00 -2785.00 -2885.00
2024-09-19 9710.00 9680.00 9800.00 9425.00 12370.00 12475.00 12550.00 12215.00 -2660.00 -2795.00 -2750.00 -2790.00
2024-09-18 9700.00 9665.00 9720.00 9520.00 9660.00 9655.00 9725.00 9535.00 40.00 10.00 -5.00 -15.00
2024-09-13 9790.00 9635.00 9895.00 9610.00 9775.00 9620.00 9870.00 9605.00 15.00 15.00 25.00 5.00
2024-09-12 9890.00 9735.00 9895.00 9650.00 9865.00 9725.00 9875.00 9640.00 25.00 10.00 20.00 10.00
2024-09-11 9570.00 9860.00 9920.00 9560.00 12400.00 12645.00 12700.00 12340.00 -2830.00 -2785.00 -2780.00 -2780.00
2024-09-10 9760.00 9595.00 9820.00 9575.00 9710.00 9585.00 9800.00 9560.00 50.00 10.00 20.00 15.00
2024-09-09 9525.00 9760.00 9775.00 9470.00 9490.00 9740.00 9750.00 9475.00 35.00 20.00 25.00 -5.00
2024-09-06 9565.00 9630.00 9645.00 9410.00 9590.00 9625.00 9640.00 9405.00 -25.00 5.00 5.00 5.00
2024-09-05 9800.00 9510.00 9905.00 9490.00 9770.00 9505.00 9885.00 9480.00 30.00 5.00 20.00 10.00
2024-09-04 9630.00 9760.00 9955.00 9585.00 9695.00 9750.00 9935.00 9570.00 -65.00 10.00 20.00 15.00
2024-09-03 9625.00 9735.00 9800.00 9545.00 9640.00 9730.00 9790.00 9535.00 -15.00 5.00 10.00 10.00
2024-09-02 10025.00 9615.00 10040.00 9560.00 10055.00 9595.00 10055.00 9545.00 -30.00 20.00 -15.00 15.00
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