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
2024-08-30 10105.00 10125.00 10180.00 10005.00 10095.00 10095.00 10145.00 9980.00 10.00 30.00 35.00 25.00
2024-08-29 9815.00 10130.00 10170.00 9750.00 9795.00 10110.00 10145.00 9740.00 20.00 20.00 25.00 10.00
2024-08-28 9900.00 9815.00 9930.00 9735.00 9835.00 9795.00 9905.00 9720.00 65.00 20.00 25.00 15.00
2024-08-27 9515.00 9845.00 9860.00 9510.00 9505.00 9820.00 9840.00 9505.00 10.00 25.00 20.00 5.00
2024-08-26 9670.00 9500.00 9795.00 9385.00 12435.00 12310.00 12565.00 12230.00 -2765.00 -2810.00 -2770.00 -2845.00
2024-08-23 9720.00 9595.00 9725.00 9530.00 9695.00 9580.00 9710.00 9520.00 25.00 15.00 15.00 10.00
2024-08-22 9810.00 9730.00 9865.00 9665.00 9810.00 9710.00 9845.00 9645.00 0.00 20.00 20.00 20.00
2024-08-21 9715.00 9850.00 9935.00 9615.00 9690.00 9825.00 9910.00 9605.00 25.00 25.00 25.00 10.00
2024-08-20 9485.00 9680.00 9710.00 9440.00 9450.00 9655.00 9690.00 9430.00 35.00 25.00 20.00 10.00
2024-08-19 9640.00 9470.00 9640.00 9435.00 9585.00 9450.00 9600.00 9405.00 55.00 20.00 40.00 30.00
2024-08-16 9560.00 9600.00 9675.00 9500.00 9445.00 9565.00 9630.00 9445.00 115.00 35.00 45.00 55.00
2024-08-15 9360.00 9450.00 9490.00 9260.00 9225.00 9405.00 9440.00 9215.00 135.00 45.00 50.00 45.00
2024-08-14 9650.00 9340.00 9820.00 9285.00 9590.00 9255.00 9715.00 9190.00 60.00 85.00 105.00 95.00
2024-08-13 9640.00 9690.00 9800.00 9620.00 9530.00 9590.00 9700.00 9530.00 110.00 100.00 100.00 90.00
2024-08-12 9810.00 9630.00 9860.00 9610.00 9695.00 9530.00 9760.00 9510.00 115.00 100.00 100.00 100.00
2024-08-09 10045.00 9860.00 10130.00 9855.00 9945.00 9745.00 10030.00 9745.00 100.00 115.00 100.00 110.00
2024-08-08 10195.00 9885.00 10225.00 9870.00 10300.00 10005.00 10330.00 9985.00 -105.00 -120.00 -105.00 -115.00
2024-08-07 10270.00 10195.00 10330.00 10185.00 10360.00 10295.00 10440.00 10290.00 -90.00 -100.00 -110.00 -105.00
2024-08-06 10410.00 10225.00 10500.00 10215.00 10550.00 10355.00 10615.00 10330.00 -140.00 -130.00 -115.00 -115.00
2024-08-05 10335.00 10405.00 10495.00 10265.00 10480.00 10520.00 10595.00 10380.00 -145.00 -115.00 -100.00 -115.00
2024-08-02 10355.00 10410.00 10450.00 10230.00 10415.00 10470.00 10510.00 10300.00 -60.00 -60.00 -60.00 -70.00
2024-08-01 10495.00 10390.00 10570.00 10325.00 10700.00 10525.00 10700.00 10455.00 -205.00 -135.00 -130.00 -130.00
2024-07-31 10175.00 10440.00 10445.00 10150.00 10270.00 10575.00 10575.00 10270.00 -95.00 -135.00 -130.00 -120.00
2024-07-30 10380.00 10125.00 10385.00 10120.00 10480.00 10275.00 10535.00 10270.00 -100.00 -150.00 -150.00 -150.00
2024-07-29 10450.00 10380.00 10450.00 10220.00 10500.00 10460.00 10520.00 10300.00 -50.00 -80.00 -70.00 -80.00
2024-07-26 10310.00 10405.00 10500.00 10265.00 10415.00 10570.00 10660.00 10415.00 -105.00 -165.00 -160.00 -150.00
2024-07-25 10125.00 10245.00 10315.00 10070.00 10195.00 10330.00 10395.00 10150.00 -70.00 -85.00 -80.00 -80.00
2024-07-24 10335.00 10235.00 10410.00 10215.00 10420.00 10315.00 10485.00 10295.00 -85.00 -80.00 -75.00 -80.00
2024-07-23 10265.00 10320.00 10410.00 10195.00 10400.00 10485.00 10575.00 10360.00 -135.00 -165.00 -165.00 -165.00
2024-07-22 10535.00 10275.00 10580.00 10265.00 10630.00 10355.00 10645.00 10345.00 -95.00 -80.00 -65.00 -80.00
2024-07-19 10515.00 10575.00 10700.00 10495.00 10670.00 10735.00 10855.00 10660.00 -155.00 -160.00 -155.00 -165.00
2024-07-18 10650.00 10570.00 10675.00 10515.00 10790.00 10655.00 10790.00 10595.00 -140.00 -85.00 -115.00 -80.00
2024-07-17 10635.00 10705.00 10765.00 10475.00 10525.00 10620.00 10680.00 10395.00 110.00 85.00 85.00 80.00
2024-07-16 10510.00 10595.00 10650.00 10425.00 10585.00 10680.00 10730.00 10510.00 -75.00 -85.00 -80.00 -85.00
2024-07-15 10765.00 10505.00 10785.00 10445.00 10805.00 10590.00 10860.00 10530.00 -40.00 -85.00 -75.00 -85.00
2024-07-12 10935.00 10765.00 10965.00 10755.00 11005.00 10845.00 11045.00 10840.00 -70.00 -80.00 -80.00 -85.00
2024-07-11 11130.00 10905.00 11170.00 10865.00 11155.00 10990.00 11245.00 10955.00 -25.00 -85.00 -75.00 -90.00
2024-07-10 11290.00 11110.00 11295.00 11095.00 11315.00 11190.00 11380.00 11180.00 -25.00 -80.00 -85.00 -85.00
2024-07-09 11245.00 11310.00 11315.00 11055.00 11190.00 11220.00 11230.00 10980.00 55.00 90.00 85.00 75.00
2024-07-08 11280.00 11245.00 11310.00 11160.00 11230.00 11160.00 11230.00 11085.00 50.00 85.00 80.00 75.00
2024-07-05 11340.00 11260.00 11430.00 11215.00 11240.00 11190.00 11350.00 11140.00 100.00 70.00 80.00 75.00
2024-07-04 11515.00 11380.00 11655.00 11360.00 11575.00 11470.00 11730.00 11440.00 -60.00 -90.00 -75.00 -80.00
2024-07-03 11455.00 11490.00 11510.00 11335.00 11550.00 11560.00 11585.00 11425.00 -95.00 -70.00 -75.00 -90.00
2024-07-02 11460.00 11465.00 11525.00 11430.00 11500.00 11545.00 11600.00 11500.00 -40.00 -80.00 -75.00 -70.00
2024-07-01 11410.00 11455.00 11535.00 11320.00 11300.00 11365.00 11450.00 11240.00 110.00 90.00 85.00 80.00
2024-06-28 11330.00 11420.00 11460.00 11275.00 11350.00 11325.00 11365.00 11190.00 -20.00 95.00 95.00 85.00
2024-06-27 11450.00 11415.00 11520.00 11360.00 11550.00 11490.00 11600.00 11445.00 -100.00 -75.00 -80.00 -85.00
2024-06-26 11290.00 11470.00 11485.00 11240.00 11440.00 11640.00 11650.00 11400.00 -150.00 -170.00 -165.00 -160.00
2024-06-25 11420.00 11305.00 11440.00 11135.00 11605.00 11460.00 11610.00 11315.00 -185.00 -155.00 -170.00 -180.00
2024-06-24 11935.00 11400.00 11960.00 11280.00 12085.00 11575.00 12110.00 11455.00 -150.00 -175.00 -150.00 -175.00
2024-06-21 12100.00 11965.00 12140.00 11935.00 11920.00 11790.00 11965.00 11765.00 180.00 175.00 175.00 170.00
2024-06-20 12055.00 12055.00 12150.00 12010.00 11925.00 11965.00 12060.00 11920.00 130.00 90.00 90.00 90.00
2024-06-19 12000.00 12020.00 12100.00 11850.00 11965.00 11925.00 12015.00 11770.00 35.00 95.00 85.00 80.00
2024-06-18 12220.00 11935.00 12250.00 11865.00 12105.00 11855.00 12155.00 11790.00 115.00 80.00 95.00 75.00
2024-06-17 12155.00 12155.00 12240.00 12055.00 12090.00 12065.00 12145.00 11965.00 65.00 90.00 95.00 90.00
2024-06-14 12165.00 12175.00 12315.00 12090.00 12050.00 12080.00 12225.00 12005.00 115.00 95.00 90.00 85.00
2024-06-13 12135.00 12160.00 12195.00 11850.00 11920.00 11975.00 12020.00 11680.00 215.00 185.00 175.00 170.00
2024-06-12 12140.00 12180.00 12240.00 12045.00 12045.00 12000.00 12070.00 11870.00 95.00 180.00 170.00 175.00
2024-06-11 12350.00 12120.00 12355.00 12020.00 12110.00 11950.00 12175.00 11855.00 240.00 170.00 180.00 165.00
2024-06-07 12560.00 12305.00 12720.00 12185.00 12360.00 12130.00 12525.00 12010.00 200.00 175.00 195.00 175.00
2024-06-06 12430.00 12465.00 12610.00 12395.00 12350.00 12365.00 12510.00 12305.00 80.00 100.00 100.00 90.00
2024-06-05 12480.00 12400.00 12545.00 12370.00 12325.00 12235.00 12365.00 12195.00 155.00 165.00 180.00 175.00
2024-06-04 12410.00 12520.00 12625.00 12350.00 12240.00 12345.00 12445.00 12175.00 170.00 175.00 180.00 175.00
2024-06-03 12680.00 12365.00 12840.00 12225.00 12580.00 12195.00 12660.00 12050.00 100.00 170.00 180.00 175.00
2024-05-31 13100.00 12835.00 13245.00 12755.00 12870.00 12650.00 13045.00 12565.00 230.00 185.00 200.00 190.00
2024-05-30 12715.00 13075.00 13325.00 12650.00 12465.00 12870.00 13160.00 12465.00 250.00 205.00 165.00 185.00
2024-05-29 12460.00 12340.00 12550.00 12245.00 12650.00 12515.00 12715.00 12410.00 -190.00 -175.00 -165.00 -165.00
2024-05-28 12740.00 12465.00 12995.00 12455.00 12945.00 12630.00 13165.00 12620.00 -205.00 -165.00 -170.00 -165.00
2024-05-27 12925.00 12710.00 12985.00 12575.00 13000.00 12880.00 13140.00 12745.00 -75.00 -170.00 -155.00 -170.00
2024-05-24 12180.00 12775.00 12920.00 12180.00 12400.00 12940.00 13085.00 12380.00 -220.00 -165.00 -165.00 -200.00
2024-05-23 12300.00 12220.00 12315.00 12150.00 12440.00 12380.00 12475.00 12310.00 -140.00 -160.00 -160.00 -160.00
2024-05-22 12305.00 12340.00 12450.00 12235.00 12450.00 12495.00 12600.00 12400.00 -145.00 -155.00 -150.00 -165.00
2024-05-21 12080.00 12270.00 12425.00 12080.00 12295.00 12425.00 12585.00 12235.00 -215.00 -155.00 -160.00 -155.00
2024-05-20 11940.00 12055.00 12100.00 11900.00 12060.00 12215.00 12245.00 12060.00 -120.00 -160.00 -145.00 -160.00
2024-05-17 11750.00 11875.00 11935.00 11740.00 11675.00 11805.00 11865.00 11675.00 75.00 70.00 70.00 65.00
2024-05-16 11800.00 11725.00 11815.00 11660.00 11730.00 11655.00 11740.00 11590.00 70.00 70.00 75.00 70.00
2024-05-15 11850.00 11770.00 11905.00 11740.00 11860.00 11845.00 11985.00 11825.00 -10.00 -75.00 -80.00 -85.00
2024-05-14 12000.00 11740.00 12070.00 11645.00 12065.00 11810.00 12130.00 11720.00 -65.00 -70.00 -60.00 -75.00
2024-05-13 11915.00 11990.00 12075.00 11845.00 12010.00 12055.00 12135.00 11925.00 -95.00 -65.00 -60.00 -80.00
2024-05-10 12060.00 11925.00 12125.00 11880.00 12205.00 12080.00 12270.00 12040.00 -145.00 -155.00 -145.00 -160.00
2024-05-09 11885.00 12060.00 12245.00 11810.00 12140.00 12270.00 12445.00 12055.00 -255.00 -210.00 -200.00 -245.00
2024-05-08 11995.00 11860.00 12010.00 11855.00 12200.00 12105.00 12240.00 12090.00 -205.00 -245.00 -230.00 -235.00
2024-05-07 12005.00 11955.00 12120.00 11915.00 12150.00 12110.00 12255.00 12065.00 -145.00 -155.00 -135.00 -150.00
2024-05-06 12000.00 11995.00 12115.00 11945.00 12110.00 12130.00 12245.00 12085.00 -110.00 -135.00 -130.00 -140.00
2024-04-30 12000.00 11955.00 12160.00 11875.00 12015.00 12025.00 12220.00 11945.00 -15.00 -70.00 -60.00 -70.00
2024-04-29 11795.00 11965.00 12110.00 11775.00 11900.00 12100.00 12240.00 11900.00 -105.00 -135.00 -130.00 -125.00
2024-04-26 11745.00 11765.00 11790.00 11625.00 11900.00 11900.00 11915.00 11765.00 -155.00 -135.00 -125.00 -140.00
2024-04-25 11835.00 11745.00 11875.00 11730.00 11870.00 11815.00 11940.00 11790.00 -35.00 -70.00 -65.00 -60.00
2024-04-24 11735.00 11790.00 11925.00 11710.00 11925.00 11995.00 12120.00 11920.00 -190.00 -205.00 -195.00 -210.00
2024-04-23 11730.00 11710.00 11835.00 11700.00 11780.00 11770.00 11900.00 11765.00 -50.00 -60.00 -65.00 -65.00
2024-04-22 11525.00 11695.00 11760.00 11470.00 11630.00 11770.00 11820.00 11535.00 -105.00 -75.00 -60.00 -65.00
2024-04-19 11665.00 11520.00 11720.00 11510.00 11720.00 11585.00 11785.00 11575.00 -55.00 -65.00 -65.00 -65.00
2024-04-18 11715.00 11655.00 11895.00 11625.00 11645.00 11580.00 11825.00 11565.00 70.00 75.00 70.00 60.00
2024-04-17 11955.00 11705.00 12050.00 11675.00 12030.00 11770.00 12105.00 11735.00 -75.00 -65.00 -55.00 -60.00
2024-04-16 12170.00 11955.00 12180.00 11950.00 12240.00 12015.00 12240.00 12015.00 -70.00 -60.00 -60.00 -65.00
2024-04-15 11900.00 12190.00 12270.00 11900.00 12220.00 12255.00 12325.00 12050.00 -320.00 -65.00 -55.00 -150.00
2024-04-12 12130.00 12205.00 12230.00 12050.00 12080.00 12145.00 12160.00 12000.00 50.00 60.00 70.00 50.00
2024-04-11 12235.00 12135.00 12245.00 12100.00 12150.00 12085.00 12185.00 12050.00 85.00 50.00 60.00 50.00
2024-04-10 12345.00 12215.00 12345.00 12180.00 12215.00 12150.00 12250.00 12115.00 130.00 65.00 95.00 65.00
2024-04-09 12150.00 12275.00 12315.00 12105.00 12095.00 12205.00 12245.00 12045.00 55.00 70.00 70.00 60.00
导出Excel数据