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
2023-11-07 14175.00 14130.00 14230.00 14100.00 14200.00 14200.00 14270.00 14160.00 -25.00 -70.00 -40.00 -60.00
2023-11-06 14085.00 14255.00 14330.00 14070.00 14065.00 14305.00 14380.00 14065.00 20.00 -50.00 -50.00 5.00
2023-11-03 14115.00 14120.00 14200.00 14065.00 14165.00 14170.00 14250.00 14125.00 -50.00 -50.00 -50.00 -60.00
2023-11-02 14020.00 14075.00 14180.00 14000.00 14025.00 14015.00 14120.00 13945.00 -5.00 60.00 60.00 55.00
2023-11-01 14155.00 13990.00 14265.00 13940.00 14300.00 14060.00 14335.00 14005.00 -145.00 -70.00 -70.00 -65.00
2023-10-31 14130.00 14260.00 14295.00 14130.00 14190.00 14335.00 14360.00 14190.00 -60.00 -75.00 -65.00 -60.00
2023-10-30 14020.00 14210.00 14270.00 13860.00 14070.00 14280.00 14330.00 13930.00 -50.00 -70.00 -60.00 -70.00
2023-10-27 14000.00 13995.00 14140.00 13920.00 14200.00 14060.00 14200.00 13985.00 -200.00 -65.00 -60.00 -65.00
2023-10-26 14335.00 14150.00 14400.00 13990.00 14470.00 14210.00 14470.00 14055.00 -135.00 -60.00 -70.00 -65.00
2023-10-25 14545.00 14440.00 14645.00 14405.00 14605.00 14510.00 14705.00 14465.00 -60.00 -70.00 -60.00 -60.00
2023-10-24 14485.00 14450.00 14585.00 14420.00 14580.00 14525.00 14650.00 14475.00 -95.00 -75.00 -65.00 -55.00
2023-10-23 14350.00 14525.00 14610.00 14320.00 14420.00 14580.00 14665.00 14340.00 -70.00 -55.00 -55.00 -20.00
2023-10-20 14575.00 14515.00 14690.00 14450.00 14520.00 14445.00 14610.00 14400.00 55.00 70.00 80.00 50.00
2023-10-19 14780.00 14540.00 14805.00 14490.00 14650.00 14495.00 14720.00 14420.00 130.00 45.00 85.00 70.00
2023-10-18 14670.00 14780.00 14850.00 14650.00 14595.00 14690.00 14750.00 14565.00 75.00 90.00 100.00 85.00
2023-10-17 14500.00 14630.00 14720.00 14405.00 14455.00 14560.00 14635.00 14315.00 45.00 70.00 85.00 90.00
2023-10-16 14705.00 14540.00 14795.00 14480.00 13900.00 13610.00 14000.00 13560.00 805.00 930.00 795.00 920.00
2023-10-13 14950.00 14690.00 14950.00 14500.00 14820.00 14615.00 14860.00 14505.00 130.00 75.00 90.00 -5.00
2023-10-12 14220.00 14210.00 14315.00 14120.00 14845.00 14950.00 15000.00 14830.00 -625.00 -740.00 -685.00 -710.00
2023-10-11 14280.00 14190.00 14360.00 14065.00 14855.00 14860.00 14930.00 14645.00 -575.00 -670.00 -570.00 -580.00
2023-10-10 14035.00 14265.00 14320.00 14035.00 14615.00 14815.00 14885.00 14615.00 -580.00 -550.00 -565.00 -580.00
2023-10-09 13940.00 14155.00 14260.00 13730.00 14360.00 14690.00 14810.00 14300.00 -420.00 -535.00 -550.00 -570.00
2023-09-28 14345.00 13960.00 14345.00 13755.00 14760.00 14435.00 14810.00 14240.00 -415.00 -475.00 -465.00 -485.00
2023-09-27 14530.00 14195.00 14585.00 14130.00 14965.00 14680.00 15040.00 14630.00 -435.00 -485.00 -455.00 -500.00
2023-09-26 14445.00 14525.00 14610.00 14425.00 14905.00 14965.00 15085.00 14875.00 -460.00 -440.00 -475.00 -450.00
2023-09-25 14630.00 14530.00 14685.00 14460.00 15030.00 15015.00 15140.00 14940.00 -400.00 -485.00 -455.00 -480.00
2023-09-22 14585.00 14600.00 14615.00 14310.00 15130.00 15040.00 15140.00 14785.00 -545.00 -440.00 -525.00 -475.00
2023-09-21 14820.00 14585.00 14845.00 14550.00 15265.00 15110.00 15325.00 15040.00 -445.00 -525.00 -480.00 -490.00
2023-09-20 14750.00 14860.00 14900.00 14595.00 15160.00 15320.00 15380.00 15040.00 -410.00 -460.00 -480.00 -445.00
2023-09-19 15095.00 14710.00 15095.00 14640.00 15400.00 15160.00 15450.00 15055.00 -305.00 -450.00 -355.00 -415.00
2023-09-18 14840.00 14995.00 15000.00 14765.00 15285.00 15380.00 15400.00 15160.00 -445.00 -385.00 -400.00 -395.00
2023-09-15 14725.00 14825.00 14915.00 14600.00 15010.00 15200.00 15285.00 14985.00 -285.00 -375.00 -370.00 -385.00
2023-09-14 14500.00 14590.00 14670.00 14400.00 14840.00 14960.00 15050.00 14840.00 -340.00 -370.00 -380.00 -440.00
2023-09-13 14280.00 14390.00 14475.00 14280.00 14760.00 14830.00 14930.00 14745.00 -480.00 -440.00 -455.00 -465.00
2023-09-12 14550.00 14435.00 14640.00 14355.00 14910.00 14845.00 15020.00 14730.00 -360.00 -410.00 -380.00 -375.00
2023-09-11 14320.00 14415.00 14600.00 14260.00 14700.00 14840.00 15010.00 14685.00 -380.00 -425.00 -410.00 -425.00
2023-09-08 14075.00 14240.00 14480.00 13930.00 13990.00 14165.00 14370.00 13830.00 85.00 75.00 110.00 100.00
2023-09-07 14200.00 14125.00 14315.00 14000.00 14100.00 14040.00 14235.00 13915.00 100.00 85.00 80.00 85.00
2023-09-06 13980.00 14115.00 14180.00 13950.00 14105.00 14190.00 14260.00 14035.00 -125.00 -75.00 -80.00 -85.00
2023-09-05 13900.00 13915.00 14085.00 13835.00 14100.00 13990.00 14145.00 13900.00 -200.00 -75.00 -60.00 -65.00
2023-09-04 13945.00 13845.00 14390.00 13680.00 14000.00 13935.00 14455.00 13800.00 -55.00 -90.00 -65.00 -120.00
2023-09-01 13590.00 13805.00 13930.00 13590.00 13700.00 13880.00 13980.00 13655.00 -110.00 -75.00 -50.00 -65.00
2023-08-31 13560.00 13540.00 13640.00 13500.00 13620.00 13610.00 13660.00 13550.00 -60.00 -70.00 -20.00 -50.00
2023-08-30 13560.00 13540.00 13590.00 13435.00 13610.00 13585.00 13620.00 13495.00 -50.00 -45.00 -30.00 -60.00
2023-08-29 13420.00 13510.00 13560.00 13375.00 13490.00 13560.00 13595.00 13430.00 -70.00 -50.00 -35.00 -55.00
2023-08-28 13870.00 13420.00 13930.00 13305.00 13900.00 13440.00 13945.00 13375.00 -30.00 -20.00 -15.00 -70.00
2023-08-25 13755.00 13795.00 13850.00 13700.00 13695.00 13820.00 13865.00 13695.00 60.00 -25.00 -15.00 5.00
2023-08-24 13705.00 13725.00 13840.00 13650.00 13765.00 13755.00 13845.00 13690.00 -60.00 -30.00 -5.00 -40.00
2023-08-23 13720.00 13665.00 13815.00 13655.00 13740.00 13710.00 13835.00 13700.00 -20.00 -45.00 -20.00 -45.00
2023-08-22 13650.00 13695.00 13750.00 13590.00 13650.00 13715.00 13780.00 13605.00 0.00 -20.00 -30.00 -15.00
2023-08-21 13500.00 13625.00 13730.00 13495.00 13570.00 13630.00 13735.00 13510.00 -70.00 -5.00 -5.00 -15.00
2023-08-18 13575.00 13530.00 13665.00 13475.00 13615.00 13540.00 13650.00 13490.00 -40.00 -10.00 15.00 -15.00
2023-08-17 13415.00 13515.00 13575.00 13350.00 13465.00 13545.00 13610.00 13420.00 -50.00 -30.00 -35.00 -70.00
2023-08-16 13580.00 13460.00 13620.00 13390.00 13595.00 13495.00 13650.00 13450.00 -15.00 -35.00 -30.00 -60.00
2023-08-15 13675.00 13635.00 13710.00 13595.00 13700.00 13670.00 13750.00 13630.00 -25.00 -35.00 -40.00 -35.00
2023-08-14 13780.00 13660.00 13885.00 13595.00 13690.00 13705.00 13895.00 13630.00 90.00 -45.00 -10.00 -35.00
2023-08-11 13690.00 13645.00 13720.00 13455.00 13720.00 13675.00 13750.00 13505.00 -30.00 -30.00 -30.00 -50.00
2023-08-10 13605.00 13625.00 13710.00 13550.00 13600.00 13550.00 13640.00 13490.00 5.00 75.00 70.00 60.00
2023-08-09 13265.00 13595.00 13665.00 13240.00 13335.00 13630.00 13690.00 13305.00 -70.00 -35.00 -25.00 -65.00
2023-08-08 13235.00 13185.00 13295.00 13160.00 13300.00 13250.00 13330.00 13220.00 -65.00 -65.00 -35.00 -60.00
2023-08-07 13330.00 13200.00 13430.00 13140.00 13320.00 13275.00 13480.00 13210.00 10.00 -75.00 -50.00 -70.00
2023-08-04 13400.00 13330.00 13490.00 13175.00 13450.00 13390.00 13550.00 13260.00 -50.00 -60.00 -60.00 -85.00
2023-08-03 13680.00 13290.00 13680.00 12895.00 13840.00 13365.00 13840.00 13345.00 -160.00 -75.00 -160.00 -450.00
2023-08-02 13690.00 13860.00 13950.00 13655.00 13830.00 13945.00 14010.00 13760.00 -140.00 -85.00 -60.00 -105.00
2023-08-01 13800.00 13745.00 13830.00 13650.00 13830.00 13805.00 13870.00 13710.00 -30.00 -60.00 -40.00 -60.00
2023-07-31 13700.00 13725.00 13935.00 13650.00 13650.00 13785.00 13975.00 13650.00 50.00 -60.00 -40.00 0.00
2023-07-28 13530.00 13610.00 13620.00 13440.00 13630.00 13655.00 13655.00 13500.00 -100.00 -45.00 -35.00 -60.00
2023-07-27 13640.00 13570.00 13795.00 13515.00 13690.00 13625.00 13825.00 13570.00 -50.00 -55.00 -30.00 -55.00
2023-07-26 13630.00 13615.00 13770.00 13590.00 13750.00 13655.00 13800.00 13640.00 -120.00 -40.00 -30.00 -50.00
2023-07-25 13500.00 13555.00 13645.00 13500.00 13520.00 13590.00 13665.00 13520.00 -20.00 -35.00 -20.00 -20.00
2023-07-24 13400.00 13440.00 13530.00 13365.00 13385.00 13480.00 13575.00 13385.00 15.00 -40.00 -45.00 -20.00
2023-07-21 13600.00 13365.00 13610.00 13250.00 13600.00 13330.00 13600.00 13210.00 0.00 35.00 10.00 40.00
2023-07-20 13550.00 13640.00 13740.00 13520.00 13460.00 13590.00 13695.00 13460.00 90.00 50.00 45.00 60.00
2023-07-19 13360.00 13495.00 13630.00 13360.00 13385.00 13460.00 13575.00 13325.00 -25.00 35.00 55.00 35.00
2023-07-18 13360.00 13325.00 13430.00 13210.00 13250.00 13275.00 13385.00 13175.00 110.00 50.00 45.00 35.00
2023-07-17 13605.00 13260.00 13650.00 13150.00 13600.00 13220.00 13600.00 13110.00 5.00 40.00 50.00 40.00
2023-07-14 13690.00 13665.00 13900.00 13560.00 13720.00 13630.00 13850.00 13530.00 -30.00 35.00 50.00 30.00
2023-07-13 13800.00 13650.00 14225.00 13635.00 13595.00 13605.00 14180.00 13595.00 205.00 45.00 45.00 40.00
2023-07-12 13400.00 13950.00 14010.00 13380.00 13335.00 13915.00 13960.00 13335.00 65.00 35.00 50.00 45.00
2023-07-11 13400.00 13380.00 13560.00 13350.00 13300.00 13335.00 13520.00 13300.00 100.00 45.00 40.00 50.00
2023-07-10 13230.00 13330.00 13400.00 13210.00 13180.00 13285.00 13365.00 13175.00 50.00 45.00 35.00 35.00
2023-07-07 13240.00 13220.00 13370.00 13080.00 13195.00 13185.00 13330.00 13050.00 45.00 35.00 40.00 30.00
2023-07-06 13200.00 13215.00 13290.00 13135.00 13150.00 13190.00 13265.00 13115.00 50.00 25.00 25.00 20.00
2023-07-05 13340.00 13100.00 13340.00 13080.00 13250.00 13120.00 13300.00 13095.00 90.00 -20.00 40.00 -15.00
2023-07-04 13370.00 13235.00 13445.00 13105.00 13360.00 13255.00 13445.00 13105.00 10.00 -20.00 0.00 0.00
2023-07-03 13400.00 13380.00 13470.00 13280.00 13310.00 13385.00 13480.00 13295.00 90.00 -5.00 -10.00 -15.00
2023-06-30 13405.00 13275.00 13490.00 13190.00 13400.00 13285.00 13495.00 13200.00 5.00 -10.00 -5.00 -10.00
2023-06-29 13200.00 13375.00 13540.00 13120.00 13175.00 13390.00 13535.00 13130.00 25.00 -15.00 5.00 -10.00
2023-06-28 13125.00 13140.00 13220.00 13070.00 13140.00 13160.00 13225.00 13085.00 -15.00 -20.00 -5.00 -15.00
2023-06-27 13120.00 13120.00 13265.00 13020.00 13070.00 13140.00 13270.00 13035.00 50.00 -20.00 -5.00 -15.00
2023-06-26 13150.00 13065.00 13285.00 13000.00 13295.00 13070.00 13295.00 13020.00 -145.00 -5.00 -10.00 -20.00
2023-06-21 13630.00 13380.00 13740.00 13125.00 13700.00 13390.00 13725.00 13135.00 -70.00 -10.00 15.00 -10.00
2023-06-20 13270.00 13760.00 13870.00 13220.00 13265.00 13740.00 13835.00 13250.00 5.00 20.00 35.00 -30.00
2023-06-19 12700.00 13240.00 13360.00 12610.00 12530.00 13265.00 13400.00 12525.00 170.00 -25.00 -40.00 85.00
2023-06-16 12435.00 12495.00 12570.00 12395.00 12495.00 12530.00 12600.00 12425.00 -60.00 -35.00 -30.00 -30.00
2023-06-15 12535.00 12370.00 12630.00 12270.00 12580.00 12395.00 12660.00 12300.00 -45.00 -25.00 -30.00 -30.00
2023-06-14 12560.00 12540.00 12700.00 12420.00 12600.00 12555.00 12735.00 12460.00 -40.00 -15.00 -35.00 -40.00
2023-06-13 12510.00 12535.00 12665.00 12380.00 12550.00 12575.00 12695.00 12420.00 -40.00 -40.00 -30.00 -40.00
2023-06-12 12695.00 12545.00 12720.00 12540.00 12745.00 12580.00 12745.00 12580.00 -50.00 -35.00 -25.00 -40.00
2023-06-09 12825.00 12730.00 12880.00 12710.00 12820.00 12765.00 12905.00 12740.00 5.00 -35.00 -25.00 -30.00
导出Excel数据