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
2023-06-08 12755.00 12765.00 12855.00 12565.00 12820.00 12790.00 12885.00 12600.00 -65.00 -25.00 -30.00 -35.00
2023-06-07 13020.00 12705.00 13050.00 12610.00 13045.00 12730.00 13080.00 12630.00 -25.00 -25.00 -30.00 -20.00
2023-06-06 13030.00 12990.00 13135.00 12950.00 13075.00 13010.00 13160.00 12980.00 -45.00 -20.00 -25.00 -30.00
2023-06-05 13270.00 13020.00 13295.00 12915.00 13245.00 13050.00 13315.00 12950.00 25.00 -30.00 -20.00 -35.00
2023-06-02 13000.00 13220.00 13365.00 12970.00 13085.00 13245.00 13390.00 13005.00 -85.00 -25.00 -25.00 -35.00
2023-06-01 12890.00 12975.00 13030.00 12875.00 13065.00 13015.00 13065.00 12915.00 -175.00 -40.00 -35.00 -40.00
2023-05-31 12790.00 12815.00 12860.00 12700.00 12890.00 12835.00 12890.00 12725.00 -100.00 -20.00 -30.00 -25.00
2023-05-30 12885.00 12880.00 12945.00 12785.00 12950.00 12900.00 12980.00 12815.00 -65.00 -20.00 -35.00 -30.00
2023-05-29 12930.00 12880.00 13230.00 12760.00 12910.00 12920.00 13260.00 12790.00 20.00 -40.00 -30.00 -30.00
2023-05-26 12580.00 12860.00 12985.00 12505.00 12730.00 12890.00 13000.00 12550.00 -150.00 -30.00 -15.00 -45.00
2023-05-25 13025.00 12635.00 13035.00 12585.00 13100.00 12680.00 13100.00 12635.00 -75.00 -45.00 -65.00 -50.00
2023-05-24 13120.00 13090.00 13275.00 13010.00 13200.00 13120.00 13295.00 13050.00 -80.00 -30.00 -20.00 -40.00
2023-05-23 12900.00 13150.00 13280.00 12880.00 12900.00 13180.00 13310.00 12900.00 0.00 -30.00 -30.00 -20.00
2023-05-22 13170.00 12880.00 13190.00 12695.00 13390.00 12905.00 13390.00 12735.00 -220.00 -25.00 -200.00 -40.00
2023-05-19 13505.00 13250.00 13520.00 13170.00 13560.00 13295.00 13560.00 13215.00 -55.00 -45.00 -40.00 -45.00
2023-05-18 13860.00 13620.00 13920.00 13550.00 13890.00 13660.00 13925.00 13560.00 -30.00 -40.00 -5.00 -10.00
2023-05-17 14030.00 13860.00 14080.00 13815.00 14020.00 13850.00 14070.00 13815.00 10.00 10.00 10.00 0.00
2023-05-16 14090.00 14050.00 14215.00 14020.00 14060.00 14030.00 14200.00 14010.00 30.00 20.00 15.00 10.00
2023-05-15 14180.00 14085.00 14270.00 14040.00 14180.00 14080.00 14250.00 14035.00 0.00 5.00 20.00 5.00
2023-05-12 14360.00 14150.00 14450.00 14150.00 14420.00 14140.00 14435.00 14140.00 -60.00 10.00 15.00 10.00
2023-05-11 14505.00 14400.00 14520.00 14320.00 14550.00 14375.00 14550.00 14305.00 -45.00 25.00 -30.00 15.00
2023-05-10 15090.00 14565.00 15160.00 14535.00 15050.00 14540.00 15100.00 14520.00 40.00 25.00 60.00 15.00
2023-05-09 15230.00 15100.00 15240.00 15070.00 15215.00 15060.00 15215.00 15045.00 15.00 40.00 25.00 25.00
2023-05-08 15300.00 15235.00 15360.00 15205.00 15225.00 15185.00 15305.00 15170.00 75.00 50.00 55.00 35.00
2023-05-05 15160.00 15225.00 15295.00 15010.00 15145.00 15195.00 15250.00 14995.00 15.00 30.00 45.00 15.00
2023-05-04 15160.00 15190.00 15325.00 15120.00 14995.00 15155.00 15285.00 14995.00 165.00 35.00 40.00 125.00
2023-04-28 15170.00 15190.00 15275.00 15090.00 15050.00 15180.00 15245.00 15050.00 120.00 10.00 30.00 40.00
2023-04-27 15305.00 15175.00 15475.00 15125.00 15390.00 15150.00 15440.00 15090.00 -85.00 25.00 35.00 35.00
2023-04-26 15375.00 15325.00 15550.00 15300.00 15400.00 15310.00 15520.00 15275.00 -25.00 15.00 30.00 25.00
2023-04-25 15160.00 15400.00 15410.00 15160.00 15155.00 15375.00 15385.00 15140.00 5.00 25.00 25.00 20.00
2023-04-24 15100.00 15120.00 15295.00 15015.00 15165.00 15095.00 15275.00 15010.00 -65.00 25.00 20.00 5.00
2023-04-21 15100.00 15140.00 15225.00 15035.00 15120.00 15110.00 15205.00 15030.00 -20.00 30.00 20.00 5.00
2023-04-20 15400.00 15160.00 15450.00 15150.00 15430.00 15150.00 15430.00 15140.00 -30.00 10.00 20.00 10.00
2023-04-19 15540.00 15440.00 15660.00 15410.00 15450.00 15430.00 15645.00 15400.00 90.00 10.00 15.00 10.00
2023-04-18 15420.00 15480.00 15545.00 15300.00 15415.00 15475.00 15530.00 15295.00 5.00 5.00 15.00 5.00
2023-04-17 15110.00 15395.00 15400.00 15095.00 15000.00 15370.00 15380.00 15000.00 110.00 25.00 20.00 95.00
2023-04-14 15100.00 15085.00 15220.00 15015.00 15095.00 15065.00 15195.00 15000.00 5.00 20.00 25.00 15.00
2023-04-13 15155.00 15065.00 15230.00 15025.00 15095.00 15050.00 15195.00 15005.00 60.00 15.00 35.00 20.00
2023-04-12 14980.00 15155.00 15310.00 14980.00 14980.00 15135.00 15280.00 14980.00 0.00 20.00 30.00 0.00
2023-04-11 14925.00 14965.00 15050.00 14830.00 14950.00 14935.00 15010.00 14815.00 -25.00 30.00 40.00 15.00
2023-04-10 15250.00 14930.00 15290.00 14865.00 15250.00 14900.00 15250.00 14870.00 0.00 30.00 40.00 -5.00
2023-04-07 15255.00 15225.00 15310.00 15120.00 15330.00 15210.00 15330.00 15105.00 -75.00 15.00 -20.00 15.00
2023-04-06 15040.00 15225.00 15335.00 14710.00 15145.00 15210.00 15300.00 14680.00 -105.00 15.00 35.00 30.00
2023-04-04 15310.00 15070.00 15310.00 14990.00 15330.00 15010.00 15330.00 14950.00 -20.00 60.00 -20.00 40.00
2023-04-03 15555.00 15310.00 15600.00 15310.00 15630.00 15260.00 15630.00 15250.00 -75.00 50.00 -30.00 60.00
2023-03-31 15740.00 15515.00 15820.00 15490.00 15705.00 15455.00 15750.00 15430.00 35.00 60.00 70.00 60.00
2023-03-30 15710.00 15730.00 15790.00 15650.00 15575.00 15665.00 15730.00 15575.00 135.00 65.00 60.00 75.00
2023-03-29 15640.00 15750.00 15890.00 15480.00 14610.00 15700.00 15815.00 14610.00 1030.00 50.00 75.00 870.00
2023-03-28 15950.00 15910.00 15995.00 15865.00 15900.00 15835.00 15935.00 15805.00 50.00 75.00 60.00 60.00
2023-03-27 15900.00 15915.00 16065.00 15880.00 15850.00 15835.00 16010.00 15835.00 50.00 80.00 55.00 45.00
2023-03-24 15920.00 15895.00 15980.00 15750.00 15890.00 15835.00 15905.00 15680.00 30.00 60.00 75.00 70.00
2023-03-23 15990.00 15895.00 16070.00 15850.00 15880.00 15815.00 15980.00 15790.00 110.00 80.00 90.00 60.00
2023-03-22 15870.00 15965.00 16030.00 15745.00 15900.00 15875.00 15950.00 15675.00 -30.00 90.00 80.00 70.00
2023-03-21 16200.00 15870.00 16330.00 15785.00 16125.00 15805.00 16210.00 15710.00 75.00 65.00 120.00 75.00
2023-03-20 16160.00 16080.00 16295.00 16020.00 16105.00 16015.00 16200.00 15945.00 55.00 65.00 95.00 75.00
2023-03-17 16060.00 16120.00 16310.00 16010.00 16100.00 16040.00 16240.00 15950.00 -40.00 80.00 70.00 60.00
2023-03-16 16690.00 15975.00 16710.00 15950.00 16520.00 15940.00 16600.00 15910.00 170.00 35.00 110.00 40.00
2023-03-15 16880.00 16740.00 16960.00 16710.00 16860.00 16660.00 16875.00 16650.00 20.00 80.00 85.00 60.00
2023-03-14 16940.00 16905.00 17060.00 16860.00 16870.00 16800.00 16960.00 16785.00 70.00 105.00 100.00 75.00
2023-03-13 16960.00 16970.00 17040.00 16820.00 16900.00 16875.00 16960.00 16760.00 60.00 95.00 80.00 60.00
2023-03-10 17085.00 16960.00 17115.00 16865.00 16990.00 16860.00 17040.00 16800.00 95.00 100.00 75.00 65.00
2023-03-09 17195.00 17075.00 17220.00 17010.00 17100.00 17005.00 17130.00 16950.00 95.00 70.00 90.00 60.00
2023-03-08 17140.00 17175.00 17330.00 17010.00 17520.00 17090.00 17520.00 16935.00 -380.00 85.00 -190.00 75.00
2023-03-07 17300.00 17130.00 17410.00 17100.00 17220.00 17025.00 17315.00 17025.00 80.00 105.00 95.00 75.00
2023-03-06 17490.00 17300.00 17520.00 17290.00 17440.00 17215.00 17440.00 17205.00 50.00 85.00 80.00 85.00
2023-03-03 17510.00 17490.00 17560.00 17480.00 17450.00 17405.00 17470.00 17405.00 60.00 85.00 90.00 75.00
2023-03-02 17550.00 17525.00 17620.00 17510.00 17440.00 17435.00 17585.00 17425.00 110.00 90.00 35.00 85.00
2023-03-01 17500.00 17540.00 17595.00 17485.00 17405.00 17430.00 17495.00 17405.00 95.00 110.00 100.00 80.00
2023-02-28 17500.00 17520.00 17580.00 17420.00 17365.00 17425.00 17485.00 17320.00 135.00 95.00 95.00 100.00
2023-02-27 17615.00 17480.00 17745.00 17460.00 17510.00 17360.00 17640.00 17360.00 105.00 120.00 105.00 100.00
2023-02-24 17635.00 17635.00 17680.00 17555.00 17525.00 17515.00 17565.00 17465.00 110.00 120.00 115.00 90.00
2023-02-23 17620.00 17620.00 17700.00 17570.00 17490.00 17535.00 17590.00 17485.00 130.00 85.00 110.00 85.00
2023-02-22 17650.00 17575.00 17755.00 17505.00 17590.00 17475.00 17655.00 17410.00 60.00 100.00 100.00 95.00
2023-02-21 17555.00 17675.00 17800.00 17550.00 17390.00 17580.00 17690.00 17390.00 165.00 95.00 110.00 160.00
2023-02-20 17300.00 17470.00 17495.00 17260.00 17460.00 17365.00 17460.00 17190.00 -160.00 105.00 35.00 70.00
2023-02-17 17630.00 17375.00 17750.00 17360.00 17570.00 17285.00 17650.00 17285.00 60.00 90.00 100.00 75.00
2023-02-16 17950.00 17630.00 17950.00 17585.00 17820.00 17500.00 17820.00 17500.00 130.00 130.00 130.00 85.00
2023-02-15 18000.00 17885.00 18110.00 17865.00 17885.00 17795.00 17995.00 17780.00 115.00 90.00 115.00 85.00
2023-02-14 17930.00 17945.00 18035.00 17900.00 17880.00 17855.00 17930.00 17820.00 50.00 90.00 105.00 80.00
2023-02-13 17955.00 17920.00 18080.00 17850.00 17855.00 17820.00 17945.00 17810.00 100.00 100.00 135.00 40.00
2023-02-10 18000.00 17955.00 18105.00 17775.00 17870.00 17885.00 18000.00 17700.00 130.00 70.00 105.00 75.00
2023-02-09 17875.00 18020.00 18105.00 17820.00 17720.00 17910.00 18000.00 17720.00 155.00 110.00 105.00 100.00
2023-02-08 17740.00 17875.00 18025.00 17680.00 17630.00 17800.00 17925.00 17590.00 110.00 75.00 100.00 90.00
2023-02-07 17780.00 17715.00 17850.00 17655.00 17690.00 17640.00 17750.00 17585.00 90.00 75.00 100.00 70.00
2023-02-06 17695.00 17765.00 17820.00 17625.00 17615.00 17660.00 17720.00 17550.00 80.00 105.00 100.00 75.00
2023-02-03 17670.00 17745.00 17820.00 17500.00 17750.00 17645.00 17750.00 17420.00 -80.00 100.00 70.00 80.00
2023-02-02 17840.00 17625.00 18020.00 17575.00 17805.00 17560.00 17910.00 17485.00 35.00 65.00 110.00 90.00
2023-02-01 17860.00 17900.00 18060.00 17660.00 18005.00 17810.00 18005.00 17570.00 -145.00 90.00 55.00 90.00
2023-01-31 18065.00 17860.00 18260.00 17820.00 18210.00 17800.00 18210.00 17725.00 -145.00 60.00 50.00 95.00
2023-01-30 18660.00 18075.00 18720.00 17980.00 18480.00 17940.00 18480.00 17890.00 180.00 135.00 240.00 90.00
2023-01-20 18400.00 18590.00 18625.00 18105.00 18120.00 18480.00 18485.00 17990.00 280.00 110.00 140.00 115.00
2023-01-19 17720.00 18330.00 18375.00 17650.00 17580.00 18195.00 18240.00 17535.00 140.00 135.00 135.00 115.00
2023-01-18 17650.00 17710.00 17825.00 17620.00 17480.00 17580.00 17700.00 17480.00 170.00 130.00 125.00 140.00
2023-01-17 17530.00 17615.00 17800.00 17530.00 17435.00 17535.00 17660.00 17435.00 95.00 80.00 140.00 95.00
2023-01-16 17450.00 17515.00 17670.00 17450.00 17430.00 17405.00 17510.00 17350.00 20.00 110.00 160.00 100.00
2023-01-13 17450.00 17520.00 17690.00 17420.00 17380.00 17350.00 17535.00 17330.00 70.00 170.00 155.00 90.00
2023-01-12 17330.00 17445.00 17770.00 17270.00 17210.00 17300.00 17605.00 17160.00 120.00 145.00 165.00 110.00
2023-01-11 17460.00 17350.00 17555.00 17315.00 17460.00 17210.00 17460.00 17210.00 0.00 140.00 95.00 105.00
2023-01-10 17705.00 17475.00 17785.00 17460.00 17580.00 17390.00 17625.00 17390.00 125.00 85.00 160.00 70.00
2023-01-09 17850.00 17695.00 17920.00 17670.00 17545.00 17580.00 17660.00 17545.00 305.00 115.00 260.00 125.00
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