不锈钢期货跨期套利数据回测

本页面展示不锈钢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

关于不锈钢期货跨期套利的详细数据分析,请查看文章:。

不锈钢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

不锈钢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

不锈钢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
2025-12-08 12500.00 12570.00 12575.00 12480.00 12590.00 12650.00 12655.00 12580.00 -90.00 -80.00 -80.00 -100.00
2025-12-05 12450.00 12500.00 12530.00 12440.00 12530.00 12590.00 12600.00 12530.00 -80.00 -90.00 -70.00 -90.00
2025-12-04 12465.00 12425.00 12480.00 12400.00 12540.00 12520.00 12560.00 12500.00 -75.00 -95.00 -80.00 -100.00
2025-12-03 12475.00 12465.00 12500.00 12435.00 12520.00 12545.00 12565.00 12515.00 -45.00 -80.00 -65.00 -80.00
2025-12-02 12460.00 12465.00 12490.00 12395.00 12515.00 12535.00 12555.00 12475.00 -55.00 -70.00 -65.00 -80.00
2025-12-01 12375.00 12445.00 12470.00 12330.00 12425.00 12515.00 12540.00 12410.00 -50.00 -70.00 -70.00 -80.00
2025-11-28 12420.00 12365.00 12425.00 12325.00 12450.00 12435.00 12485.00 12395.00 -30.00 -70.00 -60.00 -70.00
2025-11-27 12435.00 12410.00 12450.00 12380.00 12490.00 12480.00 12505.00 12450.00 -55.00 -70.00 -55.00 -70.00
2025-11-26 12410.00 12455.00 12475.00 12410.00 12470.00 12510.00 12535.00 12465.00 -60.00 -55.00 -60.00 -55.00
2025-11-25 12350.00 12405.00 12450.00 12315.00 12400.00 12465.00 12510.00 12375.00 -50.00 -60.00 -60.00 -60.00
2025-11-24 12280.00 12335.00 12385.00 12265.00 12370.00 12395.00 12440.00 12345.00 -90.00 -60.00 -55.00 -80.00
2025-11-21 12315.00 12290.00 12420.00 12285.00 12350.00 12370.00 12475.00 12350.00 -35.00 -80.00 -55.00 -65.00
2025-11-20 12330.00 12285.00 12380.00 12255.00 12380.00 12350.00 12450.00 12330.00 -50.00 -65.00 -70.00 -75.00
2025-11-19 12340.00 12335.00 12380.00 12310.00 12295.00 12230.00 12295.00 12230.00 45.00 105.00 85.00 80.00
2025-11-18 12415.00 12365.00 12420.00 12325.00 12350.00 12270.00 12350.00 12235.00 65.00 95.00 70.00 90.00
2025-11-17 12360.00 12415.00 12440.00 12310.00 12260.00 12335.00 12365.00 12220.00 100.00 80.00 75.00 90.00
2025-11-14 12470.00 12380.00 12480.00 12355.00 12405.00 12285.00 12435.00 12270.00 65.00 95.00 45.00 85.00
2025-11-13 12470.00 12475.00 12520.00 12445.00 12445.00 12420.00 12460.00 12385.00 25.00 55.00 60.00 60.00
2025-11-12 12450.00 12425.00 12485.00 12395.00 12520.00 12485.00 12545.00 12460.00 -70.00 -60.00 -60.00 -65.00
2025-11-11 12630.00 12465.00 12640.00 12450.00 12610.00 12520.00 12640.00 12510.00 20.00 -55.00 0.00 -60.00
2025-11-10 12545.00 12605.00 12645.00 12505.00 12555.00 12610.00 12630.00 12520.00 -10.00 -5.00 15.00 -15.00
2025-11-07 12605.00 12565.00 12620.00 12540.00 12610.00 12570.00 12620.00 12545.00 -5.00 -5.00 0.00 -5.00
2025-11-06 12545.00 12590.00 12595.00 12485.00 12555.00 12610.00 12610.00 12530.00 -10.00 -20.00 -15.00 -45.00
2025-11-05 12555.00 12535.00 12605.00 12505.00 12605.00 12575.00 12645.00 12560.00 -50.00 -40.00 -40.00 -55.00
2025-11-04 12625.00 12545.00 12640.00 12520.00 12675.00 12610.00 12680.00 12585.00 -50.00 -65.00 -40.00 -65.00
2025-11-03 12675.00 12630.00 12690.00 12575.00 12685.00 12685.00 12715.00 12625.00 -10.00 -55.00 -25.00 -50.00
2025-10-31 12710.00 12655.00 12725.00 12625.00 12760.00 12700.00 12765.00 12675.00 -50.00 -45.00 -40.00 -50.00
2025-10-30 12805.00 12725.00 12820.00 12675.00 12820.00 12765.00 12850.00 12730.00 -15.00 -40.00 -30.00 -55.00
2025-10-29 12750.00 12805.00 12820.00 12740.00 12750.00 12820.00 12840.00 12750.00 0.00 -15.00 -20.00 -10.00
2025-10-28 12800.00 12750.00 12825.00 12730.00 12810.00 12760.00 12820.00 12750.00 -10.00 -10.00 5.00 -20.00
2025-10-27 12820.00 12815.00 12870.00 12780.00 12800.00 12815.00 12865.00 12785.00 20.00 0.00 5.00 -5.00
2025-10-24 12770.00 12810.00 12840.00 12765.00 12805.00 12810.00 12850.00 12785.00 -35.00 0.00 -10.00 -20.00
2025-10-23 12700.00 12765.00 12820.00 12665.00 12720.00 12780.00 12825.00 12705.00 -20.00 -15.00 -5.00 -40.00
2025-10-22 12660.00 12710.00 12730.00 12645.00 12720.00 12740.00 12770.00 12710.00 -60.00 -30.00 -40.00 -65.00
2025-10-21 12600.00 12665.00 12725.00 12600.00 12700.00 12740.00 12790.00 12680.00 -100.00 -75.00 -65.00 -80.00
2025-10-20 12620.00 12595.00 12660.00 12565.00 12705.00 12695.00 12745.00 12660.00 -85.00 -100.00 -85.00 -95.00
2025-10-17 12610.00 12630.00 12650.00 12595.00 12600.00 12600.00 12615.00 12565.00 10.00 30.00 35.00 30.00
2025-10-16 12565.00 12615.00 12615.00 12495.00 12545.00 12585.00 12590.00 12465.00 20.00 30.00 25.00 30.00
2025-10-15 12540.00 12560.00 12585.00 12525.00 12560.00 12525.00 12560.00 12500.00 -20.00 35.00 25.00 25.00
2025-10-14 12660.00 12565.00 12685.00 12535.00 12610.00 12540.00 12660.00 12505.00 50.00 25.00 25.00 30.00
2025-10-13 12800.00 12655.00 12810.00 12610.00 12765.00 12635.00 12815.00 12590.00 35.00 20.00 -5.00 20.00
2025-10-10 12885.00 12780.00 12895.00 12770.00 12875.00 12805.00 12920.00 12795.00 10.00 -25.00 -25.00 -25.00
2025-10-09 12770.00 12860.00 12885.00 12715.00 12780.00 12880.00 12900.00 12740.00 -10.00 -20.00 -15.00 -25.00
2025-09-30 12765.00 12730.00 12840.00 12720.00 12785.00 12750.00 12865.00 12740.00 -20.00 -20.00 -25.00 -20.00
2025-09-29 12850.00 12760.00 12855.00 12740.00 12875.00 12785.00 12885.00 12765.00 -25.00 -25.00 -30.00 -25.00
2025-09-26 12920.00 12840.00 12925.00 12805.00 12970.00 12880.00 12970.00 12855.00 -50.00 -40.00 -45.00 -50.00
2025-09-25 12910.00 12930.00 12950.00 12855.00 12950.00 12970.00 12995.00 12905.00 -40.00 -40.00 -45.00 -50.00
2025-09-24 12905.00 12895.00 12950.00 12870.00 12920.00 12940.00 12980.00 12915.00 -15.00 -45.00 -30.00 -45.00
2025-09-23 12910.00 12890.00 12955.00 12865.00 12935.00 12925.00 12980.00 12900.00 -25.00 -35.00 -25.00 -35.00
2025-09-22 12860.00 12910.00 12970.00 12855.00 12885.00 12940.00 13000.00 12885.00 -25.00 -30.00 -30.00 -30.00
2025-09-19 12880.00 12860.00 12905.00 12830.00 12945.00 12910.00 12950.00 12870.00 -65.00 -50.00 -45.00 -40.00
2025-09-18 12920.00 12875.00 12985.00 12850.00 12960.00 12925.00 13015.00 12900.00 -40.00 -50.00 -30.00 -50.00
2025-09-17 12970.00 12935.00 12995.00 12885.00 13025.00 12985.00 13035.00 12935.00 -55.00 -50.00 -40.00 -50.00
2025-09-16 13080.00 12970.00 13140.00 12940.00 13110.00 13020.00 13170.00 12995.00 -30.00 -50.00 -30.00 -55.00
2025-09-15 12945.00 13070.00 13100.00 12925.00 12990.00 13110.00 13130.00 12965.00 -45.00 -40.00 -30.00 -40.00
2025-09-12 12880.00 12950.00 12980.00 12840.00 12795.00 12860.00 12890.00 12760.00 85.00 90.00 90.00 80.00
2025-09-11 12905.00 12870.00 12930.00 12860.00 12805.00 12795.00 12845.00 12775.00 100.00 75.00 85.00 85.00
2025-09-10 12940.00 12915.00 12955.00 12860.00 12825.00 12825.00 12875.00 12770.00 115.00 90.00 80.00 90.00
2025-09-09 12930.00 12950.00 12980.00 12880.00 12855.00 12860.00 12910.00 12805.00 75.00 90.00 70.00 75.00
2025-09-08 12860.00 12855.00 12885.00 12780.00 12920.00 12925.00 12950.00 12855.00 -60.00 -70.00 -65.00 -75.00
2025-09-05 12855.00 12850.00 12890.00 12630.00 12930.00 12920.00 12960.00 12705.00 -75.00 -70.00 -70.00 -75.00
2025-09-04 12930.00 12855.00 12930.00 12855.00 13015.00 12930.00 13015.00 12930.00 -85.00 -75.00 -85.00 -75.00
2025-09-03 12940.00 12915.00 12990.00 12885.00 13000.00 12985.00 13055.00 12960.00 -60.00 -70.00 -65.00 -75.00
2025-09-02 12940.00 12960.00 13030.00 12935.00 13005.00 13030.00 13085.00 12995.00 -65.00 -70.00 -55.00 -60.00
2025-09-01 12830.00 12950.00 12970.00 12765.00 12910.00 13010.00 13025.00 12840.00 -80.00 -60.00 -55.00 -75.00
2025-08-29 12855.00 12815.00 12875.00 12760.00 12940.00 12880.00 12945.00 12830.00 -85.00 -65.00 -70.00 -70.00
2025-08-28 12825.00 12850.00 12855.00 12750.00 12900.00 12915.00 12925.00 12830.00 -75.00 -65.00 -70.00 -80.00
2025-08-27 12850.00 12850.00 12915.00 12845.00 12895.00 12920.00 12985.00 12895.00 -45.00 -70.00 -70.00 -50.00
2025-08-26 12860.00 12840.00 12910.00 12830.00 12940.00 12910.00 12970.00 12895.00 -80.00 -70.00 -60.00 -65.00
2025-08-25 12770.00 12880.00 12905.00 12760.00 12810.00 12940.00 12965.00 12810.00 -40.00 -60.00 -60.00 -50.00
2025-08-22 12780.00 12750.00 12810.00 12700.00 12860.00 12825.00 12880.00 12780.00 -80.00 -75.00 -70.00 -80.00
2025-08-21 12830.00 12795.00 12860.00 12785.00 12750.00 12730.00 12800.00 12725.00 80.00 65.00 60.00 60.00
2025-08-20 12870.00 12820.00 12895.00 12765.00 12805.00 12755.00 12820.00 12695.00 65.00 65.00 75.00 70.00
2025-08-19 13000.00 12885.00 13025.00 12855.00 12900.00 12815.00 12975.00 12790.00 100.00 70.00 50.00 65.00
2025-08-18 13015.00 13010.00 13070.00 12970.00 12915.00 12935.00 13000.00 12905.00 100.00 75.00 70.00 65.00
2025-08-15 13025.00 13010.00 13080.00 12965.00 12975.00 12935.00 13000.00 12890.00 50.00 75.00 80.00 75.00
2025-08-14 13150.00 13025.00 13155.00 13000.00 13005.00 12945.00 13070.00 12915.00 145.00 80.00 85.00 85.00
2025-08-13 13200.00 13130.00 13240.00 13115.00 13145.00 13045.00 13160.00 13030.00 55.00 85.00 80.00 85.00
2025-08-12 13210.00 13200.00 13250.00 13180.00 13105.00 13125.00 13175.00 13105.00 105.00 75.00 75.00 75.00
2025-08-11 13050.00 13225.00 13280.00 13000.00 12985.00 13145.00 13210.00 12940.00 65.00 80.00 70.00 60.00
2025-08-08 13000.00 12985.00 13030.00 12945.00 13035.00 13050.00 13075.00 13010.00 -35.00 -65.00 -45.00 -65.00
2025-08-07 12980.00 13000.00 13015.00 12915.00 13040.00 13050.00 13055.00 12970.00 -60.00 -50.00 -40.00 -55.00
2025-08-06 12940.00 12935.00 12975.00 12885.00 13000.00 12995.00 13025.00 12940.00 -60.00 -60.00 -50.00 -55.00
2025-08-05 12920.00 12960.00 12985.00 12920.00 12975.00 13005.00 13025.00 12965.00 -55.00 -45.00 -40.00 -45.00
2025-08-04 12805.00 12925.00 12945.00 12755.00 12865.00 12970.00 12980.00 12815.00 -60.00 -45.00 -35.00 -60.00
2025-08-01 12820.00 12840.00 12915.00 12805.00 12855.00 12885.00 12955.00 12855.00 -35.00 -45.00 -40.00 -50.00
2025-07-31 12885.00 12805.00 12905.00 12765.00 12970.00 12855.00 12970.00 12820.00 -85.00 -50.00 -65.00 -55.00
2025-07-30 12915.00 12920.00 12995.00 12885.00 12950.00 12970.00 13030.00 12935.00 -35.00 -50.00 -35.00 -50.00
2025-07-29 12840.00 12920.00 12930.00 12830.00 12890.00 12950.00 12965.00 12885.00 -50.00 -30.00 -35.00 -55.00
2025-07-28 13045.00 12840.00 13130.00 12760.00 13050.00 12890.00 13160.00 12810.00 -5.00 -50.00 -30.00 -50.00
2025-07-25 12925.00 13030.00 13045.00 12865.00 12970.00 13060.00 13065.00 12915.00 -45.00 -30.00 -20.00 -50.00
2025-07-24 12930.00 12935.00 12960.00 12870.00 12970.00 12965.00 12990.00 12900.00 -40.00 -30.00 -30.00 -30.00
2025-07-23 12950.00 12900.00 13045.00 12835.00 12965.00 12945.00 13080.00 12875.00 -15.00 -45.00 -35.00 -40.00
2025-07-22 12905.00 12930.00 12945.00 12835.00 12955.00 12960.00 12975.00 12875.00 -50.00 -30.00 -30.00 -40.00
2025-07-21 12740.00 12905.00 12960.00 12735.00 12780.00 12915.00 12955.00 12750.00 -40.00 -10.00 5.00 -15.00
2025-07-18 12720.00 12725.00 12780.00 12685.00 12705.00 12740.00 12790.00 12690.00 15.00 -15.00 -10.00 -5.00
2025-07-17 12650.00 12730.00 12735.00 12600.00 12650.00 12750.00 12755.00 12610.00 0.00 -20.00 -20.00 -10.00
2025-07-16 12675.00 12670.00 12750.00 12650.00 12735.00 12695.00 12770.00 12665.00 -60.00 -25.00 -20.00 -15.00
2025-07-15 12695.00 12695.00 12750.00 12650.00 12700.00 12675.00 12735.00 12635.00 -5.00 20.00 15.00 15.00
2025-07-14 12670.00 12715.00 12740.00 12650.00 12690.00 12730.00 12750.00 12660.00 -20.00 -15.00 -10.00 -10.00
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