沪铜期货跨期套利数据回测

本页面展示沪铜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

关于沪铜期货跨期套利的详细数据分析,请查看文章:。

沪铜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

沪铜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

沪铜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 92520.00 92380.00 92860.00 91690.00 92520.00 92470.00 92940.00 91800.00 0.00 -90.00 -80.00 -110.00
2025-12-05 90600.00 92780.00 92910.00 90400.00 90520.00 92820.00 92950.00 90460.00 80.00 -40.00 -40.00 -60.00
2025-12-04 90070.00 90980.00 91450.00 90050.00 90080.00 91020.00 91480.00 90080.00 -10.00 -40.00 -30.00 -30.00
2025-12-03 89100.00 89210.00 89450.00 88550.00 89030.00 89230.00 89450.00 88560.00 70.00 -20.00 0.00 -10.00
2025-12-02 89410.00 88920.00 89920.00 88330.00 89450.00 88930.00 89940.00 88390.00 -40.00 -10.00 -20.00 -60.00
2025-12-01 87630.00 89280.00 89650.00 87520.00 87680.00 89320.00 89660.00 87520.00 -50.00 -40.00 -10.00 0.00
2025-11-28 86800.00 87430.00 87550.00 86580.00 86880.00 87400.00 87520.00 86620.00 -80.00 30.00 30.00 -40.00
2025-11-27 87200.00 86990.00 87300.00 86820.00 87170.00 87030.00 87320.00 86840.00 30.00 -40.00 -20.00 -20.00
2025-11-26 86750.00 86590.00 87200.00 86250.00 86600.00 86560.00 87120.00 86200.00 150.00 30.00 80.00 50.00
2025-11-25 86080.00 86600.00 86840.00 85940.00 86030.00 86540.00 86780.00 85900.00 50.00 60.00 60.00 40.00
2025-11-24 85750.00 86080.00 86350.00 85670.00 85680.00 86030.00 86300.00 85630.00 70.00 50.00 50.00 40.00
2025-11-21 86380.00 85660.00 86630.00 85600.00 86460.00 85650.00 86560.00 85600.00 -80.00 10.00 70.00 0.00
2025-11-20 86540.00 86130.00 86640.00 86100.00 86450.00 86080.00 86580.00 86060.00 90.00 50.00 60.00 40.00
2025-11-19 85530.00 86080.00 86200.00 85520.00 85540.00 86110.00 86250.00 85510.00 -10.00 -30.00 -50.00 10.00
2025-11-18 86440.00 85650.00 86530.00 85540.00 86470.00 85660.00 86520.00 85520.00 -30.00 -10.00 10.00 20.00
2025-11-17 86640.00 86450.00 86900.00 85900.00 86600.00 86450.00 86860.00 85870.00 40.00 0.00 40.00 30.00
2025-11-14 87650.00 86900.00 87920.00 86710.00 87720.00 86900.00 87960.00 86750.00 -70.00 0.00 -40.00 -40.00
2025-11-13 87100.00 87550.00 87700.00 86840.00 87060.00 87580.00 87760.00 86890.00 40.00 -30.00 -60.00 -50.00
2025-11-12 86590.00 86840.00 87050.00 86350.00 86580.00 86840.00 87090.00 86380.00 10.00 0.00 -40.00 -30.00
2025-11-11 86790.00 86630.00 87050.00 86310.00 86800.00 86720.00 87090.00 86380.00 -10.00 -90.00 -40.00 -70.00
2025-11-10 86110.00 86480.00 86790.00 85750.00 86100.00 86520.00 86820.00 85800.00 10.00 -40.00 -30.00 -50.00
2025-11-07 86320.00 85940.00 86450.00 85600.00 86350.00 85960.00 86430.00 85630.00 -30.00 -20.00 20.00 -30.00
2025-11-06 85550.00 86320.00 86550.00 85400.00 85570.00 86350.00 86570.00 85420.00 -20.00 -30.00 -20.00 -20.00
2025-11-05 85000.00 85670.00 85960.00 84900.00 85000.00 85690.00 85960.00 84950.00 0.00 -20.00 0.00 -50.00
2025-11-04 87430.00 85740.00 87440.00 85480.00 87390.00 85710.00 87460.00 85480.00 40.00 30.00 -20.00 0.00
2025-11-03 87210.00 87300.00 87450.00 86700.00 87150.00 87380.00 87460.00 86730.00 60.00 -80.00 -10.00 -30.00
2025-10-31 87380.00 87010.00 87830.00 86530.00 87310.00 87030.00 87840.00 86540.00 70.00 -20.00 -10.00 -10.00
2025-10-30 88780.00 87960.00 89270.00 87640.00 88780.00 87970.00 89290.00 87680.00 0.00 -10.00 -20.00 -40.00
2025-10-29 87220.00 88710.00 88970.00 87210.00 87370.00 88700.00 88960.00 87240.00 -150.00 10.00 10.00 -30.00
2025-10-28 88160.00 86980.00 88400.00 86700.00 88220.00 86990.00 88310.00 86700.00 -60.00 -10.00 90.00 0.00
2025-10-27 87050.00 88370.00 88700.00 86940.00 87140.00 88390.00 88620.00 86900.00 -90.00 -20.00 80.00 40.00
2025-10-24 86450.00 87720.00 87860.00 86230.00 86360.00 87700.00 87800.00 86200.00 90.00 20.00 60.00 30.00
2025-10-23 85280.00 86070.00 86260.00 85100.00 85190.00 86030.00 86200.00 85080.00 90.00 40.00 60.00 20.00
2025-10-22 85300.00 85420.00 85420.00 84500.00 85120.00 85380.00 85380.00 84520.00 180.00 40.00 40.00 -20.00
2025-10-21 85220.00 85400.00 85880.00 85220.00 85280.00 85380.00 85840.00 85190.00 -60.00 20.00 40.00 30.00
2025-10-20 84660.00 85380.00 85980.00 84410.00 84590.00 85380.00 85950.00 84450.00 70.00 0.00 30.00 -40.00
2025-10-17 84530.00 84390.00 85440.00 84220.00 84450.00 84390.00 85400.00 84220.00 80.00 0.00 40.00 0.00
2025-10-16 85240.00 85050.00 85410.00 84430.00 85360.00 85070.00 85450.00 84460.00 -120.00 -20.00 -40.00 -30.00
2025-10-15 84180.00 85800.00 85990.00 83820.00 84120.00 85850.00 86000.00 83870.00 60.00 -50.00 -10.00 -50.00
2025-10-14 85800.00 84410.00 86790.00 84070.00 85670.00 84380.00 86830.00 84030.00 130.00 30.00 -40.00 40.00
2025-10-13 86600.00 85120.00 86780.00 82630.00 86400.00 85120.00 86810.00 82300.00 200.00 0.00 -30.00 330.00
2025-10-10 87400.00 85910.00 88090.00 85720.00 87470.00 85910.00 88170.00 85730.00 -70.00 0.00 -80.00 -10.00
2025-10-09 84610.00 86750.00 87000.00 84610.00 84940.00 86820.00 87030.00 84700.00 -330.00 -70.00 -30.00 -90.00
2025-09-30 82400.00 83110.00 83820.00 82380.00 82480.00 83110.00 83820.00 82410.00 -80.00 0.00 0.00 -30.00
2025-09-29 82270.00 82370.00 82450.00 81640.00 82100.00 82360.00 82460.00 81680.00 170.00 10.00 -10.00 -40.00
2025-09-26 82290.00 82470.00 83090.00 82260.00 82390.00 82480.00 83070.00 82280.00 -100.00 -10.00 20.00 -20.00
2025-09-25 81000.00 82710.00 82980.00 80750.00 80960.00 82660.00 82950.00 80750.00 40.00 50.00 30.00 0.00
2025-09-24 79980.00 79960.00 80130.00 79860.00 80000.00 79970.00 80110.00 79870.00 -20.00 -10.00 20.00 -10.00
2025-09-23 80080.00 79920.00 80200.00 79820.00 80120.00 79930.00 80180.00 79840.00 -40.00 -10.00 20.00 -20.00
2025-09-22 79950.00 80160.00 80350.00 79910.00 79930.00 80190.00 80350.00 79880.00 20.00 -30.00 0.00 30.00
2025-09-19 79650.00 79910.00 80080.00 79550.00 79680.00 79850.00 80080.00 79510.00 -30.00 60.00 0.00 40.00
2025-09-18 79950.00 79620.00 80000.00 79500.00 79980.00 79580.00 80030.00 79430.00 -30.00 40.00 -30.00 70.00
2025-09-17 81010.00 80560.00 81200.00 80380.00 81060.00 80560.00 81230.00 80350.00 -50.00 0.00 -30.00 30.00
2025-09-16 80890.00 80880.00 81530.00 80670.00 80950.00 80870.00 81550.00 80660.00 -60.00 10.00 -20.00 10.00
2025-09-15 80750.00 80940.00 81100.00 80570.00 80880.00 80910.00 81080.00 80560.00 -130.00 30.00 20.00 10.00
2025-09-12 80160.00 81060.00 81190.00 80080.00 80210.00 81080.00 81160.00 80050.00 -50.00 -20.00 30.00 30.00
2025-09-11 79950.00 80130.00 80280.00 79870.00 79860.00 80100.00 80270.00 79860.00 90.00 30.00 10.00 10.00
2025-09-10 79590.00 79790.00 79930.00 79480.00 79520.00 79760.00 79900.00 79480.00 70.00 30.00 30.00 0.00
2025-09-09 79690.00 79650.00 79910.00 79530.00 79750.00 79640.00 79870.00 79500.00 -60.00 10.00 40.00 30.00
2025-09-08 80290.00 79650.00 80410.00 79400.00 80260.00 79620.00 80380.00 79380.00 30.00 30.00 30.00 20.00
2025-09-05 79680.00 80140.00 80280.00 79620.00 79690.00 80140.00 80250.00 79610.00 -10.00 0.00 30.00 10.00
2025-09-04 80000.00 79770.00 80430.00 79550.00 79990.00 79740.00 80390.00 79520.00 10.00 30.00 40.00 30.00
2025-09-03 79500.00 80110.00 80700.00 79470.00 79500.00 80060.00 80660.00 79450.00 0.00 50.00 40.00 20.00
2025-09-02 79640.00 79660.00 80020.00 79540.00 79710.00 79600.00 79970.00 79500.00 -70.00 60.00 50.00 40.00
2025-09-01 79670.00 79780.00 79980.00 79460.00 79650.00 79750.00 79930.00 79420.00 20.00 30.00 50.00 40.00
2025-08-29 78920.00 79410.00 79630.00 78830.00 78960.00 79440.00 79610.00 78860.00 -40.00 -30.00 20.00 -30.00
2025-08-28 78820.00 78930.00 79010.00 78650.00 78850.00 78940.00 79030.00 78710.00 -30.00 -10.00 -20.00 -60.00
2025-08-27 79290.00 79190.00 79580.00 79160.00 79230.00 79180.00 79550.00 79170.00 60.00 10.00 30.00 -10.00
2025-08-26 79600.00 79190.00 79810.00 79040.00 79640.00 79230.00 79770.00 79060.00 -40.00 -40.00 40.00 -20.00
2025-08-25 78710.00 79690.00 79830.00 78710.00 78680.00 79690.00 79860.00 78670.00 30.00 0.00 -30.00 40.00
2025-08-22 78680.00 78690.00 78890.00 78600.00 78580.00 78650.00 78880.00 78540.00 100.00 40.00 10.00 60.00
2025-08-21 78560.00 78540.00 78800.00 78480.00 78510.00 78510.00 78770.00 78450.00 50.00 30.00 30.00 30.00
2025-08-20 78690.00 78640.00 78770.00 78500.00 78700.00 78630.00 78740.00 78420.00 -10.00 10.00 30.00 80.00
2025-08-19 78840.00 78890.00 78980.00 78760.00 78750.00 78870.00 78960.00 78740.00 90.00 20.00 20.00 20.00
2025-08-18 79060.00 78950.00 79290.00 78860.00 78890.00 78910.00 79260.00 78840.00 170.00 40.00 30.00 20.00
2025-08-15 78760.00 79060.00 79210.00 78740.00 78800.00 79050.00 79200.00 78710.00 -40.00 10.00 10.00 30.00
2025-08-14 79290.00 78950.00 79350.00 78880.00 79370.00 78930.00 79390.00 78880.00 -80.00 20.00 -40.00 0.00
2025-08-13 79220.00 79380.00 79510.00 79170.00 79250.00 79380.00 79560.00 79240.00 -30.00 0.00 -50.00 -70.00
2025-08-12 78750.00 79020.00 79120.00 78750.00 78880.00 79080.00 79170.00 78790.00 -130.00 -60.00 -50.00 -40.00
2025-08-11 78500.00 79020.00 79170.00 78410.00 78530.00 79050.00 79200.00 78430.00 -30.00 -30.00 -30.00 -20.00
2025-08-08 78420.00 78490.00 78610.00 78320.00 78350.00 78470.00 78580.00 78290.00 70.00 20.00 30.00 30.00
2025-08-07 78380.00 78460.00 78490.00 78230.00 78350.00 78470.00 78490.00 78240.00 30.00 -10.00 0.00 -10.00
2025-08-06 78170.00 78280.00 78320.00 78050.00 78200.00 78290.00 78320.00 78050.00 -30.00 -10.00 0.00 0.00
2025-08-05 78460.00 78580.00 78590.00 78330.00 78450.00 78580.00 78600.00 78330.00 10.00 0.00 -10.00 0.00
2025-08-04 78380.00 78330.00 78500.00 78030.00 78310.00 78330.00 78480.00 78000.00 70.00 0.00 20.00 30.00
2025-08-01 78180.00 78400.00 78800.00 77960.00 78030.00 78390.00 78780.00 77940.00 150.00 10.00 20.00 20.00
2025-07-31 78640.00 78040.00 78850.00 77950.00 78700.00 78050.00 78830.00 77950.00 -60.00 -10.00 20.00 0.00
2025-07-30 78910.00 78930.00 79240.00 78870.00 78990.00 78930.00 79190.00 78860.00 -80.00 0.00 50.00 10.00
2025-07-29 79130.00 78840.00 79250.00 78810.00 79150.00 78830.00 79210.00 78810.00 -20.00 10.00 40.00 0.00
2025-07-28 79180.00 79000.00 79300.00 78730.00 79170.00 79000.00 79250.00 78700.00 10.00 0.00 50.00 30.00
2025-07-25 79520.00 79250.00 79550.00 79140.00 79520.00 79170.00 79520.00 79100.00 0.00 80.00 30.00 40.00
2025-07-24 79880.00 79890.00 80020.00 79660.00 79840.00 79830.00 79920.00 79560.00 40.00 60.00 100.00 100.00
2025-07-23 79830.00 79590.00 80140.00 79510.00 79750.00 79520.00 80050.00 79440.00 80.00 70.00 90.00 70.00
2025-07-22 79720.00 79740.00 79880.00 79450.00 79510.00 79670.00 79780.00 79400.00 210.00 70.00 100.00 50.00
2025-07-21 78500.00 79700.00 79750.00 78490.00 78560.00 79770.00 79800.00 78530.00 -60.00 -70.00 -50.00 -40.00
2025-07-18 77800.00 78410.00 78590.00 77800.00 77870.00 78440.00 78640.00 77830.00 -70.00 -30.00 -50.00 -30.00
2025-07-17 77810.00 77840.00 78090.00 77760.00 77850.00 77850.00 78120.00 77780.00 -40.00 -10.00 -30.00 -20.00
2025-07-16 77960.00 77980.00 78160.00 77810.00 77930.00 77970.00 78140.00 77800.00 30.00 10.00 20.00 10.00
2025-07-15 77900.00 78090.00 78160.00 77700.00 77750.00 77990.00 78070.00 77610.00 150.00 100.00 90.00 90.00
2025-07-14 78040.00 78400.00 78520.00 78010.00 77920.00 78290.00 78420.00 77910.00 120.00 110.00 100.00 100.00
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