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
2025-07-11 78700.00 78430.00 78810.00 78370.00 78570.00 78340.00 78670.00 78290.00 130.00 90.00 140.00 80.00
2025-07-10 78340.00 78600.00 78680.00 78160.00 78130.00 78460.00 78560.00 78010.00 210.00 140.00 120.00 150.00
2025-07-09 79590.00 78400.00 80170.00 78270.00 79420.00 78200.00 79980.00 78110.00 170.00 200.00 190.00 160.00
2025-07-08 79370.00 79620.00 79690.00 79300.00 79170.00 79450.00 79510.00 79110.00 200.00 170.00 180.00 190.00
2025-07-07 79810.00 79270.00 79950.00 79120.00 79630.00 79120.00 79750.00 78940.00 180.00 150.00 200.00 180.00
2025-07-04 80460.00 79730.00 80760.00 79620.00 80300.00 79560.00 80570.00 79430.00 160.00 170.00 190.00 190.00
2025-07-03 80560.00 80560.00 80990.00 80530.00 80360.00 80390.00 80780.00 80350.00 200.00 170.00 210.00 180.00
2025-07-02 80620.00 80540.00 80930.00 80320.00 80390.00 80350.00 80700.00 80100.00 230.00 190.00 230.00 220.00
2025-07-01 79630.00 80640.00 80760.00 79560.00 79460.00 80390.00 80520.00 79370.00 170.00 250.00 240.00 190.00
2025-06-30 79520.00 79870.00 79990.00 79500.00 79710.00 80100.00 80190.00 79650.00 -190.00 -230.00 -200.00 -150.00
2025-06-27 79360.00 79920.00 80060.00 79320.00 79450.00 80080.00 80160.00 79360.00 -90.00 -160.00 -100.00 -40.00
2025-06-26 78600.00 78890.00 78930.00 78510.00 78610.00 79000.00 79030.00 78610.00 -10.00 -110.00 -100.00 -100.00
2025-06-25 78410.00 78810.00 78850.00 78300.00 78330.00 78680.00 78750.00 78130.00 80.00 130.00 100.00 170.00
2025-06-24 78340.00 78640.00 78690.00 78200.00 78040.00 78480.00 78520.00 78000.00 300.00 160.00 170.00 200.00
2025-06-23 78480.00 78290.00 78580.00 78170.00 78270.00 78080.00 78320.00 77950.00 210.00 210.00 260.00 220.00
2025-06-20 78160.00 77990.00 78480.00 77920.00 78000.00 77750.00 78270.00 77670.00 160.00 240.00 210.00 250.00
2025-06-19 78640.00 78310.00 78700.00 78230.00 78480.00 78130.00 78550.00 78030.00 160.00 180.00 150.00 200.00
2025-06-18 78600.00 78860.00 78870.00 78360.00 78420.00 78690.00 78700.00 78190.00 180.00 170.00 170.00 170.00
2025-06-17 78640.00 78570.00 78730.00 78420.00 78410.00 78380.00 78570.00 78250.00 230.00 190.00 160.00 170.00
2025-06-16 77910.00 78550.00 78650.00 77810.00 77700.00 78340.00 78420.00 77630.00 210.00 210.00 230.00 180.00
2025-06-13 78600.00 78010.00 78760.00 77800.00 78540.00 77800.00 78600.00 77610.00 60.00 210.00 160.00 190.00
2025-06-12 78740.00 78610.00 78880.00 78510.00 78520.00 78450.00 78780.00 78370.00 220.00 160.00 100.00 140.00
2025-06-11 79150.00 79290.00 79340.00 79030.00 78990.00 79200.00 79250.00 78900.00 160.00 90.00 90.00 130.00
2025-06-10 78920.00 78880.00 79470.00 78880.00 78790.00 78770.00 79320.00 78750.00 130.00 110.00 150.00 130.00
2025-06-09 78580.00 78910.00 78920.00 78480.00 78470.00 78790.00 78800.00 78360.00 110.00 120.00 120.00 120.00
2025-06-06 78960.00 78930.00 79180.00 78410.00 78800.00 78820.00 79070.00 78310.00 160.00 110.00 110.00 100.00
2025-06-05 78050.00 78170.00 78260.00 77960.00 77980.00 78040.00 78100.00 77790.00 70.00 130.00 160.00 170.00
2025-06-04 77910.00 78200.00 78400.00 77890.00 78050.00 78350.00 78590.00 78050.00 -140.00 -150.00 -190.00 -160.00
2025-06-03 77920.00 77650.00 78250.00 77390.00 78090.00 77940.00 78500.00 77680.00 -170.00 -290.00 -250.00 -290.00
2025-05-30 78080.00 77600.00 78100.00 77530.00 78360.00 77930.00 78360.00 77890.00 -280.00 -330.00 -260.00 -360.00
2025-05-29 78010.00 78130.00 78190.00 77700.00 78300.00 78400.00 78450.00 78050.00 -290.00 -270.00 -260.00 -350.00
2025-05-28 78160.00 77870.00 78240.00 77820.00 78360.00 78200.00 78510.00 78150.00 -200.00 -330.00 -270.00 -330.00
2025-05-27 78180.00 78210.00 78630.00 78020.00 77740.00 77900.00 78340.00 77710.00 440.00 310.00 290.00 310.00
2025-05-26 77680.00 78270.00 78480.00 77680.00 77360.00 77890.00 78150.00 77310.00 320.00 380.00 330.00 370.00
2025-05-23 77730.00 77790.00 78040.00 77600.00 77380.00 77360.00 77730.00 77260.00 350.00 430.00 310.00 340.00
2025-05-22 78010.00 77920.00 78060.00 77730.00 77750.00 77600.00 77800.00 77470.00 260.00 320.00 260.00 260.00
2025-05-21 77880.00 78100.00 78320.00 77720.00 77480.00 77810.00 78080.00 77380.00 400.00 290.00 240.00 340.00
2025-05-20 77980.00 77540.00 78180.00 77510.00 77500.00 77190.00 77760.00 77180.00 480.00 350.00 420.00 330.00
2025-05-19 77920.00 77820.00 78090.00 77540.00 77430.00 77380.00 77660.00 77100.00 490.00 440.00 430.00 440.00
2025-05-16 78160.00 78140.00 78610.00 78010.00 77700.00 77710.00 78170.00 77570.00 460.00 430.00 440.00 440.00
2025-05-15 78900.00 77870.00 79090.00 77860.00 78550.00 77500.00 78650.00 77480.00 350.00 370.00 440.00 380.00
2025-05-14 77930.00 78940.00 79050.00 77830.00 77500.00 78460.00 78580.00 77400.00 430.00 480.00 470.00 430.00
2025-05-13 78080.00 78090.00 78190.00 77620.00 77670.00 77600.00 77700.00 77210.00 410.00 490.00 490.00 410.00
2025-05-12 77950.00 78260.00 78280.00 77710.00 77450.00 77790.00 77800.00 77200.00 500.00 470.00 480.00 510.00
2025-05-09 77540.00 77450.00 78170.00 77370.00 76820.00 76910.00 77620.00 76810.00 720.00 540.00 550.00 560.00
2025-05-08 77620.00 77330.00 77980.00 77280.00 77210.00 76780.00 77530.00 76760.00 410.00 550.00 450.00 520.00
2025-05-07 77830.00 77790.00 78560.00 77610.00 77410.00 77410.00 78160.00 77240.00 420.00 380.00 400.00 370.00
2025-05-06 77160.00 77600.00 77970.00 77030.00 76890.00 77230.00 77630.00 76830.00 270.00 370.00 340.00 200.00
2025-04-30 77950.00 77220.00 77990.00 77180.00 78190.00 77450.00 78190.00 77450.00 -240.00 -230.00 -200.00 -270.00
2025-04-29 77740.00 77600.00 77760.00 77300.00 77950.00 77830.00 77950.00 77530.00 -210.00 -230.00 -190.00 -230.00
2025-04-28 77510.00 77580.00 77730.00 77010.00 77740.00 77760.00 77900.00 77260.00 -230.00 -180.00 -170.00 -250.00
2025-04-25 77500.00 77440.00 77980.00 77270.00 77740.00 77650.00 78140.00 77540.00 -240.00 -210.00 -160.00 -270.00
2025-04-24 77960.00 77410.00 78090.00 77330.00 78130.00 77600.00 78270.00 77580.00 -170.00 -190.00 -180.00 -250.00
2025-04-23 77290.00 77890.00 78520.00 77150.00 77410.00 78090.00 78640.00 77340.00 -120.00 -200.00 -120.00 -190.00
2025-04-22 77400.00 77120.00 77490.00 76550.00 77590.00 77330.00 77620.00 76810.00 -190.00 -210.00 -130.00 -260.00
2025-04-21 76110.00 77290.00 77360.00 75820.00 76160.00 77420.00 77480.00 75970.00 -50.00 -130.00 -120.00 -150.00
2025-04-18 75800.00 76140.00 76280.00 75550.00 75820.00 76220.00 76360.00 75650.00 -20.00 -80.00 -80.00 -100.00
2025-04-17 75450.00 75780.00 76190.00 75340.00 75490.00 75870.00 76250.00 75440.00 -40.00 -90.00 -60.00 -100.00
2025-04-16 75500.00 75260.00 76130.00 74900.00 75730.00 75350.00 76180.00 75070.00 -230.00 -90.00 -50.00 -170.00
2025-04-15 76590.00 75970.00 76590.00 75650.00 76350.00 75870.00 76490.00 75560.00 240.00 100.00 100.00 90.00
2025-04-14 75570.00 76310.00 76420.00 75150.00 75480.00 76260.00 76360.00 75050.00 90.00 50.00 60.00 100.00
2025-04-11 74770.00 75230.00 75340.00 74160.00 74720.00 75140.00 75220.00 74040.00 50.00 90.00 120.00 120.00
2025-04-10 71790.00 75300.00 75680.00 71690.00 71730.00 75220.00 75620.00 71560.00 60.00 80.00 60.00 130.00
2025-04-09 73410.00 72130.00 74010.00 71320.00 73340.00 72000.00 73880.00 71140.00 70.00 130.00 130.00 180.00
2025-04-08 72580.00 73360.00 74640.00 72580.00 72900.00 73210.00 74550.00 72500.00 -320.00 150.00 90.00 80.00
2025-04-07 73640.00 73640.00 75500.00 73640.00 73600.00 73600.00 75350.00 73600.00 40.00 40.00 150.00 40.00
2025-04-03 79840.00 78860.00 79950.00 78660.00 79750.00 78800.00 79920.00 78620.00 90.00 60.00 30.00 40.00
2025-04-02 79910.00 79890.00 80220.00 79580.00 79900.00 79860.00 80200.00 79570.00 10.00 30.00 20.00 10.00
2025-04-01 79860.00 80430.00 80460.00 79430.00 79800.00 80420.00 80450.00 79430.00 60.00 10.00 10.00 0.00
2025-03-31 80660.00 79950.00 81190.00 79760.00 80680.00 79990.00 81190.00 79740.00 -20.00 -40.00 0.00 20.00
2025-03-28 80930.00 80450.00 81170.00 80370.00 81020.00 80460.00 81170.00 80380.00 -90.00 -10.00 0.00 -10.00
2025-03-27 81670.00 81560.00 81970.00 81130.00 81670.00 81560.00 81950.00 81120.00 0.00 0.00 20.00 10.00
2025-03-26 81960.00 82000.00 83320.00 81660.00 82000.00 81950.00 83270.00 81630.00 -40.00 50.00 50.00 30.00
2025-03-25 82010.00 81910.00 82110.00 81420.00 81970.00 81900.00 82060.00 81400.00 40.00 10.00 50.00 20.00
2025-03-24 80530.00 81840.00 81950.00 80190.00 80550.00 81820.00 81870.00 80180.00 -20.00 20.00 80.00 10.00
2025-03-21 81310.00 80610.00 81810.00 80530.00 81320.00 80630.00 81740.00 80520.00 -10.00 -20.00 70.00 10.00
2025-03-20 81060.00 81670.00 81720.00 80850.00 81140.00 81640.00 81660.00 80790.00 -80.00 30.00 60.00 60.00
2025-03-19 80560.00 80890.00 81070.00 80220.00 80440.00 80810.00 81020.00 80150.00 120.00 80.00 50.00 70.00
2025-03-18 80270.00 80260.00 80700.00 79970.00 80200.00 80190.00 80550.00 79850.00 70.00 70.00 150.00 120.00
2025-03-17 80300.00 80520.00 80570.00 79820.00 80120.00 80410.00 80420.00 79690.00 180.00 110.00 150.00 130.00
2025-03-14 79480.00 80500.00 80530.00 79340.00 79250.00 80360.00 80380.00 79210.00 230.00 140.00 150.00 130.00
2025-03-13 79800.00 79330.00 79870.00 79250.00 79890.00 79450.00 79970.00 79340.00 -90.00 -120.00 -100.00 -90.00
2025-03-12 78420.00 79410.00 79470.00 78270.00 78510.00 79470.00 79560.00 78320.00 -90.00 -60.00 -90.00 -50.00
2025-03-11 78140.00 78030.00 78320.00 77240.00 78240.00 78070.00 78370.00 77320.00 -100.00 -40.00 -50.00 -80.00
2025-03-10 78440.00 78270.00 78910.00 78150.00 78470.00 78340.00 78960.00 78170.00 -30.00 -70.00 -50.00 -20.00
2025-03-07 78500.00 78320.00 79280.00 78290.00 78560.00 78370.00 79330.00 78340.00 -60.00 -50.00 -50.00 -50.00
2025-03-06 77980.00 78260.00 78540.00 77640.00 77980.00 78280.00 78590.00 77660.00 0.00 -20.00 -50.00 -20.00
2025-03-05 76980.00 77510.00 77550.00 76660.00 77010.00 77520.00 77580.00 76690.00 -30.00 -10.00 -30.00 -30.00
2025-03-04 77190.00 76940.00 77430.00 76900.00 77340.00 77000.00 77470.00 76950.00 -150.00 -60.00 -40.00 -50.00
2025-03-03 76850.00 77050.00 77380.00 76630.00 77050.00 77150.00 77450.00 76710.00 -200.00 -100.00 -70.00 -80.00
2025-02-28 77140.00 76840.00 77330.00 76720.00 77300.00 76960.00 77410.00 76830.00 -160.00 -120.00 -80.00 -110.00
2025-02-27 77310.00 77070.00 77350.00 76840.00 77390.00 77160.00 77440.00 76960.00 -80.00 -90.00 -90.00 -120.00
2025-02-26 77200.00 77130.00 77590.00 76530.00 77010.00 77020.00 77420.00 76510.00 190.00 110.00 170.00 20.00
2025-02-25 77220.00 76810.00 77430.00 76810.00 77360.00 76950.00 77580.00 76920.00 -140.00 -140.00 -150.00 -110.00
2025-02-24 77290.00 77140.00 77540.00 77040.00 77350.00 77320.00 77700.00 77190.00 -60.00 -180.00 -160.00 -150.00
2025-02-21 77730.00 77020.00 77750.00 76910.00 77940.00 77170.00 77940.00 77070.00 -210.00 -150.00 -190.00 -160.00
2025-02-20 77510.00 77620.00 77740.00 77100.00 77670.00 77850.00 77920.00 77280.00 -160.00 -230.00 -180.00 -180.00
2025-02-19 76720.00 77080.00 77370.00 76670.00 76830.00 77270.00 77550.00 76820.00 -110.00 -190.00 -180.00 -150.00
2025-02-18 76740.00 76850.00 77030.00 76620.00 76890.00 77010.00 77180.00 76770.00 -150.00 -160.00 -150.00 -150.00
2025-02-17 78440.00 77030.00 78580.00 76880.00 78740.00 77220.00 78740.00 77010.00 -300.00 -190.00 -160.00 -130.00
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