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
2025-02-14 77500.00 78090.00 78330.00 77120.00 77800.00 78320.00 78540.00 77300.00 -300.00 -230.00 -210.00 -180.00
2025-02-13 77100.00 77560.00 77730.00 76930.00 77220.00 77730.00 77920.00 77110.00 -120.00 -170.00 -190.00 -180.00
2025-02-12 76750.00 77000.00 77060.00 76530.00 76900.00 77170.00 77250.00 76680.00 -150.00 -170.00 -190.00 -150.00
2025-02-11 77410.00 77150.00 77650.00 76920.00 77560.00 77290.00 77810.00 77100.00 -150.00 -140.00 -160.00 -180.00
2025-02-10 77360.00 77370.00 77950.00 76950.00 77660.00 77580.00 78120.00 77100.00 -300.00 -210.00 -170.00 -150.00
2025-02-07 76250.00 77250.00 77360.00 76020.00 76490.00 77460.00 77520.00 76160.00 -240.00 -210.00 -160.00 -140.00
2025-02-06 75080.00 76480.00 76560.00 74840.00 75190.00 76620.00 76700.00 75000.00 -110.00 -140.00 -140.00 -160.00
2025-02-05 75350.00 75290.00 75530.00 75130.00 75900.00 75470.00 75900.00 75300.00 -550.00 -180.00 -370.00 -170.00
2025-01-27 75950.00 75540.00 76100.00 75200.00 76060.00 75680.00 76220.00 75370.00 -110.00 -140.00 -120.00 -170.00
2025-01-24 75200.00 75870.00 75870.00 75110.00 75110.00 75720.00 75730.00 74990.00 90.00 150.00 140.00 120.00
2025-01-23 75580.00 74960.00 75650.00 74920.00 75430.00 74850.00 75500.00 74800.00 150.00 110.00 150.00 120.00
2025-01-22 75380.00 75520.00 75760.00 75330.00 75280.00 75360.00 75620.00 75240.00 100.00 160.00 140.00 90.00
2025-01-21 75350.00 75630.00 75900.00 75150.00 75180.00 75480.00 75760.00 75110.00 170.00 150.00 140.00 40.00
2025-01-20 76340.00 75400.00 76380.00 75320.00 76280.00 75300.00 76280.00 75220.00 60.00 100.00 100.00 100.00
2025-01-17 76300.00 76540.00 76650.00 76070.00 76160.00 76410.00 76450.00 75920.00 140.00 130.00 200.00 150.00
2025-01-16 75450.00 76260.00 76320.00 75320.00 75140.00 76080.00 76150.00 75140.00 310.00 180.00 170.00 180.00
2025-01-15 75280.00 75140.00 75600.00 74960.00 75500.00 75250.00 75750.00 75030.00 -220.00 -110.00 -150.00 -70.00
2025-01-14 75390.00 75430.00 75490.00 75020.00 75510.00 75530.00 75630.00 75140.00 -120.00 -100.00 -140.00 -120.00
2025-01-13 75160.00 75550.00 75570.00 74880.00 75370.00 75620.00 75710.00 74980.00 -210.00 -70.00 -140.00 -100.00
2025-01-10 75020.00 75270.00 75370.00 74980.00 75070.00 75350.00 75490.00 75070.00 -50.00 -80.00 -120.00 -90.00
2025-01-09 74300.00 74920.00 74980.00 74220.00 74400.00 75000.00 75060.00 74300.00 -100.00 -80.00 -80.00 -80.00
2025-01-08 74500.00 74480.00 74580.00 74260.00 74650.00 74550.00 74660.00 74320.00 -150.00 -70.00 -80.00 -60.00
2025-01-07 74530.00 74470.00 74680.00 74110.00 74550.00 74550.00 74780.00 74190.00 -20.00 -80.00 -100.00 -80.00
2025-01-06 73230.00 73600.00 74130.00 73130.00 73200.00 73690.00 74210.00 73200.00 30.00 -90.00 -80.00 -70.00
2025-01-03 73130.00 72920.00 73360.00 72780.00 73150.00 73000.00 73440.00 72860.00 -20.00 -80.00 -80.00 -80.00
2025-01-02 73310.00 73280.00 73440.00 73030.00 73410.00 73380.00 73510.00 73110.00 -100.00 -100.00 -70.00 -80.00
2024-12-31 73960.00 73770.00 74010.00 73640.00 74000.00 73800.00 74000.00 73670.00 -40.00 -30.00 10.00 -30.00
2024-12-30 73930.00 74270.00 74360.00 73930.00 74020.00 74210.00 74320.00 73950.00 -90.00 60.00 40.00 -20.00
2024-12-27 74580.00 74090.00 74690.00 74070.00 74490.00 74110.00 74680.00 74080.00 90.00 -20.00 10.00 -10.00
2024-12-26 74210.00 74050.00 74290.00 74040.00 74180.00 74040.00 74300.00 74000.00 30.00 10.00 -10.00 40.00
2024-12-25 73920.00 74140.00 74180.00 73920.00 74060.00 74140.00 74180.00 73900.00 -140.00 0.00 0.00 20.00
2024-12-24 73980.00 74040.00 74100.00 73730.00 74010.00 74060.00 74090.00 73710.00 -30.00 -20.00 10.00 20.00
2024-12-23 73650.00 74170.00 74320.00 73580.00 73690.00 74160.00 74340.00 73560.00 -40.00 10.00 -20.00 20.00
2024-12-20 73700.00 73820.00 73920.00 73560.00 73650.00 73850.00 73930.00 73520.00 50.00 -30.00 -10.00 40.00
2024-12-19 74250.00 73850.00 74540.00 73610.00 74230.00 73830.00 74540.00 73600.00 20.00 20.00 0.00 10.00
2024-12-18 74020.00 73930.00 74230.00 73870.00 74010.00 73940.00 74240.00 73880.00 10.00 -10.00 -10.00 -10.00
2024-12-17 74440.00 74350.00 74860.00 74280.00 74460.00 74380.00 74880.00 74300.00 -20.00 -30.00 -20.00 -20.00
2024-12-16 74680.00 74390.00 74870.00 74310.00 74850.00 74440.00 74920.00 74360.00 -170.00 -50.00 -50.00 -50.00
2024-12-13 74990.00 74790.00 75050.00 74520.00 75180.00 74850.00 75180.00 74590.00 -190.00 -60.00 -130.00 -70.00
2024-12-12 75250.00 75440.00 75550.00 75240.00 75360.00 75530.00 75620.00 75310.00 -110.00 -90.00 -70.00 -70.00
2024-12-11 75160.00 75490.00 75860.00 75120.00 75150.00 75570.00 75920.00 75150.00 10.00 -80.00 -60.00 -30.00
2024-12-10 75430.00 75130.00 75740.00 75040.00 75500.00 75170.00 75770.00 75080.00 -70.00 -40.00 -30.00 -40.00
2024-12-09 74850.00 74740.00 75020.00 74580.00 74890.00 74760.00 75050.00 74610.00 -40.00 -20.00 -30.00 -30.00
2024-12-06 74630.00 74730.00 74900.00 74280.00 74580.00 74790.00 74950.00 74330.00 50.00 -60.00 -50.00 -50.00
2024-12-05 74490.00 74530.00 74730.00 74230.00 74510.00 74590.00 74750.00 74270.00 -20.00 -60.00 -20.00 -40.00
2024-12-04 74490.00 74750.00 75150.00 74310.00 74500.00 74800.00 75170.00 74330.00 -10.00 -50.00 -20.00 -20.00
2024-12-03 73810.00 74340.00 74340.00 73800.00 73970.00 74320.00 74340.00 73830.00 -160.00 20.00 0.00 -30.00
2024-12-02 73720.00 73720.00 73920.00 73460.00 73790.00 73660.00 73920.00 73520.00 -70.00 60.00 0.00 -60.00
2024-11-29 73550.00 73830.00 74020.00 73510.00 73610.00 73920.00 74000.00 73530.00 -60.00 -90.00 20.00 -20.00
2024-11-28 74040.00 73770.00 74080.00 73670.00 73810.00 73760.00 74070.00 73700.00 230.00 10.00 10.00 -30.00
2024-11-27 74020.00 74130.00 74310.00 73620.00 74000.00 74110.00 74320.00 73660.00 20.00 20.00 -10.00 -40.00
2024-11-26 74160.00 73740.00 74210.00 73520.00 74180.00 73750.00 74180.00 73570.00 -20.00 -10.00 30.00 -50.00
2024-11-25 73400.00 74160.00 74400.00 73390.00 73480.00 74160.00 74380.00 73410.00 -80.00 0.00 20.00 -20.00
2024-11-22 74110.00 73760.00 74250.00 73540.00 74100.00 73780.00 74210.00 73580.00 10.00 -20.00 40.00 -40.00
2024-11-21 74580.00 74440.00 74720.00 74280.00 74670.00 74450.00 74770.00 74310.00 -90.00 -10.00 -50.00 -30.00
2024-11-20 73950.00 74550.00 74720.00 73910.00 73980.00 74620.00 74770.00 73930.00 -30.00 -70.00 -50.00 -20.00
2024-11-19 73550.00 74330.00 74490.00 73510.00 73560.00 74340.00 74520.00 73520.00 -10.00 -10.00 -30.00 -10.00
2024-11-18 74600.00 73760.00 74630.00 73290.00 74520.00 73750.00 74560.00 73290.00 80.00 10.00 70.00 0.00
2024-11-15 73150.00 73860.00 74210.00 73050.00 73160.00 73880.00 74200.00 73060.00 -10.00 -20.00 10.00 -10.00
2024-11-14 74080.00 73170.00 74430.00 73080.00 74230.00 73180.00 74490.00 73100.00 -150.00 -10.00 -60.00 -20.00
2024-11-13 74820.00 74210.00 75210.00 74180.00 74830.00 74230.00 75240.00 74190.00 -10.00 -20.00 -30.00 -10.00
2024-11-12 76160.00 75310.00 76240.00 75250.00 76270.00 75320.00 76280.00 75270.00 -110.00 -10.00 -40.00 -20.00
2024-11-11 76480.00 76560.00 76820.00 76360.00 76590.00 76620.00 76870.00 76420.00 -110.00 -60.00 -50.00 -60.00
2024-11-08 76950.00 77100.00 77730.00 76850.00 76950.00 77170.00 77770.00 76850.00 0.00 -70.00 -40.00 0.00
2024-11-07 76060.00 76480.00 76680.00 75520.00 76140.00 76500.00 76730.00 75600.00 -80.00 -20.00 -50.00 -80.00
2024-11-06 77600.00 76770.00 78170.00 76600.00 77700.00 76840.00 78220.00 76670.00 -100.00 -70.00 -50.00 -70.00
2024-11-05 77060.00 77630.00 77870.00 76960.00 77190.00 77700.00 77900.00 77020.00 -130.00 -70.00 -30.00 -60.00
2024-11-04 76680.00 77430.00 77670.00 76350.00 76700.00 77460.00 77690.00 76410.00 -20.00 -30.00 -20.00 -60.00
2024-11-01 76670.00 76520.00 76710.00 76100.00 76660.00 76540.00 76720.00 76100.00 10.00 -20.00 -10.00 0.00
2024-10-31 76270.00 76540.00 76770.00 76230.00 76320.00 76530.00 76800.00 76280.00 -50.00 10.00 -30.00 -50.00
2024-10-30 76660.00 76670.00 77030.00 76320.00 76550.00 76580.00 76960.00 76340.00 110.00 90.00 70.00 -20.00
2024-10-29 76620.00 76500.00 76780.00 76360.00 76600.00 76480.00 76730.00 76360.00 20.00 20.00 50.00 0.00
2024-10-28 76520.00 76870.00 76890.00 76430.00 76520.00 76790.00 76820.00 76430.00 0.00 80.00 70.00 0.00
2024-10-25 76700.00 76390.00 76800.00 76130.00 76770.00 76410.00 76770.00 76150.00 -70.00 -20.00 30.00 -20.00
2024-10-24 76230.00 77000.00 77060.00 76100.00 76170.00 76920.00 76990.00 76070.00 60.00 80.00 70.00 30.00
2024-10-23 77210.00 76720.00 77280.00 76660.00 77130.00 76650.00 77180.00 76600.00 80.00 70.00 100.00 60.00
2024-10-22 77650.00 77200.00 77770.00 76620.00 77430.00 77110.00 77630.00 76540.00 220.00 90.00 140.00 80.00
2024-10-21 77200.00 77620.00 77740.00 76760.00 77240.00 77730.00 77830.00 76830.00 -40.00 -110.00 -90.00 -70.00
2024-10-18 76300.00 76980.00 77250.00 76110.00 76280.00 77000.00 77250.00 76100.00 20.00 -20.00 0.00 10.00
2024-10-17 76920.00 76020.00 77370.00 75980.00 76920.00 76020.00 77390.00 75970.00 0.00 0.00 -20.00 10.00
2024-10-16 76340.00 76720.00 76750.00 76220.00 76470.00 76700.00 76750.00 76080.00 -130.00 20.00 0.00 140.00
2024-10-15 77010.00 76520.00 77340.00 76460.00 76900.00 76500.00 77280.00 76460.00 110.00 20.00 60.00 0.00
2024-10-14 77370.00 77570.00 78050.00 77160.00 77300.00 77520.00 77990.00 77120.00 70.00 50.00 60.00 40.00
2024-10-11 76850.00 77220.00 77620.00 76850.00 76900.00 77150.00 77580.00 76840.00 -50.00 70.00 40.00 10.00
2024-10-10 76880.00 76870.00 77470.00 76460.00 76870.00 76810.00 77420.00 76420.00 10.00 60.00 50.00 40.00
2024-10-09 77520.00 77560.00 77970.00 77230.00 77340.00 77510.00 77920.00 77170.00 180.00 50.00 50.00 60.00
2024-10-08 78980.00 77310.00 79130.00 77280.00 78810.00 77240.00 79080.00 77230.00 170.00 70.00 50.00 50.00
2024-09-30 78350.00 78830.00 79460.00 78190.00 78480.00 78800.00 79400.00 78140.00 -130.00 30.00 60.00 50.00
2024-09-27 78470.00 78780.00 79200.00 77880.00 78480.00 78820.00 79250.00 77940.00 -10.00 -40.00 -50.00 -60.00
2024-09-26 77210.00 77740.00 77820.00 76900.00 77280.00 77810.00 77860.00 77000.00 -70.00 -70.00 -40.00 -100.00
2024-09-25 77150.00 77110.00 78130.00 77010.00 77060.00 77120.00 78130.00 77000.00 90.00 -10.00 0.00 10.00
2024-09-24 75500.00 76760.00 76780.00 75410.00 75390.00 76740.00 76760.00 75390.00 110.00 20.00 20.00 20.00
2024-09-23 75790.00 75310.00 75900.00 75130.00 75800.00 75280.00 75840.00 75100.00 -10.00 30.00 60.00 30.00
2024-09-20 75910.00 75840.00 76110.00 75430.00 75880.00 75830.00 76100.00 75420.00 30.00 10.00 10.00 10.00
2024-09-19 74810.00 75640.00 75670.00 74350.00 74780.00 75640.00 75680.00 74320.00 30.00 0.00 -10.00 30.00
2024-09-18 74610.00 74510.00 74770.00 74170.00 74500.00 74480.00 74730.00 74130.00 110.00 30.00 40.00 40.00
2024-09-13 74030.00 73960.00 74450.00 73720.00 74010.00 73920.00 74430.00 73710.00 20.00 40.00 20.00 10.00
2024-09-12 73330.00 73830.00 74010.00 72710.00 73220.00 73810.00 73990.00 72650.00 110.00 20.00 20.00 60.00
2024-09-11 72870.00 73270.00 73320.00 72240.00 72880.00 73190.00 73280.00 72200.00 -10.00 80.00 40.00 40.00
2024-09-10 72860.00 73110.00 73370.00 72460.00 72870.00 73100.00 73350.00 72380.00 -10.00 10.00 20.00 80.00
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