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
2024-09-09 73000.00 72410.00 73050.00 71660.00 72990.00 72380.00 73040.00 71630.00 10.00 30.00 10.00 30.00
2024-09-06 72310.00 73050.00 73080.00 72170.00 72300.00 73020.00 73080.00 72200.00 10.00 30.00 0.00 -30.00
2024-09-05 71960.00 71520.00 72360.00 71520.00 71900.00 71580.00 72400.00 71570.00 60.00 -60.00 -40.00 -50.00
2024-09-04 72400.00 71700.00 72520.00 71600.00 72600.00 71730.00 72600.00 71650.00 -200.00 -30.00 -80.00 -50.00
2024-09-03 73500.00 72890.00 73870.00 72860.00 73500.00 72910.00 73920.00 72890.00 0.00 -20.00 -50.00 -30.00
2024-09-02 74220.00 73610.00 74220.00 73460.00 74300.00 73700.00 74310.00 73550.00 -80.00 -90.00 -90.00 -90.00
2024-08-30 73820.00 74220.00 74480.00 73550.00 73840.00 74150.00 74490.00 73460.00 -20.00 70.00 -10.00 90.00
2024-08-29 74250.00 74200.00 74530.00 73750.00 74200.00 74140.00 74440.00 73700.00 50.00 60.00 90.00 50.00
2024-08-28 75240.00 74590.00 75580.00 74560.00 75020.00 74550.00 75460.00 74500.00 220.00 40.00 120.00 60.00
2024-08-27 74850.00 75010.00 75230.00 74660.00 74740.00 74920.00 75100.00 74560.00 110.00 90.00 130.00 100.00
2024-08-26 73650.00 75170.00 75180.00 73470.00 73540.00 75020.00 75060.00 73440.00 110.00 150.00 120.00 30.00
2024-08-23 73680.00 73500.00 73820.00 73360.00 73610.00 73440.00 73770.00 73310.00 70.00 60.00 50.00 50.00
2024-08-22 74000.00 73930.00 74360.00 73580.00 73920.00 73880.00 74250.00 73530.00 80.00 50.00 110.00 50.00
2024-08-21 74050.00 73910.00 74120.00 73250.00 74090.00 73950.00 74180.00 73270.00 -40.00 -40.00 -60.00 -20.00
2024-08-20 74050.00 73770.00 74280.00 73630.00 74200.00 73810.00 74320.00 73670.00 -150.00 -40.00 -40.00 -40.00
2024-08-19 73410.00 73900.00 74230.00 72970.00 73490.00 73940.00 74300.00 73030.00 -80.00 -40.00 -70.00 -60.00
2024-08-16 73340.00 73930.00 74080.00 73090.00 73420.00 73980.00 74160.00 73180.00 -80.00 -50.00 -80.00 -90.00
2024-08-15 72320.00 72830.00 72860.00 71900.00 72410.00 72920.00 72940.00 72000.00 -90.00 -90.00 -80.00 -100.00
2024-08-14 72200.00 72010.00 72650.00 71650.00 72340.00 72160.00 72790.00 71750.00 -140.00 -150.00 -140.00 -100.00
2024-08-13 72400.00 72280.00 73220.00 72020.00 72510.00 72410.00 73350.00 72120.00 -110.00 -130.00 -130.00 -100.00
2024-08-12 71750.00 72190.00 72240.00 71310.00 71880.00 72280.00 72370.00 71440.00 -130.00 -90.00 -130.00 -130.00
2024-08-09 70700.00 71670.00 72150.00 70630.00 70700.00 71800.00 72260.00 70700.00 0.00 -130.00 -110.00 -70.00
2024-08-08 71400.00 70680.00 71420.00 70630.00 71380.00 70800.00 71530.00 70740.00 20.00 -120.00 -110.00 -110.00
2024-08-07 70850.00 71390.00 71970.00 70850.00 70900.00 71520.00 72080.00 70900.00 -50.00 -130.00 -110.00 -50.00
2024-08-06 70800.00 70850.00 72240.00 70590.00 70630.00 70980.00 72340.00 70630.00 170.00 -130.00 -100.00 -40.00
2024-08-05 73680.00 72210.00 73980.00 72180.00 73840.00 72300.00 74150.00 72290.00 -160.00 -90.00 -170.00 -110.00
2024-08-02 74510.00 73700.00 74840.00 73240.00 74570.00 73810.00 74990.00 73390.00 -60.00 -110.00 -150.00 -150.00
2024-08-01 74690.00 74780.00 75490.00 74540.00 74850.00 74900.00 75620.00 74680.00 -160.00 -120.00 -130.00 -140.00
2024-07-31 73040.00 74470.00 74520.00 72740.00 73210.00 74600.00 74650.00 72900.00 -170.00 -130.00 -130.00 -160.00
2024-07-30 73700.00 73420.00 74010.00 73040.00 73880.00 73610.00 74100.00 73180.00 -180.00 -190.00 -90.00 -140.00
2024-07-29 74250.00 74040.00 74840.00 74030.00 74320.00 74150.00 74920.00 74120.00 -70.00 -110.00 -80.00 -90.00
2024-07-26 73550.00 74150.00 74670.00 73380.00 73290.00 74010.00 74510.00 73240.00 260.00 140.00 160.00 140.00
2024-07-25 74800.00 73030.00 74890.00 72800.00 74640.00 72900.00 74760.00 72770.00 160.00 130.00 130.00 30.00
2024-07-24 74840.00 75000.00 75210.00 74520.00 74640.00 74840.00 75110.00 74430.00 200.00 160.00 100.00 90.00
2024-07-23 75390.00 74710.00 75990.00 74710.00 75260.00 74640.00 75900.00 74640.00 130.00 70.00 90.00 70.00
2024-07-22 76120.00 75760.00 76610.00 75680.00 76350.00 75640.00 76470.00 75570.00 -230.00 120.00 140.00 110.00
2024-07-19 77380.00 76580.00 77380.00 76300.00 77310.00 76740.00 77460.00 76430.00 70.00 -160.00 -80.00 -130.00
2024-07-18 78390.00 78380.00 78500.00 77970.00 78500.00 78580.00 78650.00 78130.00 -110.00 -200.00 -150.00 -160.00
2024-07-17 78730.00 78500.00 78890.00 78280.00 79000.00 78650.00 79090.00 78450.00 -270.00 -150.00 -200.00 -170.00
2024-07-16 79330.00 79280.00 79740.00 79120.00 79570.00 79470.00 79970.00 79320.00 -240.00 -190.00 -230.00 -200.00
2024-07-15 79600.00 79490.00 80210.00 79260.00 79620.00 79700.00 80420.00 79410.00 -20.00 -210.00 -210.00 -150.00
2024-07-12 79780.00 78950.00 79900.00 78850.00 80020.00 79120.00 80150.00 79020.00 -240.00 -170.00 -250.00 -170.00
2024-07-11 79970.00 79920.00 80300.00 79780.00 80150.00 80170.00 80530.00 80020.00 -180.00 -250.00 -230.00 -240.00
2024-07-10 80260.00 79580.00 80340.00 79460.00 80460.00 79820.00 80580.00 79680.00 -200.00 -240.00 -240.00 -220.00
2024-07-09 80470.00 80480.00 80650.00 80020.00 80720.00 80760.00 80890.00 80270.00 -250.00 -280.00 -240.00 -250.00
2024-07-08 80650.00 79930.00 80800.00 79750.00 81150.00 80160.00 81150.00 80000.00 -500.00 -230.00 -350.00 -250.00
2024-07-05 80360.00 80370.00 80570.00 79830.00 80540.00 80650.00 80860.00 80100.00 -180.00 -280.00 -290.00 -270.00
2024-07-04 79990.00 79870.00 80520.00 79690.00 80300.00 80130.00 80790.00 79960.00 -310.00 -260.00 -270.00 -270.00
2024-07-03 79140.00 79630.00 79650.00 78660.00 79400.00 79880.00 79910.00 78930.00 -260.00 -250.00 -260.00 -270.00
2024-07-02 78760.00 78690.00 78960.00 78500.00 78950.00 78940.00 79170.00 78690.00 -190.00 -250.00 -210.00 -190.00
2024-07-01 78690.00 78060.00 79020.00 77880.00 79000.00 78270.00 79200.00 78100.00 -310.00 -210.00 -180.00 -220.00
2024-06-28 78080.00 78370.00 78530.00 77630.00 78180.00 78560.00 78690.00 77800.00 -100.00 -190.00 -160.00 -170.00
2024-06-27 78420.00 77550.00 78420.00 77420.00 78620.00 77680.00 78620.00 77580.00 -200.00 -130.00 -200.00 -160.00
2024-06-26 78320.00 78480.00 78560.00 77540.00 78120.00 78260.00 78330.00 77350.00 200.00 220.00 230.00 190.00
2024-06-25 78740.00 78670.00 79130.00 78540.00 78520.00 78460.00 78920.00 78360.00 220.00 210.00 210.00 180.00
2024-06-24 78740.00 78670.00 79180.00 78430.00 78640.00 78500.00 78970.00 78270.00 100.00 170.00 210.00 160.00
2024-06-21 79670.00 79310.00 80530.00 79300.00 79670.00 79120.00 80280.00 79100.00 0.00 190.00 250.00 200.00
2024-06-20 79270.00 79390.00 79980.00 78940.00 79500.00 79600.00 80190.00 79100.00 -230.00 -210.00 -210.00 -160.00
2024-06-19 77800.00 79040.00 79050.00 77760.00 77900.00 79210.00 79220.00 77880.00 -100.00 -170.00 -170.00 -120.00
2024-06-18 78030.00 78370.00 79060.00 77890.00 78020.00 78520.00 79250.00 78020.00 10.00 -150.00 -190.00 -130.00
2024-06-17 79410.00 78110.00 79530.00 78110.00 79550.00 78280.00 79780.00 78280.00 -140.00 -170.00 -250.00 -170.00
2024-06-14 80070.00 79550.00 80200.00 79060.00 80300.00 79800.00 80420.00 79280.00 -230.00 -250.00 -220.00 -220.00
2024-06-13 80650.00 80000.00 81050.00 79210.00 80760.00 80250.00 81230.00 79390.00 -110.00 -250.00 -180.00 -180.00
2024-06-12 79390.00 79880.00 80260.00 79130.00 79700.00 80030.00 80450.00 79300.00 -310.00 -150.00 -190.00 -170.00
2024-06-11 80620.00 79870.00 80680.00 79600.00 80330.00 80070.00 80890.00 79780.00 290.00 -200.00 -210.00 -180.00
2024-06-07 81510.00 81530.00 82440.00 81300.00 81660.00 81720.00 82640.00 81500.00 -150.00 -190.00 -200.00 -200.00
2024-06-06 80330.00 81250.00 81720.00 80090.00 80460.00 81460.00 81900.00 80250.00 -130.00 -210.00 -180.00 -160.00
2024-06-05 80960.00 80060.00 81060.00 80040.00 81060.00 80190.00 81280.00 80180.00 -100.00 -130.00 -220.00 -140.00
2024-06-04 81960.00 81970.00 82460.00 81600.00 82160.00 82230.00 82680.00 81860.00 -200.00 -260.00 -220.00 -260.00
2024-06-03 82290.00 81510.00 82680.00 81130.00 82490.00 81740.00 82960.00 81410.00 -200.00 -230.00 -280.00 -280.00
2024-05-31 82000.00 82500.00 82620.00 81650.00 82400.00 82760.00 82860.00 81910.00 -400.00 -260.00 -240.00 -260.00
2024-05-30 84180.00 82860.00 84870.00 82440.00 84830.00 83150.00 85150.00 82680.00 -650.00 -290.00 -280.00 -240.00
2024-05-29 84870.00 85470.00 85880.00 84130.00 85210.00 85780.00 85960.00 84410.00 -340.00 -310.00 -80.00 -280.00
2024-05-28 83900.00 84600.00 85400.00 83860.00 84200.00 84860.00 85690.00 84120.00 -300.00 -260.00 -290.00 -260.00
2024-05-27 83750.00 83530.00 84170.00 83450.00 84010.00 83800.00 84380.00 83670.00 -260.00 -270.00 -210.00 -220.00
2024-05-24 83610.00 84050.00 84400.00 83200.00 84000.00 84210.00 84600.00 83420.00 -390.00 -160.00 -200.00 -220.00
2024-05-23 84500.00 83080.00 85140.00 82760.00 84810.00 83300.00 85340.00 83000.00 -310.00 -220.00 -200.00 -240.00
2024-05-22 87680.00 86220.00 87960.00 85610.00 87770.00 86480.00 88180.00 85820.00 -90.00 -260.00 -220.00 -210.00
2024-05-21 86670.00 87090.00 88630.00 85860.00 86930.00 86770.00 88230.00 85640.00 -260.00 320.00 400.00 220.00
2024-05-20 84530.00 87670.00 88940.00 84420.00 84300.00 87360.00 88600.00 84080.00 230.00 310.00 340.00 340.00
2024-05-17 82720.00 84250.00 84500.00 82410.00 82470.00 83920.00 84190.00 82120.00 250.00 330.00 310.00 290.00
2024-05-16 82370.00 82600.00 83000.00 81260.00 82240.00 82310.00 82690.00 81000.00 130.00 290.00 310.00 260.00
2024-05-15 82090.00 81780.00 82290.00 80950.00 82300.00 82080.00 82590.00 81220.00 -210.00 -300.00 -300.00 -270.00
2024-05-14 81540.00 82280.00 82440.00 81350.00 81750.00 82540.00 82730.00 81650.00 -210.00 -260.00 -290.00 -300.00
2024-05-13 80640.00 81150.00 81310.00 80210.00 80870.00 81410.00 81580.00 80450.00 -230.00 -260.00 -270.00 -240.00
2024-05-10 79760.00 80970.00 81040.00 79600.00 79940.00 81190.00 81250.00 79740.00 -180.00 -220.00 -210.00 -140.00
2024-05-09 79470.00 79630.00 80040.00 79420.00 79530.00 79810.00 80220.00 79530.00 -60.00 -180.00 -180.00 -110.00
2024-05-08 80520.00 79540.00 80890.00 79410.00 80730.00 79680.00 81040.00 79570.00 -210.00 -140.00 -150.00 -160.00
2024-05-07 81300.00 80500.00 81680.00 80490.00 81610.00 80690.00 81860.00 80660.00 -310.00 -190.00 -180.00 -170.00
2024-05-06 80220.00 81300.00 81340.00 80140.00 80360.00 81440.00 81500.00 80320.00 -140.00 -140.00 -160.00 -180.00
2024-04-30 81130.00 82180.00 82460.00 81100.00 81360.00 82320.00 82610.00 81280.00 -230.00 -140.00 -150.00 -180.00
2024-04-29 80810.00 80940.00 81110.00 80080.00 80960.00 81100.00 81270.00 80280.00 -150.00 -160.00 -160.00 -200.00
2024-04-26 80660.00 81100.00 81180.00 79810.00 80680.00 81260.00 81380.00 80030.00 -20.00 -160.00 -200.00 -220.00
2024-04-25 79250.00 80160.00 80200.00 78830.00 79530.00 80320.00 80330.00 78990.00 -280.00 -160.00 -130.00 -160.00
2024-04-24 77930.00 79380.00 79500.00 77650.00 78100.00 79560.00 79680.00 77830.00 -170.00 -180.00 -180.00 -180.00
2024-04-23 79710.00 78020.00 79730.00 77830.00 79760.00 78190.00 79850.00 78010.00 -50.00 -170.00 -120.00 -180.00
2024-04-22 79700.00 79550.00 81050.00 79430.00 79860.00 79740.00 81200.00 79610.00 -160.00 -190.00 -150.00 -180.00
2024-04-19 78900.00 79370.00 79840.00 78200.00 79040.00 79510.00 79980.00 78390.00 -140.00 -140.00 -140.00 -190.00
2024-04-18 77290.00 78780.00 78920.00 76840.00 77130.00 78570.00 78680.00 76660.00 160.00 210.00 240.00 180.00
2024-04-17 76460.00 76920.00 77010.00 76300.00 76220.00 76730.00 76800.00 76110.00 240.00 190.00 210.00 190.00
导出Excel数据