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
2024-04-16 77290.00 76730.00 77570.00 76520.00 77100.00 76530.00 77340.00 76350.00 190.00 200.00 230.00 170.00
2024-04-15 77410.00 76970.00 77940.00 76220.00 77170.00 76800.00 77760.00 76050.00 240.00 170.00 180.00 170.00
2024-04-12 76280.00 76910.00 76920.00 75830.00 76190.00 76740.00 76750.00 75670.00 90.00 170.00 170.00 160.00
2024-04-11 76500.00 76270.00 76650.00 75700.00 76520.00 76120.00 76520.00 75550.00 -20.00 150.00 130.00 150.00
2024-04-10 76720.00 76800.00 77040.00 76060.00 76650.00 76620.00 76860.00 75910.00 70.00 180.00 180.00 150.00
2024-04-09 76100.00 76130.00 76850.00 75850.00 76100.00 75960.00 76700.00 75700.00 0.00 170.00 150.00 150.00
2024-04-08 75210.00 75540.00 76170.00 74370.00 75040.00 75630.00 76310.00 74520.00 170.00 -90.00 -140.00 -150.00
2024-04-03 73500.00 73980.00 74050.00 73230.00 73610.00 74140.00 74190.00 73350.00 -110.00 -160.00 -140.00 -120.00
2024-04-02 72880.00 73230.00 73370.00 72840.00 73000.00 73370.00 73490.00 72940.00 -120.00 -140.00 -120.00 -100.00
2024-04-01 72600.00 73100.00 73190.00 72500.00 72620.00 73200.00 73280.00 72580.00 -20.00 -100.00 -90.00 -80.00
2024-03-29 72310.00 72530.00 72620.00 72060.00 72350.00 72610.00 72700.00 72180.00 -40.00 -80.00 -80.00 -120.00
2024-03-28 71840.00 72500.00 72660.00 71640.00 71950.00 72570.00 72760.00 71760.00 -110.00 -70.00 -100.00 -120.00
2024-03-27 72250.00 72090.00 72300.00 71860.00 72240.00 72190.00 72350.00 71970.00 10.00 -100.00 -50.00 -110.00
2024-03-26 72180.00 72000.00 72570.00 71720.00 72300.00 72090.00 72630.00 71810.00 -120.00 -90.00 -60.00 -90.00
2024-03-25 72180.00 72300.00 72690.00 72150.00 72260.00 72380.00 72740.00 72250.00 -80.00 -80.00 -50.00 -100.00
2024-03-22 72920.00 72290.00 73060.00 72130.00 73000.00 72400.00 73130.00 72230.00 -80.00 -110.00 -70.00 -100.00
2024-03-21 72230.00 73240.00 73530.00 72080.00 72340.00 73290.00 73590.00 72290.00 -110.00 -50.00 -60.00 -210.00
2024-03-20 72420.00 72620.00 72890.00 72350.00 72540.00 72700.00 72960.00 72470.00 -120.00 -80.00 -70.00 -120.00
2024-03-19 73130.00 72920.00 73900.00 72510.00 73200.00 73000.00 73970.00 72610.00 -70.00 -80.00 -70.00 -100.00
2024-03-18 72930.00 72830.00 73440.00 72700.00 72960.00 72720.00 73300.00 72590.00 -30.00 110.00 140.00 110.00
2024-03-15 71600.00 73130.00 73270.00 71550.00 71490.00 72990.00 73180.00 71470.00 110.00 140.00 90.00 80.00
2024-03-14 71200.00 71570.00 72470.00 71080.00 71160.00 71490.00 72350.00 70980.00 40.00 80.00 120.00 100.00
2024-03-13 69960.00 70420.00 70460.00 69580.00 69970.00 70330.00 70350.00 69540.00 -10.00 90.00 110.00 40.00
2024-03-12 69560.00 69900.00 69920.00 69560.00 69780.00 69830.00 69860.00 69550.00 -220.00 70.00 60.00 10.00
2024-03-11 69920.00 69450.00 69930.00 69290.00 69580.00 69490.00 69960.00 69310.00 340.00 -40.00 -30.00 -20.00
2024-03-08 69980.00 69950.00 70200.00 69660.00 69930.00 69990.00 70230.00 69690.00 50.00 -40.00 -30.00 -30.00
2024-03-07 69200.00 69500.00 69580.00 69110.00 69210.00 69540.00 69590.00 69120.00 -10.00 -40.00 -10.00 -10.00
2024-03-06 69090.00 69080.00 69200.00 68930.00 69110.00 69080.00 69200.00 68930.00 -20.00 0.00 0.00 0.00
2024-03-05 69300.00 69050.00 69350.00 69010.00 69250.00 69040.00 69340.00 69010.00 50.00 10.00 10.00 0.00
2024-03-04 68760.00 69170.00 69240.00 68750.00 68780.00 69150.00 69200.00 68720.00 -20.00 20.00 40.00 30.00
2024-03-01 68870.00 68920.00 69140.00 68860.00 68950.00 68890.00 69110.00 68830.00 -80.00 30.00 30.00 30.00
2024-02-29 68630.00 68990.00 69010.00 68580.00 68600.00 68960.00 68990.00 68540.00 30.00 30.00 20.00 40.00
2024-02-28 69070.00 68760.00 69070.00 68740.00 68990.00 68760.00 69020.00 68730.00 80.00 0.00 50.00 10.00
2024-02-27 68800.00 69000.00 69030.00 68690.00 68850.00 68940.00 68970.00 68640.00 -50.00 60.00 60.00 50.00
2024-02-26 69060.00 69050.00 69360.00 69010.00 69070.00 69010.00 69290.00 68960.00 -10.00 40.00 70.00 50.00
2024-02-23 69260.00 69370.00 69550.00 69100.00 69220.00 69270.00 69450.00 69000.00 40.00 100.00 100.00 100.00
2024-02-22 69230.00 69260.00 69530.00 69060.00 69140.00 69160.00 69450.00 68980.00 90.00 100.00 80.00 80.00
2024-02-21 68460.00 69000.00 69000.00 68370.00 68550.00 69060.00 69100.00 68450.00 -90.00 -60.00 -100.00 -80.00
2024-02-20 68500.00 68320.00 68600.00 68220.00 68630.00 68420.00 68680.00 68290.00 -130.00 -100.00 -80.00 -70.00
2024-02-19 68620.00 68340.00 68670.00 68280.00 68720.00 68430.00 68760.00 68370.00 -100.00 -90.00 -90.00 -90.00
2024-02-08 68140.00 67960.00 68140.00 67630.00 68200.00 68040.00 68200.00 67680.00 -60.00 -80.00 -60.00 -50.00
2024-02-07 68020.00 68140.00 68240.00 67800.00 68010.00 68200.00 68280.00 67910.00 10.00 -60.00 -40.00 -110.00
2024-02-06 68360.00 68060.00 68390.00 68000.00 68440.00 68130.00 68460.00 68060.00 -80.00 -70.00 -70.00 -60.00
2024-02-05 68800.00 68540.00 68850.00 68500.00 68790.00 68620.00 68910.00 68550.00 10.00 -80.00 -60.00 -50.00
2024-02-02 69030.00 68630.00 69190.00 68520.00 69130.00 68680.00 69250.00 68580.00 -100.00 -50.00 -60.00 -60.00
2024-02-01 69440.00 69000.00 70000.00 68930.00 69470.00 69040.00 70060.00 69010.00 -30.00 -40.00 -60.00 -80.00
2024-01-31 69110.00 69350.00 69470.00 68960.00 69150.00 69410.00 69520.00 69020.00 -40.00 -60.00 -50.00 -60.00
2024-01-30 68900.00 68980.00 69210.00 68870.00 68940.00 69010.00 69240.00 68900.00 -40.00 -30.00 -30.00 -30.00
2024-01-29 68910.00 68780.00 69280.00 68740.00 69050.00 68810.00 69290.00 68770.00 -140.00 -30.00 -10.00 -30.00
2024-01-26 69050.00 68870.00 69130.00 68830.00 68980.00 68780.00 69050.00 68750.00 70.00 90.00 80.00 80.00
2024-01-25 68900.00 68880.00 69000.00 68760.00 68780.00 68800.00 68890.00 68670.00 120.00 80.00 110.00 90.00
2024-01-24 68010.00 68380.00 68400.00 68000.00 68100.00 68320.00 68350.00 67970.00 -90.00 60.00 50.00 30.00
2024-01-23 67880.00 68110.00 68150.00 67720.00 67810.00 68070.00 68110.00 67720.00 70.00 40.00 40.00 0.00
2024-01-22 68000.00 67910.00 68160.00 67810.00 68000.00 67870.00 68120.00 67820.00 0.00 40.00 40.00 -10.00
2024-01-19 67580.00 67770.00 67900.00 67380.00 67580.00 67750.00 67890.00 67410.00 0.00 20.00 10.00 -30.00
2024-01-18 67820.00 67870.00 67890.00 67500.00 67850.00 67870.00 67880.00 67520.00 -30.00 0.00 10.00 -20.00
2024-01-17 68020.00 67720.00 68160.00 67690.00 68030.00 67730.00 68160.00 67710.00 -10.00 -10.00 0.00 -20.00
2024-01-16 67700.00 67810.00 68010.00 67670.00 67870.00 67800.00 68040.00 67690.00 -170.00 10.00 -30.00 -20.00
2024-01-15 68010.00 67700.00 68150.00 67640.00 68000.00 67670.00 68140.00 67600.00 10.00 30.00 10.00 40.00
2024-01-12 68160.00 68200.00 68300.00 67820.00 68300.00 68160.00 68310.00 67780.00 -140.00 40.00 -10.00 40.00
2024-01-11 68010.00 68190.00 68230.00 67670.00 67980.00 68190.00 68230.00 67630.00 30.00 0.00 0.00 40.00
2024-01-10 67980.00 67810.00 68180.00 67770.00 68010.00 67750.00 68200.00 67720.00 -30.00 60.00 -20.00 50.00
2024-01-09 68090.00 68220.00 68430.00 67930.00 68080.00 68220.00 68450.00 67940.00 10.00 0.00 -20.00 -10.00
2024-01-08 68190.00 68280.00 68550.00 68080.00 68280.00 68300.00 68580.00 68100.00 -90.00 -20.00 -30.00 -20.00
2024-01-05 68200.00 68390.00 68570.00 68120.00 68250.00 68410.00 68620.00 68170.00 -50.00 -20.00 -50.00 -50.00
2024-01-04 68350.00 68390.00 68690.00 68220.00 68330.00 68430.00 68750.00 68250.00 20.00 -40.00 -60.00 -30.00
2024-01-03 68670.00 68610.00 68850.00 68500.00 68670.00 68630.00 68860.00 68500.00 0.00 -20.00 -10.00 0.00
2024-01-02 68750.00 68960.00 69050.00 68630.00 68790.00 68940.00 69050.00 68630.00 -40.00 20.00 0.00 0.00
2023-12-29 68970.00 68920.00 69150.00 68810.00 68980.00 68890.00 69150.00 68810.00 -10.00 30.00 0.00 0.00
2023-12-28 69260.00 69340.00 69870.00 69230.00 69250.00 69340.00 69880.00 69230.00 10.00 0.00 -10.00 0.00
2023-12-27 69230.00 69260.00 69410.00 68960.00 69210.00 69280.00 69410.00 69030.00 20.00 -20.00 0.00 -70.00
2023-12-26 69130.00 69330.00 69380.00 69020.00 69150.00 69340.00 69380.00 69100.00 -20.00 -10.00 0.00 -80.00
2023-12-25 68960.00 69080.00 69230.00 68900.00 68930.00 69140.00 69230.00 68920.00 30.00 -60.00 0.00 -20.00
2023-12-22 68810.00 69040.00 69290.00 68790.00 68800.00 69050.00 69290.00 68800.00 10.00 -10.00 0.00 -10.00
2023-12-21 68820.00 68970.00 68990.00 68600.00 68750.00 68980.00 69000.00 68680.00 70.00 -10.00 -10.00 -80.00
2023-12-20 68710.00 68990.00 69270.00 68670.00 68580.00 68900.00 69180.00 68550.00 130.00 90.00 90.00 120.00
2023-12-19 68520.00 68480.00 68600.00 68350.00 68440.00 68350.00 68470.00 68230.00 80.00 130.00 130.00 120.00
2023-12-18 68610.00 68650.00 68750.00 68330.00 68520.00 68500.00 68610.00 68170.00 90.00 150.00 140.00 160.00
2023-12-15 68800.00 68630.00 68870.00 68500.00 68550.00 68450.00 68720.00 68330.00 250.00 180.00 150.00 170.00
2023-12-14 67700.00 68200.00 68290.00 67690.00 67500.00 68020.00 68090.00 67450.00 200.00 180.00 200.00 240.00
2023-12-13 68050.00 67810.00 68090.00 67730.00 67810.00 67550.00 67900.00 67510.00 240.00 260.00 190.00 220.00
2023-12-12 67990.00 68170.00 68190.00 67800.00 67900.00 68000.00 68000.00 67600.00 90.00 170.00 190.00 200.00
2023-12-11 68260.00 68350.00 68810.00 68180.00 68000.00 68190.00 68600.00 67980.00 260.00 160.00 210.00 200.00
2023-12-08 67530.00 68000.00 68100.00 67460.00 67250.00 67770.00 67840.00 67160.00 280.00 230.00 260.00 300.00
2023-12-07 68050.00 67480.00 68190.00 67200.00 67860.00 67200.00 68000.00 67010.00 190.00 280.00 190.00 190.00
2023-12-06 67600.00 68050.00 68070.00 67480.00 67490.00 67860.00 67880.00 67310.00 110.00 190.00 190.00 170.00
2023-12-05 68380.00 67900.00 68560.00 67760.00 68250.00 67730.00 68440.00 67630.00 130.00 170.00 120.00 130.00
2023-12-04 68660.00 68580.00 69150.00 68570.00 68510.00 68450.00 69020.00 68430.00 150.00 130.00 130.00 140.00
2023-12-01 68000.00 68360.00 68580.00 67960.00 67900.00 68200.00 68400.00 67830.00 100.00 160.00 180.00 130.00
2023-11-30 68200.00 68220.00 68330.00 67900.00 68370.00 68460.00 68570.00 68180.00 -170.00 -240.00 -240.00 -280.00
2023-11-29 67890.00 68090.00 68390.00 67870.00 68080.00 68300.00 68580.00 68080.00 -190.00 -210.00 -190.00 -210.00
2023-11-28 68010.00 67700.00 68010.00 67650.00 68160.00 67950.00 68210.00 67920.00 -150.00 -250.00 -200.00 -270.00
2023-11-27 67990.00 68100.00 68200.00 67730.00 68200.00 68310.00 68410.00 67980.00 -210.00 -210.00 -210.00 -250.00
2023-11-24 67900.00 68050.00 68140.00 67830.00 68130.00 68260.00 68320.00 68040.00 -230.00 -210.00 -180.00 -210.00
2023-11-23 67840.00 67800.00 67970.00 67540.00 68020.00 68030.00 68160.00 67800.00 -180.00 -230.00 -190.00 -260.00
2023-11-22 68040.00 67930.00 68250.00 67790.00 68030.00 68090.00 68400.00 68010.00 10.00 -160.00 -150.00 -220.00
2023-11-21 68010.00 68280.00 68550.00 67880.00 67820.00 68100.00 68350.00 67640.00 190.00 180.00 200.00 240.00
2023-11-20 67820.00 67920.00 68070.00 67690.00 67600.00 67660.00 67820.00 67430.00 220.00 260.00 250.00 260.00
2023-11-17 67870.00 67920.00 68020.00 67500.00 67770.00 67680.00 67860.00 67350.00 100.00 240.00 160.00 150.00
2023-11-16 67940.00 67850.00 67990.00 67700.00 67750.00 67690.00 67830.00 67520.00 190.00 160.00 160.00 180.00
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