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
2023-06-16 68250.00 68630.00 68740.00 68140.00 68030.00 68430.00 68530.00 67960.00 220.00 200.00 210.00 180.00
2023-06-15 68080.00 67850.00 68200.00 67750.00 67900.00 67660.00 68050.00 67560.00 180.00 190.00 150.00 190.00
2023-06-14 67870.00 67730.00 68040.00 67600.00 67750.00 67550.00 67880.00 67400.00 120.00 180.00 160.00 200.00
2023-06-13 66830.00 67340.00 67460.00 66620.00 66560.00 67140.00 67280.00 66400.00 270.00 200.00 180.00 220.00
2023-06-12 67410.00 66830.00 67600.00 66750.00 67120.00 66650.00 67420.00 66550.00 290.00 180.00 180.00 200.00
2023-06-09 66650.00 67080.00 67110.00 66630.00 66470.00 66910.00 66940.00 66430.00 180.00 170.00 170.00 200.00
2023-06-08 66840.00 66660.00 67180.00 66420.00 66570.00 66450.00 66960.00 66240.00 270.00 210.00 220.00 180.00
2023-06-07 66550.00 66540.00 66990.00 66430.00 66300.00 66330.00 66810.00 66230.00 250.00 210.00 180.00 200.00
2023-06-06 66270.00 66450.00 66870.00 66080.00 66040.00 66230.00 66660.00 65880.00 230.00 220.00 210.00 200.00
2023-06-05 66620.00 65770.00 66670.00 65620.00 66390.00 65580.00 66520.00 65420.00 230.00 190.00 150.00 200.00
2023-06-02 65520.00 66250.00 66440.00 65470.00 65310.00 66090.00 66280.00 65300.00 210.00 160.00 160.00 170.00
2023-06-01 64710.00 65720.00 65830.00 64600.00 64550.00 65520.00 65660.00 64400.00 160.00 200.00 170.00 200.00
2023-05-31 65100.00 64920.00 65130.00 64550.00 64840.00 64730.00 64940.00 64320.00 260.00 190.00 190.00 230.00
2023-05-30 65200.00 64800.00 65380.00 64440.00 65100.00 64630.00 65180.00 64250.00 100.00 170.00 200.00 190.00
2023-05-29 64730.00 65210.00 65350.00 64520.00 64660.00 64970.00 65160.00 64310.00 70.00 240.00 190.00 210.00
2023-05-26 63770.00 64630.00 64630.00 63390.00 64010.00 64820.00 64820.00 63650.00 -240.00 -190.00 -190.00 -260.00
2023-05-25 63720.00 63460.00 63820.00 62690.00 63900.00 63750.00 64080.00 63010.00 -180.00 -290.00 -260.00 -320.00
2023-05-24 64150.00 63850.00 64480.00 63570.00 64400.00 64090.00 64700.00 63870.00 -250.00 -240.00 -220.00 -300.00
2023-05-23 64950.00 64220.00 65210.00 64160.00 64910.00 64480.00 65360.00 64420.00 40.00 -260.00 -150.00 -260.00
2023-05-22 65850.00 64860.00 65980.00 64520.00 66040.00 65060.00 66180.00 64780.00 -190.00 -200.00 -200.00 -260.00
2023-05-19 65360.00 65690.00 65720.00 65030.00 65130.00 65550.00 65560.00 64860.00 230.00 140.00 160.00 170.00
2023-05-18 65020.00 65760.00 65970.00 65020.00 65000.00 65630.00 65890.00 64920.00 20.00 130.00 80.00 100.00
2023-05-17 63990.00 64550.00 64660.00 63990.00 63880.00 64400.00 64510.00 63840.00 110.00 150.00 150.00 150.00
2023-05-16 65280.00 64360.00 65360.00 64210.00 65160.00 64240.00 65260.00 64070.00 120.00 120.00 100.00 140.00
2023-05-15 64880.00 64980.00 65250.00 64390.00 64790.00 64850.00 65160.00 64270.00 90.00 130.00 90.00 120.00
2023-05-12 64860.00 64610.00 64890.00 63910.00 64660.00 64480.00 64790.00 63810.00 200.00 130.00 100.00 100.00
2023-05-11 67000.00 65310.00 67070.00 65240.00 67000.00 65150.00 67000.00 65120.00 0.00 160.00 70.00 120.00
2023-05-10 67190.00 67240.00 67510.00 67050.00 67060.00 67150.00 67450.00 66960.00 130.00 90.00 60.00 90.00
2023-05-09 67570.00 67070.00 67760.00 67040.00 67490.00 66960.00 67650.00 66940.00 80.00 110.00 110.00 100.00
2023-05-08 66590.00 67470.00 67500.00 66470.00 66440.00 67370.00 67390.00 66370.00 150.00 100.00 110.00 100.00
2023-05-05 66810.00 66810.00 67090.00 66220.00 66720.00 66750.00 67000.00 66130.00 90.00 60.00 90.00 90.00
2023-05-04 66850.00 66920.00 67320.00 66690.00 66710.00 66840.00 67230.00 66580.00 140.00 80.00 90.00 110.00
2023-04-28 66400.00 67410.00 67540.00 66120.00 66650.00 67550.00 67660.00 66320.00 -250.00 -140.00 -120.00 -200.00
2023-04-27 67050.00 66560.00 67270.00 66210.00 67290.00 66720.00 67420.00 66420.00 -240.00 -160.00 -150.00 -210.00
2023-04-26 66850.00 67430.00 67500.00 66660.00 67300.00 67580.00 67650.00 66880.00 -450.00 -150.00 -150.00 -220.00
2023-04-25 68200.00 68080.00 68620.00 67940.00 68330.00 68200.00 68750.00 68120.00 -130.00 -120.00 -130.00 -180.00
2023-04-24 68720.00 68370.00 68860.00 68350.00 68620.00 68250.00 68790.00 68200.00 100.00 120.00 70.00 150.00
2023-04-21 69210.00 68660.00 69350.00 68640.00 69130.00 68570.00 69290.00 68530.00 80.00 90.00 60.00 110.00
2023-04-20 69290.00 69350.00 69670.00 69270.00 69250.00 69260.00 69590.00 69180.00 40.00 90.00 80.00 90.00
2023-04-19 69670.00 69470.00 69940.00 69350.00 69610.00 69380.00 69870.00 69250.00 60.00 90.00 70.00 100.00
2023-04-18 69850.00 69780.00 69940.00 69420.00 69790.00 69690.00 69860.00 69320.00 60.00 90.00 80.00 100.00
2023-04-17 70360.00 70170.00 70630.00 69600.00 70200.00 70080.00 70540.00 69520.00 160.00 90.00 90.00 80.00
2023-04-14 69870.00 70050.00 70330.00 69790.00 69740.00 69900.00 70240.00 69670.00 130.00 150.00 90.00 120.00
2023-04-13 68950.00 69170.00 69470.00 68830.00 68950.00 69050.00 69330.00 68680.00 0.00 120.00 140.00 150.00
2023-04-12 68880.00 68860.00 69310.00 68740.00 68780.00 68720.00 69190.00 68610.00 100.00 140.00 120.00 130.00
2023-04-11 68280.00 68880.00 69040.00 68260.00 68090.00 68760.00 68900.00 68080.00 190.00 120.00 140.00 180.00
2023-04-10 68810.00 68740.00 69050.00 68620.00 68800.00 68590.00 68940.00 68470.00 10.00 150.00 110.00 150.00
2023-04-07 68400.00 69040.00 69090.00 68120.00 68320.00 68910.00 68950.00 68000.00 80.00 130.00 140.00 120.00
2023-04-06 68500.00 68520.00 68760.00 68430.00 68450.00 68370.00 68640.00 68300.00 50.00 150.00 120.00 130.00
2023-04-04 69480.00 69080.00 69600.00 68890.00 69330.00 68930.00 69470.00 68740.00 150.00 150.00 130.00 150.00
2023-04-03 69100.00 69150.00 69800.00 69040.00 69190.00 69290.00 69850.00 69190.00 -90.00 -140.00 -50.00 -150.00
2023-03-31 69670.00 69200.00 69790.00 69130.00 69580.00 69060.00 69690.00 69000.00 90.00 140.00 100.00 130.00
2023-03-30 69900.00 69660.00 69990.00 69410.00 69790.00 69580.00 69840.00 69290.00 110.00 80.00 150.00 120.00
2023-03-29 69180.00 69280.00 69680.00 69150.00 69320.00 69380.00 69750.00 69250.00 -140.00 -100.00 -70.00 -100.00
2023-03-28 69150.00 69320.00 69730.00 69050.00 69310.00 69420.00 69800.00 69140.00 -160.00 -100.00 -70.00 -90.00
2023-03-27 69120.00 69250.00 69380.00 68830.00 69000.00 69340.00 69470.00 68970.00 120.00 -90.00 -90.00 -140.00
2023-03-24 68420.00 69760.00 69820.00 68330.00 68470.00 69860.00 69910.00 68430.00 -50.00 -100.00 -90.00 -100.00
2023-03-23 68530.00 68350.00 68750.00 68250.00 68560.00 68470.00 68820.00 68330.00 -30.00 -120.00 -70.00 -80.00
2023-03-22 68280.00 68080.00 68390.00 67740.00 68400.00 68150.00 68470.00 67870.00 -120.00 -70.00 -80.00 -130.00
2023-03-21 67390.00 67530.00 67650.00 67170.00 67650.00 67600.00 67820.00 67350.00 -260.00 -70.00 -170.00 -180.00
2023-03-20 67220.00 66840.00 67750.00 66750.00 66980.00 66620.00 67560.00 66540.00 240.00 220.00 190.00 210.00
2023-03-17 66620.00 67220.00 67440.00 66160.00 66420.00 67030.00 67270.00 65960.00 200.00 190.00 170.00 200.00
2023-03-16 67130.00 66420.00 67650.00 66360.00 67000.00 66240.00 67560.00 66190.00 130.00 180.00 90.00 170.00
2023-03-15 68970.00 68660.00 69100.00 68550.00 68700.00 68590.00 69020.00 68430.00 270.00 70.00 80.00 120.00
2023-03-14 67780.00 68550.00 68960.00 67500.00 67860.00 68460.00 68920.00 67100.00 -80.00 90.00 40.00 400.00
2023-03-13 68860.00 69270.00 69410.00 68540.00 68880.00 69230.00 69360.00 68490.00 -20.00 40.00 50.00 50.00
2023-03-10 69380.00 68810.00 69700.00 68800.00 69320.00 68790.00 69690.00 68760.00 60.00 20.00 10.00 40.00
2023-03-09 69160.00 69290.00 69700.00 68910.00 69100.00 69300.00 69740.00 68920.00 60.00 -10.00 -40.00 -10.00
2023-03-08 69250.00 68880.00 69320.00 68680.00 69300.00 68910.00 69350.00 68710.00 -50.00 -30.00 -30.00 -30.00
2023-03-07 69110.00 69590.00 69800.00 69050.00 69100.00 69610.00 69840.00 69040.00 10.00 -20.00 -40.00 10.00
2023-03-06 69820.00 69310.00 69900.00 69300.00 69790.00 69340.00 69930.00 69330.00 30.00 -30.00 -30.00 -30.00
2023-03-03 69100.00 69820.00 69910.00 69000.00 69240.00 69840.00 69940.00 69060.00 -140.00 -20.00 -30.00 -60.00
2023-03-02 70160.00 69780.00 70260.00 69730.00 70250.00 69860.00 70300.00 69780.00 -90.00 -80.00 -40.00 -50.00
2023-03-01 69260.00 70080.00 70170.00 69110.00 69270.00 70110.00 70230.00 69180.00 -10.00 -30.00 -60.00 -70.00
2023-02-28 68460.00 69050.00 69080.00 68460.00 68520.00 68950.00 68950.00 68400.00 -60.00 100.00 130.00 60.00
2023-02-27 69120.00 68300.00 69350.00 68290.00 69090.00 68220.00 69240.00 68210.00 30.00 80.00 110.00 80.00
2023-02-24 70210.00 69610.00 70280.00 69060.00 69950.00 69480.00 70140.00 69000.00 260.00 130.00 140.00 60.00
2023-02-23 70240.00 70010.00 70480.00 69920.00 70290.00 69870.00 70340.00 69810.00 -50.00 140.00 140.00 110.00
2023-02-22 70150.00 70090.00 70670.00 70050.00 70360.00 70200.00 70800.00 70180.00 -210.00 -110.00 -130.00 -130.00
2023-02-21 69770.00 70100.00 70130.00 69640.00 69820.00 70250.00 70270.00 69720.00 -50.00 -150.00 -140.00 -80.00
2023-02-20 68800.00 69400.00 69400.00 68580.00 68890.00 69500.00 69520.00 68670.00 -90.00 -100.00 -120.00 -90.00
2023-02-17 68810.00 68880.00 69380.00 68560.00 68760.00 68970.00 69430.00 68620.00 50.00 -90.00 -50.00 -60.00
2023-02-16 68290.00 68510.00 68660.00 67820.00 68290.00 68580.00 68730.00 67880.00 0.00 -70.00 -70.00 -60.00
2023-02-15 68630.00 68640.00 69260.00 68370.00 68640.00 68710.00 69330.00 68430.00 -10.00 -70.00 -70.00 -60.00
2023-02-14 68380.00 68680.00 68780.00 68130.00 68480.00 68710.00 68840.00 68190.00 -100.00 -30.00 -60.00 -60.00
2023-02-13 68490.00 68150.00 68560.00 67800.00 68410.00 68190.00 68610.00 67850.00 80.00 -40.00 -50.00 -50.00
2023-02-10 68640.00 68420.00 68940.00 68160.00 68630.00 68510.00 68990.00 68220.00 10.00 -90.00 -50.00 -60.00
2023-02-09 68920.00 68640.00 68980.00 68000.00 68940.00 68710.00 68970.00 68020.00 -20.00 -70.00 10.00 -20.00
2023-02-08 67920.00 68640.00 68750.00 67660.00 67900.00 68690.00 68790.00 67700.00 20.00 -50.00 -40.00 -40.00
2023-02-07 68250.00 68260.00 68360.00 67570.00 68200.00 68280.00 68360.00 67590.00 50.00 -20.00 0.00 -20.00
2023-02-06 68870.00 68340.00 68980.00 68140.00 68930.00 68330.00 68970.00 68150.00 -60.00 10.00 10.00 -10.00
2023-02-03 68930.00 68890.00 69440.00 68350.00 68980.00 68890.00 69430.00 68400.00 -50.00 0.00 10.00 -50.00
2023-02-02 69490.00 69060.00 69540.00 68700.00 69570.00 69080.00 69570.00 68820.00 -80.00 -20.00 -30.00 -120.00
2023-02-01 69030.00 69700.00 70000.00 68930.00 69050.00 69700.00 69990.00 68930.00 -20.00 0.00 10.00 0.00
2023-01-31 69470.00 69240.00 69790.00 69170.00 69450.00 69190.00 69770.00 69170.00 20.00 50.00 20.00 0.00
2023-01-30 70290.00 69330.00 70300.00 69180.00 70180.00 69340.00 70280.00 69210.00 110.00 -10.00 20.00 -30.00
2023-01-20 69550.00 70420.00 70650.00 69430.00 69530.00 70380.00 70620.00 69440.00 20.00 40.00 30.00 -10.00
2023-01-19 70910.00 69680.00 71500.00 69280.00 70760.00 69630.00 71380.00 69210.00 150.00 50.00 120.00 70.00
2023-01-18 68900.00 70300.00 70450.00 68780.00 68670.00 70190.00 70300.00 68670.00 230.00 110.00 150.00 110.00
2023-01-17 68740.00 68400.00 68840.00 68320.00 68610.00 68280.00 68730.00 68230.00 130.00 120.00 110.00 90.00
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