本页面展示国际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:
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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。
关于国际铜期货跨期套利的详细数据分析,请查看文章:。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 290.20 | 291.10 | 292.20 | 288.00 | 300.20 | 300.30 | 301.40 | 298.00 | -10.00 | -9.20 | -9.20 | -10.00 |
| 2020-07-28 | 296.50 | 291.90 | 297.00 | 288.60 | 305.10 | 300.90 | 306.30 | 298.30 | -8.60 | -9.00 | -9.30 | -9.70 |
| 2020-07-27 | 296.70 | 294.80 | 298.50 | 292.80 | 307.10 | 304.00 | 307.80 | 302.40 | -10.40 | -9.20 | -9.30 | -9.60 |
| 2020-07-24 | 298.90 | 295.80 | 302.10 | 294.10 | 307.60 | 305.50 | 311.40 | 303.60 | -8.70 | -9.70 | -9.30 | -9.50 |
| 2020-07-23 | 300.00 | 301.10 | 301.70 | 297.70 | 309.70 | 310.00 | 310.80 | 307.00 | -9.70 | -8.90 | -9.10 | -9.30 |
| 2020-07-22 | 305.70 | 301.30 | 305.70 | 299.60 | 286.00 | 287.30 | 291.50 | 286.00 | 19.70 | 14.00 | 14.20 | 13.60 |
| 2020-07-21 | 293.50 | 299.40 | 302.70 | 293.00 | 281.30 | 285.50 | 288.80 | 279.80 | 12.20 | 13.90 | 13.90 | 13.20 |
| 2020-07-20 | 301.00 | 293.30 | 302.40 | 292.50 | 288.00 | 280.10 | 289.50 | 279.50 | 13.00 | 13.20 | 12.90 | 13.00 |
| 2020-07-17 | 302.30 | 300.70 | 305.30 | 300.20 | 289.40 | 287.90 | 292.70 | 287.30 | 12.90 | 12.80 | 12.60 | 12.90 |
| 2020-07-16 | 297.20 | 288.70 | 297.50 | 286.00 | 309.50 | 301.50 | 310.40 | 299.10 | -12.30 | -12.80 | -12.90 | -13.10 |
| 2020-07-15 | 291.00 | 294.60 | 296.60 | 290.30 | 304.50 | 307.90 | 309.00 | 303.20 | -13.50 | -13.30 | -12.40 | -12.90 |
| 2020-07-14 | 295.70 | 292.30 | 297.10 | 288.10 | 308.50 | 305.30 | 309.80 | 301.30 | -12.80 | -13.00 | -12.70 | -13.20 |
| 2020-07-13 | 294.00 | 295.50 | 297.90 | 293.80 | 307.00 | 308.30 | 310.50 | 306.50 | -13.00 | -12.80 | -12.60 | -12.70 |
| 2020-07-10 | 299.50 | 292.10 | 299.70 | 290.00 | 311.80 | 304.80 | 312.60 | 303.00 | -12.30 | -12.70 | -12.90 | -13.00 |
| 2020-07-09 | 300.20 | 298.90 | 301.00 | 297.80 | 312.70 | 311.80 | 313.30 | 310.80 | -12.50 | -12.90 | -12.30 | -13.00 |
| 2020-07-08 | 297.90 | 298.70 | 303.30 | 296.10 | 310.00 | 311.10 | 315.00 | 308.40 | -12.10 | -12.40 | -11.70 | -12.30 |
| 2020-07-07 | 298.20 | 295.90 | 299.60 | 294.90 | 311.00 | 308.70 | 312.50 | 308.10 | -12.80 | -12.80 | -12.90 | -13.20 |
| 2020-07-06 | 297.30 | 298.70 | 299.50 | 294.10 | 309.00 | 311.00 | 311.80 | 305.70 | -11.70 | -12.30 | -12.30 | -11.60 |
| 2020-07-03 | 299.50 | 297.80 | 301.50 | 296.30 | 311.60 | 309.50 | 312.70 | 308.20 | -12.10 | -11.70 | -11.20 | -11.90 |
| 2020-07-02 | 293.00 | 298.20 | 300.00 | 291.00 | 304.00 | 309.90 | 311.60 | 303.00 | -11.00 | -11.70 | -11.60 | -12.00 |
| 2020-07-01 | 291.00 | 293.30 | 294.00 | 288.70 | 304.30 | 305.40 | 305.80 | 301.40 | -13.30 | -12.10 | -11.80 | -12.70 |
| 2020-06-30 | 289.10 | 292.40 | 294.50 | 288.70 | 303.10 | 304.90 | 306.30 | 301.50 | -14.00 | -12.50 | -11.80 | -12.80 |
| 2020-06-29 | 290.80 | 285.70 | 291.80 | 283.60 | 304.60 | 298.20 | 304.70 | 296.30 | -13.80 | -12.50 | -12.90 | -12.70 |
| 2020-06-24 | 300.70 | 299.00 | 301.20 | 296.50 | 313.90 | 311.90 | 314.40 | 309.90 | -13.20 | -12.90 | -13.20 | -13.40 |
| 2020-06-23 | 297.20 | 298.60 | 301.80 | 295.90 | 309.00 | 311.70 | 314.90 | 309.00 | -11.80 | -13.10 | -13.10 | -13.10 |
| 2020-06-22 | 301.60 | 297.30 | 302.80 | 294.40 | 315.00 | 310.30 | 315.80 | 307.60 | -13.40 | -13.00 | -13.00 | -13.20 |
| 2020-06-19 | 296.50 | 299.30 | 300.60 | 293.90 | 309.80 | 312.70 | 313.80 | 307.50 | -13.30 | -13.40 | -13.20 | -13.60 |
| 2020-06-18 | 294.30 | 295.30 | 296.30 | 291.90 | 307.00 | 308.70 | 309.80 | 305.80 | -12.70 | -13.40 | -13.50 | -13.90 |
| 2020-06-17 | 296.60 | 294.60 | 299.60 | 290.90 | 281.80 | 279.50 | 284.70 | 276.00 | 14.80 | 15.10 | 14.90 | 14.90 |
| 2020-06-16 | 261.50 | 275.50 | 276.40 | 260.70 | 277.00 | 290.20 | 291.10 | 275.70 | -15.50 | -14.70 | -14.70 | -15.00 |
| 2020-06-15 | 271.00 | 260.60 | 275.50 | 259.50 | 284.70 | 276.10 | 290.50 | 274.80 | -13.70 | -15.50 | -15.00 | -15.30 |
| 2020-06-12 | 277.00 | 266.00 | 277.50 | 262.00 | 291.30 | 280.40 | 292.00 | 277.10 | -14.30 | -14.40 | -14.50 | -15.10 |
| 2020-06-11 | 286.80 | 281.50 | 289.00 | 279.10 | 300.60 | 295.70 | 303.00 | 293.70 | -13.80 | -14.20 | -14.00 | -14.60 |
| 2020-06-10 | 286.50 | 286.30 | 290.90 | 285.10 | 299.30 | 300.70 | 305.20 | 299.30 | -12.80 | -14.40 | -14.30 | -14.20 |
| 2020-06-09 | 290.00 | 289.20 | 293.50 | 285.40 | 305.00 | 303.70 | 307.90 | 300.30 | -15.00 | -14.50 | -14.40 | -14.90 |
| 2020-06-08 | 293.70 | 295.70 | 298.10 | 287.00 | 306.40 | 310.10 | 312.20 | 301.60 | -12.70 | -14.40 | -14.10 | -14.60 |
| 2020-06-05 | 281.60 | 284.90 | 286.00 | 279.30 | 306.70 | 311.60 | 312.50 | 306.70 | -25.10 | -26.70 | -26.50 | -27.40 |
| 2020-06-04 | 287.00 | 280.40 | 287.20 | 276.70 | 310.20 | 307.60 | 312.80 | 305.00 | -23.20 | -27.20 | -25.60 | -28.30 |
| 2020-06-03 | 279.70 | 290.60 | 292.60 | 279.10 | 307.00 | 315.30 | 315.80 | 305.70 | -27.30 | -24.70 | -23.20 | -26.60 |
| 2020-06-02 | 278.60 | 278.60 | 279.80 | 276.10 | 305.80 | 305.90 | 307.30 | 304.20 | -27.20 | -27.30 | -27.50 | -28.10 |
| 2020-06-01 | 274.20 | 278.10 | 279.90 | 273.90 | 301.40 | 305.50 | 307.60 | 301.30 | -27.20 | -27.40 | -27.70 | -27.40 |
| 2020-05-29 | 274.50 | 275.20 | 278.80 | 273.00 | 291.40 | 289.60 | 294.00 | 288.60 | -16.90 | -14.40 | -15.20 | -15.60 |
| 2020-05-28 | 271.30 | 273.10 | 276.80 | 270.20 | 300.60 | 300.90 | 303.20 | 298.90 | -29.30 | -27.80 | -26.40 | -28.70 |
| 2020-05-27 | 275.30 | 272.80 | 276.70 | 270.20 | 303.80 | 302.10 | 305.30 | 299.40 | -28.50 | -29.30 | -28.60 | -29.20 |
| 2020-05-26 | 271.30 | 274.80 | 275.90 | 270.20 | 298.50 | 303.60 | 304.10 | 297.10 | -27.20 | -28.80 | -28.20 | -26.90 |
| 2020-05-25 | 268.00 | 271.70 | 274.20 | 264.20 | 295.50 | 298.30 | 299.50 | 293.50 | -27.50 | -26.60 | -25.30 | -29.30 |
| 2020-05-22 | 279.30 | 265.70 | 280.00 | 260.10 | 303.80 | 294.10 | 304.50 | 289.50 | -24.50 | -28.40 | -24.50 | -29.40 |
| 2020-05-21 | 271.90 | 278.20 | 279.00 | 271.30 | 298.90 | 303.60 | 303.90 | 297.60 | -27.00 | -25.40 | -24.90 | -26.30 |
| 2020-05-20 | 268.00 | 268.60 | 270.80 | 265.00 | 293.90 | 295.20 | 297.60 | 293.40 | -25.90 | -26.60 | -26.80 | -28.40 |
| 2020-05-19 | 270.00 | 267.40 | 279.50 | 263.20 | 297.70 | 293.80 | 303.70 | 291.50 | -27.70 | -26.40 | -24.20 | -28.30 |
| 2020-05-18 | 260.30 | 267.60 | 269.50 | 256.20 | 290.10 | 295.20 | 297.20 | 285.20 | -29.80 | -27.60 | -27.70 | -29.00 |
| 2020-05-15 | 245.30 | 259.50 | 262.20 | 244.50 | 230.50 | 243.80 | 246.30 | 229.00 | 14.80 | 15.70 | 15.90 | 15.50 |
| 2020-05-14 | 252.00 | 245.30 | 252.60 | 240.80 | 237.00 | 229.50 | 237.00 | 224.60 | 15.00 | 15.80 | 15.60 | 16.20 |
| 2020-05-13 | 256.30 | 251.30 | 256.50 | 248.80 | 241.50 | 235.40 | 243.00 | 234.00 | 14.80 | 15.90 | 13.50 | 14.80 |
| 2020-05-12 | 244.60 | 238.40 | 244.60 | 236.30 | 259.00 | 253.20 | 259.80 | 251.50 | -14.40 | -14.80 | -15.20 | -15.20 |
| 2020-05-11 | 248.10 | 243.30 | 250.00 | 238.80 | 260.20 | 258.80 | 263.70 | 254.80 | -12.10 | -15.50 | -13.70 | -16.00 |
| 2020-05-08 | 259.10 | 248.60 | 259.10 | 237.70 | 271.70 | 262.30 | 273.80 | 251.80 | -12.60 | -13.70 | -14.70 | -14.10 |
| 2020-05-07 | 240.00 | 247.20 | 250.50 | 237.50 | 257.70 | 261.40 | 264.80 | 253.90 | -17.70 | -14.20 | -14.30 | -16.40 |
| 2020-05-06 | 267.30 | 246.40 | 267.30 | 243.60 | 287.30 | 263.60 | 287.30 | 261.70 | -20.00 | -17.20 | -20.00 | -18.10 |
| 2020-04-30 | 240.00 | 229.00 | 240.30 | 228.50 | 255.80 | 248.70 | 259.40 | 247.90 | -15.80 | -19.70 | -19.10 | -19.40 |
| 2020-04-29 | 215.00 | 224.50 | 227.70 | 214.20 | 237.20 | 243.70 | 249.90 | 237.20 | -22.20 | -19.20 | -22.20 | -23.00 |
| 2020-04-28 | 210.00 | 206.60 | 215.50 | 205.10 | 227.00 | 232.40 | 237.40 | 221.40 | -17.00 | -25.80 | -21.90 | -16.30 |
| 2020-04-27 | 225.00 | 215.20 | 227.00 | 215.00 | 240.50 | 230.90 | 240.90 | 230.80 | -15.50 | -15.70 | -13.90 | -15.80 |
| 2020-04-24 | 229.80 | 231.10 | 237.90 | 227.40 | 247.40 | 245.10 | 251.90 | 241.60 | -17.60 | -14.00 | -14.00 | -14.20 |
| 2020-04-23 | 210.60 | 227.50 | 238.00 | 205.30 | 252.10 | 276.50 | 283.00 | 249.00 | -41.50 | -49.00 | -45.00 | -43.70 |
| 2020-04-22 | 210.60 | 210.60 | 217.70 | 210.60 | 222.50 | 222.50 | 229.60 | 222.50 | -11.90 | -11.90 | -11.90 | -11.90 |
| 2020-04-21 | 233.00 | 229.20 | 239.60 | 226.80 | 243.10 | 242.30 | 252.50 | 240.80 | -10.10 | -13.10 | -12.90 | -14.00 |
| 2020-04-20 | 242.00 | 242.80 | 245.80 | 234.20 | 256.40 | 254.80 | 257.60 | 246.70 | -14.40 | -12.00 | -11.80 | -12.50 |
| 2020-04-17 | 262.20 | 253.70 | 263.60 | 242.10 | 275.20 | 265.90 | 276.90 | 255.80 | -13.00 | -12.20 | -13.30 | -13.70 |
| 2020-04-16 | 275.80 | 258.60 | 278.50 | 258.50 | 284.00 | 271.80 | 287.70 | 271.40 | -8.20 | -13.20 | -9.20 | -12.90 |
| 2020-04-15 | 273.00 | 274.50 | 279.00 | 270.40 | 282.90 | 283.40 | 287.50 | 278.70 | -9.90 | -8.90 | -8.50 | -8.30 |
| 2020-04-14 | 287.80 | 280.80 | 289.50 | 279.20 | 296.70 | 288.50 | 297.30 | 286.80 | -8.90 | -7.70 | -7.80 | -7.60 |
| 2020-04-13 | 295.10 | 285.10 | 304.90 | 284.60 | 305.00 | 292.90 | 311.60 | 292.00 | -9.90 | -7.80 | -6.70 | -7.40 |
| 2020-04-10 | 287.20 | 290.00 | 295.00 | 286.00 | 294.00 | 296.50 | 302.00 | 292.50 | -6.80 | -6.50 | -7.00 | -6.50 |
| 2020-04-09 | 297.00 | 301.60 | 302.90 | 297.00 | 308.00 | 307.00 | 308.00 | 302.90 | -11.00 | -5.40 | -5.10 | -5.90 |
| 2020-04-08 | 290.00 | 292.80 | 296.40 | 286.30 | 300.00 | 299.30 | 302.50 | 292.10 | -10.00 | -6.50 | -6.10 | -5.80 |
| 2020-04-07 | 298.00 | 297.70 | 298.50 | 292.40 | 303.40 | 303.20 | 304.40 | 299.10 | -5.40 | -5.50 | -5.90 | -6.70 |
| 2020-04-03 | 297.00 | 283.50 | 299.80 | 276.30 | 290.00 | 276.60 | 292.00 | 269.10 | 7.00 | 6.90 | 7.80 | 7.20 |
| 2020-04-02 | 266.00 | 289.00 | 289.00 | 263.80 | 260.00 | 282.50 | 282.50 | 257.20 | 6.00 | 6.50 | 6.50 | 6.60 |
| 2020-04-01 | 264.00 | 262.20 | 265.90 | 259.60 | 255.90 | 256.50 | 260.00 | 253.80 | 8.10 | 5.70 | 5.90 | 5.80 |
| 2020-03-31 | 253.30 | 265.30 | 271.00 | 253.30 | 247.70 | 259.20 | 264.30 | 247.00 | 5.60 | 6.10 | 6.70 | 6.30 |
| 2020-03-30 | 240.00 | 245.70 | 247.60 | 236.90 | 250.00 | 252.00 | 253.20 | 243.40 | -10.00 | -6.30 | -5.60 | -6.50 |
| 2020-03-27 | 253.00 | 249.40 | 255.00 | 247.10 | 260.80 | 255.60 | 260.80 | 253.00 | -7.80 | -6.20 | -5.80 | -5.90 |
| 2020-03-26 | 259.00 | 253.20 | 260.00 | 251.60 | 266.80 | 258.70 | 266.90 | 257.20 | -7.80 | -5.50 | -6.90 | -5.60 |
| 2020-03-25 | 256.30 | 259.30 | 261.10 | 255.60 | 260.70 | 264.40 | 267.10 | 260.70 | -4.40 | -5.10 | -6.00 | -5.10 |
| 2020-03-24 | 250.10 | 254.30 | 256.80 | 247.40 | 259.90 | 260.00 | 262.50 | 253.40 | -9.80 | -5.70 | -5.70 | -6.00 |
| 2020-03-23 | 213.20 | 242.90 | 243.30 | 213.20 | 225.00 | 248.90 | 249.50 | 223.00 | -11.80 | -6.00 | -6.20 | -9.80 |
| 2020-03-20 | 243.00 | 244.90 | 244.90 | 237.40 | 249.00 | 251.50 | 251.50 | 244.10 | -6.00 | -6.60 | -6.60 | -6.70 |
| 2020-03-19 | 220.20 | 229.70 | 234.20 | 214.40 | 225.00 | 236.20 | 240.00 | 220.10 | -4.80 | -6.50 | -5.80 | -5.70 |
| 2020-03-18 | 235.30 | 236.80 | 242.00 | 234.80 | 236.00 | 241.00 | 247.70 | 236.00 | -0.70 | -4.20 | -5.70 | -1.20 |
| 2020-03-17 | 250.00 | 246.50 | 251.60 | 241.50 | 253.30 | 252.00 | 256.20 | 246.80 | -3.30 | -5.50 | -4.60 | -5.30 |
| 2020-03-16 | 255.60 | 248.20 | 263.70 | 247.70 | 264.00 | 253.80 | 269.90 | 253.00 | -8.40 | -5.60 | -6.20 | -5.30 |
| 2020-03-13 | 257.00 | 267.10 | 269.40 | 250.80 | 263.00 | 273.80 | 275.80 | 258.30 | -6.00 | -6.70 | -6.40 | -7.50 |
| 2020-03-12 | 270.00 | 261.10 | 272.40 | 256.20 | 277.00 | 268.30 | 278.70 | 261.80 | -7.00 | -7.20 | -6.30 | -5.60 |
| 2020-03-11 | 287.00 | 275.00 | 294.20 | 273.70 | 318.00 | 302.00 | 324.40 | 300.00 | -31.00 | -27.00 | -30.20 | -26.30 |
| 2020-03-10 | 307.60 | 307.60 | 307.60 | 307.60 | 311.30 | 311.30 | 311.30 | 311.30 | -3.70 | -3.70 | -3.70 | -3.70 |
| 2020-03-09 | 338.10 | 338.10 | 338.10 | 338.10 | 331.30 | 331.30 | 331.30 | 331.30 | 6.80 | 6.80 | 6.80 | 6.80 |
| 2020-03-06 | 365.00 | 357.30 | 366.60 | 354.50 | 356.80 | 350.00 | 358.80 | 347.00 | 8.20 | 7.30 | 7.80 | 7.50 |
| 2020-03-05 | 374.30 | 373.70 | 375.90 | 372.40 | 366.00 | 366.20 | 368.20 | 365.30 | 8.30 | 7.50 | 7.70 | 7.10 |
| 2020-03-04 | 369.20 | 367.70 | 371.50 | 366.50 | 376.00 | 375.10 | 377.90 | 373.20 | -6.80 | -7.40 | -6.40 | -6.70 |