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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-06-16 | 520.00 | 531.10 | 531.80 | 519.40 | 518.70 | 529.50 | 531.10 | 517.60 | 1.30 | 1.60 | 0.70 | 1.80 |
| 2023-06-15 | 526.50 | 516.00 | 527.90 | 512.50 | 529.80 | 517.60 | 529.80 | 514.30 | -3.30 | -1.60 | -1.90 | -1.80 |
| 2023-06-14 | 515.00 | 524.40 | 524.70 | 514.00 | 516.00 | 526.60 | 526.70 | 515.90 | -1.00 | -2.20 | -2.00 | -1.90 |
| 2023-06-13 | 506.70 | 507.90 | 510.80 | 501.50 | 508.00 | 509.90 | 512.30 | 504.40 | -1.30 | -2.00 | -1.50 | -2.90 |
| 2023-06-12 | 529.80 | 514.50 | 533.40 | 513.80 | 528.00 | 516.00 | 532.10 | 515.30 | 1.80 | -1.50 | 1.30 | -1.50 |
| 2023-06-09 | 537.60 | 525.50 | 538.10 | 514.70 | 537.60 | 524.90 | 537.60 | 514.70 | 0.00 | 0.60 | 0.50 | 0.00 |
| 2023-06-08 | 531.00 | 535.60 | 537.20 | 527.80 | 532.00 | 535.70 | 536.10 | 527.50 | -1.00 | -0.10 | 1.10 | 0.30 |
| 2023-06-07 | 521.80 | 523.70 | 528.30 | 518.20 | 521.40 | 524.30 | 528.90 | 519.20 | 0.40 | -0.60 | -0.60 | -1.00 |
| 2023-06-06 | 532.00 | 525.00 | 532.40 | 523.20 | 533.20 | 524.90 | 533.50 | 523.60 | -1.20 | 0.10 | -1.10 | -0.40 |
| 2023-06-05 | 523.20 | 527.80 | 530.00 | 517.90 | 524.00 | 529.20 | 530.00 | 519.10 | -0.80 | -1.40 | 0.00 | -1.20 |
| 2023-06-02 | 502.80 | 518.30 | 518.80 | 497.80 | 503.00 | 519.00 | 519.50 | 498.20 | -0.20 | -0.70 | -0.70 | -0.40 |
| 2023-06-01 | 491.50 | 505.90 | 506.90 | 489.90 | 491.30 | 505.70 | 507.00 | 490.60 | 0.20 | 0.20 | -0.10 | -0.70 |
| 2023-05-31 | 520.60 | 503.90 | 521.40 | 502.70 | 520.10 | 504.20 | 520.10 | 502.70 | 0.50 | -0.30 | 1.30 | 0.00 |
| 2023-05-30 | 526.00 | 529.70 | 538.60 | 522.70 | 524.00 | 527.80 | 537.50 | 521.90 | 2.00 | 1.90 | 1.10 | 0.80 |
| 2023-05-29 | 525.50 | 532.10 | 535.60 | 524.50 | 524.80 | 530.20 | 534.20 | 523.50 | 0.70 | 1.90 | 1.40 | 1.00 |
| 2023-05-26 | 526.90 | 521.90 | 527.20 | 513.30 | 526.40 | 520.70 | 526.60 | 513.60 | 0.50 | 1.20 | 0.60 | -0.30 |
| 2023-05-25 | 528.40 | 531.50 | 534.70 | 523.20 | 529.40 | 531.20 | 534.80 | 523.10 | -1.00 | 0.30 | -0.10 | 0.10 |
| 2023-05-24 | 522.70 | 527.00 | 529.40 | 518.30 | 523.60 | 528.00 | 530.00 | 519.90 | -0.90 | -1.00 | -0.60 | -1.60 |
| 2023-05-23 | 511.50 | 515.50 | 520.00 | 509.80 | 513.10 | 517.40 | 520.80 | 511.50 | -1.60 | -1.90 | -0.80 | -1.70 |
| 2023-05-22 | 529.00 | 507.00 | 529.60 | 505.70 | 524.90 | 503.50 | 528.60 | 503.10 | 4.10 | 3.50 | 1.00 | 2.60 |
| 2023-05-19 | 514.90 | 523.90 | 525.80 | 512.40 | 511.00 | 518.60 | 522.20 | 509.60 | 3.90 | 5.30 | 3.60 | 2.80 |
| 2023-05-18 | 506.80 | 518.00 | 520.50 | 506.00 | 502.70 | 513.60 | 518.20 | 502.70 | 4.10 | 4.40 | 2.30 | 3.30 |
| 2023-05-17 | 505.60 | 498.00 | 511.20 | 496.90 | 507.90 | 501.60 | 513.80 | 500.30 | -2.30 | -3.60 | -2.60 | -3.40 |
| 2023-05-16 | 497.20 | 503.60 | 510.30 | 497.20 | 500.10 | 505.80 | 513.40 | 499.90 | -2.90 | -2.20 | -3.10 | -2.70 |
| 2023-05-15 | 501.80 | 494.40 | 506.30 | 489.70 | 504.40 | 497.90 | 508.70 | 493.70 | -2.60 | -3.50 | -2.40 | -4.00 |
| 2023-05-12 | 505.70 | 494.80 | 508.20 | 494.50 | 509.00 | 498.20 | 511.20 | 497.90 | -3.30 | -3.40 | -3.00 | -3.40 |
| 2023-05-11 | 523.10 | 513.00 | 523.80 | 505.20 | 523.20 | 515.20 | 524.80 | 509.10 | -0.10 | -2.20 | -1.00 | -3.90 |
| 2023-05-10 | 516.00 | 519.40 | 524.50 | 508.40 | 516.80 | 520.30 | 524.80 | 510.20 | -0.80 | -0.90 | -0.30 | -1.80 |
| 2023-05-09 | 518.00 | 515.60 | 523.30 | 515.00 | 519.00 | 516.80 | 524.50 | 516.40 | -1.00 | -1.20 | -1.20 | -1.40 |
| 2023-05-08 | 500.30 | 513.90 | 514.00 | 499.80 | 502.50 | 515.30 | 515.30 | 500.70 | -2.20 | -1.40 | -1.30 | -0.90 |
| 2023-05-05 | 494.00 | 495.10 | 497.80 | 485.30 | 496.20 | 496.30 | 500.20 | 487.90 | -2.20 | -1.20 | -2.40 | -2.60 |
| 2023-05-04 | 488.00 | 496.90 | 499.20 | 488.00 | 491.00 | 499.10 | 500.30 | 488.20 | -3.00 | -2.20 | -1.10 | -0.20 |
| 2023-04-28 | 525.90 | 531.70 | 532.30 | 523.80 | 527.50 | 532.00 | 533.60 | 525.50 | -1.60 | -0.30 | -1.30 | -1.70 |
| 2023-04-27 | 549.10 | 526.10 | 550.10 | 524.50 | 546.40 | 527.80 | 550.20 | 526.20 | 2.70 | -1.70 | -0.10 | -1.70 |
| 2023-04-26 | 563.60 | 556.90 | 564.60 | 549.30 | 561.40 | 556.40 | 562.80 | 548.50 | 2.20 | 0.50 | 1.80 | 0.80 |
| 2023-04-25 | 556.20 | 567.90 | 571.00 | 554.80 | 553.40 | 565.70 | 568.10 | 552.30 | 2.80 | 2.20 | 2.90 | 2.50 |
| 2023-04-24 | 558.40 | 553.90 | 564.40 | 553.00 | 555.40 | 551.50 | 561.10 | 550.40 | 3.00 | 2.40 | 3.30 | 2.60 |
| 2023-04-21 | 564.10 | 554.20 | 565.60 | 554.10 | 560.10 | 550.60 | 561.80 | 550.60 | 4.00 | 3.60 | 3.80 | 3.50 |
| 2023-04-20 | 576.40 | 567.00 | 576.70 | 564.70 | 572.80 | 563.20 | 573.30 | 562.30 | 3.60 | 3.80 | 3.40 | 2.40 |
| 2023-04-19 | 582.40 | 580.80 | 588.30 | 578.30 | 593.70 | 583.70 | 597.00 | 581.00 | -11.30 | -2.90 | -8.70 | -2.70 |
| 2023-04-18 | 590.10 | 587.10 | 591.90 | 580.50 | 597.60 | 597.20 | 605.70 | 594.50 | -7.50 | -10.10 | -13.80 | -14.00 |
| 2023-04-17 | 596.90 | 601.30 | 602.80 | 592.40 | 590.90 | 593.20 | 596.80 | 587.60 | 6.00 | 8.10 | 6.00 | 4.80 |
| 2023-04-14 | 600.30 | 596.20 | 602.50 | 592.00 | 595.00 | 590.30 | 597.60 | 589.20 | 5.30 | 5.90 | 4.90 | 2.80 |
| 2023-04-13 | 596.90 | 601.00 | 606.50 | 594.40 | 590.80 | 595.40 | 598.90 | 588.70 | 6.10 | 5.60 | 7.60 | 5.70 |
| 2023-04-12 | 585.00 | 593.80 | 596.30 | 583.80 | 579.50 | 587.80 | 589.20 | 578.00 | 5.50 | 6.00 | 7.10 | 5.80 |
| 2023-04-11 | 582.00 | 588.60 | 590.50 | 580.90 | 577.60 | 582.80 | 585.30 | 575.30 | 4.40 | 5.80 | 5.20 | 5.60 |
| 2023-04-10 | 592.00 | 587.90 | 595.30 | 585.30 | 587.00 | 582.20 | 589.00 | 580.00 | 5.00 | 5.70 | 6.30 | 5.30 |
| 2023-04-07 | 585.40 | 592.00 | 593.60 | 581.40 | 583.80 | 587.40 | 589.70 | 579.30 | 1.60 | 4.60 | 3.90 | 2.10 |
| 2023-04-06 | 580.00 | 584.20 | 585.70 | 577.40 | 581.00 | 582.90 | 584.50 | 576.50 | -1.00 | 1.30 | 1.20 | 0.90 |
| 2023-04-04 | 573.80 | 583.40 | 583.70 | 570.00 | 573.30 | 582.50 | 582.60 | 570.20 | 0.50 | 0.90 | 1.10 | -0.20 |
| 2023-04-03 | 529.20 | 569.70 | 572.70 | 527.60 | 531.10 | 570.30 | 572.10 | 530.10 | -1.90 | -0.60 | 0.60 | -2.50 |
| 2023-03-31 | 525.00 | 527.40 | 529.80 | 521.50 | 527.30 | 529.50 | 531.90 | 524.40 | -2.30 | -2.10 | -2.10 | -2.90 |
| 2023-03-30 | 528.80 | 523.30 | 530.20 | 519.30 | 532.00 | 525.90 | 532.50 | 521.60 | -3.20 | -2.60 | -2.30 | -2.30 |
| 2023-03-29 | 519.70 | 526.20 | 527.50 | 517.60 | 522.60 | 528.70 | 529.90 | 520.40 | -2.90 | -2.50 | -2.40 | -2.80 |
| 2023-03-28 | 510.10 | 519.70 | 522.60 | 509.20 | 515.00 | 522.80 | 525.40 | 511.50 | -4.90 | -3.10 | -2.80 | -2.30 |
| 2023-03-27 | 497.00 | 507.70 | 507.80 | 494.00 | 497.30 | 510.10 | 510.30 | 496.50 | -0.30 | -2.40 | -2.50 | -2.50 |
| 2023-03-24 | 509.00 | 508.00 | 515.60 | 500.50 | 510.30 | 510.00 | 517.90 | 503.50 | -1.30 | -2.00 | -2.30 | -3.00 |
| 2023-03-23 | 507.00 | 507.00 | 513.30 | 502.10 | 508.50 | 509.70 | 516.20 | 505.80 | -1.50 | -2.70 | -2.90 | -3.70 |
| 2023-03-22 | 499.90 | 503.50 | 505.40 | 498.10 | 502.40 | 506.90 | 508.50 | 501.30 | -2.50 | -3.40 | -3.10 | -3.20 |
| 2023-03-21 | 491.00 | 492.80 | 497.50 | 485.40 | 487.30 | 488.50 | 492.60 | 480.80 | 3.70 | 4.30 | 4.90 | 4.60 |
| 2023-03-20 | 497.00 | 481.50 | 502.90 | 480.60 | 494.30 | 476.60 | 498.70 | 476.20 | 2.70 | 4.90 | 4.20 | 4.40 |
| 2023-03-17 | 493.60 | 498.50 | 505.20 | 483.20 | 498.00 | 502.90 | 510.60 | 487.60 | -4.40 | -4.40 | -5.40 | -4.40 |
| 2023-03-16 | 506.30 | 493.80 | 507.80 | 485.20 | 509.20 | 498.80 | 512.00 | 491.20 | -2.90 | -5.00 | -4.20 | -6.00 |
| 2023-03-15 | 528.50 | 522.60 | 536.60 | 517.50 | 531.00 | 526.00 | 538.30 | 522.00 | -2.50 | -3.40 | -1.70 | -4.50 |
| 2023-03-14 | 522.30 | 529.50 | 544.80 | 522.20 | 530.00 | 531.80 | 547.60 | 525.00 | -7.70 | -2.30 | -2.80 | -2.80 |
| 2023-03-13 | 546.90 | 552.60 | 558.30 | 545.10 | 548.30 | 554.80 | 559.70 | 546.20 | -1.40 | -2.20 | -1.40 | -1.10 |
| 2023-03-10 | 560.20 | 546.00 | 568.20 | 545.40 | 560.20 | 547.30 | 567.70 | 547.00 | 0.00 | -1.30 | 0.50 | -1.60 |
| 2023-03-09 | 563.70 | 560.70 | 565.20 | 556.70 | 563.40 | 560.60 | 565.20 | 556.70 | 0.30 | 0.10 | 0.00 | 0.00 |
| 2023-03-08 | 580.30 | 564.70 | 580.90 | 563.60 | 580.10 | 564.60 | 580.30 | 563.50 | 0.20 | 0.10 | 0.60 | 0.10 |
| 2023-03-07 | 568.40 | 582.80 | 589.70 | 568.00 | 566.00 | 582.00 | 587.50 | 565.30 | 2.40 | 0.80 | 2.20 | 2.70 |
| 2023-03-06 | 568.10 | 570.60 | 575.20 | 555.30 | 565.90 | 567.60 | 573.10 | 553.70 | 2.20 | 3.00 | 2.10 | 1.60 |
| 2023-03-03 | 562.00 | 568.30 | 569.60 | 561.00 | 561.90 | 566.90 | 568.10 | 561.20 | 0.10 | 1.40 | 1.50 | -0.20 |
| 2023-03-02 | 552.70 | 559.00 | 562.00 | 549.00 | 551.70 | 559.30 | 562.20 | 548.80 | 1.00 | -0.30 | -0.20 | 0.20 |
| 2023-03-01 | 551.80 | 557.60 | 559.80 | 551.70 | 551.50 | 557.30 | 558.60 | 551.20 | 0.30 | 0.30 | 1.20 | 0.50 |
| 2023-02-28 | 548.50 | 548.20 | 549.00 | 542.00 | 548.30 | 548.20 | 548.90 | 541.40 | 0.20 | 0.00 | 0.10 | 0.60 |
| 2023-02-27 | 551.10 | 547.90 | 555.30 | 541.50 | 552.10 | 547.70 | 554.50 | 542.20 | -1.00 | 0.20 | 0.80 | -0.70 |
| 2023-02-24 | 539.50 | 551.90 | 552.90 | 537.60 | 540.20 | 551.70 | 552.30 | 539.20 | -0.70 | 0.20 | 0.60 | -1.60 |
| 2023-02-23 | 546.20 | 534.90 | 551.20 | 533.80 | 545.40 | 536.30 | 550.20 | 535.30 | 0.80 | -1.40 | 1.00 | -1.50 |
| 2023-02-22 | 550.10 | 546.00 | 553.50 | 542.40 | 549.60 | 545.80 | 552.90 | 543.40 | 0.50 | 0.20 | 0.60 | -1.00 |
| 2023-02-21 | 557.70 | 548.00 | 559.50 | 546.50 | 556.00 | 547.70 | 557.80 | 546.30 | 1.70 | 0.30 | 1.70 | 0.20 |
| 2023-02-20 | 557.80 | 556.60 | 558.60 | 547.40 | 553.00 | 555.40 | 556.90 | 545.20 | 4.80 | 1.20 | 1.70 | 2.20 |
| 2023-02-17 | 571.50 | 564.30 | 574.60 | 563.20 | 566.00 | 560.40 | 568.80 | 559.40 | 5.50 | 3.90 | 5.80 | 3.80 |
| 2023-02-16 | 562.10 | 574.20 | 575.20 | 555.80 | 559.10 | 568.90 | 569.70 | 553.30 | 3.00 | 5.30 | 5.50 | 2.50 |
| 2023-02-15 | 565.10 | 562.30 | 566.30 | 552.90 | 569.60 | 567.00 | 573.80 | 558.80 | -4.50 | -4.70 | -7.50 | -5.90 |
| 2023-02-14 | 559.90 | 566.90 | 568.90 | 556.90 | 565.20 | 571.50 | 573.80 | 561.30 | -5.30 | -4.60 | -4.90 | -4.40 |
| 2023-02-13 | 565.00 | 563.00 | 567.80 | 557.00 | 560.00 | 556.20 | 561.70 | 553.90 | 5.00 | 6.80 | 6.10 | 3.10 |
| 2023-02-10 | 552.80 | 554.00 | 556.30 | 546.60 | 551.50 | 549.50 | 551.80 | 541.70 | 1.30 | 4.50 | 4.50 | 4.90 |
| 2023-02-09 | 546.00 | 554.80 | 556.80 | 543.90 | 547.50 | 553.50 | 554.80 | 544.10 | -1.50 | 1.30 | 2.00 | -0.20 |
| 2023-02-08 | 529.20 | 544.60 | 545.30 | 527.10 | 530.70 | 545.10 | 546.00 | 529.10 | -1.50 | -0.50 | -0.70 | -2.00 |
| 2023-02-07 | 522.00 | 530.30 | 532.90 | 513.80 | 522.00 | 532.80 | 535.50 | 514.80 | 0.00 | -2.50 | -2.60 | -1.00 |
| 2023-02-06 | 532.90 | 518.60 | 545.80 | 515.40 | 532.60 | 519.40 | 546.30 | 517.20 | 0.30 | -0.80 | -0.50 | -1.80 |
| 2023-02-03 | 531.70 | 531.90 | 538.80 | 525.30 | 532.30 | 532.40 | 539.70 | 527.20 | -0.60 | -0.50 | -0.90 | -1.90 |
| 2023-02-02 | 551.50 | 534.20 | 553.70 | 531.70 | 554.40 | 536.00 | 556.10 | 535.10 | -2.90 | -1.80 | -2.40 | -3.40 |
| 2023-02-01 | 539.20 | 551.40 | 554.10 | 538.10 | 541.50 | 554.10 | 556.20 | 540.90 | -2.30 | -2.70 | -2.10 | -2.80 |
| 2023-01-31 | 554.90 | 540.50 | 557.00 | 539.60 | 556.70 | 542.80 | 559.00 | 542.20 | -1.80 | -2.30 | -2.00 | -2.60 |
| 2023-01-30 | 562.00 | 552.40 | 563.70 | 550.00 | 565.20 | 554.50 | 565.20 | 553.50 | -3.20 | -2.10 | -1.50 | -3.50 |
| 2023-01-20 | 551.30 | 563.90 | 564.50 | 549.50 | 553.70 | 565.50 | 565.90 | 552.70 | -2.40 | -1.60 | -1.40 | -3.20 |
| 2023-01-19 | 568.20 | 549.30 | 568.20 | 544.10 | 569.90 | 552.60 | 569.90 | 547.50 | -1.70 | -3.30 | -1.70 | -3.40 |
| 2023-01-18 | 553.00 | 563.50 | 566.10 | 552.90 | 554.40 | 565.60 | 567.70 | 553.90 | -1.40 | -2.10 | -1.60 | -1.00 |
| 2023-01-17 | 543.90 | 547.30 | 550.60 | 538.90 | 546.30 | 549.00 | 552.80 | 541.60 | -2.40 | -1.70 | -2.20 | -2.70 |