沪铅期货跨期套利数据回测

本页面展示沪铅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

关于沪铅期货跨期套利的详细数据分析,请查看文章:。

沪铅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

沪铅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

沪铅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
2025-12-08 17340.00 17305.00 17380.00 17275.00 17295.00 17315.00 17385.00 17275.00 45.00 -10.00 -5.00 0.00
2025-12-05 17200.00 17290.00 17375.00 17200.00 17280.00 17305.00 17385.00 17205.00 -80.00 -15.00 -10.00 -5.00
2025-12-04 17240.00 17245.00 17285.00 17120.00 17175.00 17235.00 17275.00 17100.00 65.00 10.00 10.00 20.00
2025-12-03 17170.00 17210.00 17240.00 17140.00 17180.00 17180.00 17200.00 17120.00 -10.00 30.00 40.00 20.00
2025-12-02 17145.00 17210.00 17230.00 17110.00 17080.00 17175.00 17200.00 17070.00 65.00 35.00 30.00 40.00
2025-12-01 17100.00 17075.00 17175.00 17010.00 17080.00 17055.00 17165.00 16995.00 20.00 20.00 10.00 15.00
2025-11-28 16990.00 17090.00 17150.00 16945.00 16965.00 17080.00 17125.00 16950.00 25.00 10.00 25.00 -5.00
2025-11-27 17060.00 16955.00 17075.00 15885.00 17045.00 16955.00 17060.00 16825.00 15.00 0.00 15.00 -940.00
2025-11-26 17065.00 17065.00 17130.00 17030.00 17060.00 17065.00 17130.00 17025.00 5.00 0.00 0.00 5.00
2025-11-25 17115.00 17045.00 17130.00 17010.00 17105.00 17005.00 17110.00 16985.00 10.00 40.00 20.00 25.00
2025-11-24 17195.00 17135.00 17230.00 17115.00 17175.00 17110.00 17215.00 17100.00 20.00 25.00 15.00 15.00
2025-11-21 17250.00 17165.00 17275.00 17150.00 17205.00 17160.00 17255.00 17130.00 45.00 5.00 20.00 20.00
2025-11-20 17300.00 17220.00 17320.00 17195.00 17275.00 17200.00 17295.00 17175.00 25.00 20.00 25.00 20.00
2025-11-19 17225.00 17250.00 17265.00 17170.00 17255.00 17230.00 17255.00 17165.00 -30.00 20.00 10.00 5.00
2025-11-18 17365.00 17230.00 17370.00 17215.00 17345.00 17210.00 17345.00 17195.00 20.00 20.00 25.00 20.00
2025-11-17 17520.00 17355.00 17520.00 17310.00 17455.00 17325.00 17490.00 17280.00 65.00 30.00 30.00 30.00
2025-11-14 17670.00 17495.00 17695.00 17465.00 17705.00 17505.00 17730.00 17485.00 -35.00 -10.00 -35.00 -20.00
2025-11-13 17605.00 17650.00 17815.00 17575.00 17660.00 17670.00 17840.00 17610.00 -55.00 -20.00 -25.00 -35.00
2025-11-12 17485.00 17660.00 17765.00 17440.00 17435.00 17670.00 17770.00 17435.00 50.00 -10.00 -5.00 5.00
2025-11-11 17505.00 17440.00 17575.00 17435.00 17520.00 17450.00 17570.00 17445.00 -15.00 -10.00 5.00 -10.00
2025-11-10 17440.00 17505.00 17535.00 17440.00 17460.00 17505.00 17535.00 17460.00 -20.00 0.00 0.00 -20.00
2025-11-07 17420.00 17420.00 17460.00 17370.00 17445.00 17445.00 17475.00 17390.00 -25.00 -25.00 -15.00 -20.00
2025-11-06 17465.00 17430.00 17555.00 17350.00 17470.00 17450.00 17560.00 17365.00 -5.00 -20.00 -5.00 -15.00
2025-11-05 17425.00 17475.00 17585.00 17425.00 17440.00 17495.00 17585.00 17425.00 -15.00 -20.00 0.00 0.00
2025-11-04 17415.00 17415.00 17490.00 17400.00 17405.00 17425.00 17495.00 17405.00 10.00 -10.00 -5.00 -5.00
2025-11-03 17390.00 17420.00 17480.00 17350.00 17370.00 17430.00 17480.00 17365.00 20.00 -10.00 0.00 -15.00
2025-10-31 17355.00 17390.00 17475.00 17335.00 17390.00 17400.00 17470.00 17350.00 -35.00 -10.00 5.00 -15.00
2025-10-30 17360.00 17350.00 17405.00 17335.00 17380.00 17355.00 17420.00 17350.00 -20.00 -5.00 -15.00 -15.00
2025-10-29 17315.00 17355.00 17410.00 17315.00 17395.00 17380.00 17410.00 17335.00 -80.00 -25.00 0.00 -20.00
2025-10-28 17520.00 17355.00 17540.00 17340.00 17560.00 17365.00 17560.00 17350.00 -40.00 -10.00 -20.00 -10.00
2025-10-27 17640.00 17520.00 17640.00 17395.00 17675.00 17525.00 17675.00 17435.00 -35.00 -5.00 -35.00 -40.00
2025-10-24 17565.00 17595.00 17635.00 17440.00 17620.00 17635.00 17670.00 17460.00 -55.00 -40.00 -35.00 -20.00
2025-10-23 17160.00 17615.00 17760.00 17160.00 17170.00 17565.00 17660.00 17165.00 -10.00 50.00 100.00 -5.00
2025-10-22 17125.00 17160.00 17185.00 17110.00 17150.00 17175.00 17205.00 17125.00 -25.00 -15.00 -20.00 -15.00
2025-10-21 17130.00 17160.00 17210.00 17110.00 17140.00 17155.00 17225.00 17110.00 -10.00 5.00 -15.00 0.00
2025-10-20 17075.00 17060.00 17155.00 17055.00 17100.00 17090.00 17165.00 17085.00 -25.00 -30.00 -10.00 -30.00
2025-10-17 17090.00 17075.00 17110.00 17020.00 17105.00 17090.00 17130.00 17050.00 -15.00 -15.00 -20.00 -30.00
2025-10-16 17110.00 17100.00 17150.00 17090.00 17130.00 17130.00 17165.00 17105.00 -20.00 -30.00 -15.00 -15.00
2025-10-15 17010.00 17110.00 17135.00 16960.00 17025.00 17130.00 17155.00 16980.00 -15.00 -20.00 -20.00 -20.00
2025-10-14 17050.00 17050.00 17155.00 17035.00 17115.00 17060.00 17160.00 17050.00 -65.00 -10.00 -5.00 -15.00
2025-10-13 17160.00 17095.00 17290.00 17085.00 17180.00 17110.00 17285.00 17085.00 -20.00 -15.00 5.00 0.00
2025-10-10 17135.00 17140.00 17165.00 17095.00 17190.00 17150.00 17190.00 17115.00 -55.00 -10.00 -25.00 -20.00
2025-10-09 17000.00 17115.00 17155.00 16905.00 17025.00 17135.00 17175.00 16940.00 -25.00 -20.00 -20.00 -35.00
2025-09-30 16880.00 16940.00 16990.00 16870.00 16920.00 16985.00 17015.00 16900.00 -40.00 -45.00 -25.00 -30.00
2025-09-29 17065.00 16855.00 17110.00 16845.00 17130.00 16885.00 17135.00 16875.00 -65.00 -30.00 -25.00 -30.00
2025-09-26 17100.00 17110.00 17130.00 17055.00 17065.00 17070.00 17090.00 17020.00 35.00 40.00 40.00 35.00
2025-09-25 17085.00 17090.00 17145.00 17080.00 17075.00 17060.00 17100.00 17045.00 10.00 30.00 45.00 35.00
2025-09-24 17085.00 17065.00 17110.00 17035.00 16980.00 17030.00 17070.00 16980.00 105.00 35.00 40.00 55.00
2025-09-23 17190.00 17085.00 17190.00 17065.00 17095.00 17040.00 17145.00 17025.00 95.00 45.00 45.00 40.00
2025-09-22 17150.00 17125.00 17170.00 17075.00 17180.00 17165.00 17205.00 17110.00 -30.00 -40.00 -35.00 -35.00
2025-09-19 17105.00 17150.00 17180.00 17100.00 17180.00 17180.00 17215.00 17120.00 -75.00 -30.00 -35.00 -20.00
2025-09-18 17095.00 17145.00 17170.00 17055.00 17135.00 17165.00 17185.00 17070.00 -40.00 -20.00 -15.00 -15.00
2025-09-17 17075.00 17100.00 17135.00 17035.00 17105.00 17110.00 17140.00 17060.00 -30.00 -10.00 -5.00 -25.00
2025-09-16 17150.00 17055.00 17155.00 17005.00 17165.00 17080.00 17175.00 17035.00 -15.00 -25.00 -20.00 -30.00
2025-09-15 17050.00 17160.00 17205.00 17030.00 17045.00 17190.00 17220.00 17035.00 5.00 -30.00 -15.00 -5.00
2025-09-12 16860.00 17040.00 17120.00 16830.00 16880.00 17050.00 17120.00 16840.00 -20.00 -10.00 0.00 -10.00
2025-09-11 16815.00 16900.00 16920.00 16790.00 16830.00 16905.00 16920.00 16805.00 -15.00 -5.00 0.00 -15.00
2025-09-10 16895.00 16795.00 16910.00 16790.00 16915.00 16820.00 16915.00 16810.00 -20.00 -25.00 -5.00 -20.00
2025-09-09 16920.00 16930.00 16940.00 16885.00 16900.00 16935.00 16935.00 16890.00 20.00 -5.00 5.00 -5.00
2025-09-08 16915.00 16895.00 16925.00 16830.00 16915.00 16895.00 16925.00 16850.00 0.00 0.00 0.00 -20.00
2025-09-05 16890.00 16900.00 16915.00 16850.00 16885.00 16900.00 16920.00 16865.00 5.00 0.00 -5.00 -15.00
2025-09-04 16865.00 16860.00 16890.00 16835.00 16895.00 16870.00 16895.00 16850.00 -30.00 -10.00 -5.00 -15.00
2025-09-03 16810.00 16865.00 16920.00 16800.00 16840.00 16875.00 16925.00 16820.00 -30.00 -10.00 -5.00 -20.00
2025-09-02 16875.00 16850.00 16950.00 16830.00 16880.00 16865.00 16950.00 16840.00 -5.00 -15.00 0.00 -10.00
2025-09-01 16875.00 16855.00 16880.00 16780.00 16885.00 16870.00 16900.00 16795.00 -10.00 -15.00 -20.00 -15.00
2025-08-29 16880.00 16880.00 16910.00 16800.00 16895.00 16900.00 16910.00 16815.00 -15.00 -20.00 0.00 -15.00
2025-08-28 16885.00 16910.00 16925.00 16850.00 16895.00 16900.00 16910.00 16850.00 -10.00 10.00 15.00 0.00
2025-08-27 16925.00 16890.00 16960.00 16870.00 16865.00 16865.00 16945.00 16850.00 60.00 25.00 15.00 20.00
2025-08-26 16865.00 16930.00 16970.00 16860.00 16840.00 16910.00 16945.00 16840.00 25.00 20.00 25.00 20.00
2025-08-25 16790.00 16845.00 16895.00 16755.00 16815.00 16865.00 16900.00 16765.00 -25.00 -20.00 -5.00 -10.00
2025-08-22 16755.00 16780.00 16800.00 16730.00 16745.00 16780.00 16800.00 16740.00 10.00 0.00 0.00 -10.00
2025-08-21 16770.00 16745.00 16810.00 16720.00 16735.00 16745.00 16815.00 16730.00 35.00 0.00 -5.00 -10.00
2025-08-20 16825.00 16725.00 16830.00 16680.00 16810.00 16740.00 16825.00 16695.00 15.00 -15.00 5.00 -15.00
2025-08-19 16790.00 16825.00 16865.00 16765.00 16790.00 16835.00 16865.00 16775.00 0.00 -10.00 0.00 -10.00
2025-08-18 16810.00 16775.00 16835.00 16750.00 16850.00 16790.00 16850.00 16770.00 -40.00 -15.00 -15.00 -20.00
2025-08-15 16820.00 16850.00 16870.00 16775.00 16830.00 16855.00 16870.00 16795.00 -10.00 -5.00 0.00 -20.00
2025-08-14 16880.00 16770.00 16890.00 16755.00 16890.00 16790.00 16900.00 16765.00 -10.00 -20.00 -10.00 -10.00
2025-08-13 16940.00 16930.00 16975.00 16865.00 16935.00 16940.00 16980.00 16880.00 5.00 -10.00 -5.00 -15.00
2025-08-12 16855.00 16915.00 16980.00 16855.00 16850.00 16925.00 16985.00 16850.00 5.00 -10.00 -5.00 5.00
2025-08-11 16850.00 16885.00 16950.00 16820.00 16875.00 16885.00 16950.00 16830.00 -25.00 0.00 0.00 -10.00
2025-08-08 16875.00 16845.00 16910.00 16820.00 16915.00 16850.00 16920.00 16830.00 -40.00 -5.00 -10.00 -10.00
2025-08-07 16880.00 16875.00 16905.00 16825.00 16875.00 16900.00 16910.00 16830.00 5.00 -25.00 -5.00 -5.00
2025-08-06 16750.00 16855.00 16935.00 16720.00 16760.00 16850.00 16930.00 16725.00 -10.00 5.00 5.00 -5.00
2025-08-05 16750.00 16775.00 16805.00 16650.00 16760.00 16770.00 16810.00 16670.00 -10.00 5.00 -5.00 -20.00
2025-08-04 16780.00 16750.00 16835.00 16715.00 16750.00 16760.00 16845.00 16720.00 30.00 -10.00 -10.00 -5.00
2025-08-01 16705.00 16735.00 16750.00 16615.00 16730.00 16745.00 16745.00 16630.00 -25.00 -10.00 5.00 -15.00
2025-07-31 16885.00 16735.00 16905.00 16710.00 16885.00 16755.00 16915.00 16735.00 0.00 -20.00 -10.00 -25.00
2025-07-30 16870.00 16890.00 16930.00 16840.00 16875.00 16900.00 16955.00 16860.00 -5.00 -10.00 -25.00 -20.00
2025-07-29 16985.00 16900.00 17015.00 16890.00 16970.00 16915.00 17030.00 16910.00 15.00 -15.00 -15.00 -20.00
2025-07-28 16960.00 16915.00 17085.00 16820.00 16925.00 16880.00 17045.00 16790.00 35.00 35.00 40.00 30.00
2025-07-25 16890.00 16955.00 16975.00 16850.00 16890.00 16925.00 16955.00 16840.00 0.00 30.00 20.00 10.00
2025-07-24 16910.00 16890.00 16945.00 16840.00 16865.00 16885.00 16920.00 16815.00 45.00 5.00 25.00 25.00
2025-07-23 16930.00 16850.00 16985.00 16820.00 16980.00 16810.00 16980.00 16790.00 -50.00 40.00 5.00 30.00
2025-07-22 16950.00 16900.00 16990.00 16820.00 16965.00 16930.00 17015.00 16855.00 -15.00 -30.00 -25.00 -35.00
2025-07-21 16850.00 16960.00 17010.00 16850.00 16920.00 16995.00 17040.00 16885.00 -70.00 -35.00 -30.00 -35.00
2025-07-18 16825.00 16820.00 16850.00 16770.00 16860.00 16845.00 16880.00 16810.00 -35.00 -25.00 -30.00 -40.00
2025-07-17 16900.00 16845.00 16935.00 16820.00 16920.00 16875.00 16970.00 16860.00 -20.00 -30.00 -35.00 -40.00
2025-07-16 16930.00 16895.00 16945.00 16855.00 16965.00 16925.00 16980.00 16900.00 -35.00 -30.00 -35.00 -45.00
2025-07-15 17060.00 16930.00 17080.00 16925.00 17015.00 16965.00 17115.00 16965.00 45.00 -35.00 -35.00 -40.00
2025-07-14 17055.00 17085.00 17130.00 17020.00 17100.00 17115.00 17160.00 17055.00 -45.00 -30.00 -30.00 -35.00
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