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
2025 -2.92 -100.00 120.00 -4.21 -50.00 50.00 -0.68 -40.00 100.00 -11.83 -940.00 55.00
2024 63.90 -580.00 690.00 65.52 -525.00 650.00 68.33 -505.00 670.00 60.85 -595.00 685.00
2023 10.14 -1025.00 250.00 14.81 -310.00 260.00 12.98 -1005.00 285.00 12.81 -205.00 240.00
2022 -2.98 -405.00 205.00 -3.43 -65.00 120.00 -1.40 -110.00 110.00 -5.56 -85.00 155.00
2021 -27.14 -225.00 190.00 -30.41 -90.00 85.00 -28.23 -260.00 85.00 -34.98 -120.00 145.00
2020 34.34 -410.00 370.00 29.79 -295.00 340.00 36.69 -425.00 410.00 26.73 -295.00 310.00
2019 28.18 -200.00 285.00 32.60 -195.00 295.00 32.93 -745.00 285.00 30.18 -210.00 315.00
2018 69.77 -590.00 500.00 58.26 -570.00 545.00 68.18 -565.00 490.00 58.26 -560.00 540.00

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
2025-12 20.00 20.00 20.00 10.00 10.00 10.00 10.00 10.00 10.00 20.00 20.00 20.00
2025-11 5.50 -55.00 65.00 1.75 -25.00 40.00 5.00 -35.00 30.00 -47.00 -940.00 30.00
2025-10 -32.35 -80.00 -10.00 -12.06 -40.00 50.00 -8.53 -35.00 100.00 -17.94 -40.00 0.00
2025-09 -6.82 -75.00 105.00 -7.95 -45.00 45.00 -1.82 -35.00 45.00 -7.73 -35.00 55.00
2025-08 -1.43 -40.00 60.00 -5.24 -25.00 25.00 -0.24 -15.00 25.00 -7.62 -20.00 20.00
2025-07 -12.39 -70.00 45.00 -15.65 -40.00 40.00 -15.00 -35.00 40.00 -20.43 -45.00 30.00
2025-06 2.25 -80.00 30.00 -3.00 -35.00 50.00 1.00 -30.00 35.00 -5.00 -25.00 40.00
2025-05 2.11 -65.00 50.00 0.53 -25.00 20.00 -1.58 -40.00 20.00 -4.47 -25.00 20.00
2025-04 5.95 -100.00 120.00 3.81 -30.00 40.00 9.29 -10.00 35.00 -7.62 -140.00 35.00
2025-03 -1.19 -55.00 100.00 -0.48 -50.00 50.00 4.29 -35.00 50.00 -3.33 -40.00 45.00
2025-02 0.00 -70.00 110.00 -8.06 -50.00 45.00 -3.61 -40.00 50.00 -5.28 -40.00 50.00
2025-01 3.06 -85.00 75.00 0.00 -30.00 35.00 3.61 -20.00 70.00 -4.44 -35.00 40.00
2024-12 -0.23 -100.00 130.00 5.23 -45.00 60.00 11.36 -65.00 60.00 2.50 -45.00 80.00
2024-11 -11.19 -90.00 90.00 -7.86 -45.00 65.00 -0.48 -40.00 65.00 -12.62 -55.00 55.00
2024-10 -12.78 -205.00 95.00 -12.22 -50.00 60.00 -17.50 -195.00 45.00 -22.78 -55.00 45.00
2024-09 23.68 -45.00 110.00 41.84 -35.00 320.00 16.84 -300.00 95.00 29.74 -45.00 145.00
2024-08 352.27 -110.00 690.00 341.59 -140.00 650.00 363.41 -110.00 670.00 335.68 -125.00 645.00
2024-07 241.96 -580.00 600.00 248.26 -525.00 560.00 254.78 -505.00 560.00 234.57 -595.00 685.00
2024-06 67.63 -70.00 250.00 62.89 -65.00 235.00 75.53 -55.00 245.00 52.11 -100.00 180.00
2024-05 13.50 -130.00 105.00 17.75 -20.00 80.00 17.00 -150.00 75.00 19.75 -40.00 80.00
2024-04 3.50 -50.00 65.00 7.50 -50.00 45.00 12.00 -50.00 85.00 6.75 -30.00 45.00
2024-03 3.57 -35.00 50.00 10.24 -20.00 135.00 13.81 -5.00 155.00 12.14 -15.00 280.00
2024-02 -3.00 -80.00 80.00 -0.33 -10.00 20.00 -5.33 -50.00 20.00 -2.33 -25.00 15.00
2024-01 23.41 -55.00 90.00 8.86 -40.00 85.00 9.55 -85.00 100.00 11.82 -15.00 75.00
2023-12 4.29 -120.00 55.00 2.62 -35.00 40.00 4.05 -95.00 55.00 2.14 -45.00 50.00
2023-11 22.27 -155.00 155.00 23.64 -160.00 95.00 24.55 -120.00 100.00 23.64 -165.00 120.00
2023-10 -32.94 -1025.00 180.00 43.53 -175.00 190.00 -8.53 -1005.00 235.00 40.29 -185.00 205.00
2023-09 74.25 -330.00 250.00 85.75 -310.00 260.00 103.00 -250.00 285.00 75.75 -205.00 240.00
2023-08 10.87 -40.00 90.00 7.61 -20.00 25.00 10.00 -15.00 30.00 5.00 -15.00 30.00
2023-07 10.48 -70.00 75.00 13.33 -35.00 40.00 9.29 -70.00 50.00 12.38 -45.00 65.00
2023-06 4.00 -35.00 60.00 0.25 -10.00 15.00 2.00 -10.00 10.00 1.75 -15.00 30.00
2023-05 1.50 -65.00 60.00 7.00 -10.00 40.00 5.50 -20.00 45.00 3.50 -20.00 45.00
2023-04 7.37 -50.00 55.00 9.21 -10.00 30.00 7.63 -20.00 30.00 8.95 -10.00 25.00
2023-03 11.96 -50.00 95.00 3.26 -20.00 40.00 5.43 -25.00 45.00 2.61 -20.00 55.00
2023-02 -14.50 -85.00 50.00 -13.00 -35.00 40.00 -14.50 -50.00 30.00 -16.00 -30.00 25.00
2023-01 15.31 -60.00 100.00 -2.19 -40.00 45.00 2.81 -40.00 35.00 -3.44 -45.00 40.00
2022-12 7.27 -140.00 205.00 -0.23 -30.00 35.00 0.91 -95.00 45.00 0.00 -65.00 155.00
2022-11 7.73 -95.00 155.00 3.18 -50.00 60.00 6.82 -45.00 60.00 10.68 -30.00 105.00
2022-10 13.44 -55.00 60.00 18.12 -10.00 40.00 11.88 -45.00 40.00 17.19 -15.00 50.00
2022-09 4.29 -95.00 95.00 10.95 -20.00 50.00 10.95 -30.00 40.00 11.43 -15.00 65.00
2022-08 0.00 -90.00 60.00 5.65 -25.00 50.00 8.70 -20.00 35.00 2.83 -25.00 35.00
2022-07 18.81 -95.00 145.00 19.29 -30.00 120.00 20.48 -55.00 110.00 10.95 -30.00 100.00
2022-06 -25.48 -130.00 135.00 -14.05 -40.00 55.00 -17.62 -100.00 40.00 -23.10 -55.00 40.00
2022-05 -7.37 -205.00 145.00 -13.68 -35.00 20.00 -10.26 -40.00 25.00 -16.84 -75.00 50.00
2022-04 18.42 -110.00 190.00 -13.42 -50.00 30.00 1.32 -50.00 65.00 -20.26 -65.00 35.00
2022-03 -27.61 -405.00 115.00 -11.96 -50.00 40.00 -9.57 -110.00 40.00 -14.35 -55.00 40.00
2022-02 -11.56 -130.00 80.00 -17.81 -65.00 50.00 -15.62 -50.00 35.00 -17.81 -55.00 45.00
2022-01 -31.84 -220.00 120.00 -30.53 -60.00 35.00 -28.95 -110.00 35.00 -30.79 -85.00 75.00
2021-12 -2.39 -150.00 135.00 -9.35 -65.00 55.00 -2.61 -50.00 70.00 -11.09 -60.00 65.00
2021-11 -13.64 -125.00 100.00 -39.32 -65.00 -10.00 -36.14 -90.00 20.00 -41.59 -65.00 25.00
2021-10 -14.06 -135.00 175.00 -36.56 -65.00 55.00 -29.38 -60.00 65.00 -37.19 -70.00 55.00
2021-09 -45.75 -135.00 40.00 -41.75 -65.00 40.00 -44.00 -120.00 30.00 -42.00 -70.00 105.00
2021-08 -44.77 -130.00 80.00 -44.55 -70.00 55.00 -48.64 -100.00 40.00 -49.09 -85.00 45.00
2021-07 -27.05 -170.00 190.00 -45.68 -85.00 70.00 -52.95 -260.00 75.00 -42.50 -120.00 125.00
2021-06 -66.19 -225.00 145.00 -52.14 -85.00 70.00 -52.14 -85.00 70.00 -54.29 -95.00 60.00
2021-05 -49.44 -195.00 135.00 -40.00 -90.00 75.00 -46.94 -115.00 80.00 -43.06 -95.00 115.00
2021-04 -20.24 -120.00 170.00 -32.38 -85.00 65.00 -20.71 -60.00 85.00 -34.29 -65.00 60.00
2021-03 -42.61 -220.00 95.00 -17.39 -85.00 70.00 -20.65 -65.00 40.00 -34.57 -70.00 35.00
2021-02 -3.67 -125.00 120.00 -8.67 -50.00 60.00 11.00 -40.00 80.00 -30.67 -110.00 60.00
2021-01 11.00 -195.00 135.00 6.00 -65.00 85.00 13.25 -115.00 75.00 0.50 -105.00 145.00
2020-12 -60.43 -250.00 75.00 -55.87 -90.00 25.00 -56.96 -210.00 45.00 -55.87 -105.00 45.00
2020-11 46.67 -100.00 185.00 26.90 -90.00 85.00 38.10 -30.00 80.00 44.05 -35.00 235.00
2020-10 55.94 -170.00 220.00 47.81 -65.00 100.00 48.44 -330.00 160.00 33.44 -50.00 80.00
2020-09 28.64 -410.00 370.00 45.91 -295.00 340.00 51.59 -425.00 375.00 23.18 -295.00 300.00
2020-08 38.81 -70.00 195.00 31.67 -45.00 105.00 40.24 -35.00 100.00 35.48 -40.00 80.00
2020-07 75.00 -40.00 190.00 53.04 -40.00 100.00 63.04 -55.00 125.00 50.22 -40.00 105.00
2020-06 47.50 -115.00 215.00 47.75 -85.00 165.00 54.25 -100.00 160.00 41.75 -95.00 150.00
2020-05 96.67 -145.00 190.00 88.61 -130.00 215.00 94.17 -105.00 195.00 83.06 -125.00 200.00
2020-04 82.62 -270.00 270.00 73.33 -230.00 295.00 82.86 -220.00 290.00 60.00 -285.00 230.00
2020-03 0.91 -370.00 205.00 16.36 -115.00 150.00 38.64 -135.00 410.00 25.91 -130.00 310.00
2020-02 14.50 -120.00 100.00 3.25 -50.00 55.00 4.00 -45.00 50.00 -2.75 -105.00 55.00
2020-01 -2.81 -75.00 80.00 -13.44 -45.00 20.00 -14.38 -60.00 30.00 -12.19 -45.00 25.00
2019-12 28.86 -145.00 135.00 40.00 -85.00 160.00 35.00 -130.00 145.00 28.64 -105.00 130.00
2019-11 7.38 -200.00 130.00 0.71 -195.00 120.00 -1.67 -185.00 105.00 15.95 -210.00 165.00
2019-10 41.67 -85.00 185.00 50.28 -90.00 205.00 66.67 -135.00 210.00 49.17 -85.00 140.00
2019-09 77.50 -170.00 240.00 75.00 -130.00 220.00 79.75 -140.00 220.00 72.00 -150.00 210.00
2019-08 23.41 -45.00 150.00 26.14 -25.00 170.00 30.00 -35.00 175.00 24.55 -15.00 140.00
2019-07 20.00 -35.00 80.00 16.52 -10.00 50.00 31.09 -30.00 265.00 5.22 -25.00 40.00
2019-06 26.58 -70.00 130.00 30.26 -20.00 85.00 33.16 -20.00 80.00 26.32 -20.00 85.00
2019-05 -5.50 -120.00 100.00 11.00 -105.00 105.00 18.00 -60.00 95.00 3.50 -115.00 85.00
2019-04 -20.95 -130.00 95.00 -14.29 -60.00 70.00 -10.00 -70.00 85.00 -20.95 -65.00 70.00
2019-03 51.90 -40.00 170.00 55.95 -30.00 140.00 21.67 -745.00 175.00 59.76 -40.00 315.00
2019-02 -20.00 -120.00 85.00 1.67 -55.00 80.00 0.67 -50.00 70.00 3.67 -60.00 130.00
2019-01 93.86 -160.00 285.00 91.14 -140.00 295.00 85.68 -135.00 285.00 89.77 -140.00 280.00
2018-12 80.25 -535.00 435.00 54.75 -570.00 460.00 69.75 -565.00 440.00 67.00 -515.00 440.00
2018-11 50.45 -590.00 500.00 50.68 -565.00 545.00 64.32 -505.00 490.00 45.68 -560.00 540.00
2018-10 150.83 -270.00 475.00 140.00 -220.00 455.00 145.00 -235.00 380.00 142.22 -205.00 430.00
2018-09 -137.50 -395.00 295.00 -147.50 -420.00 305.00 -153.33 -420.00 290.00 -176.67 -395.00 260.00

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
2018-11-27 18095.00 17945.00 18190.00 17935.00 18575.00 18510.00 18680.00 18465.00 -480.00 -565.00 -490.00 -530.00
2018-11-26 18385.00 18120.00 18425.00 18105.00 18755.00 18605.00 18785.00 18570.00 -370.00 -485.00 -360.00 -465.00
2018-11-23 18360.00 18480.00 18585.00 18215.00 18655.00 18825.00 18880.00 18555.00 -295.00 -345.00 -295.00 -340.00
2018-11-22 18250.00 18345.00 18385.00 18215.00 18565.00 18625.00 18680.00 18525.00 -315.00 -280.00 -295.00 -310.00
2018-11-21 18335.00 18290.00 18335.00 18070.00 18550.00 18565.00 18600.00 18410.00 -215.00 -275.00 -265.00 -340.00
2018-11-20 18295.00 18300.00 18355.00 18200.00 18550.00 18545.00 18605.00 18475.00 -255.00 -245.00 -250.00 -275.00
2018-11-19 18220.00 18205.00 18445.00 18160.00 18440.00 18475.00 18645.00 18400.00 -220.00 -270.00 -200.00 -240.00
2018-11-16 18210.00 18140.00 18265.00 18020.00 18515.00 18390.00 18575.00 18290.00 -305.00 -250.00 -310.00 -270.00
2018-11-15 18140.00 18250.00 18320.00 18030.00 18505.00 18575.00 18640.00 18425.00 -365.00 -325.00 -320.00 -395.00
2018-11-14 18380.00 18505.00 18540.00 18315.00 17950.00 18080.00 18120.00 17835.00 430.00 425.00 420.00 480.00
2018-11-13 18495.00 18475.00 18575.00 18420.00 18015.00 17985.00 18100.00 17930.00 480.00 490.00 475.00 490.00
2018-11-12 18545.00 18605.00 18680.00 18385.00 18070.00 18155.00 18200.00 17865.00 475.00 450.00 480.00 520.00
2018-11-09 18520.00 18550.00 18765.00 18500.00 18100.00 18115.00 18305.00 18080.00 420.00 435.00 460.00 420.00
2018-11-08 18365.00 18465.00 18520.00 18320.00 17930.00 18015.00 18080.00 17895.00 435.00 450.00 440.00 425.00
2018-11-07 18420.00 18390.00 18465.00 18260.00 17965.00 17960.00 17985.00 17785.00 455.00 430.00 480.00 475.00
2018-11-06 18580.00 18420.00 18660.00 18420.00 18105.00 17965.00 18170.00 17925.00 475.00 455.00 490.00 495.00
2018-11-05 18850.00 18635.00 18860.00 18630.00 18350.00 18090.00 18390.00 18090.00 500.00 545.00 470.00 540.00
2018-11-02 18785.00 18750.00 18790.00 18610.00 18300.00 18280.00 18310.00 18115.00 485.00 470.00 480.00 495.00
2018-11-01 18295.00 18740.00 18800.00 18210.00 17925.00 18260.00 18320.00 17815.00 370.00 480.00 480.00 395.00
2018-10-31 18350.00 18425.00 18465.00 18225.00 18020.00 18070.00 18115.00 17900.00 330.00 355.00 350.00 325.00
2018-10-30 18545.00 18405.00 18555.00 18370.00 18200.00 18075.00 18255.00 18065.00 345.00 330.00 300.00 305.00
2018-10-29 18465.00 18560.00 18625.00 18450.00 18630.00 18700.00 18760.00 18590.00 -165.00 -140.00 -135.00 -140.00
2018-10-26 18420.00 18520.00 18540.00 18340.00 18550.00 18665.00 18665.00 18480.00 -130.00 -145.00 -125.00 -140.00
2018-10-25 18100.00 18420.00 18455.00 18100.00 18280.00 18560.00 18590.00 18280.00 -180.00 -140.00 -135.00 -180.00
2018-10-24 18040.00 18150.00 18310.00 18040.00 18255.00 18340.00 18460.00 18205.00 -215.00 -190.00 -150.00 -165.00
2018-10-23 18205.00 18125.00 18270.00 18035.00 18475.00 18305.00 18490.00 18240.00 -270.00 -180.00 -220.00 -205.00
2018-10-22 18175.00 18250.00 18270.00 17950.00 18180.00 18470.00 18505.00 18130.00 -5.00 -220.00 -235.00 -180.00
2018-10-19 18435.00 18275.00 18480.00 18260.00 18200.00 18105.00 18235.00 18085.00 235.00 170.00 245.00 175.00
2018-10-18 18630.00 18500.00 18760.00 18480.00 18350.00 18290.00 18495.00 18230.00 280.00 210.00 265.00 250.00
2018-10-17 18825.00 18670.00 18875.00 18600.00 18560.00 18400.00 18580.00 18340.00 265.00 270.00 295.00 260.00
2018-10-16 18955.00 18750.00 19060.00 18715.00 18630.00 18450.00 18685.00 18415.00 325.00 300.00 375.00 300.00
2018-10-15 18780.00 18815.00 18995.00 18700.00 18500.00 18480.00 18640.00 18440.00 280.00 335.00 355.00 260.00
2018-10-12 18480.00 18600.00 18750.00 18330.00 18005.00 18350.00 18525.00 17900.00 475.00 250.00 225.00 430.00
2018-10-11 18140.00 18210.00 18410.00 18055.00 17805.00 17755.00 18030.00 17665.00 335.00 455.00 380.00 390.00
2018-10-10 18185.00 18250.00 18320.00 18005.00 17995.00 17910.00 17995.00 17660.00 190.00 340.00 325.00 345.00
2018-10-09 18160.00 18335.00 18345.00 18050.00 17855.00 18090.00 18095.00 17805.00 305.00 245.00 250.00 245.00
2018-10-08 18045.00 18130.00 18170.00 17945.00 17730.00 17855.00 17925.00 17660.00 315.00 275.00 245.00 285.00
2018-09-28 17815.00 18115.00 18175.00 17780.00 17520.00 17810.00 17885.00 17520.00 295.00 305.00 290.00 260.00
2018-09-27 18080.00 17840.00 18085.00 17760.00 17795.00 17610.00 17845.00 17555.00 285.00 230.00 240.00 205.00
2018-09-26 18360.00 18015.00 18370.00 17975.00 18650.00 18370.00 18660.00 18355.00 -290.00 -355.00 -290.00 -380.00
2018-09-25 18325.00 18310.00 18395.00 18155.00 18720.00 18595.00 18815.00 18540.00 -395.00 -285.00 -420.00 -385.00
2018-09-21 18410.00 18290.00 18470.00 18205.00 18795.00 18710.00 18860.00 18570.00 -385.00 -420.00 -390.00 -365.00
2018-09-20 18420.00 18470.00 18645.00 18335.00 18755.00 18830.00 18995.00 18730.00 -335.00 -360.00 -350.00 -395.00
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