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
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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
2025-07-11 17200.00 17075.00 17235.00 17015.00 17210.00 17115.00 17255.00 17060.00 -10.00 -40.00 -20.00 -45.00
2025-07-10 17180.00 17230.00 17295.00 17120.00 17180.00 17250.00 17310.00 17150.00 0.00 -20.00 -15.00 -30.00
2025-07-09 17190.00 17175.00 17280.00 17125.00 17195.00 17195.00 17285.00 17150.00 -5.00 -20.00 -5.00 -25.00
2025-07-08 17180.00 17160.00 17185.00 17065.00 17220.00 17190.00 17220.00 17090.00 -40.00 -30.00 -35.00 -25.00
2025-07-07 17315.00 17210.00 17315.00 17155.00 17340.00 17225.00 17340.00 17170.00 -25.00 -15.00 -25.00 -15.00
2025-07-04 17220.00 17295.00 17305.00 17215.00 17275.00 17305.00 17320.00 17245.00 -55.00 -10.00 -15.00 -30.00
2025-07-03 17235.00 17245.00 17315.00 17195.00 17240.00 17275.00 17335.00 17210.00 -5.00 -30.00 -20.00 -15.00
2025-07-02 17115.00 17175.00 17210.00 17110.00 17130.00 17190.00 17230.00 17130.00 -15.00 -15.00 -20.00 -20.00
2025-07-01 17200.00 17100.00 17220.00 17090.00 17195.00 17130.00 17230.00 17115.00 5.00 -30.00 -10.00 -25.00
2025-06-30 17105.00 17200.00 17220.00 17095.00 17165.00 17225.00 17230.00 17120.00 -60.00 -25.00 -10.00 -25.00
2025-06-27 17225.00 17125.00 17270.00 17110.00 17210.00 17075.00 17235.00 17070.00 15.00 50.00 35.00 40.00
2025-06-26 17170.00 17225.00 17255.00 17150.00 17250.00 17190.00 17250.00 17120.00 -80.00 35.00 5.00 30.00
2025-06-25 17000.00 17165.00 17200.00 16990.00 17000.00 17190.00 17195.00 17000.00 0.00 -25.00 5.00 -10.00
2025-06-24 16925.00 16955.00 17005.00 16870.00 16930.00 16960.00 17010.00 16885.00 -5.00 -5.00 -5.00 -15.00
2025-06-23 16855.00 16920.00 16925.00 16825.00 16840.00 16930.00 16940.00 16840.00 15.00 -10.00 -15.00 -15.00
2025-06-20 16920.00 16810.00 16940.00 16785.00 16900.00 16845.00 16940.00 16810.00 20.00 -35.00 0.00 -25.00
2025-06-19 16850.00 16925.00 16965.00 16760.00 16840.00 16935.00 16970.00 16780.00 10.00 -10.00 -5.00 -20.00
2025-06-18 16850.00 16810.00 16925.00 16750.00 16845.00 16820.00 16935.00 16775.00 5.00 -10.00 -10.00 -25.00
2025-06-17 16995.00 16860.00 17000.00 16855.00 16995.00 16880.00 17030.00 16875.00 0.00 -20.00 -30.00 -20.00
2025-06-16 16915.00 16980.00 16985.00 16860.00 16910.00 16980.00 16985.00 16865.00 5.00 0.00 0.00 -5.00
2025-06-13 16900.00 16945.00 17010.00 16890.00 16890.00 16940.00 17005.00 16890.00 10.00 5.00 5.00 0.00
2025-06-12 16870.00 16890.00 16965.00 16840.00 16845.00 16905.00 16970.00 16845.00 25.00 -15.00 -5.00 -5.00
2025-06-11 16850.00 16845.00 16875.00 16805.00 16840.00 16850.00 16870.00 16810.00 10.00 -5.00 5.00 -5.00
2025-06-10 16815.00 16880.00 16905.00 16790.00 16785.00 16875.00 16890.00 16780.00 30.00 5.00 15.00 10.00
2025-06-09 16705.00 16765.00 16770.00 16695.00 16700.00 16770.00 16775.00 16700.00 5.00 -5.00 -5.00 -5.00
2025-06-06 16720.00 16780.00 16795.00 16630.00 16690.00 16775.00 16800.00 16635.00 30.00 5.00 -5.00 -5.00
2025-06-05 16680.00 16695.00 16765.00 16645.00 16680.00 16695.00 16755.00 16645.00 0.00 0.00 10.00 0.00
2025-06-04 16575.00 16670.00 16705.00 16545.00 16570.00 16665.00 16695.00 16545.00 5.00 5.00 10.00 0.00
2025-06-03 16650.00 16570.00 16685.00 16525.00 16645.00 16570.00 16665.00 16525.00 5.00 0.00 20.00 0.00
2025-05-30 16700.00 16620.00 16715.00 16540.00 16700.00 16610.00 16720.00 16545.00 0.00 10.00 -5.00 -5.00
2025-05-29 16730.00 16750.00 16825.00 16705.00 16700.00 16740.00 16810.00 16700.00 30.00 10.00 15.00 5.00
2025-05-28 16790.00 16705.00 16805.00 16680.00 16780.00 16700.00 16790.00 16680.00 10.00 5.00 15.00 0.00
2025-05-27 16760.00 16825.00 16850.00 16745.00 16785.00 16805.00 16845.00 16740.00 -25.00 20.00 5.00 5.00
2025-05-26 16835.00 16795.00 16890.00 16785.00 16900.00 16780.00 16900.00 16765.00 -65.00 15.00 -10.00 20.00
2025-05-23 16685.00 16860.00 16870.00 16655.00 16650.00 16855.00 16870.00 16650.00 35.00 5.00 0.00 5.00
2025-05-22 16895.00 16685.00 16895.00 16670.00 16845.00 16670.00 16875.00 16655.00 50.00 15.00 20.00 15.00
2025-05-21 16900.00 16900.00 16935.00 16830.00 16920.00 16900.00 16945.00 16840.00 -20.00 0.00 -10.00 -10.00
2025-05-20 16860.00 16845.00 16880.00 16740.00 16850.00 16855.00 16890.00 16760.00 10.00 -10.00 -10.00 -20.00
2025-05-19 16885.00 16860.00 16985.00 16835.00 16920.00 16875.00 16990.00 16860.00 -35.00 -15.00 -5.00 -25.00
2025-05-16 16990.00 16870.00 17015.00 16845.00 16980.00 16895.00 17020.00 16870.00 10.00 -25.00 -5.00 -25.00
2025-05-15 16990.00 16975.00 17050.00 16950.00 16985.00 16975.00 17060.00 16955.00 5.00 0.00 -10.00 -5.00
2025-05-14 16930.00 16935.00 16980.00 16835.00 16955.00 16950.00 17000.00 16850.00 -25.00 -15.00 -20.00 -15.00
2025-05-13 16940.00 16970.00 17000.00 16895.00 16950.00 16970.00 17010.00 16905.00 -10.00 0.00 -10.00 -10.00
2025-05-12 16900.00 16995.00 17015.00 16800.00 16850.00 17000.00 17010.00 16820.00 50.00 -5.00 5.00 -20.00
2025-05-09 16760.00 16805.00 16865.00 16725.00 16750.00 16795.00 16860.00 16725.00 10.00 10.00 5.00 0.00
2025-05-08 16720.00 16775.00 16865.00 16690.00 16685.00 16785.00 16845.00 16685.00 35.00 -10.00 20.00 5.00
2025-05-07 16740.00 16700.00 16875.00 16650.00 16700.00 16690.00 16865.00 16640.00 40.00 10.00 10.00 10.00
2025-05-06 16755.00 16700.00 16780.00 16625.00 16820.00 16710.00 16820.00 16640.00 -65.00 -10.00 -40.00 -15.00
2025-04-30 16885.00 16840.00 16920.00 16765.00 16900.00 16870.00 16910.00 16780.00 -15.00 -30.00 10.00 -15.00
2025-04-29 17015.00 16895.00 17020.00 16870.00 16970.00 16880.00 16985.00 16865.00 45.00 15.00 35.00 5.00
2025-04-28 16940.00 17005.00 17010.00 16825.00 16955.00 16990.00 17000.00 16825.00 -15.00 15.00 10.00 0.00
2025-04-25 16995.00 16945.00 17080.00 16930.00 17045.00 16950.00 17065.00 16925.00 -50.00 -5.00 15.00 5.00
2025-04-24 16965.00 16940.00 17000.00 16825.00 16900.00 16930.00 17005.00 16830.00 65.00 10.00 -5.00 -5.00
2025-04-23 16890.00 16910.00 16935.00 16825.00 16900.00 16910.00 16945.00 16825.00 -10.00 0.00 -10.00 0.00
2025-04-22 17085.00 16950.00 17085.00 16880.00 17010.00 16940.00 17070.00 16895.00 75.00 10.00 15.00 -15.00
2025-04-21 16820.00 17045.00 17075.00 16820.00 16920.00 17040.00 17080.00 16850.00 -100.00 5.00 -5.00 -30.00
2025-04-18 16750.00 16895.00 16930.00 16735.00 16760.00 16855.00 16895.00 16725.00 -10.00 40.00 35.00 10.00
2025-04-17 16695.00 16750.00 16790.00 16650.00 16700.00 16750.00 16780.00 16650.00 -5.00 0.00 10.00 0.00
2025-04-16 16830.00 16655.00 16850.00 16630.00 16790.00 16645.00 16830.00 16620.00 40.00 10.00 20.00 10.00
2025-04-15 16785.00 16825.00 16860.00 16750.00 16840.00 16805.00 16845.00 16730.00 -55.00 20.00 15.00 20.00
2025-04-14 16920.00 16850.00 16990.00 16845.00 16900.00 16830.00 16990.00 16810.00 20.00 20.00 0.00 35.00
2025-04-11 16735.00 16825.00 16860.00 16700.00 16750.00 16805.00 16860.00 16695.00 -15.00 20.00 0.00 5.00
2025-04-10 16365.00 16800.00 16900.00 16315.00 16390.00 16800.00 16890.00 16335.00 -25.00 0.00 10.00 -20.00
2025-04-09 16650.00 16410.00 16690.00 16165.00 16580.00 16415.00 16695.00 16305.00 70.00 -5.00 -5.00 -140.00
2025-04-08 16550.00 16540.00 16780.00 16520.00 16580.00 16555.00 16750.00 16520.00 -30.00 -15.00 30.00 0.00
2025-04-07 16420.00 16660.00 17045.00 16305.00 16300.00 16660.00 17035.00 16300.00 120.00 0.00 10.00 5.00
2025-04-03 17300.00 17100.00 17355.00 17075.00 17300.00 17120.00 17350.00 17095.00 0.00 -20.00 5.00 -20.00
2025-04-02 17375.00 17360.00 17400.00 17305.00 17385.00 17355.00 17400.00 17305.00 -10.00 5.00 0.00 0.00
2025-04-01 17465.00 17410.00 17465.00 17370.00 17435.00 17425.00 17465.00 17380.00 30.00 -15.00 0.00 -10.00
2025-03-31 17415.00 17445.00 17460.00 17370.00 17450.00 17460.00 17470.00 17375.00 -35.00 -15.00 -10.00 -5.00
2025-03-28 17530.00 17450.00 17600.00 17415.00 17585.00 17465.00 17625.00 17445.00 -55.00 -15.00 -25.00 -30.00
2025-03-27 17625.00 17615.00 17675.00 17585.00 17650.00 17635.00 17695.00 17610.00 -25.00 -20.00 -20.00 -25.00
2025-03-26 17565.00 17615.00 17670.00 17510.00 17500.00 17575.00 17630.00 17465.00 65.00 40.00 40.00 45.00
2025-03-25 17640.00 17560.00 17640.00 17480.00 17600.00 17510.00 17600.00 17440.00 40.00 50.00 40.00 40.00
2025-03-24 17430.00 17670.00 17805.00 17380.00 17425.00 17620.00 17755.00 17345.00 5.00 50.00 50.00 35.00
2025-03-21 17580.00 17430.00 17620.00 17320.00 17550.00 17395.00 17585.00 17300.00 30.00 35.00 35.00 20.00
2025-03-20 17750.00 17650.00 17760.00 17620.00 17650.00 17605.00 17720.00 17590.00 100.00 45.00 40.00 30.00
2025-03-19 17615.00 17690.00 17700.00 17550.00 17650.00 17725.00 17735.00 17585.00 -35.00 -35.00 -35.00 -35.00
2025-03-18 17655.00 17540.00 17655.00 17540.00 17675.00 17590.00 17685.00 17580.00 -20.00 -50.00 -30.00 -40.00
2025-03-17 17680.00 17635.00 17695.00 17585.00 17680.00 17665.00 17720.00 17610.00 0.00 -30.00 -25.00 -25.00
2025-03-14 17510.00 17725.00 17755.00 17510.00 17535.00 17740.00 17760.00 17535.00 -25.00 -15.00 -5.00 -25.00
2025-03-13 17575.00 17570.00 17640.00 17535.00 17595.00 17580.00 17615.00 17535.00 -20.00 -10.00 25.00 0.00
2025-03-12 17380.00 17505.00 17520.00 17345.00 17410.00 17495.00 17505.00 17350.00 -30.00 10.00 15.00 -5.00
2025-03-11 17520.00 17400.00 17555.00 17365.00 17535.00 17410.00 17550.00 17375.00 -15.00 -10.00 5.00 -10.00
2025-03-10 17400.00 17490.00 17510.00 17355.00 17410.00 17485.00 17500.00 17370.00 -10.00 5.00 10.00 -15.00
2025-03-07 17440.00 17420.00 17530.00 17400.00 17450.00 17435.00 17525.00 17420.00 -10.00 -15.00 5.00 -20.00
2025-03-06 17350.00 17410.00 17440.00 17320.00 17355.00 17410.00 17450.00 17320.00 -5.00 0.00 -10.00 0.00
2025-03-05 17290.00 17375.00 17425.00 17230.00 17280.00 17385.00 17425.00 17230.00 10.00 -10.00 0.00 0.00
2025-03-04 17270.00 17220.00 17280.00 17190.00 17280.00 17230.00 17290.00 17205.00 -10.00 -10.00 -10.00 -15.00
2025-03-03 17190.00 17260.00 17295.00 17180.00 17170.00 17270.00 17300.00 17170.00 20.00 -10.00 -5.00 10.00
2025-02-28 17140.00 17190.00 17235.00 17115.00 17185.00 17205.00 17245.00 17135.00 -45.00 -15.00 -10.00 -20.00
2025-02-27 17160.00 17145.00 17205.00 17125.00 17165.00 17160.00 17220.00 17150.00 -5.00 -15.00 -15.00 -25.00
2025-02-26 17125.00 17140.00 17220.00 17090.00 17120.00 17165.00 17220.00 17115.00 5.00 -25.00 0.00 -25.00
2025-02-25 17180.00 17125.00 17180.00 17080.00 17140.00 17080.00 17140.00 17030.00 40.00 45.00 40.00 50.00
2025-02-24 17090.00 17160.00 17195.00 17035.00 17030.00 17115.00 17145.00 16995.00 60.00 45.00 50.00 40.00
2025-02-21 17210.00 17120.00 17230.00 17100.00 17100.00 17080.00 17180.00 17050.00 110.00 40.00 50.00 50.00
2025-02-20 16965.00 17155.00 17160.00 16935.00 17020.00 17185.00 17190.00 16975.00 -55.00 -30.00 -30.00 -40.00
2025-02-19 17150.00 16965.00 17160.00 16930.00 17170.00 17005.00 17195.00 16970.00 -20.00 -40.00 -35.00 -40.00
2025-02-18 17200.00 17150.00 17250.00 17110.00 17215.00 17185.00 17290.00 17150.00 -15.00 -35.00 -40.00 -40.00
2025-02-17 17130.00 17190.00 17240.00 17070.00 17200.00 17225.00 17270.00 17105.00 -70.00 -35.00 -30.00 -35.00
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