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
2023-06-16 15450.00 15460.00 15515.00 15385.00 15390.00 15455.00 15510.00 15380.00 60.00 5.00 5.00 5.00
2023-06-15 15380.00 15380.00 15395.00 15320.00 15380.00 15385.00 15395.00 15325.00 0.00 -5.00 0.00 -5.00
2023-06-14 15345.00 15315.00 15355.00 15290.00 15350.00 15320.00 15360.00 15295.00 -5.00 -5.00 -5.00 -5.00
2023-06-13 15310.00 15335.00 15335.00 15280.00 15310.00 15340.00 15340.00 15260.00 0.00 -5.00 -5.00 20.00
2023-06-12 15150.00 15275.00 15305.00 15150.00 15155.00 15275.00 15295.00 15155.00 -5.00 0.00 10.00 -5.00
2023-06-09 15140.00 15180.00 15185.00 15140.00 15120.00 15165.00 15175.00 15120.00 20.00 15.00 10.00 20.00
2023-06-08 15165.00 15165.00 15195.00 15135.00 15170.00 15150.00 15190.00 15120.00 -5.00 15.00 5.00 15.00
2023-06-07 15095.00 15165.00 15175.00 15080.00 15050.00 15155.00 15170.00 15050.00 45.00 10.00 5.00 30.00
2023-06-06 15090.00 15080.00 15090.00 15030.00 15050.00 15075.00 15090.00 15030.00 40.00 5.00 0.00 0.00
2023-06-05 15070.00 15055.00 15110.00 15015.00 15065.00 15055.00 15100.00 15015.00 5.00 0.00 10.00 0.00
2023-06-02 15080.00 15050.00 15100.00 15030.00 15090.00 15035.00 15095.00 15030.00 -10.00 15.00 5.00 0.00
2023-06-01 15170.00 15140.00 15180.00 15100.00 15150.00 15150.00 15180.00 15100.00 20.00 -10.00 0.00 0.00
2023-05-31 15230.00 15195.00 15235.00 15170.00 15225.00 15185.00 15235.00 15155.00 5.00 10.00 0.00 15.00
2023-05-30 15250.00 15215.00 15255.00 15200.00 15245.00 15210.00 15255.00 15200.00 5.00 5.00 0.00 0.00
2023-05-29 15250.00 15240.00 15260.00 15220.00 15240.00 15245.00 15260.00 15220.00 10.00 -5.00 0.00 0.00
2023-05-26 15220.00 15265.00 15275.00 15220.00 15255.00 15260.00 15275.00 15220.00 -35.00 5.00 0.00 0.00
2023-05-25 15250.00 15270.00 15275.00 15205.00 15285.00 15270.00 15285.00 15225.00 -35.00 0.00 -10.00 -20.00
2023-05-24 15315.00 15290.00 15315.00 15270.00 15255.00 15285.00 15295.00 15255.00 60.00 5.00 20.00 15.00
2023-05-23 15355.00 15305.00 15370.00 15270.00 15330.00 15285.00 15335.00 15255.00 25.00 20.00 35.00 15.00
2023-05-22 15395.00 15375.00 15440.00 15360.00 15395.00 15340.00 15395.00 15320.00 0.00 35.00 45.00 40.00
2023-05-19 15290.00 15380.00 15400.00 15290.00 15285.00 15340.00 15370.00 15270.00 5.00 40.00 30.00 20.00
2023-05-18 15245.00 15305.00 15325.00 15205.00 15210.00 15295.00 15315.00 15210.00 35.00 10.00 10.00 -5.00
2023-05-17 15185.00 15215.00 15230.00 15155.00 15170.00 15210.00 15225.00 15160.00 15.00 5.00 5.00 -5.00
2023-05-16 15200.00 15185.00 15245.00 15180.00 15205.00 15185.00 15240.00 15180.00 -5.00 0.00 5.00 0.00
2023-05-15 15225.00 15200.00 15240.00 15175.00 15205.00 15195.00 15240.00 15175.00 20.00 5.00 0.00 0.00
2023-05-12 15270.00 15230.00 15280.00 15220.00 15280.00 15235.00 15285.00 15230.00 -10.00 -5.00 -5.00 -10.00
2023-05-11 15305.00 15305.00 15320.00 15270.00 15295.00 15300.00 15315.00 15265.00 10.00 5.00 5.00 5.00
2023-05-10 15245.00 15285.00 15330.00 15240.00 15270.00 15290.00 15325.00 15260.00 -25.00 -5.00 5.00 -20.00
2023-05-09 15300.00 15245.00 15300.00 15230.00 15305.00 15245.00 15305.00 15240.00 -5.00 0.00 -5.00 -10.00
2023-05-08 15315.00 15275.00 15325.00 15270.00 15345.00 15285.00 15345.00 15280.00 -30.00 -10.00 -20.00 -10.00
2023-05-05 15310.00 15345.00 15360.00 15275.00 15375.00 15345.00 15375.00 15280.00 -65.00 0.00 -15.00 -5.00
2023-05-04 15270.00 15370.00 15395.00 15250.00 15220.00 15350.00 15390.00 15205.00 50.00 20.00 5.00 45.00
2023-04-28 15280.00 15255.00 15280.00 15240.00 15280.00 15245.00 15280.00 15240.00 0.00 10.00 0.00 0.00
2023-04-27 15290.00 15275.00 15315.00 15260.00 15280.00 15270.00 15310.00 15240.00 10.00 5.00 5.00 20.00
2023-04-26 15280.00 15315.00 15320.00 15255.00 15255.00 15300.00 15305.00 15250.00 25.00 15.00 15.00 5.00
2023-04-25 15255.00 15295.00 15300.00 15230.00 15305.00 15285.00 15305.00 15230.00 -50.00 10.00 -5.00 0.00
2023-04-24 15325.00 15300.00 15335.00 15280.00 15300.00 15280.00 15330.00 15270.00 25.00 20.00 5.00 10.00
2023-04-21 15430.00 15290.00 15450.00 15255.00 15415.00 15290.00 15430.00 15265.00 15.00 0.00 20.00 -10.00
2023-04-20 15410.00 15410.00 15430.00 15370.00 15410.00 15400.00 15420.00 15365.00 0.00 10.00 10.00 5.00
2023-04-19 15390.00 15395.00 15400.00 15360.00 15350.00 15405.00 15410.00 15350.00 40.00 -10.00 -10.00 10.00
2023-04-18 15355.00 15365.00 15390.00 15295.00 15300.00 15360.00 15380.00 15280.00 55.00 5.00 10.00 15.00
2023-04-17 15345.00 15390.00 15405.00 15325.00 15340.00 15380.00 15425.00 15325.00 5.00 10.00 -20.00 0.00
2023-04-14 15290.00 15305.00 15315.00 15245.00 15320.00 15300.00 15320.00 15240.00 -30.00 5.00 -5.00 5.00
2023-04-13 15330.00 15320.00 15355.00 15300.00 15300.00 15310.00 15335.00 15275.00 30.00 10.00 20.00 25.00
2023-04-12 15255.00 15280.00 15310.00 15245.00 15235.00 15270.00 15285.00 15220.00 20.00 10.00 25.00 25.00
2023-04-11 15290.00 15285.00 15315.00 15240.00 15295.00 15255.00 15300.00 15230.00 -5.00 30.00 15.00 10.00
2023-04-10 15290.00 15320.00 15325.00 15270.00 15295.00 15310.00 15310.00 15250.00 -5.00 10.00 15.00 20.00
2023-04-07 15220.00 15320.00 15330.00 15220.00 15200.00 15295.00 15300.00 15200.00 20.00 25.00 30.00 20.00
2023-04-06 15190.00 15230.00 15250.00 15190.00 15220.00 15225.00 15235.00 15185.00 -30.00 5.00 15.00 5.00
2023-04-04 15210.00 15205.00 15240.00 15185.00 15190.00 15205.00 15245.00 15185.00 20.00 0.00 -5.00 0.00
2023-04-03 15265.00 15175.00 15275.00 15175.00 15270.00 15170.00 15270.00 15170.00 -5.00 5.00 5.00 5.00
2023-03-31 15285.00 15285.00 15330.00 15265.00 15295.00 15280.00 15320.00 15260.00 -10.00 5.00 10.00 5.00
2023-03-30 15335.00 15305.00 15360.00 15245.00 15295.00 15290.00 15340.00 15235.00 40.00 15.00 20.00 10.00
2023-03-29 15390.00 15260.00 15405.00 15240.00 15400.00 15240.00 15400.00 15230.00 -10.00 20.00 5.00 10.00
2023-03-28 15410.00 15420.00 15450.00 15385.00 15395.00 15390.00 15425.00 15370.00 15.00 30.00 25.00 15.00
2023-03-27 15390.00 15440.00 15440.00 15365.00 15345.00 15410.00 15420.00 15345.00 45.00 30.00 20.00 20.00
2023-03-24 15395.00 15390.00 15400.00 15340.00 15300.00 15370.00 15385.00 15300.00 95.00 20.00 15.00 40.00
2023-03-23 15390.00 15375.00 15405.00 15355.00 15300.00 15360.00 15395.00 15300.00 90.00 15.00 10.00 55.00
2023-03-22 15435.00 15340.00 15435.00 15280.00 15375.00 15350.00 15390.00 15295.00 60.00 -10.00 45.00 -15.00
2023-03-21 15355.00 15395.00 15400.00 15330.00 15330.00 15375.00 15375.00 15300.00 25.00 20.00 25.00 30.00
2023-03-20 15405.00 15320.00 15450.00 15300.00 15380.00 15280.00 15415.00 15275.00 25.00 40.00 35.00 25.00
2023-03-17 15250.00 15405.00 15420.00 15235.00 15260.00 15375.00 15395.00 15240.00 -10.00 30.00 25.00 -5.00
2023-03-16 15260.00 15245.00 15295.00 15220.00 15255.00 15250.00 15300.00 15225.00 5.00 -5.00 -5.00 -5.00
2023-03-15 15260.00 15260.00 15300.00 15230.00 15280.00 15265.00 15305.00 15235.00 -20.00 -5.00 -5.00 -5.00
2023-03-14 15150.00 15240.00 15285.00 15145.00 15150.00 15250.00 15295.00 15150.00 0.00 -10.00 -10.00 -5.00
2023-03-13 15155.00 15150.00 15190.00 15120.00 15150.00 15170.00 15200.00 15130.00 5.00 -20.00 -10.00 -10.00
2023-03-10 15210.00 15155.00 15210.00 15145.00 15165.00 15165.00 15205.00 15150.00 45.00 -10.00 5.00 -5.00
2023-03-09 15210.00 15180.00 15230.00 15155.00 15230.00 15195.00 15240.00 15170.00 -20.00 -15.00 -10.00 -15.00
2023-03-08 15215.00 15195.00 15225.00 15160.00 15250.00 15215.00 15250.00 15180.00 -35.00 -20.00 -25.00 -20.00
2023-03-07 15280.00 15285.00 15300.00 15245.00 15295.00 15305.00 15315.00 15265.00 -15.00 -20.00 -15.00 -20.00
2023-03-06 15310.00 15285.00 15315.00 15235.00 15325.00 15295.00 15325.00 15245.00 -15.00 -10.00 -10.00 -10.00
2023-03-03 15300.00 15295.00 15315.00 15215.00 15280.00 15305.00 15325.00 15225.00 20.00 -10.00 -10.00 -10.00
2023-03-02 15365.00 15285.00 15370.00 15275.00 15375.00 15300.00 15375.00 15285.00 -10.00 -15.00 -5.00 -10.00
2023-03-01 15290.00 15340.00 15345.00 15275.00 15340.00 15340.00 15355.00 15290.00 -50.00 0.00 -10.00 -15.00
2023-02-28 15390.00 15350.00 15415.00 15330.00 15380.00 15360.00 15415.00 15345.00 10.00 -10.00 0.00 -15.00
2023-02-27 15305.00 15345.00 15400.00 15285.00 15320.00 15305.00 15370.00 15260.00 -15.00 40.00 30.00 25.00
2023-02-24 15390.00 15350.00 15390.00 15300.00 15345.00 15325.00 15375.00 15290.00 45.00 25.00 15.00 10.00
2023-02-23 15445.00 15345.00 15500.00 15320.00 15500.00 15345.00 15500.00 15320.00 -55.00 0.00 0.00 0.00
2023-02-22 15405.00 15440.00 15470.00 15375.00 15450.00 15445.00 15480.00 15390.00 -45.00 -5.00 -10.00 -15.00
2023-02-21 15300.00 15395.00 15415.00 15260.00 15250.00 15420.00 15445.00 15250.00 50.00 -25.00 -30.00 10.00
2023-02-20 15170.00 15220.00 15235.00 15085.00 15140.00 15230.00 15250.00 15105.00 30.00 -10.00 -15.00 -20.00
2023-02-17 15150.00 15170.00 15185.00 15080.00 15200.00 15185.00 15205.00 15100.00 -50.00 -15.00 -20.00 -20.00
2023-02-16 15225.00 15155.00 15225.00 15145.00 15220.00 15175.00 15240.00 15160.00 5.00 -20.00 -15.00 -15.00
2023-02-15 15220.00 15230.00 15260.00 15190.00 15305.00 15260.00 15305.00 15220.00 -85.00 -30.00 -45.00 -30.00
2023-02-14 15285.00 15270.00 15300.00 15230.00 15300.00 15305.00 15320.00 15255.00 -15.00 -35.00 -20.00 -25.00
2023-02-13 15295.00 15255.00 15330.00 15190.00 15380.00 15270.00 15380.00 15220.00 -85.00 -15.00 -50.00 -30.00
2023-02-10 15265.00 15395.00 15415.00 15265.00 15280.00 15410.00 15420.00 15280.00 -15.00 -15.00 -5.00 -15.00
2023-02-09 15280.00 15265.00 15285.00 15190.00 15260.00 15280.00 15310.00 15220.00 20.00 -15.00 -25.00 -30.00
2023-02-08 15155.00 15245.00 15310.00 15150.00 15215.00 15265.00 15325.00 15170.00 -60.00 -20.00 -15.00 -20.00
2023-02-07 15280.00 15235.00 15315.00 15160.00 15280.00 15255.00 15335.00 15185.00 0.00 -20.00 -20.00 -25.00
2023-02-06 15260.00 15310.00 15340.00 15205.00 15285.00 15330.00 15355.00 15225.00 -25.00 -20.00 -15.00 -20.00
2023-02-03 15330.00 15275.00 15400.00 15250.00 15350.00 15300.00 15420.00 15275.00 -20.00 -25.00 -20.00 -25.00
2023-02-02 15295.00 15340.00 15380.00 15230.00 15260.00 15365.00 15395.00 15260.00 35.00 -25.00 -15.00 -30.00
2023-02-01 15200.00 15270.00 15280.00 15125.00 15215.00 15290.00 15295.00 15155.00 -15.00 -20.00 -15.00 -30.00
2023-01-31 15190.00 15210.00 15265.00 15190.00 15250.00 15240.00 15295.00 15220.00 -60.00 -30.00 -30.00 -30.00
2023-01-30 15345.00 15230.00 15385.00 15220.00 15245.00 15265.00 15400.00 15240.00 100.00 -35.00 -15.00 -20.00
2023-01-20 15300.00 15190.00 15320.00 15180.00 15215.00 15175.00 15285.00 15140.00 85.00 15.00 35.00 40.00
2023-01-19 15315.00 15285.00 15360.00 15265.00 15335.00 15240.00 15335.00 15240.00 -20.00 45.00 25.00 25.00
2023-01-18 15375.00 15360.00 15400.00 15320.00 15335.00 15330.00 15365.00 15290.00 40.00 30.00 35.00 30.00
2023-01-17 15345.00 15370.00 15420.00 15305.00 15340.00 15330.00 15385.00 15290.00 5.00 40.00 35.00 15.00
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