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
2023-01-16 15220.00 15340.00 15425.00 15190.00 15225.00 15320.00 15405.00 15165.00 -5.00 20.00 20.00 25.00
2023-01-13 15340.00 15255.00 15350.00 15245.00 15295.00 15225.00 15330.00 15220.00 45.00 30.00 20.00 25.00
2023-01-12 15450.00 15370.00 15450.00 15315.00 15395.00 15345.00 15430.00 15295.00 55.00 25.00 20.00 20.00
2023-01-11 15500.00 15375.00 15585.00 15365.00 15535.00 15350.00 15570.00 15350.00 -35.00 25.00 15.00 15.00
2023-01-10 15680.00 15530.00 15705.00 15445.00 15730.00 15555.00 15745.00 15470.00 -50.00 -25.00 -40.00 -25.00
2023-01-09 15555.00 15595.00 15620.00 15525.00 15600.00 15630.00 15660.00 15570.00 -45.00 -35.00 -40.00 -45.00
2023-01-06 15770.00 15620.00 15770.00 15600.00 15700.00 15660.00 15750.00 15645.00 70.00 -40.00 20.00 -45.00
2023-01-05 15750.00 15675.00 15755.00 15655.00 15765.00 15710.00 15790.00 15680.00 -15.00 -35.00 -35.00 -25.00
2023-01-04 15885.00 15765.00 15930.00 15740.00 15885.00 15800.00 15945.00 15775.00 0.00 -35.00 -15.00 -35.00
2023-01-03 16050.00 15875.00 16110.00 15770.00 15975.00 15905.00 16115.00 15795.00 75.00 -30.00 -5.00 -25.00
2022-12-30 15980.00 15925.00 16000.00 15875.00 16010.00 15935.00 16015.00 15890.00 -30.00 -10.00 -15.00 -15.00
2022-12-29 16125.00 15905.00 16150.00 15820.00 16150.00 15915.00 16150.00 15835.00 -25.00 -10.00 0.00 -15.00
2022-12-28 16055.00 16185.00 16205.00 16055.00 16100.00 16180.00 16205.00 16095.00 -45.00 5.00 0.00 -40.00
2022-12-27 15975.00 16120.00 16125.00 15975.00 15900.00 16120.00 16125.00 15900.00 75.00 0.00 0.00 75.00
2022-12-26 15950.00 15980.00 16030.00 15900.00 15745.00 15975.00 16005.00 15745.00 205.00 5.00 25.00 155.00
2022-12-23 15865.00 15865.00 15885.00 15720.00 15770.00 15830.00 15880.00 15705.00 95.00 35.00 5.00 15.00
2022-12-22 15525.00 15735.00 15795.00 15470.00 15540.00 15765.00 15810.00 15535.00 -15.00 -30.00 -15.00 -65.00
2022-12-21 15545.00 15505.00 15590.00 15460.00 15500.00 15495.00 15555.00 15465.00 45.00 10.00 35.00 -5.00
2022-12-20 15515.00 15465.00 15570.00 15450.00 15505.00 15480.00 15570.00 15465.00 10.00 -15.00 0.00 -15.00
2022-12-19 15530.00 15510.00 15580.00 15465.00 15530.00 15505.00 15575.00 15460.00 0.00 5.00 5.00 5.00
2022-12-16 15415.00 15550.00 15600.00 15410.00 15450.00 15540.00 15590.00 15420.00 -35.00 10.00 10.00 -10.00
2022-12-15 15470.00 15445.00 15535.00 15430.00 15500.00 15465.00 15550.00 15440.00 -30.00 -20.00 -15.00 -10.00
2022-12-14 15595.00 15530.00 15610.00 15515.00 15655.00 15550.00 15660.00 15540.00 -60.00 -20.00 -50.00 -25.00
2022-12-13 15695.00 15590.00 15695.00 15525.00 15600.00 15610.00 15690.00 15545.00 95.00 -20.00 5.00 -20.00
2022-12-12 15670.00 15540.00 15715.00 15505.00 15810.00 15560.00 15810.00 15535.00 -140.00 -20.00 -95.00 -30.00
2022-12-09 15785.00 15810.00 15825.00 15720.00 15745.00 15810.00 15820.00 15735.00 40.00 0.00 5.00 -15.00
2022-12-08 15820.00 15730.00 15835.00 15700.00 15810.00 15730.00 15825.00 15710.00 10.00 0.00 10.00 -10.00
2022-12-07 15910.00 15770.00 15935.00 15755.00 15925.00 15765.00 15925.00 15750.00 -15.00 5.00 10.00 5.00
2022-12-06 15935.00 15940.00 16020.00 15900.00 15965.00 15905.00 15985.00 15875.00 -30.00 35.00 35.00 25.00
2022-12-05 15770.00 16005.00 16045.00 15770.00 15775.00 15980.00 16000.00 15765.00 -5.00 25.00 45.00 5.00
2022-12-02 15750.00 15745.00 15775.00 15690.00 15705.00 15740.00 15780.00 15700.00 45.00 5.00 -5.00 -10.00
2022-12-01 15770.00 15750.00 15825.00 15715.00 15800.00 15750.00 15800.00 15715.00 -30.00 0.00 25.00 0.00
2022-11-30 15720.00 15740.00 15780.00 15705.00 15680.00 15755.00 15790.00 15680.00 40.00 -15.00 -10.00 25.00
2022-11-29 15660.00 15670.00 15685.00 15550.00 15645.00 15680.00 15695.00 15580.00 15.00 -10.00 -10.00 -30.00
2022-11-28 15625.00 15595.00 15660.00 15575.00 15705.00 15615.00 15705.00 15585.00 -80.00 -20.00 -45.00 -10.00
2022-11-25 15725.00 15640.00 15780.00 15620.00 15780.00 15655.00 15780.00 15625.00 -55.00 -15.00 0.00 -5.00
2022-11-24 15660.00 15725.00 15810.00 15610.00 15505.00 15695.00 15770.00 15505.00 155.00 30.00 40.00 105.00
2022-11-23 15700.00 15610.00 15800.00 15590.00 15795.00 15575.00 15795.00 15555.00 -95.00 35.00 5.00 35.00
2022-11-22 15655.00 15735.00 15815.00 15615.00 15630.00 15700.00 15775.00 15580.00 25.00 35.00 40.00 35.00
2022-11-21 15795.00 15650.00 15850.00 15620.00 15735.00 15700.00 15875.00 15650.00 60.00 -50.00 -25.00 -30.00
2022-11-18 15635.00 15670.00 15720.00 15600.00 15675.00 15695.00 15750.00 15620.00 -40.00 -25.00 -30.00 -20.00
2022-11-17 15890.00 15635.00 15920.00 15585.00 15930.00 15655.00 15930.00 15610.00 -40.00 -20.00 -10.00 -25.00
2022-11-16 15890.00 15880.00 16035.00 15820.00 15880.00 15875.00 15975.00 15750.00 10.00 5.00 60.00 70.00
2022-11-15 15680.00 15880.00 15970.00 15630.00 15650.00 15820.00 15930.00 15620.00 30.00 60.00 40.00 10.00
2022-11-14 15720.00 15585.00 15765.00 15550.00 15745.00 15570.00 15755.00 15550.00 -25.00 15.00 10.00 0.00
2022-11-11 15555.00 15680.00 15750.00 15455.00 15500.00 15675.00 15740.00 15450.00 55.00 5.00 10.00 5.00
2022-11-10 15315.00 15535.00 15580.00 15300.00 15290.00 15535.00 15570.00 15285.00 25.00 0.00 10.00 15.00
2022-11-09 15200.00 15290.00 15315.00 15170.00 15175.00 15290.00 15315.00 15175.00 25.00 0.00 0.00 -5.00
2022-11-08 15145.00 15165.00 15250.00 15115.00 15155.00 15175.00 15240.00 15115.00 -10.00 -10.00 10.00 0.00
2022-11-07 15205.00 15125.00 15245.00 15115.00 15230.00 15135.00 15230.00 15110.00 -25.00 -10.00 15.00 5.00
2022-11-04 15150.00 15230.00 15275.00 15120.00 15130.00 15215.00 15255.00 15095.00 20.00 15.00 20.00 25.00
2022-11-03 15155.00 15165.00 15175.00 15065.00 15115.00 15145.00 15155.00 15055.00 40.00 20.00 20.00 10.00
2022-11-02 15165.00 15155.00 15225.00 15130.00 15190.00 15140.00 15220.00 15115.00 -25.00 15.00 5.00 15.00
2022-11-01 15170.00 15160.00 15180.00 15105.00 15105.00 15150.00 15185.00 15100.00 65.00 10.00 -5.00 5.00
2022-10-31 15180.00 15180.00 15290.00 15125.00 15200.00 15170.00 15265.00 15110.00 -20.00 10.00 25.00 15.00
2022-10-28 15075.00 15080.00 15140.00 15055.00 15130.00 15050.00 15130.00 15030.00 -55.00 30.00 10.00 25.00
2022-10-27 15190.00 15125.00 15230.00 15105.00 15150.00 15100.00 15215.00 15090.00 40.00 25.00 15.00 15.00
2022-10-26 15275.00 15190.00 15290.00 15160.00 15290.00 15190.00 15335.00 15175.00 -15.00 0.00 -45.00 -15.00
2022-10-25 15350.00 15310.00 15395.00 15300.00 15315.00 15310.00 15395.00 15310.00 35.00 0.00 0.00 -10.00
2022-10-24 15365.00 15365.00 15410.00 15265.00 15330.00 15335.00 15375.00 15250.00 35.00 30.00 35.00 15.00
2022-10-21 15310.00 15460.00 15510.00 15300.00 15275.00 15420.00 15470.00 15275.00 35.00 40.00 40.00 25.00
2022-10-20 15280.00 15350.00 15390.00 15255.00 15220.00 15310.00 15365.00 15220.00 60.00 40.00 25.00 35.00
2022-10-19 15280.00 15310.00 15350.00 15260.00 15280.00 15295.00 15350.00 15265.00 0.00 15.00 0.00 -5.00
2022-10-18 15300.00 15315.00 15360.00 15280.00 15300.00 15325.00 15350.00 15275.00 0.00 -10.00 10.00 5.00
2022-10-17 15365.00 15310.00 15390.00 15265.00 15360.00 15305.00 15370.00 15260.00 5.00 5.00 20.00 5.00
2022-10-14 15280.00 15365.00 15385.00 15240.00 15230.00 15350.00 15375.00 15220.00 50.00 15.00 10.00 20.00
2022-10-13 15260.00 15280.00 15365.00 15210.00 15300.00 15270.00 15360.00 15195.00 -40.00 10.00 5.00 15.00
2022-10-12 15240.00 15295.00 15305.00 15235.00 15210.00 15280.00 15285.00 15205.00 30.00 15.00 20.00 30.00
2022-10-11 15290.00 15265.00 15300.00 15225.00 15295.00 15230.00 15295.00 15175.00 -5.00 35.00 5.00 50.00
2022-10-10 15285.00 15245.00 15295.00 15155.00 15225.00 15215.00 15280.00 15105.00 60.00 30.00 15.00 50.00
2022-09-30 15075.00 15030.00 15100.00 14980.00 15055.00 14980.00 15060.00 14915.00 20.00 50.00 40.00 65.00
2022-09-29 14885.00 15005.00 15045.00 14885.00 14940.00 14995.00 15035.00 14900.00 -55.00 10.00 10.00 -15.00
2022-09-28 14865.00 14880.00 14925.00 14830.00 14850.00 14875.00 14935.00 14830.00 15.00 5.00 -10.00 0.00
2022-09-27 14930.00 14855.00 14965.00 14820.00 14875.00 14860.00 14965.00 14820.00 55.00 -5.00 0.00 0.00
2022-09-26 14850.00 14940.00 14995.00 14825.00 14805.00 14925.00 14975.00 14805.00 45.00 15.00 20.00 20.00
2022-09-23 15015.00 14885.00 15055.00 14860.00 15060.00 14870.00 15060.00 14860.00 -45.00 15.00 -5.00 0.00
2022-09-22 14925.00 15005.00 15050.00 14910.00 14920.00 14995.00 15025.00 14915.00 5.00 10.00 25.00 -5.00
2022-09-21 14980.00 14960.00 15005.00 14935.00 14945.00 14945.00 14995.00 14935.00 35.00 15.00 10.00 0.00
2022-09-20 14835.00 14910.00 14950.00 14825.00 14930.00 14930.00 14940.00 14830.00 -95.00 -20.00 10.00 -5.00
2022-09-19 14920.00 14875.00 14925.00 14845.00 14905.00 14880.00 14935.00 14845.00 15.00 -5.00 -10.00 0.00
2022-09-16 15025.00 14925.00 15055.00 14920.00 15015.00 14935.00 15035.00 14935.00 10.00 -10.00 20.00 -15.00
2022-09-15 15010.00 15050.00 15075.00 14995.00 15030.00 15035.00 15065.00 14990.00 -20.00 15.00 10.00 5.00
2022-09-14 15065.00 14995.00 15080.00 14955.00 15110.00 14985.00 15110.00 14930.00 -45.00 10.00 -30.00 25.00
2022-09-13 15095.00 15145.00 15195.00 15050.00 15050.00 15115.00 15170.00 15020.00 45.00 30.00 25.00 30.00
2022-09-09 15015.00 14940.00 15050.00 14905.00 15060.00 14940.00 15060.00 14900.00 -45.00 0.00 -10.00 5.00
2022-09-08 15070.00 15110.00 15135.00 15045.00 15045.00 15090.00 15110.00 15015.00 25.00 20.00 25.00 30.00
2022-09-07 15050.00 15030.00 15095.00 15000.00 15050.00 15010.00 15070.00 14975.00 0.00 20.00 25.00 25.00
2022-09-06 14870.00 15060.00 15080.00 14870.00 14875.00 15045.00 15045.00 14865.00 -5.00 15.00 35.00 5.00
2022-09-05 14840.00 14920.00 14935.00 14795.00 14845.00 14905.00 14920.00 14795.00 -5.00 15.00 15.00 0.00
2022-09-02 14810.00 14885.00 14920.00 14800.00 14770.00 14870.00 14915.00 14770.00 40.00 15.00 5.00 30.00
2022-09-01 14855.00 14800.00 14900.00 14800.00 14760.00 14790.00 14880.00 14760.00 95.00 10.00 20.00 40.00
2022-08-31 14900.00 14915.00 14950.00 14855.00 14860.00 14910.00 14935.00 14820.00 40.00 5.00 15.00 35.00
2022-08-30 14920.00 14920.00 14985.00 14860.00 14920.00 14930.00 14995.00 14855.00 0.00 -10.00 -10.00 5.00
2022-08-29 15100.00 14945.00 15100.00 14910.00 15075.00 14960.00 15095.00 14930.00 25.00 -15.00 5.00 -20.00
2022-08-26 15160.00 15020.00 15200.00 14980.00 15180.00 15010.00 15195.00 15000.00 -20.00 10.00 5.00 -20.00
2022-08-25 15025.00 15160.00 15185.00 15025.00 15035.00 15145.00 15150.00 14995.00 -10.00 15.00 35.00 30.00
2022-08-24 15055.00 15080.00 15085.00 14995.00 15000.00 15030.00 15065.00 14975.00 55.00 50.00 20.00 20.00
2022-08-23 15015.00 15065.00 15105.00 14970.00 15060.00 15040.00 15080.00 14975.00 -45.00 25.00 25.00 -5.00
2022-08-22 14960.00 15080.00 15115.00 14925.00 14900.00 15080.00 15100.00 14900.00 60.00 0.00 15.00 25.00
2022-08-19 15060.00 14960.00 15075.00 14915.00 15020.00 14945.00 15060.00 14910.00 40.00 15.00 15.00 5.00
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