沪锡期货跨期套利数据回测

本页面展示沪锡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

关于沪锡期货跨期套利的详细数据分析,请查看文章:。

沪锡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

沪锡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

沪锡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 316010.00 316550.00 318610.00 314600.00 317000.00 317240.00 319250.00 315240.00 -990.00 -690.00 -640.00 -640.00
2025-12-05 315140.00 317500.00 321200.00 313750.00 316230.00 318150.00 321870.00 314330.00 -1090.00 -650.00 -670.00 -580.00
2025-12-04 312930.00 316230.00 323700.00 312930.00 313360.00 316970.00 324360.00 313360.00 -430.00 -740.00 -660.00 -430.00
2025-12-03 305880.00 312370.00 314120.00 304670.00 307440.00 312990.00 314720.00 305230.00 -1560.00 -620.00 -600.00 -560.00
2025-12-02 305000.00 306980.00 308100.00 303500.00 305500.00 307500.00 308630.00 304130.00 -500.00 -520.00 -530.00 -630.00
2025-12-01 306500.00 306580.00 313700.00 304860.00 306970.00 307140.00 314280.00 305360.00 -470.00 -560.00 -580.00 -500.00
2025-11-28 300990.00 305040.00 306060.00 297500.00 301980.00 305340.00 306550.00 298220.00 -990.00 -300.00 -490.00 -720.00
2025-11-27 297000.00 302200.00 304970.00 296240.00 295890.00 301460.00 304080.00 295510.00 1110.00 740.00 890.00 730.00
2025-11-26 296060.00 295880.00 297500.00 293770.00 295060.00 295230.00 296810.00 293170.00 1000.00 650.00 690.00 600.00
2025-11-25 295180.00 295290.00 296760.00 294290.00 294460.00 294640.00 296130.00 293670.00 720.00 650.00 630.00 620.00
2025-11-24 291240.00 292860.00 296340.00 290450.00 292190.00 293510.00 296950.00 291070.00 -950.00 -650.00 -610.00 -620.00
2025-11-21 293320.00 290740.00 294470.00 289530.00 294440.00 291370.00 294970.00 290030.00 -1120.00 -630.00 -500.00 -500.00
2025-11-20 294350.00 292030.00 295900.00 291200.00 294610.00 292530.00 296500.00 291700.00 -260.00 -500.00 -600.00 -500.00
2025-11-19 289360.00 293370.00 294520.00 289360.00 290300.00 294020.00 295110.00 290020.00 -940.00 -650.00 -590.00 -660.00
2025-11-18 290850.00 288890.00 291820.00 288100.00 290500.00 289480.00 292390.00 288730.00 350.00 -590.00 -570.00 -630.00
2025-11-17 291040.00 290360.00 291860.00 288230.00 291700.00 290920.00 292210.00 288690.00 -660.00 -560.00 -350.00 -460.00
2025-11-14 297000.00 291450.00 297000.00 291030.00 297770.00 291900.00 297770.00 291280.00 -770.00 -450.00 -770.00 -250.00
2025-11-13 293300.00 298140.00 299980.00 293300.00 293570.00 298530.00 300390.00 293570.00 -270.00 -390.00 -410.00 -270.00
2025-11-12 288180.00 292440.00 293300.00 288100.00 288420.00 292820.00 293590.00 288330.00 -240.00 -380.00 -290.00 -230.00
2025-11-11 287510.00 288180.00 288450.00 286200.00 287640.00 288370.00 288700.00 286430.00 -130.00 -190.00 -250.00 -230.00
2025-11-10 283980.00 286560.00 287700.00 283920.00 284470.00 286820.00 287940.00 284260.00 -490.00 -260.00 -240.00 -340.00
2025-11-07 284000.00 283510.00 284760.00 282590.00 284350.00 283750.00 284990.00 282880.00 -350.00 -240.00 -230.00 -290.00
2025-11-06 281990.00 283420.00 283970.00 281200.00 281010.00 283650.00 284180.00 281010.00 980.00 -230.00 -210.00 190.00
2025-11-05 283550.00 282090.00 284570.00 279200.00 283510.00 282190.00 284780.00 279470.00 40.00 -100.00 -210.00 -270.00
2025-11-04 285500.00 283730.00 285820.00 283020.00 286010.00 284060.00 286100.00 283270.00 -510.00 -330.00 -280.00 -250.00
2025-11-03 285580.00 285760.00 286750.00 284550.00 285500.00 285980.00 286910.00 284760.00 80.00 -220.00 -160.00 -210.00
2025-10-31 283300.00 283910.00 286460.00 282050.00 283590.00 284250.00 286710.00 282340.00 -290.00 -340.00 -250.00 -290.00
2025-10-30 286360.00 283600.00 286720.00 282900.00 286500.00 283800.00 286880.00 283150.00 -140.00 -200.00 -160.00 -250.00
2025-10-29 284880.00 286720.00 287390.00 284690.00 285110.00 286950.00 287500.00 284800.00 -230.00 -230.00 -110.00 -110.00
2025-10-28 287050.00 283170.00 287690.00 282160.00 287050.00 282780.00 287150.00 281680.00 0.00 390.00 540.00 480.00
2025-10-27 283260.00 286720.00 289590.00 282030.00 282550.00 286150.00 289110.00 281600.00 710.00 570.00 480.00 430.00
2025-10-24 282530.00 284300.00 284780.00 282020.00 281300.00 283810.00 284310.00 281190.00 1230.00 490.00 470.00 830.00
2025-10-23 280770.00 281230.00 281540.00 279440.00 281430.00 281650.00 282000.00 279830.00 -660.00 -420.00 -460.00 -390.00
2025-10-22 280650.00 281680.00 281950.00 279690.00 282200.00 282050.00 282250.00 280050.00 -1550.00 -370.00 -300.00 -360.00
2025-10-21 278930.00 280870.00 281830.00 278510.00 278780.00 281290.00 282280.00 278780.00 150.00 -420.00 -450.00 -270.00
2025-10-20 278500.00 279340.00 280360.00 277280.00 278890.00 279840.00 280780.00 277700.00 -390.00 -500.00 -420.00 -420.00
2025-10-17 280200.00 280750.00 283470.00 279640.00 281140.00 281180.00 283950.00 280120.00 -940.00 -430.00 -480.00 -480.00
2025-10-16 280600.00 281350.00 282050.00 278100.00 281050.00 281720.00 282450.00 278590.00 -450.00 -370.00 -400.00 -490.00
2025-10-15 279050.00 281710.00 281900.00 278200.00 279500.00 282060.00 282300.00 278510.00 -450.00 -350.00 -400.00 -310.00
2025-10-14 282800.00 280430.00 284130.00 279310.00 283890.00 280680.00 284310.00 279520.00 -1090.00 -250.00 -180.00 -210.00
2025-10-13 287030.00 282110.00 287420.00 280600.00 287510.00 282300.00 287660.00 280830.00 -480.00 -190.00 -240.00 -230.00
2025-10-10 289500.00 286350.00 290640.00 285440.00 288500.00 286550.00 290950.00 285630.00 1000.00 -200.00 -310.00 -190.00
2025-10-09 280200.00 287090.00 288460.00 280180.00 280530.00 287370.00 288860.00 280530.00 -330.00 -280.00 -400.00 -350.00
2025-09-30 274170.00 275070.00 283000.00 274170.00 274260.00 275440.00 283020.00 274260.00 -90.00 -370.00 -20.00 -90.00
2025-09-29 274070.00 272410.00 274240.00 270610.00 273050.00 271910.00 273760.00 270280.00 1020.00 500.00 480.00 330.00
2025-09-26 273500.00 274070.00 275100.00 272320.00 273450.00 273600.00 274650.00 271920.00 50.00 470.00 450.00 400.00
2025-09-25 272690.00 273710.00 274180.00 271700.00 272530.00 274100.00 274490.00 272020.00 160.00 -390.00 -310.00 -320.00
2025-09-24 269880.00 271650.00 272530.00 269880.00 271200.00 272060.00 272860.00 270590.00 -1320.00 -410.00 -330.00 -710.00
2025-09-23 271500.00 269880.00 271700.00 269050.00 271700.00 270170.00 272070.00 269430.00 -200.00 -290.00 -370.00 -380.00
2025-09-22 268250.00 272510.00 273570.00 268100.00 268550.00 272800.00 273870.00 268510.00 -300.00 -290.00 -300.00 -410.00
2025-09-19 268270.00 268770.00 269600.00 267310.00 268190.00 269110.00 269870.00 267670.00 80.00 -340.00 -270.00 -360.00
2025-09-18 271000.00 269100.00 271600.00 268460.00 271200.00 269460.00 271940.00 268770.00 -200.00 -360.00 -340.00 -310.00
2025-09-17 273190.00 272540.00 274530.00 271370.00 273600.00 272890.00 274830.00 271680.00 -410.00 -350.00 -300.00 -310.00
2025-09-16 273030.00 272730.00 273840.00 271770.00 273420.00 273030.00 274090.00 272020.00 -390.00 -300.00 -250.00 -250.00
2025-09-15 273880.00 273960.00 275030.00 272320.00 274580.00 274150.00 275200.00 272500.00 -700.00 -190.00 -170.00 -180.00
2025-09-12 271610.00 273950.00 274900.00 270650.00 272000.00 274150.00 275070.00 270900.00 -390.00 -200.00 -170.00 -250.00
2025-09-11 271180.00 271260.00 272680.00 270430.00 271320.00 271480.00 272920.00 270680.00 -140.00 -220.00 -240.00 -250.00
2025-09-10 269080.00 270430.00 271060.00 268010.00 269260.00 270760.00 271330.00 268240.00 -180.00 -330.00 -270.00 -230.00
2025-09-09 271000.00 269620.00 271510.00 268640.00 271680.00 269850.00 271680.00 268920.00 -680.00 -230.00 -170.00 -280.00
2025-09-08 273340.00 270700.00 274380.00 269090.00 273380.00 270930.00 274520.00 269290.00 -40.00 -230.00 -140.00 -200.00
2025-09-05 272300.00 272460.00 273360.00 271030.00 271970.00 272680.00 273560.00 271300.00 330.00 -220.00 -200.00 -270.00
2025-09-04 272830.00 272020.00 274150.00 271330.00 272880.00 272370.00 274410.00 271600.00 -50.00 -350.00 -260.00 -270.00
2025-09-03 273980.00 273120.00 274670.00 272060.00 273800.00 273430.00 274870.00 272270.00 180.00 -310.00 -200.00 -210.00
2025-09-02 273500.00 273980.00 275500.00 273300.00 274180.00 274180.00 275640.00 273760.00 -680.00 -200.00 -140.00 -460.00
2025-09-01 278810.00 273240.00 279010.00 271540.00 279000.00 273460.00 279300.00 271800.00 -190.00 -220.00 -290.00 -260.00
2025-08-29 274000.00 278650.00 278880.00 272810.00 274000.00 278750.00 279000.00 273120.00 0.00 -100.00 -120.00 -310.00
2025-08-28 271940.00 272680.00 273360.00 271210.00 271470.00 272210.00 272860.00 270800.00 470.00 470.00 500.00 410.00
2025-08-27 269550.00 271790.00 273570.00 269030.00 269620.00 271320.00 273060.00 268670.00 -70.00 470.00 510.00 360.00
2025-08-26 268690.00 269420.00 270350.00 268330.00 269770.00 269760.00 270690.00 268660.00 -1080.00 -340.00 -340.00 -330.00
2025-08-25 266000.00 269570.00 271090.00 266000.00 266590.00 269890.00 271350.00 266220.00 -590.00 -320.00 -260.00 -220.00
2025-08-22 267050.00 265930.00 267530.00 265040.00 266500.00 266130.00 267800.00 265330.00 550.00 -200.00 -270.00 -290.00
2025-08-21 267520.00 266480.00 269040.00 266420.00 267850.00 266720.00 269290.00 266700.00 -330.00 -240.00 -250.00 -280.00
2025-08-20 268090.00 267840.00 269620.00 266320.00 268330.00 268070.00 269760.00 266540.00 -240.00 -230.00 -140.00 -220.00
2025-08-19 266560.00 268090.00 268170.00 265450.00 267050.00 268320.00 268400.00 265760.00 -490.00 -230.00 -230.00 -310.00
2025-08-18 266820.00 267020.00 267610.00 266210.00 267410.00 267290.00 267920.00 266500.00 -590.00 -270.00 -310.00 -290.00
2025-08-15 267160.00 266820.00 267750.00 265240.00 267720.00 267130.00 267980.00 265480.00 -560.00 -310.00 -230.00 -240.00
2025-08-14 269130.00 267420.00 269790.00 267100.00 269920.00 267720.00 270030.00 267320.00 -790.00 -300.00 -240.00 -220.00
2025-08-13 270340.00 269820.00 271000.00 269050.00 270740.00 270050.00 271270.00 269200.00 -400.00 -230.00 -270.00 -150.00
2025-08-12 268480.00 270200.00 272000.00 268100.00 268650.00 270400.00 272200.00 268280.00 -170.00 -200.00 -200.00 -180.00
2025-08-11 268280.00 268380.00 268880.00 266850.00 268370.00 268610.00 269080.00 267100.00 -90.00 -230.00 -200.00 -250.00
2025-08-08 268490.00 267780.00 268790.00 267260.00 268560.00 268070.00 268980.00 267510.00 -70.00 -290.00 -190.00 -250.00
2025-08-07 268000.00 267940.00 268700.00 266550.00 268000.00 268250.00 269000.00 266800.00 0.00 -310.00 -300.00 -250.00
2025-08-06 266870.00 266940.00 267700.00 266080.00 267500.00 267200.00 267940.00 266320.00 -630.00 -260.00 -240.00 -240.00
2025-08-05 266100.00 267490.00 267650.00 265080.00 266730.00 267800.00 267920.00 265380.00 -630.00 -310.00 -270.00 -300.00
2025-08-04 266200.00 266490.00 267140.00 264980.00 266650.00 266730.00 267470.00 265280.00 -450.00 -240.00 -330.00 -300.00
2025-08-01 263970.00 264950.00 265710.00 262910.00 264000.00 265330.00 266000.00 263260.00 -30.00 -380.00 -290.00 -350.00
2025-07-31 267900.00 265290.00 267950.00 264670.00 268090.00 265700.00 268100.00 265010.00 -190.00 -410.00 -150.00 -340.00
2025-07-30 267430.00 267870.00 268340.00 266690.00 267620.00 267570.00 268080.00 266430.00 -190.00 300.00 260.00 260.00
2025-07-29 268550.00 266660.00 269700.00 265350.00 268180.00 266380.00 269480.00 265150.00 370.00 280.00 220.00 200.00
2025-07-28 271350.00 267880.00 272000.00 266800.00 271110.00 267700.00 271310.00 266580.00 240.00 180.00 690.00 220.00
2025-07-25 272370.00 271630.00 272750.00 269030.00 272990.00 272120.00 273000.00 269250.00 -620.00 -490.00 -250.00 -220.00
2025-07-24 271810.00 273950.00 275750.00 270900.00 271210.00 274160.00 275960.00 271210.00 600.00 -210.00 -210.00 -310.00
2025-07-23 268420.00 268540.00 270120.00 267660.00 268800.00 268710.00 270340.00 267890.00 -380.00 -170.00 -220.00 -230.00
2025-07-22 268000.00 268520.00 268930.00 265720.00 268140.00 268800.00 269140.00 265940.00 -140.00 -280.00 -210.00 -220.00
2025-07-21 263800.00 267250.00 268090.00 263200.00 263550.00 267470.00 268380.00 263450.00 250.00 -220.00 -290.00 -250.00
2025-07-18 261000.00 264540.00 266470.00 260800.00 261460.00 264630.00 266550.00 261020.00 -460.00 -90.00 -80.00 -220.00
2025-07-17 262000.00 261920.00 262800.00 260640.00 262230.00 262130.00 262970.00 260850.00 -230.00 -210.00 -170.00 -210.00
2025-07-16 263240.00 263960.00 264790.00 262300.00 263520.00 264130.00 264870.00 262510.00 -280.00 -170.00 -80.00 -210.00
2025-07-15 265810.00 263240.00 266150.00 261510.00 266080.00 263370.00 266080.00 261670.00 -270.00 -130.00 70.00 -160.00
2025-07-14 263940.00 266720.00 269000.00 263900.00 264080.00 266700.00 268830.00 263800.00 -140.00 20.00 170.00 100.00
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