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:
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。
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。
关于沪锡期货跨期套利的详细数据分析,请查看文章:。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 282360.00 | 279860.00 | 283600.00 | 275850.00 | 282200.00 | 281300.00 | 285500.00 | 277000.00 | 160.00 | -1440.00 | -1900.00 | -1150.00 |
| 2021-10-25 | 283660.00 | 281490.00 | 292480.00 | 280040.00 | 283930.00 | 280280.00 | 290500.00 | 278610.00 | -270.00 | 1210.00 | 1980.00 | 1430.00 |
| 2021-10-22 | 285960.00 | 283660.00 | 286990.00 | 278680.00 | 285270.00 | 281840.00 | 285990.00 | 277520.00 | 690.00 | 1820.00 | 1000.00 | 1160.00 |
| 2021-10-21 | 284780.00 | 285960.00 | 295880.00 | 284660.00 | 284100.00 | 284500.00 | 293930.00 | 283230.00 | 680.00 | 1460.00 | 1950.00 | 1430.00 |
| 2021-10-20 | 293220.00 | 283520.00 | 294410.00 | 278120.00 | 290990.00 | 282240.00 | 292860.00 | 277310.00 | 2230.00 | 1280.00 | 1550.00 | 810.00 |
| 2021-10-19 | 292380.00 | 293220.00 | 296150.00 | 285000.00 | 292330.00 | 292040.00 | 295160.00 | 283200.00 | 50.00 | 1180.00 | 990.00 | 1800.00 |
| 2021-10-18 | 283000.00 | 294300.00 | 294300.00 | 281730.00 | 282580.00 | 292300.00 | 292300.00 | 279390.00 | 420.00 | 2000.00 | 2000.00 | 2340.00 |
| 2021-10-15 | 279950.00 | 280920.00 | 284590.00 | 277750.00 | 278000.00 | 279000.00 | 282000.00 | 275650.00 | 1950.00 | 1920.00 | 2590.00 | 2100.00 |
| 2021-10-14 | 277460.00 | 278360.00 | 281100.00 | 270450.00 | 276300.00 | 276340.00 | 278650.00 | 268590.00 | 1160.00 | 2020.00 | 2450.00 | 1860.00 |
| 2021-10-13 | 279750.00 | 275880.00 | 280500.00 | 271000.00 | 277600.00 | 273720.00 | 278490.00 | 269430.00 | 2150.00 | 2160.00 | 2010.00 | 1570.00 |
| 2021-10-12 | 283760.00 | 277510.00 | 284750.00 | 276220.00 | 283080.00 | 275550.00 | 283080.00 | 274090.00 | 680.00 | 1960.00 | 1670.00 | 2130.00 |
| 2021-10-11 | 280650.00 | 283760.00 | 286800.00 | 277930.00 | 277000.00 | 281180.00 | 284060.00 | 275960.00 | 3650.00 | 2580.00 | 2740.00 | 1970.00 |
| 2021-10-08 | 271000.00 | 279680.00 | 283410.00 | 271000.00 | 271000.00 | 277070.00 | 280600.00 | 269270.00 | 0.00 | 2610.00 | 2810.00 | 1730.00 |
| 2021-09-30 | 274340.00 | 269460.00 | 274920.00 | 268400.00 | 273000.00 | 267790.00 | 273000.00 | 266960.00 | 1340.00 | 1670.00 | 1920.00 | 1440.00 |
| 2021-09-29 | 271300.00 | 272820.00 | 278740.00 | 270580.00 | 272860.00 | 274400.00 | 279580.00 | 272000.00 | -1560.00 | -1580.00 | -840.00 | -1420.00 |
| 2021-09-28 | 268810.00 | 269800.00 | 271480.00 | 267510.00 | 267800.00 | 271290.00 | 272420.00 | 266800.00 | 1010.00 | -1490.00 | -940.00 | 710.00 |
| 2021-09-27 | 282900.00 | 270340.00 | 290510.00 | 269530.00 | 281650.00 | 268810.00 | 289300.00 | 268490.00 | 1250.00 | 1530.00 | 1210.00 | 1040.00 |
| 2021-09-24 | 276820.00 | 282400.00 | 287960.00 | 274780.00 | 274960.00 | 281640.00 | 287200.00 | 273160.00 | 1860.00 | 760.00 | 760.00 | 1620.00 |
| 2021-09-23 | 274740.00 | 277520.00 | 278500.00 | 271680.00 | 273300.00 | 274950.00 | 276210.00 | 269340.00 | 1440.00 | 2570.00 | 2290.00 | 2340.00 |
| 2021-09-22 | 259190.00 | 277000.00 | 277290.00 | 258050.00 | 256900.00 | 273680.00 | 273690.00 | 255470.00 | 2290.00 | 3320.00 | 3600.00 | 2580.00 |
| 2021-09-17 | 259290.00 | 260300.00 | 262710.00 | 257000.00 | 258000.00 | 257590.00 | 260310.00 | 254700.00 | 1290.00 | 2710.00 | 2400.00 | 2300.00 |
| 2021-09-16 | 256140.00 | 259110.00 | 261420.00 | 255290.00 | 254300.00 | 256950.00 | 259100.00 | 253050.00 | 1840.00 | 2160.00 | 2320.00 | 2240.00 |
| 2021-09-15 | 254280.00 | 256360.00 | 256650.00 | 251810.00 | 252000.00 | 253940.00 | 254280.00 | 249300.00 | 2280.00 | 2420.00 | 2370.00 | 2510.00 |
| 2021-09-14 | 255950.00 | 253720.00 | 257730.00 | 252710.00 | 253700.00 | 251180.00 | 254490.00 | 249880.00 | 2250.00 | 2540.00 | 3240.00 | 2830.00 |
| 2021-09-13 | 254770.00 | 255470.00 | 260460.00 | 254580.00 | 251920.00 | 252210.00 | 257270.00 | 251150.00 | 2850.00 | 3260.00 | 3190.00 | 3430.00 |
| 2021-09-10 | 250870.00 | 254770.00 | 256960.00 | 250660.00 | 247890.00 | 251560.00 | 253600.00 | 247550.00 | 2980.00 | 3210.00 | 3360.00 | 3110.00 |
| 2021-09-09 | 245210.00 | 250740.00 | 251750.00 | 244700.00 | 242570.00 | 247510.00 | 248570.00 | 242000.00 | 2640.00 | 3230.00 | 3180.00 | 2700.00 |
| 2021-09-08 | 244480.00 | 244000.00 | 248130.00 | 241500.00 | 244370.00 | 241560.00 | 245350.00 | 239220.00 | 110.00 | 2440.00 | 2780.00 | 2280.00 |
| 2021-09-07 | 244460.00 | 244070.00 | 245450.00 | 243340.00 | 241960.00 | 241830.00 | 243190.00 | 241070.00 | 2500.00 | 2240.00 | 2260.00 | 2270.00 |
| 2021-09-06 | 244530.00 | 244460.00 | 248150.00 | 242810.00 | 241070.00 | 242250.00 | 245970.00 | 240730.00 | 3460.00 | 2210.00 | 2180.00 | 2080.00 |
| 2021-09-03 | 247970.00 | 244530.00 | 248180.00 | 244000.00 | 245690.00 | 242450.00 | 245860.00 | 241820.00 | 2280.00 | 2080.00 | 2320.00 | 2180.00 |
| 2021-09-02 | 245000.00 | 248990.00 | 249200.00 | 244420.00 | 243380.00 | 246770.00 | 246950.00 | 242190.00 | 1620.00 | 2220.00 | 2250.00 | 2230.00 |
| 2021-09-01 | 248530.00 | 245620.00 | 249230.00 | 244700.00 | 252090.00 | 248710.00 | 252410.00 | 248000.00 | -3560.00 | -3090.00 | -3180.00 | -3300.00 |
| 2021-08-31 | 244850.00 | 246910.00 | 248480.00 | 244650.00 | 246650.00 | 250100.00 | 251560.00 | 246650.00 | -1800.00 | -3190.00 | -3080.00 | -2000.00 |
| 2021-08-30 | 241350.00 | 244850.00 | 245380.00 | 239330.00 | 243900.00 | 247350.00 | 247760.00 | 242100.00 | -2550.00 | -2500.00 | -2380.00 | -2770.00 |
| 2021-08-27 | 241860.00 | 243520.00 | 244240.00 | 240150.00 | 239200.00 | 240810.00 | 241500.00 | 237000.00 | 2660.00 | 2710.00 | 2740.00 | 3150.00 |
| 2021-08-26 | 240440.00 | 240600.00 | 244750.00 | 240370.00 | 236310.00 | 237040.00 | 240450.00 | 236310.00 | 4130.00 | 3560.00 | 4300.00 | 4060.00 |
| 2021-08-25 | 237510.00 | 240440.00 | 241700.00 | 236650.00 | 234000.00 | 236310.00 | 237290.00 | 232960.00 | 3510.00 | 4130.00 | 4410.00 | 3690.00 |
| 2021-08-24 | 235180.00 | 236800.00 | 237590.00 | 233720.00 | 232470.00 | 232970.00 | 233860.00 | 230040.00 | 2710.00 | 3830.00 | 3730.00 | 3680.00 |
| 2021-08-23 | 231990.00 | 233280.00 | 234640.00 | 229900.00 | 228810.00 | 229820.00 | 231280.00 | 226690.00 | 3180.00 | 3460.00 | 3360.00 | 3210.00 |
| 2021-08-20 | 228130.00 | 231990.00 | 234330.00 | 225580.00 | 222300.00 | 228810.00 | 231900.00 | 222300.00 | 5830.00 | 3180.00 | 2430.00 | 3280.00 |
| 2021-08-19 | 240980.00 | 240760.00 | 243560.00 | 239260.00 | 238600.00 | 238750.00 | 241250.00 | 237000.00 | 2380.00 | 2010.00 | 2310.00 | 2260.00 |
| 2021-08-18 | 242990.00 | 241850.00 | 244150.00 | 240750.00 | 240000.00 | 239740.00 | 241790.00 | 238510.00 | 2990.00 | 2110.00 | 2360.00 | 2240.00 |
| 2021-08-17 | 238100.00 | 243410.00 | 244900.00 | 238100.00 | 236200.00 | 241100.00 | 242430.00 | 236200.00 | 1900.00 | 2310.00 | 2470.00 | 1900.00 |
| 2021-08-16 | 238440.00 | 237670.00 | 239480.00 | 235930.00 | 236730.00 | 235780.00 | 237340.00 | 234070.00 | 1710.00 | 1890.00 | 2140.00 | 1860.00 |
| 2021-08-13 | 241000.00 | 238440.00 | 241160.00 | 236420.00 | 239180.00 | 236430.00 | 239180.00 | 234500.00 | 1820.00 | 2010.00 | 1980.00 | 1920.00 |
| 2021-08-12 | 238410.00 | 242070.00 | 243990.00 | 238400.00 | 236650.00 | 239440.00 | 241270.00 | 235890.00 | 1760.00 | 2630.00 | 2720.00 | 2510.00 |
| 2021-08-11 | 237020.00 | 238400.00 | 239870.00 | 236020.00 | 234110.00 | 235650.00 | 236990.00 | 233740.00 | 2910.00 | 2750.00 | 2880.00 | 2280.00 |
| 2021-08-10 | 229000.00 | 236720.00 | 236980.00 | 228120.00 | 227110.00 | 233740.00 | 234120.00 | 226270.00 | 1890.00 | 2980.00 | 2860.00 | 1850.00 |
| 2021-08-09 | 229300.00 | 229020.00 | 232490.00 | 228500.00 | 229660.00 | 227300.00 | 230480.00 | 226700.00 | -360.00 | 1720.00 | 2010.00 | 1800.00 |
| 2021-08-06 | 230520.00 | 229950.00 | 231500.00 | 229120.00 | 229160.00 | 228230.00 | 229390.00 | 227250.00 | 1360.00 | 1720.00 | 2110.00 | 1870.00 |
| 2021-08-05 | 228120.00 | 229030.00 | 231690.00 | 227820.00 | 227440.00 | 227600.00 | 229790.00 | 225980.00 | 680.00 | 1430.00 | 1900.00 | 1840.00 |
| 2021-08-04 | 228600.00 | 229580.00 | 230400.00 | 226380.00 | 227000.00 | 227950.00 | 228670.00 | 224890.00 | 1600.00 | 1630.00 | 1730.00 | 1490.00 |
| 2021-08-03 | 234100.00 | 229290.00 | 235280.00 | 228980.00 | 231860.00 | 227740.00 | 233110.00 | 227070.00 | 2240.00 | 1550.00 | 2170.00 | 1910.00 |
| 2021-08-02 | 234560.00 | 234100.00 | 236790.00 | 231270.00 | 231940.00 | 231860.00 | 234690.00 | 229600.00 | 2620.00 | 2240.00 | 2100.00 | 1670.00 |
| 2021-07-30 | 233160.00 | 233550.00 | 235010.00 | 231110.00 | 230450.00 | 231940.00 | 233200.00 | 229350.00 | 2710.00 | 1610.00 | 1810.00 | 1760.00 |
| 2021-07-29 | 231600.00 | 233160.00 | 233760.00 | 228110.00 | 233970.00 | 234950.00 | 235470.00 | 229960.00 | -2370.00 | -1790.00 | -1710.00 | -1850.00 |
| 2021-07-28 | 231900.00 | 231310.00 | 232440.00 | 229170.00 | 233000.00 | 232800.00 | 234140.00 | 231250.00 | -1100.00 | -1490.00 | -1700.00 | -2080.00 |
| 2021-07-27 | 233040.00 | 231900.00 | 237060.00 | 230300.00 | 234500.00 | 233870.00 | 238340.00 | 232200.00 | -1460.00 | -1970.00 | -1280.00 | -1900.00 |
| 2021-07-26 | 233620.00 | 231100.00 | 235790.00 | 229770.00 | 234400.00 | 232620.00 | 237800.00 | 231780.00 | -780.00 | -1520.00 | -2010.00 | -2010.00 |
| 2021-07-23 | 227100.00 | 235400.00 | 236210.00 | 227100.00 | 226110.00 | 233530.00 | 234300.00 | 225880.00 | 990.00 | 1870.00 | 1910.00 | 1220.00 |
| 2021-07-22 | 226000.00 | 226230.00 | 226570.00 | 224750.00 | 223510.00 | 224110.00 | 224200.00 | 222500.00 | 2490.00 | 2120.00 | 2370.00 | 2250.00 |
| 2021-07-21 | 228450.00 | 225500.00 | 230430.00 | 223600.00 | 227000.00 | 223160.00 | 228070.00 | 220900.00 | 1450.00 | 2340.00 | 2360.00 | 2700.00 |
| 2021-07-20 | 231000.00 | 228210.00 | 231000.00 | 225500.00 | 228500.00 | 225870.00 | 228500.00 | 224220.00 | 2500.00 | 2340.00 | 2500.00 | 1280.00 |
| 2021-07-19 | 228260.00 | 233000.00 | 234890.00 | 227700.00 | 225980.00 | 230220.00 | 232000.00 | 225520.00 | 2280.00 | 2780.00 | 2890.00 | 2180.00 |
| 2021-07-16 | 222600.00 | 228260.00 | 238580.00 | 221710.00 | 220190.00 | 225980.00 | 226700.00 | 219540.00 | 2410.00 | 2280.00 | 11880.00 | 2170.00 |
| 2021-07-15 | 221420.00 | 222590.00 | 223350.00 | 219400.00 | 219300.00 | 220190.00 | 220970.00 | 217020.00 | 2120.00 | 2400.00 | 2380.00 | 2380.00 |
| 2021-07-14 | 221060.00 | 220670.00 | 221070.00 | 218170.00 | 218800.00 | 218040.00 | 218800.00 | 214900.00 | 2260.00 | 2630.00 | 2270.00 | 3270.00 |
| 2021-07-13 | 218000.00 | 221070.00 | 222040.00 | 217580.00 | 214410.00 | 218390.00 | 219400.00 | 214410.00 | 3590.00 | 2680.00 | 2640.00 | 3170.00 |
| 2021-07-12 | 219710.00 | 216860.00 | 219980.00 | 216320.00 | 216500.00 | 214070.00 | 217000.00 | 213720.00 | 3210.00 | 2790.00 | 2980.00 | 2600.00 |
| 2021-07-09 | 216660.00 | 219300.00 | 219490.00 | 214930.00 | 212800.00 | 216350.00 | 216480.00 | 212280.00 | 3860.00 | 2950.00 | 3010.00 | 2650.00 |
| 2021-07-08 | 216340.00 | 216850.00 | 217600.00 | 214830.00 | 213990.00 | 213880.00 | 214640.00 | 212120.00 | 2350.00 | 2970.00 | 2960.00 | 2710.00 |
| 2021-07-07 | 218600.00 | 216340.00 | 218600.00 | 213950.00 | 215320.00 | 213400.00 | 215590.00 | 211140.00 | 3280.00 | 2940.00 | 3010.00 | 2810.00 |
| 2021-07-06 | 215670.00 | 219220.00 | 219550.00 | 215670.00 | 213500.00 | 216410.00 | 216480.00 | 212490.00 | 2170.00 | 2810.00 | 3070.00 | 3180.00 |
| 2021-07-05 | 212690.00 | 215670.00 | 216860.00 | 211650.00 | 209990.00 | 212490.00 | 213470.00 | 208850.00 | 2700.00 | 3180.00 | 3390.00 | 2800.00 |
| 2021-07-02 | 211800.00 | 211550.00 | 213060.00 | 210450.00 | 209350.00 | 208720.00 | 210000.00 | 207560.00 | 2450.00 | 2830.00 | 3060.00 | 2890.00 |
| 2021-07-01 | 214620.00 | 211790.00 | 214990.00 | 211050.00 | 210880.00 | 208820.00 | 212080.00 | 208100.00 | 3740.00 | 2970.00 | 2910.00 | 2950.00 |
| 2021-06-30 | 210720.00 | 214620.00 | 214840.00 | 210150.00 | 208530.00 | 211110.00 | 211340.00 | 207690.00 | 2190.00 | 3510.00 | 3500.00 | 2460.00 |
| 2021-06-29 | 211190.00 | 210720.00 | 211930.00 | 209130.00 | 207950.00 | 208480.00 | 209880.00 | 206960.00 | 3240.00 | 2240.00 | 2050.00 | 2170.00 |
| 2021-06-28 | 210100.00 | 209090.00 | 213550.00 | 208010.00 | 209490.00 | 207190.00 | 211500.00 | 206110.00 | 610.00 | 1900.00 | 2050.00 | 1900.00 |
| 2021-06-25 | 209600.00 | 209900.00 | 211320.00 | 208070.00 | 208200.00 | 208560.00 | 209560.00 | 206440.00 | 1400.00 | 1340.00 | 1760.00 | 1630.00 |
| 2021-06-24 | 207830.00 | 208340.00 | 209880.00 | 206820.00 | 206000.00 | 206690.00 | 207990.00 | 205020.00 | 1830.00 | 1650.00 | 1890.00 | 1800.00 |
| 2021-06-23 | 201350.00 | 207830.00 | 208190.00 | 201340.00 | 200870.00 | 205890.00 | 206410.00 | 199860.00 | 480.00 | 1940.00 | 1780.00 | 1480.00 |
| 2021-06-22 | 199510.00 | 202350.00 | 202880.00 | 198220.00 | 199900.00 | 203710.00 | 204180.00 | 199460.00 | -390.00 | -1360.00 | -1300.00 | -1240.00 |
| 2021-06-21 | 201230.00 | 199510.00 | 201230.00 | 196260.00 | 200690.00 | 200830.00 | 202500.00 | 197640.00 | 540.00 | -1320.00 | -1270.00 | -1380.00 |
| 2021-06-18 | 203500.00 | 201230.00 | 204930.00 | 200160.00 | 204800.00 | 202080.00 | 205380.00 | 201120.00 | -1300.00 | -850.00 | -450.00 | -960.00 |
| 2021-06-17 | 205440.00 | 206150.00 | 207560.00 | 204100.00 | 205290.00 | 205630.00 | 207000.00 | 201820.00 | 150.00 | 520.00 | 560.00 | 2280.00 |
| 2021-06-16 | 206430.00 | 205000.00 | 207980.00 | 204220.00 | 206000.00 | 204370.00 | 207680.00 | 203600.00 | 430.00 | 630.00 | 300.00 | 620.00 |
| 2021-06-15 | 212020.00 | 205930.00 | 212430.00 | 203420.00 | 212600.00 | 205410.00 | 212700.00 | 203850.00 | -580.00 | 520.00 | -270.00 | -430.00 |
| 2021-06-11 | 208500.00 | 212260.00 | 213480.00 | 206510.00 | 206800.00 | 211700.00 | 212790.00 | 206000.00 | 1700.00 | 560.00 | 690.00 | 510.00 |
| 2021-06-10 | 207280.00 | 207150.00 | 208380.00 | 206520.00 | 206900.00 | 206420.00 | 207800.00 | 205950.00 | 380.00 | 730.00 | 580.00 | 570.00 |
| 2021-06-09 | 205300.00 | 207600.00 | 209430.00 | 204710.00 | 205000.00 | 206950.00 | 208750.00 | 204270.00 | 300.00 | 650.00 | 680.00 | 440.00 |
| 2021-06-08 | 204650.00 | 204360.00 | 205580.00 | 203210.00 | 203380.00 | 203900.00 | 205090.00 | 202690.00 | 1270.00 | 460.00 | 490.00 | 520.00 |
| 2021-06-07 | 205000.00 | 203420.00 | 206460.00 | 203320.00 | 204670.00 | 202900.00 | 205550.00 | 202780.00 | 330.00 | 520.00 | 910.00 | 540.00 |
| 2021-06-04 | 200300.00 | 204050.00 | 204900.00 | 200110.00 | 201800.00 | 203400.00 | 204340.00 | 200130.00 | -1500.00 | 650.00 | 560.00 | -20.00 |
| 2021-06-03 | 207270.00 | 204920.00 | 207860.00 | 204400.00 | 206910.00 | 204330.00 | 207400.00 | 203650.00 | 360.00 | 590.00 | 460.00 | 750.00 |
| 2021-06-02 | 206020.00 | 207280.00 | 208000.00 | 204920.00 | 205890.00 | 206870.00 | 207090.00 | 204170.00 | 130.00 | 410.00 | 910.00 | 750.00 |
| 2021-06-01 | 209000.00 | 206000.00 | 209000.00 | 204040.00 | 208500.00 | 205300.00 | 208500.00 | 202000.00 | 500.00 | 700.00 | 500.00 | 2040.00 |
| 2021-05-31 | 207070.00 | 209000.00 | 213000.00 | 205880.00 | 207270.00 | 208200.00 | 210780.00 | 205230.00 | -200.00 | 800.00 | 2220.00 | 650.00 |
| 2021-05-28 | 198850.00 | 207900.00 | 209990.00 | 198120.00 | 198650.00 | 207080.00 | 209000.00 | 197610.00 | 200.00 | 820.00 | 990.00 | 510.00 |