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
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
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