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
2021-05-27 197960.00 198850.00 199440.00 197110.00 197300.00 198230.00 198760.00 196580.00 660.00 620.00 680.00 530.00
2021-05-26 195750.00 197420.00 198100.00 195320.00 195740.00 197050.00 197580.00 194770.00 10.00 370.00 520.00 550.00
2021-05-25 194000.00 196950.00 197250.00 193640.00 192660.00 196440.00 196600.00 192660.00 1340.00 510.00 650.00 980.00
2021-05-24 197200.00 192930.00 198500.00 191430.00 197090.00 192460.00 198100.00 191060.00 110.00 470.00 400.00 370.00
2021-05-21 195290.00 197290.00 198780.00 193710.00 195770.00 197000.00 198330.00 193580.00 -480.00 290.00 450.00 130.00
2021-05-20 198200.00 195290.00 198200.00 192390.00 197430.00 195000.00 197430.00 192210.00 770.00 290.00 770.00 180.00
2021-05-19 199300.00 198830.00 200450.00 198200.00 199410.00 198120.00 200100.00 197950.00 -110.00 710.00 350.00 250.00
2021-05-18 198060.00 198690.00 199980.00 197670.00 197900.00 198460.00 199750.00 197560.00 160.00 230.00 230.00 110.00
2021-05-17 193760.00 197420.00 198080.00 193250.00 194290.00 197140.00 197850.00 194050.00 -530.00 280.00 230.00 -800.00
2021-05-14 193600.00 192920.00 194300.00 190220.00 193010.00 193110.00 194460.00 190480.00 590.00 -190.00 -160.00 -260.00
2021-05-13 195990.00 192230.00 197600.00 190600.00 195900.00 192150.00 197400.00 190360.00 90.00 80.00 200.00 240.00
2021-05-12 195780.00 196710.00 197670.00 194800.00 194610.00 196300.00 197220.00 194380.00 1170.00 410.00 450.00 420.00
2021-05-11 195570.00 194800.00 195700.00 192540.00 195800.00 194340.00 195800.00 192150.00 -230.00 460.00 -100.00 390.00
2021-05-10 196880.00 195710.00 198480.00 194320.00 197300.00 195430.00 198000.00 193830.00 -420.00 280.00 480.00 490.00
2021-05-07 198070.00 197800.00 200500.00 195360.00 200000.00 198160.00 200590.00 195710.00 -1930.00 -360.00 -90.00 -350.00
2021-05-06 198200.00 197240.00 200780.00 196100.00 198100.00 197580.00 209790.00 196500.00 100.00 -340.00 -9010.00 -400.00
2021-04-30 193310.00 193780.00 194460.00 189960.00 192270.00 194020.00 194760.00 190240.00 1040.00 -240.00 -300.00 -280.00
2021-04-29 188280.00 192150.00 193500.00 187380.00 189000.00 192270.00 193680.00 187350.00 -720.00 -120.00 -180.00 30.00
2021-04-28 186140.00 185070.00 187610.00 184390.00 186800.00 185320.00 187890.00 184750.00 -660.00 -250.00 -280.00 -360.00
2021-04-27 186140.00 186140.00 188780.00 185120.00 187090.00 186790.00 189220.00 185520.00 -950.00 -650.00 -440.00 -400.00
2021-04-26 184110.00 186520.00 187180.00 183210.00 184150.00 187090.00 187600.00 183580.00 -40.00 -570.00 -420.00 -370.00
2021-04-23 183500.00 183730.00 184220.00 181740.00 183680.00 184150.00 184490.00 182170.00 -180.00 -420.00 -270.00 -430.00
2021-04-22 184000.00 183240.00 185600.00 182530.00 184400.00 183500.00 185800.00 182900.00 -400.00 -260.00 -200.00 -370.00
2021-04-21 185670.00 183910.00 185820.00 182860.00 185730.00 184100.00 186080.00 183120.00 -60.00 -190.00 -260.00 -260.00
2021-04-20 185000.00 185300.00 186150.00 182200.00 185330.00 185330.00 186060.00 182250.00 -330.00 -30.00 90.00 -50.00
2021-04-19 183660.00 185200.00 186690.00 183660.00 183640.00 185330.00 186670.00 183640.00 20.00 -130.00 20.00 20.00
2021-04-16 180960.00 183460.00 183720.00 180560.00 180910.00 183440.00 183710.00 180750.00 50.00 20.00 10.00 -190.00
2021-04-15 178220.00 179960.00 180590.00 178210.00 178300.00 180070.00 180760.00 178300.00 -80.00 -110.00 -170.00 -90.00
2021-04-14 178690.00 177680.00 179080.00 176800.00 178800.00 177980.00 179390.00 177060.00 -110.00 -300.00 -310.00 -260.00
2021-04-13 178390.00 177970.00 178940.00 176230.00 178580.00 178180.00 179220.00 176530.00 -190.00 -210.00 -280.00 -300.00
2021-04-12 181560.00 178190.00 181920.00 176530.00 181980.00 178580.00 181990.00 176870.00 -420.00 -390.00 -70.00 -340.00
2021-04-09 183190.00 181560.00 184680.00 180850.00 182170.00 181300.00 184280.00 180600.00 1020.00 260.00 400.00 250.00
2021-04-08 183790.00 183100.00 183890.00 181340.00 183350.00 182870.00 183380.00 181030.00 440.00 230.00 510.00 310.00
2021-04-07 184300.00 184820.00 186050.00 183630.00 184520.00 184280.00 185640.00 183360.00 -220.00 540.00 410.00 270.00
2021-04-06 182650.00 184300.00 188400.00 182600.00 182730.00 183890.00 187790.00 182520.00 -80.00 410.00 610.00 80.00
2021-04-02 176560.00 182650.00 183300.00 176300.00 176330.00 182510.00 183150.00 175600.00 230.00 140.00 150.00 700.00
2021-04-01 173800.00 176330.00 177290.00 173800.00 175870.00 176550.00 177500.00 174000.00 -2070.00 -220.00 -210.00 -200.00
2021-03-31 175510.00 173800.00 176040.00 172380.00 175450.00 173870.00 176240.00 172700.00 60.00 -70.00 -200.00 -320.00
2021-03-30 175300.00 175510.00 176580.00 174640.00 175240.00 175800.00 176870.00 174890.00 60.00 -290.00 -290.00 -250.00
2021-03-29 174660.00 175300.00 175870.00 173610.00 175400.00 175600.00 176250.00 173970.00 -740.00 -300.00 -380.00 -360.00
2021-03-26 171080.00 174660.00 174990.00 169600.00 171500.00 175190.00 175400.00 170120.00 -420.00 -530.00 -410.00 -520.00
2021-03-25 173100.00 171370.00 174030.00 171040.00 173500.00 171820.00 174420.00 171510.00 -400.00 -450.00 -390.00 -470.00
2021-03-24 176740.00 173320.00 178140.00 172710.00 177460.00 173850.00 178500.00 173150.00 -720.00 -530.00 -360.00 -440.00
2021-03-23 177450.00 176550.00 179230.00 175380.00 177950.00 176960.00 179600.00 175880.00 -500.00 -410.00 -370.00 -500.00
2021-03-22 174790.00 177860.00 179090.00 174140.00 174250.00 178250.00 179370.00 174250.00 540.00 -390.00 -280.00 -110.00
2021-03-19 177120.00 174870.00 178490.00 174700.00 177930.00 175250.00 178790.00 175040.00 -810.00 -380.00 -300.00 -340.00
2021-03-18 177150.00 176480.00 177970.00 175200.00 177460.00 176930.00 178260.00 175610.00 -310.00 -450.00 -290.00 -410.00
2021-03-17 175000.00 176040.00 176800.00 173970.00 175640.00 176450.00 177210.00 174450.00 -640.00 -410.00 -410.00 -480.00
2021-03-16 176390.00 174690.00 177740.00 173820.00 176600.00 174990.00 178070.00 174260.00 -210.00 -300.00 -330.00 -440.00
2021-03-15 179800.00 176390.00 179800.00 174580.00 181720.00 176110.00 181720.00 174170.00 -1920.00 280.00 -1920.00 410.00
2021-03-12 182500.00 180370.00 183100.00 178020.00 181940.00 179830.00 182630.00 177540.00 560.00 540.00 470.00 480.00
2021-03-11 174500.00 180050.00 180370.00 173780.00 174900.00 179010.00 179710.00 173710.00 -400.00 1040.00 660.00 70.00
2021-03-10 171800.00 174080.00 177130.00 171500.00 172500.00 173770.00 176760.00 171250.00 -700.00 310.00 370.00 250.00
2021-03-09 172530.00 170810.00 174800.00 170800.00 172000.00 170650.00 174490.00 170480.00 530.00 160.00 310.00 320.00
2021-03-08 174700.00 170460.00 178570.00 170020.00 175260.00 170850.00 178890.00 170500.00 -560.00 -390.00 -320.00 -480.00
2021-03-05 173100.00 173200.00 177370.00 170830.00 173690.00 173690.00 177800.00 171520.00 -590.00 -490.00 -430.00 -690.00
2021-03-04 179230.00 173200.00 179460.00 172640.00 178000.00 173690.00 179200.00 173130.00 1230.00 -490.00 260.00 -490.00
2021-03-03 178300.00 178030.00 181480.00 177000.00 179800.00 178270.00 181670.00 177610.00 -1500.00 -240.00 -190.00 -610.00
2021-03-02 171270.00 177110.00 178400.00 171270.00 177000.00 177630.00 178800.00 173060.00 -5730.00 -520.00 -400.00 -1790.00
2021-03-01 183000.00 182310.00 186180.00 181170.00 183030.00 182630.00 186500.00 181300.00 -30.00 -320.00 -320.00 -130.00
2021-02-26 191810.00 184400.00 194790.00 183370.00 194100.00 184720.00 195200.00 183560.00 -2290.00 -320.00 -410.00 -190.00
2021-02-25 189010.00 191790.00 199470.00 187700.00 188950.00 192190.00 199760.00 188030.00 60.00 -400.00 -290.00 -330.00
2021-02-24 191290.00 188520.00 191840.00 186100.00 190350.00 188800.00 191860.00 186210.00 940.00 -280.00 -20.00 -110.00
2021-02-23 191300.00 190660.00 194000.00 187060.00 192690.00 190700.00 193940.00 187310.00 -1390.00 -40.00 60.00 -250.00
2021-02-22 182570.00 192770.00 194680.00 182000.00 182560.00 192900.00 194640.00 182060.00 10.00 -130.00 40.00 -60.00
2021-02-19 174920.00 181660.00 181660.00 174880.00 176700.00 181560.00 181560.00 175000.00 -1780.00 100.00 100.00 -120.00
2021-02-18 169000.00 174370.00 174550.00 167920.00 166120.00 174600.00 174630.00 166120.00 2880.00 -230.00 -80.00 1800.00
2021-02-10 163470.00 163760.00 166210.00 163310.00 163800.00 164000.00 166300.00 163610.00 -330.00 -240.00 -90.00 -300.00
2021-02-09 165510.00 163460.00 166020.00 162330.00 166440.00 163310.00 166440.00 162000.00 -930.00 150.00 -420.00 330.00
2021-02-08 164980.00 166260.00 167300.00 164170.00 164040.00 166080.00 167000.00 164040.00 940.00 180.00 300.00 130.00
2021-02-05 162900.00 163550.00 165000.00 162500.00 163700.00 163660.00 165240.00 162700.00 -800.00 -110.00 -240.00 -200.00
2021-02-04 164180.00 163720.00 165000.00 162800.00 165000.00 163990.00 165010.00 163010.00 -820.00 -270.00 -10.00 -210.00
2021-02-03 167310.00 164180.00 168400.00 163250.00 168450.00 164250.00 168630.00 163100.00 -1140.00 -70.00 -230.00 150.00
2021-02-02 169860.00 166720.00 170300.00 166710.00 170230.00 167140.00 170650.00 166800.00 -370.00 -420.00 -350.00 -90.00
2021-02-01 172950.00 169450.00 173450.00 165890.00 173800.00 169760.00 173800.00 165110.00 -850.00 -310.00 -350.00 780.00
2021-01-29 171500.00 172110.00 174880.00 170650.00 172010.00 172270.00 174990.00 170880.00 -510.00 -160.00 -110.00 -230.00
2021-01-28 171470.00 170920.00 172970.00 169870.00 170000.00 170930.00 172960.00 169700.00 1470.00 -10.00 10.00 170.00
2021-01-27 172900.00 171090.00 173890.00 169360.00 172350.00 171140.00 173840.00 169230.00 550.00 -50.00 50.00 130.00
2021-01-26 170310.00 170490.00 173070.00 168500.00 170080.00 170840.00 173000.00 168200.00 230.00 -350.00 70.00 300.00
2021-01-25 162500.00 169760.00 171460.00 162010.00 161270.00 169480.00 170830.00 161270.00 1230.00 280.00 630.00 740.00
2021-01-22 161230.00 162830.00 164350.00 161200.00 161580.00 162260.00 163960.00 161150.00 -350.00 570.00 390.00 50.00
2021-01-21 158400.00 161720.00 161800.00 158400.00 158400.00 161580.00 161580.00 158400.00 0.00 140.00 220.00 0.00
2021-01-20 158000.00 157870.00 158780.00 157340.00 157890.00 158110.00 158800.00 157450.00 110.00 -240.00 -20.00 -110.00
2021-01-19 156760.00 157920.00 158440.00 156530.00 157200.00 157890.00 158500.00 156760.00 -440.00 30.00 -60.00 -230.00
2021-01-18 153680.00 156760.00 157060.00 153650.00 154130.00 157150.00 157180.00 154130.00 -450.00 -390.00 -120.00 -480.00
2021-01-15 153520.00 153680.00 154840.00 153380.00 153980.00 154130.00 155250.00 153780.00 -460.00 -450.00 -410.00 -400.00
2021-01-14 153390.00 153470.00 154100.00 152090.00 153660.00 153760.00 154450.00 152510.00 -270.00 -290.00 -350.00 -420.00
2021-01-13 153770.00 153240.00 154460.00 152600.00 153890.00 153680.00 154780.00 152940.00 -120.00 -440.00 -320.00 -340.00
2021-01-12 153050.00 153240.00 154660.00 151520.00 153860.00 153500.00 154990.00 151970.00 -810.00 -260.00 -330.00 -450.00
2021-01-11 158650.00 153770.00 158650.00 152500.00 158670.00 154090.00 158730.00 153030.00 -20.00 -320.00 -80.00 -530.00
2021-01-08 157790.00 158650.00 158850.00 156510.00 158400.00 158670.00 158930.00 156800.00 -610.00 -20.00 -80.00 -290.00
2021-01-07 158500.00 158650.00 159500.00 157360.00 158710.00 158920.00 159620.00 157500.00 -210.00 -270.00 -120.00 -140.00
2021-01-06 158390.00 158690.00 159330.00 157210.00 158650.00 158980.00 159480.00 157380.00 -260.00 -290.00 -150.00 -170.00
2021-01-05 154510.00 159050.00 159800.00 154440.00 155390.00 158910.00 161780.00 154790.00 -880.00 140.00 -1980.00 -350.00
2021-01-04 151870.00 154350.00 154500.00 151000.00 151410.00 154690.00 154800.00 151410.00 460.00 -340.00 -300.00 -410.00
2020-12-31 151350.00 151170.00 152550.00 150540.00 151510.00 150430.00 151970.00 150040.00 -160.00 740.00 580.00 500.00
2020-12-30 153550.00 151800.00 154380.00 151650.00 152790.00 151310.00 153800.00 151100.00 760.00 490.00 580.00 550.00
2020-12-29 154200.00 153380.00 154240.00 152430.00 152300.00 152790.00 153770.00 151820.00 1900.00 590.00 470.00 610.00
2020-12-28 152900.00 153320.00 153900.00 151510.00 153800.00 153490.00 154090.00 151900.00 -900.00 -170.00 -190.00 -390.00
2020-12-25 151410.00 153170.00 153790.00 151400.00 152110.00 153520.00 153970.00 151840.00 -700.00 -350.00 -180.00 -440.00
导出Excel数据