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
2020-12-24 150740.00 151400.00 151880.00 150270.00 151200.00 151830.00 152230.00 150720.00 -460.00 -430.00 -350.00 -450.00
2020-12-23 150740.00 150380.00 152460.00 149030.00 151680.00 150810.00 152700.00 149550.00 -940.00 -430.00 -240.00 -520.00
2020-12-22 152090.00 150740.00 152500.00 150720.00 151850.00 151120.00 152800.00 151000.00 240.00 -380.00 -300.00 -280.00
2020-12-21 155800.00 152090.00 155940.00 151500.00 155410.00 152450.00 155640.00 151850.00 390.00 -360.00 300.00 -350.00
2020-12-18 154300.00 154750.00 155470.00 153050.00 155000.00 154700.00 155330.00 152990.00 -700.00 50.00 140.00 60.00
2020-12-17 153490.00 154610.00 155290.00 152890.00 153620.00 154590.00 155050.00 152940.00 -130.00 20.00 240.00 -50.00
2020-12-16 152180.00 153490.00 154480.00 151750.00 152120.00 153320.00 154800.00 151530.00 60.00 170.00 -320.00 220.00
2020-12-15 151490.00 151560.00 153770.00 151130.00 151330.00 151520.00 154000.00 151330.00 160.00 40.00 -230.00 -200.00
2020-12-14 149980.00 150670.00 152030.00 149600.00 150600.00 151050.00 152270.00 149920.00 -620.00 -380.00 -240.00 -320.00
2020-12-11 151950.00 149980.00 153990.00 148550.00 152120.00 150300.00 154000.00 149030.00 -170.00 -320.00 -10.00 -480.00
2020-12-10 150000.00 151330.00 151920.00 150000.00 150500.00 151610.00 152080.00 150280.00 -500.00 -280.00 -160.00 -280.00
2020-12-09 149200.00 149540.00 150550.00 148330.00 150290.00 149880.00 150710.00 148600.00 -1090.00 -340.00 -160.00 -270.00
2020-12-08 148700.00 149400.00 150140.00 148510.00 148520.00 149950.00 150270.00 148520.00 180.00 -550.00 -130.00 -10.00
2020-12-07 147780.00 148820.00 148980.00 147120.00 147590.00 148490.00 148520.00 146870.00 190.00 330.00 460.00 250.00
2020-12-04 146010.00 147940.00 148060.00 145910.00 146690.00 147590.00 147630.00 145680.00 -680.00 350.00 430.00 230.00
2020-12-03 146230.00 145900.00 146570.00 145200.00 146300.00 145760.00 146300.00 145000.00 -70.00 140.00 270.00 200.00
2020-12-02 146000.00 146380.00 147420.00 145720.00 146370.00 146040.00 147200.00 145510.00 -370.00 340.00 220.00 210.00
2020-12-01 149380.00 145570.00 149510.00 145300.00 149670.00 146000.00 149690.00 145600.00 -290.00 -430.00 -180.00 -300.00
2020-11-30 148670.00 149220.00 149490.00 147610.00 148860.00 149660.00 149900.00 147900.00 -190.00 -440.00 -410.00 -290.00
2020-11-27 146200.00 148300.00 148920.00 146140.00 146790.00 148700.00 149320.00 146510.00 -590.00 -400.00 -400.00 -370.00
2020-11-26 145190.00 146410.00 146590.00 145160.00 145700.00 146850.00 146890.00 145540.00 -510.00 -440.00 -300.00 -380.00
2020-11-25 146410.00 145190.00 146700.00 145100.00 146670.00 145630.00 146990.00 145320.00 -260.00 -440.00 -290.00 -220.00
2020-11-24 146750.00 146410.00 147000.00 145350.00 146920.00 146550.00 147120.00 145600.00 -170.00 -140.00 -120.00 -250.00
2020-11-23 147000.00 146840.00 147200.00 146040.00 147130.00 146920.00 147330.00 146270.00 -130.00 -80.00 -130.00 -230.00
2020-11-20 147000.00 146750.00 147750.00 146200.00 147000.00 146760.00 147720.00 146350.00 0.00 -10.00 30.00 -150.00
2020-11-19 151600.00 147000.00 151600.00 147000.00 151230.00 147120.00 151230.00 147110.00 370.00 -120.00 370.00 -110.00
2020-11-18 148600.00 151600.00 152580.00 148550.00 149300.00 151390.00 152360.00 148770.00 -700.00 210.00 220.00 -220.00
2020-11-17 149000.00 148500.00 150450.00 148130.00 149180.00 148740.00 150400.00 148200.00 -180.00 -240.00 50.00 -70.00
2020-11-16 146500.00 148870.00 148970.00 145890.00 146930.00 148870.00 149000.00 146100.00 -430.00 0.00 -30.00 -210.00
2020-11-13 145970.00 146440.00 146760.00 145150.00 145660.00 146780.00 146910.00 145380.00 310.00 -340.00 -150.00 -230.00
2020-11-12 145300.00 145470.00 146590.00 145100.00 145570.00 145660.00 146780.00 145380.00 -270.00 -190.00 -190.00 -280.00
2020-11-11 145960.00 145520.00 146650.00 145290.00 146020.00 145650.00 146770.00 145540.00 -60.00 -130.00 -120.00 -250.00
2020-11-10 146140.00 145970.00 147130.00 145760.00 147000.00 146150.00 147360.00 145950.00 -860.00 -180.00 -230.00 -190.00
2020-11-09 146860.00 146470.00 147550.00 145800.00 147100.00 146690.00 147590.00 145940.00 -240.00 -220.00 -40.00 -140.00
2020-11-06 146450.00 146740.00 147080.00 145530.00 146410.00 146930.00 147150.00 145670.00 40.00 -190.00 -70.00 -140.00
2020-11-05 145850.00 146220.00 146660.00 145500.00 145750.00 146410.00 146750.00 145630.00 100.00 -190.00 -90.00 -130.00
2020-11-04 145790.00 145270.00 146590.00 144740.00 146000.00 144900.00 146350.00 144530.00 -210.00 370.00 240.00 210.00
2020-11-03 144080.00 145820.00 145950.00 143420.00 143600.00 145660.00 145790.00 143380.00 480.00 160.00 160.00 40.00
2020-11-02 142000.00 144080.00 144320.00 141980.00 142380.00 144150.00 144260.00 141800.00 -380.00 -70.00 60.00 180.00
2020-10-30 143370.00 142720.00 144070.00 142130.00 142980.00 142680.00 143840.00 142020.00 390.00 40.00 230.00 110.00
2020-10-29 143440.00 143680.00 143920.00 142500.00 143780.00 143500.00 143780.00 142310.00 -340.00 180.00 140.00 190.00
2020-10-28 144860.00 144230.00 145110.00 143460.00 143830.00 144080.00 144900.00 143300.00 1030.00 150.00 210.00 160.00
2020-10-27 142800.00 143830.00 144750.00 142340.00 142250.00 144110.00 144760.00 142250.00 550.00 -280.00 -10.00 90.00
2020-10-26 146210.00 143270.00 146380.00 143230.00 145520.00 143220.00 146800.00 143220.00 690.00 50.00 -420.00 10.00
2020-10-23 145970.00 146110.00 146450.00 145300.00 145790.00 146170.00 146520.00 145410.00 180.00 -60.00 -70.00 -110.00
2020-10-22 147660.00 145640.00 148360.00 145520.00 147720.00 145800.00 148340.00 145600.00 -60.00 -160.00 20.00 -80.00
2020-10-21 147410.00 147130.00 148120.00 147090.00 147680.00 147120.00 148190.00 147120.00 -270.00 10.00 -70.00 -30.00
2020-10-20 147800.00 147300.00 148400.00 146530.00 147990.00 147380.00 148450.00 146640.00 -190.00 -80.00 -50.00 -110.00
2020-10-19 146120.00 146990.00 147280.00 144810.00 146980.00 147110.00 147450.00 144960.00 -860.00 -120.00 -170.00 -150.00
2020-10-16 146160.00 146300.00 147090.00 145470.00 146180.00 146390.00 147150.00 145600.00 -20.00 -90.00 -60.00 -130.00
2020-10-15 145990.00 146150.00 147100.00 145810.00 146500.00 146380.00 147260.00 145950.00 -510.00 -230.00 -160.00 -140.00
2020-10-14 146100.00 146010.00 146600.00 145600.00 146550.00 146230.00 146680.00 145750.00 -450.00 -220.00 -80.00 -150.00
2020-10-13 147100.00 146420.00 147340.00 145890.00 147180.00 146400.00 147320.00 145960.00 -80.00 20.00 20.00 -70.00
2020-10-12 146590.00 146360.00 147900.00 146320.00 146820.00 146530.00 147790.00 146200.00 -230.00 -170.00 110.00 120.00
2020-10-09 146230.00 147290.00 149000.00 146230.00 147890.00 146720.00 148790.00 146390.00 -1660.00 570.00 210.00 -160.00
2020-09-30 142580.00 145500.00 145690.00 142580.00 143200.00 145730.00 145950.00 142500.00 -620.00 -230.00 -260.00 80.00
2020-09-29 141060.00 143400.00 143440.00 141060.00 141700.00 143300.00 143500.00 141400.00 -640.00 100.00 -60.00 -340.00
2020-09-28 139500.00 141720.00 142030.00 138180.00 140800.00 141700.00 142220.00 138550.00 -1300.00 20.00 -190.00 -370.00
2020-09-25 140590.00 141100.00 141800.00 138760.00 141000.00 141430.00 141950.00 139180.00 -410.00 -330.00 -150.00 -420.00
2020-09-24 144040.00 141270.00 144170.00 141140.00 144680.00 141710.00 144680.00 141520.00 -640.00 -440.00 -510.00 -380.00
2020-09-23 143900.00 144880.00 146700.00 143900.00 144200.00 145310.00 146920.00 144200.00 -300.00 -430.00 -220.00 -300.00
2020-09-22 144660.00 143900.00 144750.00 142680.00 145350.00 144230.00 145350.00 143020.00 -690.00 -330.00 -600.00 -340.00
2020-09-21 143320.00 145050.00 145200.00 141940.00 143900.00 145600.00 145670.00 142370.00 -580.00 -550.00 -470.00 -430.00
2020-09-18 142050.00 143750.00 143950.00 141120.00 141930.00 144120.00 144240.00 141500.00 120.00 -370.00 -290.00 -380.00
2020-09-17 143980.00 141690.00 144730.00 141570.00 144320.00 142030.00 145020.00 142020.00 -340.00 -340.00 -290.00 -450.00
2020-09-16 143750.00 143820.00 144990.00 143620.00 143830.00 144050.00 145260.00 143830.00 -80.00 -230.00 -270.00 -210.00
2020-09-15 144760.00 143750.00 144760.00 143140.00 145820.00 144230.00 145820.00 143550.00 -1060.00 -480.00 -1060.00 -410.00
2020-09-14 142350.00 144820.00 145240.00 142230.00 142760.00 145190.00 145550.00 142650.00 -410.00 -370.00 -310.00 -420.00
2020-09-11 144140.00 141980.00 144140.00 141450.00 144160.00 142530.00 144190.00 141820.00 -20.00 -550.00 -50.00 -370.00
2020-09-10 144020.00 143310.00 145520.00 143000.00 144440.00 143820.00 145840.00 143350.00 -420.00 -510.00 -320.00 -350.00
2020-09-09 146980.00 144460.00 146980.00 144010.00 147120.00 144820.00 147120.00 144310.00 -140.00 -360.00 -140.00 -300.00
2020-09-08 146080.00 147220.00 148150.00 146070.00 146300.00 147570.00 148320.00 146300.00 -220.00 -350.00 -170.00 -230.00
2020-09-07 146070.00 145630.00 147420.00 145500.00 146370.00 145940.00 147770.00 145130.00 -300.00 -310.00 -350.00 370.00
2020-09-04 147080.00 146070.00 147210.00 144770.00 146610.00 146360.00 147450.00 145100.00 470.00 -290.00 -240.00 -330.00
2020-09-03 146510.00 147290.00 148690.00 146340.00 146990.00 147560.00 148970.00 146630.00 -480.00 -270.00 -280.00 -290.00
2020-09-02 145930.00 146530.00 147000.00 145370.00 146020.00 146900.00 147300.00 145690.00 -90.00 -370.00 -300.00 -320.00
2020-09-01 145250.00 145800.00 146140.00 144620.00 145300.00 145530.00 145700.00 144320.00 -50.00 270.00 440.00 300.00
2020-08-31 144410.00 145250.00 145980.00 143530.00 144090.00 144700.00 145670.00 143210.00 320.00 550.00 310.00 320.00
2020-08-28 143210.00 144450.00 144650.00 143180.00 143500.00 143940.00 144280.00 143010.00 -290.00 510.00 370.00 170.00
2020-08-27 142580.00 143830.00 143950.00 141800.00 141570.00 143430.00 143790.00 141530.00 1010.00 400.00 160.00 270.00
2020-08-26 141050.00 141420.00 141860.00 140250.00 141360.00 141580.00 142090.00 140720.00 -310.00 -160.00 -230.00 -470.00
2020-08-25 140600.00 141050.00 141960.00 140590.00 140910.00 141400.00 142330.00 140910.00 -310.00 -350.00 -370.00 -320.00
2020-08-24 143790.00 141190.00 143790.00 140560.00 144160.00 141550.00 144160.00 140910.00 -370.00 -360.00 -370.00 -350.00
2020-08-21 141910.00 143870.00 144360.00 141820.00 142500.00 144160.00 144580.00 142100.00 -590.00 -290.00 -220.00 -280.00
2020-08-20 143000.00 141820.00 144540.00 141600.00 143390.00 142330.00 144780.00 141920.00 -390.00 -510.00 -240.00 -320.00
2020-08-19 142680.00 142460.00 143400.00 141840.00 143400.00 142940.00 143700.00 142150.00 -720.00 -480.00 -300.00 -310.00
2020-08-18 142860.00 142860.00 143320.00 141720.00 141980.00 143080.00 143670.00 141980.00 880.00 -220.00 -350.00 -260.00
2020-08-17 142640.00 142860.00 144140.00 141480.00 142900.00 143200.00 144390.00 141940.00 -260.00 -340.00 -250.00 -460.00
2020-08-14 141650.00 141820.00 143410.00 141310.00 142000.00 142490.00 143760.00 141690.00 -350.00 -670.00 -350.00 -380.00
2020-08-13 144190.00 141660.00 144300.00 141050.00 144180.00 141980.00 144500.00 141500.00 10.00 -320.00 -200.00 -450.00
2020-08-12 143490.00 143540.00 144250.00 141520.00 143190.00 143730.00 144530.00 142000.00 300.00 -190.00 -280.00 -480.00
2020-08-11 145800.00 142860.00 146550.00 142600.00 145780.00 143250.00 146840.00 143020.00 20.00 -390.00 -290.00 -420.00
2020-08-10 146500.00 144860.00 147360.00 144420.00 146940.00 145270.00 147630.00 144700.00 -440.00 -410.00 -270.00 -280.00
2020-08-07 146020.00 146530.00 148640.00 145770.00 146320.00 146940.00 148920.00 146080.00 -300.00 -410.00 -280.00 -310.00
2020-08-06 145950.00 145980.00 147560.00 145100.00 146300.00 146150.00 147920.00 145340.00 -350.00 -170.00 -360.00 -240.00
2020-08-05 146110.00 145900.00 147250.00 145240.00 146390.00 146390.00 147490.00 145520.00 -280.00 -490.00 -240.00 -280.00
2020-08-04 146200.00 146070.00 148300.00 145050.00 146350.00 146180.00 148460.00 145320.00 -150.00 -110.00 -160.00 -270.00
2020-08-03 146300.00 146600.00 147500.00 143530.00 146150.00 146370.00 147720.00 143500.00 150.00 230.00 -220.00 30.00
2020-07-31 146890.00 146620.00 147210.00 145220.00 147200.00 146390.00 147200.00 145000.00 -310.00 230.00 10.00 220.00
2020-07-30 146720.00 147280.00 148210.00 146550.00 147230.00 146900.00 147880.00 146220.00 -510.00 380.00 330.00 330.00
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