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
2019-09-27 136490.00 135590.00 137250.00 135050.00 136340.00 135650.00 137050.00 135250.00 150.00 -60.00 200.00 -200.00
2019-09-26 136360.00 136110.00 137560.00 135500.00 136520.00 136000.00 137300.00 135510.00 -160.00 110.00 260.00 -10.00
2019-09-25 136500.00 136280.00 136800.00 136050.00 136240.00 136140.00 136600.00 136000.00 260.00 140.00 200.00 50.00
2019-09-24 137390.00 136550.00 137620.00 136240.00 137120.00 136600.00 137140.00 136310.00 270.00 -50.00 480.00 -70.00
2019-09-23 136440.00 137320.00 138450.00 136160.00 136170.00 137300.00 138490.00 136080.00 270.00 20.00 -40.00 80.00
2019-09-20 136320.00 136890.00 137270.00 135900.00 135880.00 136720.00 136870.00 135850.00 440.00 170.00 400.00 50.00
2019-09-19 137230.00 137360.00 137600.00 136810.00 137000.00 137080.00 137250.00 136650.00 230.00 280.00 350.00 160.00
2019-09-18 136800.00 137280.00 137900.00 136300.00 136260.00 137100.00 137600.00 136240.00 540.00 180.00 300.00 60.00
2019-09-17 137160.00 137040.00 138880.00 136600.00 136830.00 136950.00 138300.00 136350.00 330.00 90.00 580.00 250.00
2019-09-16 136730.00 137210.00 139250.00 135350.00 137910.00 136800.00 138050.00 134740.00 -1180.00 410.00 1200.00 610.00
2019-09-12 140110.00 141650.00 142360.00 139500.00 139500.00 141160.00 141160.00 139500.00 610.00 490.00 1200.00 0.00
2019-09-11 140420.00 139850.00 140720.00 139310.00 139240.00 139500.00 140000.00 138900.00 1180.00 350.00 720.00 410.00
2019-09-10 139300.00 140770.00 141300.00 139140.00 138600.00 139650.00 140060.00 138600.00 700.00 1120.00 1240.00 540.00
2019-09-09 140790.00 139280.00 142150.00 138210.00 141150.00 138600.00 141210.00 137140.00 -360.00 680.00 940.00 1070.00
2019-09-06 141500.00 140520.00 143610.00 140140.00 141140.00 140090.00 142200.00 140000.00 360.00 430.00 1410.00 140.00
2019-09-05 140340.00 142890.00 145090.00 138210.00 139840.00 141840.00 143600.00 139480.00 500.00 1050.00 1490.00 -1270.00
2019-09-04 134930.00 140110.00 141610.00 134280.00 135000.00 139380.00 140500.00 134300.00 -70.00 730.00 1110.00 -20.00
2019-09-03 137500.00 135290.00 138800.00 133540.00 136500.00 135650.00 138600.00 134780.00 1000.00 -360.00 200.00 -1240.00
2019-09-02 129960.00 135540.00 135760.00 129960.00 131000.00 135600.00 136000.00 131000.00 -1040.00 -60.00 -240.00 -1040.00
2019-08-30 128740.00 129480.00 129640.00 128500.00 130120.00 130040.00 130990.00 130000.00 -1380.00 -560.00 -1350.00 -1500.00
2019-08-29 128830.00 128700.00 129980.00 128530.00 130420.00 130300.00 131450.00 130190.00 -1590.00 -1600.00 -1470.00 -1660.00
2019-08-28 128300.00 129000.00 129190.00 127910.00 129880.00 130370.00 130580.00 129420.00 -1580.00 -1370.00 -1390.00 -1510.00
2019-08-27 128820.00 128020.00 129500.00 128020.00 130350.00 129670.00 130350.00 129520.00 -1530.00 -1650.00 -850.00 -1500.00
2019-08-26 129300.00 128800.00 130400.00 127700.00 129040.00 129810.00 130710.00 129040.00 260.00 -1010.00 -310.00 -1340.00
2019-08-23 130790.00 129730.00 131000.00 128920.00 130900.00 130500.00 131270.00 129600.00 -110.00 -770.00 -270.00 -680.00
2019-08-22 131490.00 131340.00 131500.00 130150.00 131600.00 131630.00 131760.00 130680.00 -110.00 -290.00 -260.00 -530.00
2019-08-21 131300.00 131660.00 133500.00 130800.00 132090.00 131810.00 132400.00 131200.00 -790.00 -150.00 1100.00 -400.00
2019-08-20 130830.00 131260.00 131490.00 130100.00 130970.00 131840.00 132490.00 129870.00 -140.00 -580.00 -1000.00 230.00
2019-08-19 133060.00 130210.00 133210.00 129820.00 132680.00 130520.00 133570.00 130020.00 380.00 -310.00 -360.00 -200.00
2019-08-16 133600.00 133010.00 135300.00 133010.00 134050.00 133100.00 135580.00 133100.00 -450.00 -90.00 -280.00 -90.00
2019-08-15 133810.00 133890.00 134650.00 133110.00 134800.00 134030.00 135150.00 133430.00 -990.00 -140.00 -500.00 -320.00
2019-08-14 133560.00 134460.00 135060.00 133490.00 134000.00 135150.00 135700.00 133950.00 -440.00 -690.00 -640.00 -460.00
2019-08-13 133120.00 133520.00 135060.00 133120.00 132920.00 134090.00 136140.00 132920.00 200.00 -570.00 -1080.00 200.00
2019-08-12 135500.00 133250.00 135890.00 131600.00 135940.00 133940.00 136400.00 132000.00 -440.00 -690.00 -510.00 -400.00
2019-08-09 135370.00 135150.00 136370.00 135010.00 136200.00 135370.00 136600.00 135040.00 -830.00 -220.00 -230.00 -30.00
2019-08-08 134370.00 135300.00 138500.00 133410.00 134600.00 135540.00 138200.00 133620.00 -230.00 -240.00 300.00 -210.00
2019-08-07 134630.00 134440.00 134770.00 133690.00 135080.00 134800.00 135230.00 134060.00 -450.00 -360.00 -460.00 -370.00
2019-08-06 132960.00 134530.00 134890.00 132960.00 133720.00 135060.00 135490.00 133720.00 -760.00 -530.00 -600.00 -760.00
2019-08-05 135000.00 133290.00 135400.00 132940.00 136000.00 133950.00 136000.00 133110.00 -1000.00 -660.00 -600.00 -170.00
2019-08-02 134130.00 134950.00 135100.00 133700.00 135360.00 135800.00 136000.00 134650.00 -1230.00 -850.00 -900.00 -950.00
2019-08-01 133790.00 134330.00 135390.00 133500.00 135000.00 135360.00 136680.00 134790.00 -1210.00 -1030.00 -1290.00 -1290.00
2019-07-31 134300.00 133840.00 134930.00 133530.00 135600.00 135100.00 136120.00 134870.00 -1300.00 -1260.00 -1190.00 -1340.00
2019-07-30 134020.00 134400.00 134900.00 133620.00 135500.00 135920.00 136170.00 135030.00 -1480.00 -1520.00 -1270.00 -1410.00
2019-07-29 135500.00 134400.00 135500.00 133400.00 136630.00 135850.00 136680.00 134710.00 -1130.00 -1450.00 -1180.00 -1310.00
2019-07-26 134780.00 135300.00 135650.00 134330.00 136070.00 136540.00 136900.00 135790.00 -1290.00 -1240.00 -1250.00 -1460.00
2019-07-25 133990.00 134800.00 136220.00 133960.00 134890.00 136260.00 137500.00 134890.00 -900.00 -1460.00 -1280.00 -930.00
2019-07-24 134580.00 133730.00 134580.00 130760.00 135990.00 134850.00 135990.00 132210.00 -1410.00 -1120.00 -1410.00 -1450.00
2019-07-23 134800.00 134660.00 135600.00 134430.00 136060.00 136040.00 136960.00 135930.00 -1260.00 -1380.00 -1360.00 -1500.00
2019-07-22 135030.00 134210.00 135750.00 133580.00 136700.00 135740.00 137000.00 135120.00 -1670.00 -1530.00 -1250.00 -1540.00
2019-07-19 134500.00 134950.00 136010.00 134010.00 135980.00 136500.00 137280.00 135440.00 -1480.00 -1550.00 -1270.00 -1430.00
2019-07-18 134190.00 134700.00 136550.00 133500.00 135190.00 135950.00 137550.00 134880.00 -1000.00 -1250.00 -1000.00 -1380.00
2019-07-17 134500.00 134160.00 134900.00 133080.00 135630.00 135310.00 136110.00 134480.00 -1130.00 -1150.00 -1210.00 -1400.00
2019-07-16 133260.00 134890.00 135390.00 132100.00 134630.00 136200.00 136530.00 133520.00 -1370.00 -1310.00 -1140.00 -1420.00
2019-07-15 134170.00 133220.00 134500.00 132900.00 135510.00 134660.00 135680.00 134310.00 -1340.00 -1440.00 -1180.00 -1410.00
2019-07-12 133810.00 134660.00 135450.00 133170.00 134520.00 135920.00 136500.00 134500.00 -710.00 -1260.00 -1050.00 -1330.00
2019-07-11 136000.00 133680.00 136370.00 132840.00 137480.00 134950.00 137690.00 134220.00 -1480.00 -1270.00 -1320.00 -1380.00
2019-07-10 135560.00 136560.00 136950.00 135120.00 137460.00 137960.00 138250.00 136680.00 -1900.00 -1400.00 -1300.00 -1560.00
2019-07-09 136900.00 135850.00 137500.00 135100.00 138400.00 137470.00 138500.00 136540.00 -1500.00 -1620.00 -1000.00 -1440.00
2019-07-08 133900.00 136580.00 136980.00 133620.00 135250.00 137980.00 138290.00 135190.00 -1350.00 -1400.00 -1310.00 -1570.00
2019-07-05 134120.00 134000.00 134490.00 133460.00 135260.00 135350.00 135900.00 134900.00 -1140.00 -1350.00 -1410.00 -1440.00
2019-07-04 132860.00 133580.00 135330.00 132860.00 135000.00 135070.00 136500.00 134500.00 -2140.00 -1490.00 -1170.00 -1640.00
2019-07-03 134980.00 132500.00 135830.00 127780.00 136970.00 134020.00 137000.00 132510.00 -1990.00 -1520.00 -1170.00 -4730.00
2019-07-02 142330.00 135310.00 142620.00 135310.00 144000.00 136650.00 144000.00 136650.00 -1670.00 -1340.00 -1380.00 -1340.00
2019-07-01 143080.00 142300.00 143290.00 141850.00 144500.00 143630.00 144550.00 143360.00 -1420.00 -1330.00 -1260.00 -1510.00
2019-06-28 143890.00 143110.00 143890.00 143060.00 145130.00 144580.00 145190.00 144530.00 -1240.00 -1470.00 -1300.00 -1470.00
2019-06-27 143680.00 143690.00 143900.00 143060.00 145270.00 145000.00 145370.00 144500.00 -1590.00 -1310.00 -1470.00 -1440.00
2019-06-26 144100.00 143480.00 144280.00 143480.00 146320.00 144970.00 146350.00 144960.00 -2220.00 -1490.00 -2070.00 -1480.00
2019-06-25 143660.00 144090.00 144230.00 143550.00 145190.00 145420.00 145600.00 145150.00 -1530.00 -1330.00 -1370.00 -1600.00
2019-06-24 144110.00 143380.00 144350.00 143220.00 145360.00 144820.00 145690.00 144820.00 -1250.00 -1440.00 -1340.00 -1600.00
2019-06-21 144500.00 144300.00 144740.00 144100.00 145740.00 145800.00 146050.00 145620.00 -1240.00 -1500.00 -1310.00 -1520.00
2019-06-20 143540.00 144100.00 144290.00 143520.00 145090.00 145560.00 145560.00 145090.00 -1550.00 -1460.00 -1270.00 -1570.00
2019-06-19 143840.00 144050.00 144990.00 143410.00 146390.00 145420.00 146390.00 144870.00 -2550.00 -1370.00 -1400.00 -1460.00
2019-06-18 144210.00 143640.00 144490.00 143500.00 145680.00 144910.00 145710.00 144880.00 -1470.00 -1270.00 -1220.00 -1380.00
2019-06-17 145080.00 144410.00 145080.00 144320.00 146020.00 145710.00 146300.00 145710.00 -940.00 -1300.00 -1220.00 -1390.00
2019-06-14 145430.00 144880.00 146000.00 144640.00 146830.00 146150.00 147100.00 146040.00 -1400.00 -1270.00 -1100.00 -1400.00
2019-06-13 145280.00 145530.00 145750.00 144820.00 146060.00 146790.00 146900.00 146030.00 -780.00 -1260.00 -1150.00 -1210.00
2019-06-12 145520.00 145320.00 145700.00 144750.00 146500.00 146610.00 146860.00 146090.00 -980.00 -1290.00 -1160.00 -1340.00
2019-06-11 144100.00 145490.00 145620.00 144000.00 145970.00 146790.00 146790.00 145700.00 -1870.00 -1300.00 -1170.00 -1700.00
2019-06-10 143530.00 144300.00 144440.00 143000.00 144440.00 144710.00 144710.00 144440.00 -910.00 -410.00 -270.00 -1440.00
2019-06-06 143300.00 143300.00 143700.00 142970.00 144650.00 144370.00 144650.00 144200.00 -1350.00 -1070.00 -950.00 -1230.00
2019-06-05 143270.00 143300.00 143610.00 142900.00 144500.00 144430.00 144890.00 144310.00 -1230.00 -1130.00 -1280.00 -1410.00
2019-06-04 143210.00 143330.00 143830.00 143010.00 144490.00 144730.00 144800.00 144490.00 -1280.00 -1400.00 -970.00 -1480.00
2019-06-03 143520.00 143080.00 143520.00 142530.00 144550.00 144100.00 144550.00 143100.00 -1030.00 -1020.00 -1030.00 -570.00
2019-05-31 143160.00 143380.00 143980.00 142800.00 144460.00 144170.00 144750.00 144170.00 -1300.00 -790.00 -770.00 -1370.00
2019-05-30 144470.00 143140.00 145280.00 143100.00 145850.00 144550.00 145850.00 144550.00 -1380.00 -1410.00 -570.00 -1450.00
2019-05-29 145850.00 145500.00 146080.00 145460.00 146750.00 146730.00 147040.00 146730.00 -900.00 -1230.00 -960.00 -1270.00
2019-05-28 145310.00 146150.00 146170.00 145070.00 146700.00 147040.00 147380.00 146700.00 -1390.00 -890.00 -1210.00 -1630.00
2019-05-27 144110.00 145550.00 145950.00 143700.00 145270.00 147050.00 147220.00 145270.00 -1160.00 -1500.00 -1270.00 -1570.00
2019-05-24 144670.00 144430.00 144670.00 143500.00 145600.00 145230.00 145600.00 144980.00 -930.00 -800.00 -930.00 -1480.00
2019-05-23 144650.00 144420.00 144970.00 144040.00 145980.00 145600.00 145980.00 145600.00 -1330.00 -1180.00 -1010.00 -1560.00
2019-05-22 145340.00 144670.00 145550.00 144460.00 146660.00 145850.00 146660.00 145820.00 -1320.00 -1180.00 -1110.00 -1360.00
2019-05-21 145460.00 145150.00 145540.00 145010.00 146550.00 146520.00 146940.00 146510.00 -1090.00 -1370.00 -1400.00 -1500.00
2019-05-20 145240.00 145540.00 145850.00 145020.00 147120.00 146470.00 147120.00 146470.00 -1880.00 -930.00 -1270.00 -1450.00
2019-05-17 146400.00 145340.00 146400.00 145300.00 147350.00 146800.00 147350.00 146800.00 -950.00 -1460.00 -950.00 -1500.00
2019-05-15 146000.00 145950.00 146260.00 145560.00 144890.00 143900.00 145200.00 143800.00 1110.00 2050.00 1060.00 1760.00
2019-05-14 145500.00 145400.00 146300.00 145100.00 144210.00 144890.00 144890.00 143860.00 1290.00 510.00 1410.00 1240.00
2019-05-13 146290.00 145680.00 146970.00 145500.00 144820.00 144400.00 144920.00 144360.00 1470.00 1280.00 2050.00 1140.00
2019-05-10 145990.00 146290.00 146350.00 145550.00 144500.00 144930.00 145300.00 144250.00 1490.00 1360.00 1050.00 1300.00
2019-05-09 146920.00 146070.00 147490.00 145910.00 145240.00 144510.00 145730.00 144510.00 1680.00 1560.00 1760.00 1400.00
2019-05-08 147460.00 147200.00 147730.00 146930.00 145820.00 145410.00 146150.00 145410.00 1640.00 1790.00 1580.00 1520.00
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