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
2019-05-07 147110.00 147400.00 148600.00 147110.00 146000.00 145850.00 146570.00 145780.00 1110.00 1550.00 2030.00 1330.00
2019-05-06 147580.00 147350.00 147580.00 146270.00 145130.00 145490.00 145500.00 145130.00 2450.00 1860.00 2080.00 1140.00
2019-04-30 148410.00 148590.00 148590.00 147780.00 146320.00 146700.00 146700.00 146000.00 2090.00 1890.00 1890.00 1780.00
2019-04-29 146540.00 148020.00 148240.00 146540.00 145350.00 146320.00 146500.00 145190.00 1190.00 1700.00 1740.00 1350.00
2019-04-26 146820.00 146480.00 147000.00 146270.00 145200.00 144940.00 145290.00 144800.00 1620.00 1540.00 1710.00 1470.00
2019-04-25 147540.00 147050.00 147770.00 146860.00 145860.00 145600.00 146020.00 145250.00 1680.00 1450.00 1750.00 1610.00
2019-04-24 147800.00 147820.00 147980.00 147230.00 145900.00 146070.00 146260.00 145450.00 1900.00 1750.00 1720.00 1780.00
2019-04-23 147510.00 148100.00 148300.00 147510.00 146320.00 146190.00 146450.00 145830.00 1190.00 1910.00 1850.00 1680.00
2019-04-22 148600.00 147560.00 148600.00 147510.00 147000.00 145950.00 147180.00 145890.00 1600.00 1610.00 1420.00 1620.00
2019-04-19 147990.00 148590.00 148600.00 147430.00 146430.00 146600.00 146600.00 145930.00 1560.00 1990.00 2000.00 1500.00
2019-04-18 148760.00 148090.00 148800.00 148030.00 146860.00 146640.00 146920.00 146440.00 1900.00 1450.00 1880.00 1590.00
2019-04-17 148540.00 148490.00 149190.00 148260.00 147170.00 147000.00 147580.00 146720.00 1370.00 1490.00 1610.00 1540.00
2019-04-16 147630.00 146870.00 147680.00 146740.00 149300.00 148690.00 149800.00 148580.00 -1670.00 -1820.00 -2120.00 -1840.00
2019-04-15 147200.00 147760.00 148060.00 146990.00 149090.00 149650.00 150020.00 148940.00 -1890.00 -1890.00 -1960.00 -1950.00
2019-04-12 147210.00 147100.00 147250.00 146430.00 148650.00 149030.00 149240.00 148430.00 -1440.00 -1930.00 -1990.00 -2000.00
2019-04-11 147720.00 146870.00 147980.00 146830.00 149620.00 148970.00 150000.00 148870.00 -1900.00 -2100.00 -2020.00 -2040.00
2019-04-10 148490.00 147820.00 148600.00 147720.00 150170.00 149890.00 150930.00 149730.00 -1680.00 -2070.00 -2330.00 -2010.00
2019-04-09 148530.00 148160.00 148750.00 147910.00 150030.00 150200.00 150600.00 149870.00 -1500.00 -2040.00 -1850.00 -1960.00
2019-04-08 148040.00 148690.00 148690.00 147720.00 149700.00 150410.00 150490.00 149670.00 -1660.00 -1720.00 -1800.00 -1950.00
2019-04-04 148430.00 148160.00 148790.00 147940.00 150650.00 150110.00 150750.00 149820.00 -2220.00 -1950.00 -1960.00 -1880.00
2019-04-03 148380.00 148870.00 149190.00 148100.00 149800.00 150840.00 151000.00 149800.00 -1420.00 -1970.00 -1810.00 -1700.00
2019-04-02 148480.00 148700.00 148860.00 147840.00 150800.00 150600.00 150800.00 149710.00 -2320.00 -1900.00 -1940.00 -1870.00
2019-04-01 148020.00 148480.00 148930.00 147660.00 150190.00 150500.00 150800.00 149740.00 -2170.00 -2020.00 -1870.00 -2080.00
2019-03-29 146630.00 148090.00 148850.00 146520.00 148670.00 150090.00 150810.00 148620.00 -2040.00 -2000.00 -1960.00 -2100.00
2019-03-28 146600.00 146580.00 146990.00 145490.00 148680.00 148610.00 148900.00 147600.00 -2080.00 -2030.00 -1910.00 -2110.00
2019-03-27 146930.00 146710.00 147290.00 146550.00 148610.00 148640.00 149150.00 148540.00 -1680.00 -1930.00 -1860.00 -1990.00
2019-03-26 146680.00 146940.00 147130.00 146400.00 148650.00 148740.00 148960.00 148440.00 -1970.00 -1800.00 -1830.00 -2040.00
2019-03-25 147880.00 146900.00 148280.00 146640.00 149990.00 148710.00 150070.00 148500.00 -2110.00 -1810.00 -1790.00 -1860.00
2019-03-22 148000.00 147810.00 148330.00 147670.00 149600.00 149770.00 150220.00 149550.00 -1600.00 -1960.00 -1890.00 -1880.00
2019-03-21 147850.00 148050.00 148470.00 147510.00 149900.00 149660.00 150250.00 149460.00 -2050.00 -1610.00 -1780.00 -1950.00
2019-03-20 146900.00 147980.00 147980.00 146720.00 148790.00 149900.00 149960.00 148790.00 -1890.00 -1920.00 -1980.00 -2070.00
2019-03-19 146490.00 146900.00 146900.00 146490.00 148780.00 148700.00 148920.00 148540.00 -2290.00 -1800.00 -2020.00 -2050.00
2019-03-18 147340.00 146420.00 147440.00 146420.00 149360.00 148550.00 149470.00 148470.00 -2020.00 -2130.00 -2030.00 -2050.00
2019-03-15 147690.00 147360.00 147690.00 146610.00 149300.00 149380.00 149440.00 148310.00 -1610.00 -2020.00 -1750.00 -1700.00
2019-03-14 147190.00 147610.00 147680.00 146910.00 148740.00 149200.00 149330.00 148550.00 -1550.00 -1590.00 -1650.00 -1640.00
2019-03-13 147390.00 147100.00 148100.00 147020.00 148810.00 148660.00 149600.00 148620.00 -1420.00 -1560.00 -1500.00 -1600.00
2019-03-12 146550.00 147040.00 147200.00 146150.00 148260.00 148640.00 148770.00 147910.00 -1710.00 -1600.00 -1570.00 -1760.00
2019-03-11 147200.00 146900.00 147760.00 146710.00 148640.00 148450.00 149180.00 148220.00 -1440.00 -1550.00 -1420.00 -1510.00
2019-03-08 148500.00 147140.00 148960.00 147100.00 149920.00 148650.00 150200.00 148520.00 -1420.00 -1510.00 -1240.00 -1420.00
2019-03-07 148410.00 148540.00 148750.00 148210.00 149540.00 149880.00 150060.00 149500.00 -1130.00 -1340.00 -1310.00 -1290.00
2019-03-06 149630.00 148480.00 149850.00 148330.00 150690.00 149880.00 151080.00 149660.00 -1060.00 -1400.00 -1230.00 -1330.00
2019-03-05 150160.00 149590.00 150160.00 148820.00 151250.00 150840.00 151410.00 150120.00 -1090.00 -1250.00 -1250.00 -1300.00
2019-03-04 151010.00 150300.00 151350.00 150100.00 152640.00 151800.00 152730.00 151420.00 -1630.00 -1500.00 -1380.00 -1320.00
2019-03-01 151110.00 151070.00 151450.00 150220.00 152620.00 152380.00 152680.00 151760.00 -1510.00 -1310.00 -1230.00 -1540.00
2019-02-28 150420.00 150600.00 150750.00 150110.00 151850.00 151830.00 152040.00 151540.00 -1430.00 -1230.00 -1290.00 -1430.00
2019-02-27 151590.00 150350.00 151790.00 150020.00 152900.00 151710.00 152900.00 151280.00 -1310.00 -1360.00 -1110.00 -1260.00
2019-02-26 152570.00 151550.00 152690.00 151500.00 153420.00 152720.00 153660.00 152100.00 -850.00 -1170.00 -970.00 -600.00
2019-02-25 149920.00 152650.00 153490.00 149820.00 151550.00 153700.00 154500.00 151150.00 -1630.00 -1050.00 -1010.00 -1330.00
2019-02-22 150500.00 149610.00 151120.00 149240.00 151460.00 150840.00 152030.00 150460.00 -960.00 -1230.00 -910.00 -1220.00
2019-02-21 150510.00 150550.00 151030.00 150300.00 151780.00 151650.00 152090.00 151440.00 -1270.00 -1100.00 -1060.00 -1140.00
2019-02-20 150750.00 150480.00 151370.00 150050.00 151680.00 151550.00 152400.00 151400.00 -930.00 -1070.00 -1030.00 -1350.00
2019-02-19 148950.00 150750.00 150800.00 148730.00 150210.00 151870.00 151930.00 150210.00 -1260.00 -1120.00 -1130.00 -1480.00
2019-02-18 148400.00 149090.00 149560.00 148030.00 149810.00 150440.00 151000.00 149750.00 -1410.00 -1350.00 -1440.00 -1720.00
2019-02-15 148660.00 148300.00 148880.00 148030.00 149960.00 149780.00 150130.00 149460.00 -1300.00 -1480.00 -1250.00 -1430.00
2019-02-14 148490.00 148600.00 149180.00 148240.00 148400.00 150330.00 150590.00 148400.00 90.00 -1730.00 -1410.00 -160.00
2019-02-13 149600.00 147940.00 149960.00 147800.00 151210.00 149450.00 151400.00 149300.00 -1610.00 -1510.00 -1440.00 -1500.00
2019-02-12 150410.00 149880.00 150410.00 149280.00 151650.00 151260.00 151820.00 150840.00 -1240.00 -1380.00 -1410.00 -1560.00
2019-02-11 149070.00 150500.00 150520.00 148960.00 150660.00 152000.00 152000.00 150660.00 -1590.00 -1500.00 -1480.00 -1700.00
2019-02-01 148640.00 148950.00 149090.00 147700.00 150550.00 150250.00 150550.00 149330.00 -1910.00 -1300.00 -1460.00 -1630.00
2019-01-31 148590.00 148240.00 148600.00 147500.00 149480.00 149840.00 150040.00 149190.00 -890.00 -1600.00 -1440.00 -1690.00
2019-01-30 147630.00 148620.00 148800.00 147630.00 149370.00 150180.00 150380.00 149160.00 -1740.00 -1560.00 -1580.00 -1530.00
2019-01-29 147680.00 147630.00 148450.00 147400.00 149120.00 149190.00 149660.00 148910.00 -1440.00 -1560.00 -1210.00 -1510.00
2019-01-28 148250.00 147700.00 148250.00 147330.00 149370.00 149000.00 149370.00 148580.00 -1120.00 -1300.00 -1120.00 -1250.00
2019-01-25 148610.00 148960.00 149180.00 148260.00 150100.00 150210.00 150410.00 149740.00 -1490.00 -1250.00 -1230.00 -1480.00
2019-01-24 147670.00 148250.00 148740.00 147670.00 149520.00 149530.00 149830.00 148800.00 -1850.00 -1280.00 -1090.00 -1130.00
2019-01-23 148040.00 147350.00 148420.00 147120.00 149370.00 148750.00 149620.00 148400.00 -1330.00 -1400.00 -1200.00 -1280.00
2019-01-22 148020.00 147930.00 149740.00 147730.00 149450.00 149150.00 150940.00 149150.00 -1430.00 -1220.00 -1200.00 -1420.00
2019-01-21 148190.00 147970.00 148730.00 147070.00 149570.00 149190.00 149900.00 148360.00 -1380.00 -1220.00 -1170.00 -1290.00
2019-01-18 148150.00 148000.00 148660.00 147630.00 149730.00 149500.00 149870.00 149030.00 -1580.00 -1500.00 -1210.00 -1400.00
2019-01-17 148830.00 147990.00 148840.00 147620.00 150050.00 149430.00 150050.00 149210.00 -1220.00 -1440.00 -1210.00 -1590.00
2019-01-15 147590.00 148950.00 148970.00 147300.00 149800.00 146840.00 149800.00 146000.00 -2210.00 2110.00 -830.00 1300.00
2019-01-14 147300.00 147670.00 148460.00 147070.00 146000.00 145600.00 151980.00 145100.00 1300.00 2070.00 -3520.00 1970.00
2019-01-11 146410.00 147290.00 147760.00 146040.00 144800.00 145500.00 145500.00 144340.00 1610.00 1790.00 2260.00 1700.00
2019-01-10 146860.00 146350.00 147000.00 146200.00 144850.00 144340.00 144900.00 144000.00 2010.00 2010.00 2100.00 2200.00
2019-01-09 145360.00 146900.00 146940.00 145170.00 145420.00 144870.00 145420.00 143340.00 -60.00 2030.00 1520.00 1830.00
2019-01-08 144870.00 145220.00 146000.00 144870.00 143320.00 143700.00 143750.00 143260.00 1550.00 1520.00 2250.00 1610.00
2019-01-07 144550.00 145050.00 145260.00 144240.00 142570.00 143280.00 143500.00 142070.00 1980.00 1770.00 1760.00 2170.00
2019-01-04 144170.00 144310.00 144870.00 143530.00 142360.00 142570.00 143230.00 141900.00 1810.00 1740.00 1640.00 1630.00
2019-01-03 143010.00 144200.00 144290.00 143010.00 141700.00 142500.00 142500.00 141700.00 1310.00 1700.00 1790.00 1310.00
2019-01-02 143500.00 143870.00 144100.00 142510.00 141420.00 142400.00 142400.00 141420.00 2080.00 1470.00 1700.00 1090.00
2018-12-28 144610.00 143450.00 144960.00 142500.00 143160.00 141800.00 143300.00 139500.00 1450.00 1650.00 1660.00 3000.00
2018-12-27 144570.00 144480.00 145790.00 144350.00 143240.00 142980.00 144200.00 142870.00 1330.00 1500.00 1590.00 1480.00
2018-12-26 145340.00 144370.00 145460.00 144190.00 143820.00 142850.00 143820.00 142800.00 1520.00 1520.00 1640.00 1390.00
2018-12-25 146870.00 145440.00 146870.00 145360.00 145160.00 143800.00 145160.00 143800.00 1710.00 1640.00 1710.00 1560.00
2018-12-24 146780.00 146430.00 147360.00 146310.00 145020.00 144820.00 145500.00 144690.00 1760.00 1610.00 1860.00 1620.00
2018-12-21 146070.00 146850.00 147010.00 146040.00 144500.00 145180.00 145340.00 144390.00 1570.00 1670.00 1670.00 1650.00
2018-12-20 146700.00 145850.00 146890.00 145850.00 144710.00 144300.00 145170.00 144300.00 1990.00 1550.00 1720.00 1550.00
2018-12-19 146200.00 146630.00 146700.00 145440.00 144700.00 144990.00 145000.00 143810.00 1500.00 1640.00 1700.00 1630.00
2018-12-18 146500.00 146210.00 147190.00 146150.00 145060.00 144600.00 145500.00 144490.00 1440.00 1610.00 1690.00 1660.00
2018-12-17 146490.00 146820.00 146930.00 145920.00 144760.00 145150.00 145200.00 144390.00 1730.00 1670.00 1730.00 1530.00
2018-12-14 146530.00 146420.00 147070.00 146050.00 145100.00 144760.00 145340.00 144500.00 1430.00 1660.00 1730.00 1550.00
2018-12-13 146200.00 146670.00 146750.00 145850.00 144460.00 144990.00 145100.00 144280.00 1740.00 1680.00 1650.00 1570.00
2018-12-12 146030.00 145900.00 146840.00 145690.00 144420.00 144460.00 145150.00 144210.00 1610.00 1440.00 1690.00 1480.00
2018-12-11 146390.00 146070.00 146390.00 145210.00 144800.00 144500.00 144800.00 143800.00 1590.00 1570.00 1590.00 1410.00
2018-12-10 146480.00 146200.00 146580.00 145500.00 145200.00 144720.00 145250.00 144000.00 1280.00 1480.00 1330.00 1500.00
2018-12-07 145890.00 146640.00 147070.00 145500.00 144420.00 145300.00 145450.00 144010.00 1470.00 1340.00 1620.00 1490.00
2018-12-06 147030.00 146030.00 147450.00 145700.00 145900.00 144500.00 146020.00 144080.00 1130.00 1530.00 1430.00 1620.00
2018-12-05 145230.00 145520.00 146050.00 144620.00 147310.00 147120.00 147740.00 146330.00 -2080.00 -1600.00 -1690.00 -1710.00
2018-12-04 144840.00 145370.00 145450.00 144300.00 146390.00 146700.00 147000.00 145930.00 -1550.00 -1330.00 -1550.00 -1630.00
2018-12-03 143630.00 144700.00 146200.00 142550.00 145160.00 146330.00 147780.00 143930.00 -1530.00 -1630.00 -1580.00 -1380.00
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