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
2025 -112.71 -2100.00 2150.00 -129.73 -840.00 800.00 -89.73 -770.00 890.00 -136.61 -720.00 1080.00
2024 -290.95 -2390.00 2460.00 -307.44 -1170.00 1040.00 -305.37 -5000.00 1320.00 -293.60 -1400.00 1490.00
2023 -17.27 -3320.00 2390.00 -7.40 -910.00 1570.00 9.21 -2320.00 990.00 -47.48 -600.00 1090.00
2022 2378.84 -12820.00 15200.00 2445.08 -8150.00 16300.00 2542.48 -7500.00 18200.00 2365.87 -8040.00 15500.00
2021 1521.98 -5730.00 13530.00 1619.05 -6250.00 14710.00 1580.45 -20560.00 13530.00 1616.38 -5010.00 15700.00
2020 51.56 -4310.00 3740.00 100.99 -2160.00 3090.00 129.75 -2080.00 3580.00 67.24 -2400.00 2900.00
2019 -456.12 -5170.00 3150.00 -410.17 -4630.00 2950.00 -357.48 -4950.00 3010.00 -506.40 -4830.00 3740.00
2018 -778.64 -2190.00 1990.00 -788.18 -2040.00 1680.00 -820.45 -8630.00 1860.00 -843.03 -2110.00 3000.00

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
2025-12 -470.00 -470.00 -470.00 -460.00 -460.00 -460.00 -450.00 -450.00 -450.00 -500.00 -500.00 -500.00
2025-11 -170.00 -1120.00 1110.00 -231.50 -650.00 740.00 -227.50 -770.00 890.00 -214.50 -720.00 730.00
2025-10 -230.00 -1550.00 1230.00 -182.35 -500.00 570.00 -180.59 -480.00 540.00 -153.53 -490.00 830.00
2025-09 -188.18 -1320.00 1020.00 -219.55 -410.00 500.00 -173.18 -370.00 480.00 -239.55 -710.00 400.00
2025-08 -294.76 -1080.00 550.00 -192.86 -380.00 470.00 -174.76 -340.00 510.00 -200.48 -350.00 410.00
2025-07 -84.35 -830.00 600.00 -99.57 -490.00 300.00 -16.52 -290.00 690.00 -103.48 -340.00 260.00
2025-06 -30.50 -1480.00 1150.00 72.50 -220.00 320.00 142.00 -70.00 420.00 67.00 -200.00 270.00
2025-05 30.53 -930.00 800.00 -26.32 -280.00 300.00 40.00 -330.00 340.00 -53.16 -240.00 340.00
2025-04 148.57 -890.00 1000.00 53.81 -320.00 800.00 83.33 -370.00 320.00 58.57 -260.00 640.00
2025-03 -192.38 -1440.00 1500.00 -198.10 -610.00 510.00 -195.24 -450.00 550.00 -211.43 -580.00 1080.00
2025-02 -179.44 -980.00 2150.00 -212.22 -840.00 470.00 -128.33 -430.00 630.00 -234.44 -530.00 420.00
2025-01 -37.78 -2100.00 840.00 -189.44 -390.00 410.00 -157.78 -440.00 460.00 -212.78 -460.00 330.00
2024-12 -36.36 -960.00 1000.00 -132.73 -410.00 510.00 -85.45 -440.00 310.00 -145.00 -390.00 340.00
2024-11 -470.95 -1730.00 690.00 -322.38 -590.00 220.00 -393.33 -1080.00 120.00 -370.95 -590.00 -30.00
2024-10 -320.56 -2150.00 820.00 -346.67 -840.00 320.00 -328.89 -820.00 320.00 -212.78 -590.00 350.00
2024-09 -227.89 -980.00 1040.00 -140.53 -540.00 580.00 -157.89 -440.00 450.00 -110.53 -550.00 330.00
2024-08 57.27 -1640.00 1000.00 -42.73 -550.00 700.00 37.73 -420.00 1320.00 -34.09 -450.00 580.00
2024-07 -466.52 -1720.00 860.00 -467.39 -820.00 380.00 -429.57 -690.00 210.00 -506.09 -780.00 180.00
2024-06 -611.05 -1500.00 970.00 -616.32 -970.00 890.00 -834.21 -5000.00 980.00 -616.32 -990.00 860.00
2024-05 -571.50 -2390.00 2460.00 -665.00 -1170.00 1040.00 -659.00 -1240.00 1150.00 -642.00 -1400.00 1490.00
2024-04 -536.00 -1800.00 740.00 -525.50 -1120.00 960.00 -453.50 -1140.00 1090.00 -456.00 -900.00 960.00
2024-03 -175.24 -880.00 670.00 -272.38 -650.00 650.00 -235.24 -710.00 730.00 -250.00 -660.00 650.00
2024-02 -144.67 -1500.00 1060.00 -215.33 -390.00 340.00 -210.00 -700.00 480.00 -230.00 -390.00 480.00
2024-01 -24.55 -1210.00 990.00 16.36 -310.00 530.00 18.18 -440.00 450.00 28.18 -260.00 790.00
2023-12 -29.05 -1570.00 1620.00 29.52 -270.00 500.00 -22.86 -710.00 360.00 3.81 -160.00 500.00
2023-11 132.73 -630.00 850.00 10.91 -330.00 440.00 44.55 -240.00 240.00 -17.73 -230.00 150.00
2023-10 -245.88 -1810.00 930.00 41.76 -250.00 350.00 83.53 -360.00 350.00 9.41 -320.00 260.00
2023-09 54.00 -740.00 1060.00 2.00 -300.00 390.00 122.00 -70.00 990.00 7.00 -160.00 290.00
2023-08 -70.43 -990.00 760.00 -122.61 -640.00 290.00 -67.83 -290.00 230.00 -188.26 -400.00 80.00
2023-07 70.95 -1160.00 1810.00 -90.00 -330.00 480.00 -34.76 -370.00 400.00 -108.57 -480.00 1090.00
2023-06 82.00 -820.00 2390.00 -96.50 -350.00 280.00 -68.50 -370.00 350.00 -86.00 -340.00 400.00
2023-05 -53.00 -1380.00 1010.00 -51.00 -300.00 170.00 28.00 -90.00 200.00 -119.00 -460.00 140.00
2023-04 -76.32 -1830.00 1440.00 87.37 -200.00 260.00 73.68 -580.00 310.00 41.58 -150.00 260.00
2023-03 76.09 -1020.00 1450.00 131.30 -180.00 590.00 150.87 -290.00 730.00 20.00 -470.00 680.00
2023-02 117.00 -1800.00 2220.00 84.00 -240.00 570.00 49.00 -270.00 620.00 -32.50 -300.00 580.00
2023-01 -405.00 -3320.00 1670.00 -131.25 -910.00 1570.00 -305.00 -2320.00 430.00 -85.62 -600.00 640.00
2022-12 -282.73 -2080.00 2040.00 -315.45 -590.00 490.00 -310.45 -1380.00 410.00 -311.82 -870.00 410.00
2022-11 1168.18 -1140.00 3190.00 1083.18 -260.00 2960.00 1146.36 -550.00 3270.00 1225.45 0.00 3000.00
2022-10 986.88 -7600.00 4220.00 1388.75 -5450.00 4830.00 1276.25 -6020.00 4350.00 1036.88 -5490.00 4920.00
2022-09 2267.62 -5100.00 4680.00 2287.62 -5210.00 4910.00 2230.00 -5680.00 4180.00 2388.57 -6620.00 9680.00
2022-08 629.57 -3290.00 2990.00 777.39 -1580.00 1670.00 875.65 -1140.00 1690.00 696.09 -1490.00 1610.00
2022-07 1365.24 -2030.00 3700.00 1380.00 -950.00 2610.00 1570.48 -1050.00 3020.00 1353.81 -870.00 2880.00
2022-06 2019.52 -4650.00 5700.00 2276.67 -4140.00 4540.00 2365.71 -4160.00 4670.00 2324.76 -5160.00 5180.00
2022-05 6173.16 -7100.00 12180.00 6447.37 -6920.00 11040.00 5984.21 -7500.00 10900.00 5943.16 -7500.00 10600.00
2022-04 3101.05 -5960.00 7310.00 2908.42 -8150.00 9660.00 2888.95 -6480.00 5900.00 3812.11 -8040.00 15500.00
2022-03 392.17 -12820.00 9220.00 425.22 -3880.00 5470.00 987.83 -3680.00 8150.00 240.00 -6190.00 7900.00
2022-02 8452.50 -2790.00 15200.00 8101.88 -2120.00 15200.00 8353.12 -1660.00 16830.00 7555.00 -2890.00 14510.00
2022-01 4566.32 -2790.00 14090.00 4880.00 -5000.00 16300.00 5362.11 -4570.00 18200.00 4246.32 -5360.00 14300.00
2021-12 3265.65 -5600.00 6900.00 3110.87 -6250.00 6480.00 2412.17 -20560.00 5900.00 3238.26 -4630.00 6800.00
2021-11 7953.18 -2730.00 13530.00 7617.27 -5140.00 14710.00 7395.00 -3460.00 13530.00 7768.18 -5010.00 15700.00
2021-10 1020.00 -2200.00 4180.00 1657.50 -1440.00 5050.00 1711.25 -1900.00 5880.00 1396.88 -1400.00 2460.00
2021-09 1508.50 -3560.00 3460.00 1720.50 -3090.00 3320.00 1833.50 -3180.00 3600.00 1758.50 -3300.00 3430.00
2021-08 1962.27 -2550.00 5830.00 2007.27 -3190.00 4130.00 2147.73 -3080.00 4410.00 1986.36 -2770.00 4060.00
2021-07 1856.82 -2370.00 3860.00 1805.45 -1970.00 3180.00 2304.55 -2010.00 11880.00 1687.73 -2080.00 3270.00
2021-06 574.76 -1500.00 3240.00 761.43 -1360.00 3510.00 780.00 -1300.00 3500.00 782.38 -1380.00 2460.00
2021-05 72.22 -1930.00 1340.00 318.33 -360.00 820.00 -41.11 -9010.00 2220.00 221.67 -800.00 980.00
2021-04 -176.67 -2070.00 1040.00 -118.57 -650.00 540.00 -56.67 -440.00 610.00 -106.67 -430.00 700.00
2021-03 -573.91 -5730.00 1230.00 -201.30 -530.00 1040.00 -240.00 -1920.00 660.00 -317.39 -1790.00 480.00
2021-02 -391.33 -2290.00 2880.00 -159.33 -420.00 180.00 -132.67 -420.00 300.00 88.67 -330.00 1800.00
2021-01 -67.00 -880.00 1470.00 -136.00 -450.00 570.00 -153.00 -1980.00 630.00 -158.00 -530.00 740.00
2020-12 -169.57 -1090.00 1900.00 -50.43 -550.00 740.00 43.48 -350.00 580.00 -65.65 -520.00 610.00
2020-11 -184.76 -860.00 480.00 -146.67 -440.00 370.00 -68.57 -410.00 370.00 -163.33 -380.00 210.00
2020-10 -114.38 -1660.00 1030.00 -24.38 -280.00 570.00 -9.38 -420.00 230.00 -28.12 -160.00 190.00
2020-09 -372.73 -1300.00 470.00 -305.45 -550.00 270.00 -276.82 -1060.00 440.00 -267.73 -450.00 370.00
2020-08 -115.24 -720.00 1010.00 -199.05 -670.00 550.00 -197.14 -370.00 370.00 -242.38 -480.00 320.00
2020-07 50.87 -770.00 1350.00 -7.39 -360.00 430.00 18.70 -530.00 460.00 -1.30 -400.00 800.00
2020-06 -138.50 -1600.00 1220.00 -276.50 -1450.00 800.00 -285.00 -1470.00 910.00 -252.00 -1420.00 1280.00
2020-05 1220.00 -1240.00 2920.00 992.22 -1950.00 1760.00 1082.78 -1400.00 1980.00 1033.89 -1040.00 1670.00
2020-04 895.71 -4310.00 3740.00 1301.43 -2160.00 3090.00 1243.81 -2080.00 3580.00 1060.48 -2400.00 2900.00
2020-03 94.09 -3000.00 3390.00 325.91 -800.00 1900.00 322.27 -770.00 2400.00 235.91 -1680.00 2060.00
2020-02 -60.00 -2340.00 1330.00 68.00 -720.00 410.00 42.50 -1380.00 390.00 43.00 -1000.00 800.00
2020-01 -455.00 -3080.00 820.00 -496.88 -1200.00 780.00 -370.62 -2030.00 670.00 -571.88 -1640.00 790.00
2019-12 -39.55 -5170.00 3150.00 -183.18 -4630.00 2190.00 -161.82 -4950.00 2330.00 -152.73 -4830.00 2910.00
2019-11 980.48 -800.00 2830.00 1211.90 -20.00 2950.00 1165.24 -340.00 3010.00 1220.00 -10.00 3740.00
2019-10 61.11 -680.00 940.00 59.44 -280.00 430.00 138.89 -80.00 330.00 -130.00 -470.00 180.00
2019-09 242.50 -1180.00 1180.00 303.50 -360.00 1120.00 646.00 -240.00 1490.00 -23.50 -1270.00 1070.00
2019-08 -655.45 -1590.00 380.00 -652.73 -1650.00 -90.00 -588.64 -1470.00 1100.00 -633.64 -1660.00 230.00
2019-07 -1393.91 -2140.00 -710.00 -1375.65 -1620.00 -1120.00 -1233.04 -1410.00 -1000.00 -1561.74 -4730.00 -930.00
2019-06 -1390.00 -2550.00 -780.00 -1267.89 -1500.00 -410.00 -1213.16 -2070.00 -270.00 -1404.74 -1700.00 -570.00
2019-05 -73.16 -1880.00 2450.00 -41.05 -1500.00 2050.00 82.63 -1400.00 2080.00 -279.47 -1630.00 1760.00
2019-04 -179.52 -2320.00 2090.00 -220.48 -2100.00 1990.00 -194.29 -2330.00 2000.00 -255.24 -2080.00 1780.00
2019-03 -1680.95 -2290.00 -1060.00 -1696.19 -2130.00 -1250.00 -1646.67 -2030.00 -1230.00 -1738.57 -2110.00 -1290.00
2019-02 -1240.67 -1910.00 90.00 -1305.33 -1730.00 -1050.00 -1226.67 -1480.00 -910.00 -1300.67 -1720.00 -160.00
2019-01 -194.76 -2210.00 2080.00 137.14 -1600.00 2110.00 -142.38 -3520.00 2260.00 59.05 -1690.00 2200.00
2018-12 1054.50 -2080.00 1990.00 1110.00 -1630.00 1680.00 1159.50 -1690.00 1860.00 1148.50 -1710.00 3000.00
2018-11 -1555.91 -2190.00 -1000.00 -1537.73 -1830.00 -1030.00 -1854.55 -8630.00 -1070.00 -1619.55 -2110.00 -1090.00
2018-10 -1561.11 -2050.00 -590.00 -1790.56 -2040.00 -1330.00 -1590.56 -1980.00 -830.00 -1799.44 -2060.00 -1140.00
2018-09 -1691.67 -2190.00 -1190.00 -1360.00 -1650.00 -1130.00 -1318.33 -1580.00 -1120.00 -1765.00 -2000.00 -1630.00

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
2018-11-23 148830.00 146210.00 149200.00 145640.00 151020.00 147920.00 151020.00 147210.00 -2190.00 -1710.00 -1820.00 -1570.00
2018-11-22 150860.00 148860.00 150880.00 148630.00 152410.00 150680.00 152410.00 150220.00 -1550.00 -1820.00 -1530.00 -1590.00
2018-11-21 152600.00 150480.00 152640.00 148600.00 153600.00 152100.00 153940.00 149690.00 -1000.00 -1620.00 -1300.00 -1090.00
2018-11-20 153960.00 152450.00 154270.00 152150.00 155300.00 153790.00 155670.00 153730.00 -1340.00 -1340.00 -1400.00 -1580.00
2018-11-19 153050.00 153750.00 154590.00 152240.00 154330.00 155010.00 155800.00 153780.00 -1280.00 -1260.00 -1210.00 -1540.00
2018-11-16 153740.00 153220.00 154670.00 152650.00 155220.00 154290.00 155780.00 153900.00 -1480.00 -1070.00 -1110.00 -1250.00
2018-11-15 152240.00 153740.00 154160.00 151610.00 153330.00 155100.00 155290.00 152940.00 -1090.00 -1360.00 -1130.00 -1330.00
2018-11-14 151490.00 152040.00 152440.00 150490.00 152800.00 153460.00 153510.00 151930.00 -1310.00 -1420.00 -1070.00 -1440.00
2018-11-13 151900.00 151520.00 152700.00 151020.00 153080.00 152800.00 153800.00 152320.00 -1180.00 -1280.00 -1100.00 -1300.00
2018-11-12 149490.00 151700.00 151740.00 148650.00 151010.00 152730.00 152900.00 150260.00 -1520.00 -1030.00 -1160.00 -1610.00
2018-11-09 148040.00 149660.00 149700.00 147740.00 149800.00 151170.00 151180.00 149600.00 -1760.00 -1510.00 -1480.00 -1860.00
2018-11-08 146750.00 147660.00 147800.00 146260.00 148300.00 149420.00 149660.00 148170.00 -1550.00 -1760.00 -1860.00 -1910.00
2018-11-07 145900.00 146490.00 146610.00 145550.00 147870.00 148250.00 148390.00 147470.00 -1970.00 -1760.00 -1780.00 -1920.00
2018-11-06 145260.00 145950.00 145980.00 144740.00 147380.00 147670.00 147790.00 146650.00 -2120.00 -1720.00 -1810.00 -1910.00
2018-11-05 146330.00 145270.00 146700.00 145010.00 148310.00 147100.00 148600.00 146960.00 -1980.00 -1830.00 -1900.00 -1950.00
2018-11-02 145670.00 146640.00 146650.00 145540.00 147750.00 148410.00 148850.00 147650.00 -2080.00 -1770.00 -2200.00 -2110.00
2018-11-01 145550.00 145850.00 146180.00 145370.00 147500.00 147650.00 148000.00 147240.00 -1950.00 -1800.00 -1820.00 -1870.00
2018-10-31 146260.00 145700.00 146670.00 145280.00 148140.00 147660.00 148400.00 147120.00 -1880.00 -1960.00 -1730.00 -1840.00
2018-10-30 146920.00 146680.00 147190.00 146100.00 148380.00 148380.00 148880.00 148000.00 -1460.00 -1700.00 -1690.00 -1900.00
2018-10-29 147650.00 146690.00 147650.00 146550.00 149410.00 148620.00 149410.00 148460.00 -1760.00 -1930.00 -1760.00 -1910.00
2018-10-26 147900.00 147480.00 148100.00 146940.00 149730.00 149320.00 149800.00 148820.00 -1830.00 -1840.00 -1700.00 -1880.00
2018-10-25 147910.00 147720.00 148200.00 147360.00 148500.00 149470.00 149990.00 148500.00 -590.00 -1750.00 -1790.00 -1140.00
2018-10-24 148210.00 147800.00 148390.00 147520.00 149800.00 149630.00 150030.00 149450.00 -1590.00 -1830.00 -1640.00 -1930.00
2018-10-23 147470.00 147670.00 148540.00 147160.00 149210.00 149480.00 150400.00 149190.00 -1740.00 -1810.00 -1860.00 -2030.00
2018-10-22 147000.00 147370.00 148000.00 146560.00 148640.00 149210.00 149920.00 148400.00 -1640.00 -1840.00 -1920.00 -1840.00
2018-10-19 147780.00 146850.00 147800.00 146250.00 149450.00 148750.00 149450.00 148110.00 -1670.00 -1900.00 -1650.00 -1860.00
2018-10-18 148840.00 147530.00 148860.00 147400.00 150200.00 149530.00 150290.00 149200.00 -1360.00 -2000.00 -1430.00 -1800.00
2018-10-17 147730.00 148600.00 148600.00 147450.00 149780.00 150230.00 150320.00 149350.00 -2050.00 -1630.00 -1720.00 -1900.00
2018-10-16 146860.00 147720.00 147970.00 146390.00 148500.00 149690.00 149950.00 148450.00 -1640.00 -1970.00 -1980.00 -2060.00
2018-10-15 147610.00 146890.00 148000.00 146580.00 149370.00 148930.00 149540.00 148550.00 -1760.00 -2040.00 -1540.00 -1970.00
2018-10-12 147360.00 147710.00 149000.00 147020.00 149020.00 149450.00 150500.00 149020.00 -1660.00 -1740.00 -1500.00 -2000.00
2018-10-11 147660.00 147000.00 147890.00 146660.00 148800.00 148980.00 149290.00 148440.00 -1140.00 -1980.00 -1400.00 -1780.00
2018-10-10 147020.00 147070.00 147440.00 146380.00 148530.00 148550.00 148800.00 147960.00 -1510.00 -1480.00 -1360.00 -1580.00
2018-10-09 147620.00 147210.00 147700.00 146600.00 148800.00 148540.00 148830.00 148240.00 -1180.00 -1330.00 -1130.00 -1640.00
2018-10-08 147170.00 147210.00 147980.00 146870.00 148810.00 148710.00 148810.00 148200.00 -1640.00 -1500.00 -830.00 -1330.00
2018-09-28 147770.00 147970.00 148840.00 146870.00 148960.00 149100.00 150000.00 148600.00 -1190.00 -1130.00 -1160.00 -1730.00
2018-09-27 145510.00 147950.00 148420.00 145510.00 147570.00 149120.00 149540.00 147510.00 -2060.00 -1170.00 -1120.00 -2000.00
2018-09-26 146730.00 145790.00 146950.00 145700.00 148070.00 147330.00 148100.00 147330.00 -1340.00 -1540.00 -1150.00 -1630.00
2018-09-25 147000.00 146870.00 147260.00 146200.00 148580.00 148210.00 148840.00 147830.00 -1580.00 -1340.00 -1580.00 -1630.00
2018-09-21 146130.00 147400.00 147500.00 145630.00 147920.00 148730.00 148870.00 147380.00 -1790.00 -1330.00 -1370.00 -1750.00
2018-09-20 144510.00 146070.00 146270.00 144250.00 146700.00 147720.00 147800.00 146100.00 -2190.00 -1650.00 -1530.00 -1850.00
导出Excel数据