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
2025-07-11 267400.00 263940.00 267640.00 263650.00 267360.00 264070.00 267610.00 263710.00 40.00 -130.00 30.00 -60.00
2025-07-10 263390.00 266740.00 267390.00 262950.00 263500.00 266760.00 267330.00 263010.00 -110.00 -20.00 60.00 -60.00
2025-07-09 265820.00 262890.00 265820.00 260510.00 265680.00 262920.00 265820.00 260660.00 140.00 -30.00 0.00 -150.00
2025-07-08 263520.00 265480.00 266090.00 262720.00 263690.00 265580.00 266160.00 262820.00 -170.00 -100.00 -70.00 -100.00
2025-07-07 267250.00 263520.00 268100.00 262520.00 267630.00 263670.00 268170.00 262590.00 -380.00 -150.00 -70.00 -70.00
2025-07-04 269010.00 267250.00 271300.00 267000.00 269090.00 267330.00 271280.00 267120.00 -80.00 -80.00 20.00 -120.00
2025-07-03 269000.00 268420.00 269980.00 267830.00 269830.00 268500.00 270070.00 267930.00 -830.00 -80.00 -90.00 -100.00
2025-07-02 270600.00 268520.00 271760.00 267810.00 270000.00 268650.00 271730.00 267920.00 600.00 -130.00 30.00 -110.00
2025-07-01 267800.00 269840.00 269840.00 266160.00 267510.00 269810.00 269880.00 266180.00 290.00 30.00 -40.00 -20.00
2025-06-30 269630.00 268110.00 270200.00 266820.00 268880.00 268140.00 269780.00 266550.00 750.00 -30.00 420.00 270.00
2025-06-27 268420.00 268870.00 272000.00 268120.00 268000.00 268550.00 271770.00 267870.00 420.00 320.00 230.00 250.00
2025-06-26 263590.00 267270.00 268180.00 263440.00 263790.00 267260.00 268200.00 263310.00 -200.00 10.00 -20.00 130.00
2025-06-25 263200.00 263000.00 263590.00 261200.00 262990.00 263140.00 263660.00 261320.00 210.00 -140.00 -70.00 -120.00
2025-06-24 262020.00 263800.00 264110.00 261900.00 262530.00 263680.00 264000.00 261800.00 -510.00 120.00 110.00 100.00
2025-06-23 262320.00 261880.00 264470.00 261070.00 262550.00 261760.00 264250.00 261030.00 -230.00 120.00 220.00 40.00
2025-06-20 262850.00 260560.00 263480.00 258510.00 263400.00 260510.00 263400.00 258590.00 -550.00 50.00 80.00 -80.00
2025-06-19 264460.00 263300.00 264500.00 263020.00 264360.00 263290.00 264360.00 262930.00 100.00 10.00 140.00 90.00
2025-06-18 263340.00 265010.00 265130.00 262000.00 263420.00 264860.00 264890.00 261950.00 -80.00 150.00 240.00 50.00
2025-06-17 264400.00 263730.00 265560.00 263020.00 264960.00 263660.00 265350.00 262900.00 -560.00 70.00 210.00 120.00
2025-06-16 264430.00 264500.00 265680.00 263360.00 263280.00 264380.00 265380.00 263170.00 1150.00 120.00 300.00 190.00
2025-06-13 265270.00 263690.00 265650.00 262790.00 265000.00 263480.00 265410.00 262600.00 270.00 210.00 240.00 190.00
2025-06-12 265100.00 265150.00 265600.00 263800.00 265340.00 264920.00 265450.00 263610.00 -240.00 230.00 150.00 190.00
2025-06-11 264040.00 265530.00 266240.00 264040.00 264020.00 265340.00 266110.00 264010.00 20.00 190.00 130.00 30.00
2025-06-10 264100.00 263420.00 264940.00 262480.00 264230.00 263370.00 264800.00 262370.00 -130.00 50.00 140.00 110.00
2025-06-09 262950.00 263740.00 264050.00 261420.00 262220.00 263610.00 263960.00 261410.00 730.00 130.00 90.00 10.00
2025-06-06 259390.00 263600.00 264410.00 259380.00 260000.00 263560.00 264290.00 259460.00 -610.00 40.00 120.00 -80.00
2025-06-05 258440.00 258900.00 259950.00 257770.00 259920.00 259000.00 259920.00 257560.00 -1480.00 -100.00 30.00 210.00
2025-06-04 251810.00 257940.00 258800.00 251340.00 252020.00 257820.00 258720.00 251500.00 -210.00 120.00 80.00 -160.00
2025-06-03 251050.00 249800.00 253000.00 248800.00 250510.00 250020.00 253000.00 249000.00 540.00 -220.00 0.00 -200.00
2025-05-30 257480.00 250300.00 257600.00 250000.00 257930.00 250540.00 257930.00 250170.00 -450.00 -240.00 -330.00 -170.00
2025-05-29 257600.00 257870.00 259590.00 255820.00 258000.00 257570.00 259410.00 255800.00 -400.00 300.00 180.00 20.00
2025-05-28 265100.00 257000.00 265500.00 256800.00 264310.00 256870.00 265350.00 256600.00 790.00 130.00 150.00 200.00
2025-05-27 264870.00 264690.00 266480.00 264000.00 264680.00 264790.00 266680.00 264240.00 190.00 -100.00 -200.00 -240.00
2025-05-26 264600.00 264050.00 265820.00 263630.00 264240.00 264330.00 265950.00 263850.00 360.00 -280.00 -130.00 -220.00
2025-05-23 264780.00 264600.00 265450.00 263850.00 264700.00 264720.00 265590.00 264060.00 80.00 -120.00 -140.00 -210.00
2025-05-22 266990.00 264780.00 267610.00 264570.00 267300.00 264970.00 267670.00 264670.00 -310.00 -190.00 -60.00 -100.00
2025-05-21 265100.00 267730.00 268590.00 264330.00 265400.00 267780.00 268600.00 264400.00 -300.00 -50.00 -10.00 -70.00
2025-05-20 265600.00 264760.00 265600.00 264080.00 265690.00 264780.00 265690.00 264230.00 -90.00 -20.00 -90.00 -150.00
2025-05-19 263950.00 264860.00 265450.00 261820.00 264880.00 264880.00 265500.00 261800.00 -930.00 -20.00 -50.00 20.00
2025-05-16 265220.00 264760.00 266480.00 264070.00 265350.00 264880.00 266460.00 264100.00 -130.00 -120.00 20.00 -30.00
2025-05-15 266520.00 265210.00 267110.00 264010.00 266340.00 265200.00 266770.00 264060.00 180.00 10.00 340.00 -50.00
2025-05-14 262980.00 265770.00 266100.00 262540.00 262860.00 265610.00 265950.00 262580.00 120.00 160.00 150.00 -40.00
2025-05-13 264750.00 262070.00 265750.00 260460.00 264480.00 262050.00 265500.00 260400.00 270.00 20.00 250.00 60.00
2025-05-12 259710.00 263200.00 263460.00 258390.00 259880.00 263040.00 263230.00 258500.00 -170.00 160.00 230.00 -110.00
2025-05-09 262500.00 259540.00 262700.00 258590.00 262600.00 259510.00 262600.00 258700.00 -100.00 30.00 100.00 -110.00
2025-05-08 260340.00 261480.00 263090.00 258240.00 260310.00 261460.00 262950.00 258310.00 30.00 20.00 140.00 -70.00
2025-05-07 261950.00 261230.00 264690.00 260300.00 261150.00 261270.00 264500.00 260380.00 800.00 -40.00 190.00 -80.00
2025-05-06 258130.00 260970.00 262100.00 257830.00 257490.00 261120.00 262080.00 257490.00 640.00 -150.00 20.00 340.00
2025-04-30 261980.00 260300.00 264700.00 260040.00 261530.00 259500.00 264380.00 259500.00 450.00 800.00 320.00 540.00
2025-04-29 261130.00 261560.00 262460.00 259540.00 261180.00 261390.00 262360.00 259500.00 -50.00 170.00 100.00 40.00
2025-04-28 263350.00 260570.00 263350.00 259340.00 263580.00 260590.00 263590.00 259420.00 -230.00 -20.00 -240.00 -80.00
2025-04-25 260180.00 262840.00 264000.00 259680.00 259780.00 262910.00 263940.00 259780.00 400.00 -70.00 60.00 -100.00
2025-04-24 258580.00 259520.00 262400.00 257500.00 258500.00 259620.00 262280.00 257680.00 80.00 -100.00 120.00 -180.00
2025-04-23 258000.00 259320.00 259850.00 256870.00 258300.00 259290.00 259860.00 257000.00 -300.00 30.00 -10.00 -130.00
2025-04-22 261380.00 257860.00 262090.00 256720.00 261000.00 257840.00 261980.00 256680.00 380.00 20.00 110.00 40.00
2025-04-21 256240.00 263140.00 264370.00 256240.00 256500.00 263000.00 264300.00 256200.00 -260.00 140.00 70.00 40.00
2025-04-18 256990.00 256250.00 262230.00 253660.00 256030.00 256230.00 261950.00 253610.00 960.00 20.00 280.00 50.00
2025-04-17 256390.00 257770.00 259460.00 254780.00 255750.00 257600.00 259340.00 254850.00 640.00 170.00 120.00 -70.00
2025-04-16 256000.00 255150.00 259490.00 255150.00 255000.00 255240.00 259320.00 255000.00 1000.00 -90.00 170.00 150.00
2025-04-15 261600.00 258990.00 262390.00 257780.00 262180.00 259070.00 262360.00 257810.00 -580.00 -80.00 30.00 -30.00
2025-04-14 258600.00 261850.00 262280.00 256800.00 258530.00 261640.00 262100.00 256800.00 70.00 210.00 180.00 0.00
2025-04-11 254200.00 257450.00 257990.00 251200.00 254940.00 257190.00 257760.00 251140.00 -740.00 260.00 230.00 60.00
2025-04-10 235720.00 257200.00 258700.00 235720.00 235200.00 257190.00 258490.00 235080.00 520.00 10.00 210.00 640.00
2025-04-09 266280.00 254100.00 267750.00 252000.00 265950.00 253960.00 267760.00 251900.00 330.00 140.00 -10.00 100.00
2025-04-08 267110.00 266260.00 273180.00 266190.00 268000.00 266220.00 273440.00 266100.00 -890.00 40.00 -260.00 90.00
2025-04-07 263610.00 267800.00 278440.00 263610.00 263000.00 268120.00 278810.00 263000.00 610.00 -320.00 -370.00 610.00
2025-04-03 295080.00 287790.00 297980.00 286530.00 294200.00 288040.00 297800.00 286740.00 880.00 -250.00 180.00 -210.00
2025-04-02 290000.00 297590.00 299990.00 287530.00 290220.00 297520.00 299800.00 287600.00 -220.00 70.00 190.00 -70.00
2025-04-01 283110.00 287480.00 291000.00 282370.00 283040.00 287500.00 290730.00 282630.00 70.00 -20.00 270.00 -260.00
2025-03-31 288000.00 282350.00 290950.00 281530.00 287000.00 282480.00 290900.00 281800.00 1000.00 -130.00 50.00 -270.00
2025-03-28 280300.00 282290.00 287140.00 278890.00 280350.00 281780.00 286800.00 278400.00 -50.00 510.00 340.00 490.00
2025-03-27 278500.00 281390.00 281990.00 278080.00 277000.00 281010.00 281440.00 277000.00 1500.00 380.00 550.00 1080.00
2025-03-26 275110.00 277650.00 281960.00 274800.00 276080.00 278140.00 282370.00 275220.00 -970.00 -490.00 -410.00 -420.00
2025-03-25 275520.00 274870.00 276170.00 272910.00 275700.00 275250.00 276590.00 273320.00 -180.00 -380.00 -420.00 -410.00
2025-03-24 277500.00 276620.00 277590.00 273600.00 277810.00 276900.00 277880.00 273820.00 -310.00 -280.00 -290.00 -220.00
2025-03-21 281000.00 276150.00 282900.00 273320.00 281200.00 276630.00 283290.00 273720.00 -200.00 -480.00 -390.00 -400.00
2025-03-20 280950.00 280360.00 281310.00 276840.00 280600.00 280710.00 281700.00 277420.00 350.00 -350.00 -390.00 -580.00
2025-03-19 282130.00 281780.00 283900.00 279010.00 282000.00 282220.00 284350.00 279540.00 130.00 -440.00 -450.00 -530.00
2025-03-18 281800.00 280030.00 284260.00 278250.00 282480.00 280330.00 284630.00 278620.00 -680.00 -300.00 -370.00 -370.00
2025-03-17 284000.00 283520.00 286720.00 280230.00 285440.00 283800.00 286780.00 280500.00 -1440.00 -280.00 -60.00 -270.00
2025-03-14 264860.00 287800.00 291510.00 264080.00 265160.00 287770.00 291890.00 264480.00 -300.00 30.00 -380.00 -400.00
2025-03-13 265480.00 264640.00 266210.00 264050.00 266550.00 264700.00 266550.00 264400.00 -1070.00 -60.00 -340.00 -350.00
2025-03-12 264200.00 263480.00 264660.00 262550.00 264450.00 263740.00 264930.00 262810.00 -250.00 -260.00 -270.00 -260.00
2025-03-11 263700.00 263030.00 264300.00 261070.00 263790.00 263640.00 264600.00 261390.00 -90.00 -610.00 -300.00 -320.00
2025-03-10 262100.00 262810.00 265300.00 261020.00 262310.00 263220.00 265550.00 261270.00 -210.00 -410.00 -250.00 -250.00
2025-03-07 259000.00 262900.00 263380.00 258380.00 259070.00 262890.00 263480.00 258520.00 -70.00 10.00 -100.00 -140.00
2025-03-06 257900.00 257980.00 259000.00 255980.00 257810.00 258180.00 259090.00 256130.00 90.00 -200.00 -90.00 -150.00
2025-03-05 257880.00 256990.00 258880.00 254890.00 258730.00 257090.00 259000.00 255080.00 -850.00 -100.00 -120.00 -190.00
2025-03-04 256450.00 256800.00 257400.00 256110.00 256500.00 256850.00 257600.00 256370.00 -50.00 -50.00 -200.00 -260.00
2025-03-03 255300.00 255910.00 256530.00 254300.00 255690.00 256180.00 256740.00 254520.00 -390.00 -270.00 -210.00 -220.00
2025-02-28 253540.00 256110.00 256770.00 253540.00 254450.00 256260.00 257000.00 253910.00 -910.00 -150.00 -230.00 -370.00
2025-02-27 263320.00 254010.00 263900.00 253220.00 262720.00 253730.00 263280.00 252840.00 600.00 280.00 620.00 380.00
2025-02-26 264510.00 262240.00 266160.00 261540.00 262360.00 261770.00 265530.00 261120.00 2150.00 470.00 630.00 420.00
2025-02-25 264290.00 263300.00 264900.00 262020.00 265270.00 264140.00 265270.00 262500.00 -980.00 -840.00 -370.00 -480.00
2025-02-24 264330.00 263730.00 267900.00 263500.00 264550.00 264220.00 268330.00 264030.00 -220.00 -490.00 -430.00 -530.00
2025-02-21 265030.00 263580.00 267430.00 263380.00 265580.00 264050.00 267380.00 263820.00 -550.00 -470.00 50.00 -440.00
2025-02-20 261690.00 264120.00 264190.00 258930.00 262000.00 264400.00 264550.00 259310.00 -310.00 -280.00 -360.00 -380.00
2025-02-19 262320.00 261550.00 262900.00 260560.00 262880.00 261950.00 263220.00 260900.00 -560.00 -400.00 -320.00 -340.00
2025-02-18 261800.00 261060.00 264110.00 260850.00 261820.00 261320.00 264350.00 261230.00 -20.00 -260.00 -240.00 -380.00
2025-02-17 264900.00 260980.00 266250.00 259990.00 265000.00 261200.00 266460.00 260210.00 -100.00 -220.00 -210.00 -220.00
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