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
2025-02-14 258450.00 263020.00 264830.00 257860.00 258510.00 263280.00 265070.00 258090.00 -60.00 -260.00 -240.00 -230.00
2025-02-13 259010.00 257990.00 261580.00 256910.00 259540.00 258300.00 261900.00 257180.00 -530.00 -310.00 -320.00 -270.00
2025-02-12 256360.00 256980.00 258500.00 255400.00 257150.00 257270.00 258600.00 255590.00 -790.00 -290.00 -100.00 -190.00
2025-02-11 259440.00 257710.00 259680.00 255830.00 260000.00 257810.00 260000.00 256050.00 -560.00 -100.00 -320.00 -220.00
2025-02-10 260090.00 259000.00 260830.00 257860.00 259870.00 259140.00 260880.00 258010.00 220.00 -140.00 -50.00 -150.00
2025-02-07 259300.00 259290.00 260320.00 255650.00 258920.00 259360.00 260450.00 255920.00 380.00 -70.00 -130.00 -270.00
2025-02-06 254950.00 258050.00 259660.00 254600.00 255040.00 258260.00 259800.00 254800.00 -90.00 -210.00 -140.00 -200.00
2025-02-05 250000.00 254960.00 255950.00 249770.00 250900.00 255040.00 256100.00 250120.00 -900.00 -80.00 -150.00 -350.00
2025-01-27 248150.00 248810.00 249200.00 247050.00 248160.00 249040.00 249640.00 247090.00 -10.00 -230.00 -440.00 -40.00
2025-01-24 248020.00 247850.00 248530.00 245540.00 247880.00 247640.00 248230.00 245370.00 140.00 210.00 300.00 170.00
2025-01-23 249580.00 248020.00 250760.00 246760.00 248930.00 247610.00 250300.00 246430.00 650.00 410.00 460.00 330.00
2025-01-22 251600.00 248850.00 252180.00 248130.00 251800.00 249230.00 252500.00 248500.00 -200.00 -380.00 -320.00 -370.00
2025-01-21 248300.00 252450.00 253860.00 247640.00 247500.00 252650.00 254160.00 247500.00 800.00 -200.00 -300.00 140.00
2025-01-20 248600.00 248300.00 249450.00 247250.00 249300.00 248690.00 249690.00 247500.00 -700.00 -390.00 -240.00 -250.00
2025-01-17 247720.00 249900.00 250590.00 246390.00 248400.00 250140.00 250730.00 246690.00 -680.00 -240.00 -140.00 -300.00
2025-01-16 245590.00 248010.00 248430.00 244470.00 244750.00 248100.00 248600.00 244750.00 840.00 -90.00 -170.00 -280.00
2025-01-15 248960.00 244290.00 248960.00 243050.00 248900.00 244620.00 249280.00 243300.00 60.00 -330.00 -320.00 -250.00
2025-01-14 251350.00 249290.00 251350.00 247120.00 250600.00 249500.00 251500.00 247580.00 750.00 -210.00 -150.00 -460.00
2025-01-13 251010.00 251980.00 252450.00 248600.00 252210.00 252170.00 252770.00 249000.00 -1200.00 -190.00 -320.00 -400.00
2025-01-10 252000.00 252280.00 253370.00 250080.00 251860.00 252550.00 253590.00 250330.00 140.00 -270.00 -220.00 -250.00
2025-01-09 251960.00 252070.00 252880.00 250320.00 252130.00 252370.00 253000.00 250500.00 -170.00 -300.00 -120.00 -180.00
2025-01-08 249200.00 251600.00 252920.00 249000.00 249280.00 251700.00 252980.00 249280.00 -80.00 -100.00 -60.00 -280.00
2025-01-07 249800.00 248320.00 249800.00 246320.00 249000.00 248630.00 249840.00 246620.00 800.00 -310.00 -40.00 -300.00
2025-01-06 245320.00 246660.00 248950.00 244840.00 245100.00 246750.00 249050.00 245100.00 220.00 -90.00 -100.00 -260.00
2025-01-03 243070.00 244180.00 245620.00 241010.00 243010.00 244550.00 245950.00 241440.00 60.00 -370.00 -330.00 -430.00
2025-01-02 242700.00 244640.00 244970.00 242050.00 244800.00 244970.00 245300.00 242470.00 -2100.00 -330.00 -330.00 -420.00
2024-12-31 247010.00 244860.00 247770.00 243600.00 246500.00 245270.00 248010.00 243990.00 510.00 -410.00 -240.00 -390.00
2024-12-30 243200.00 246850.00 247500.00 241800.00 243230.00 246340.00 247190.00 241640.00 -30.00 510.00 310.00 160.00
2024-12-27 245000.00 242930.00 246160.00 242620.00 244720.00 242700.00 245870.00 242450.00 280.00 230.00 290.00 170.00
2024-12-26 245480.00 244360.00 245480.00 243980.00 244600.00 244660.00 245660.00 244200.00 880.00 -300.00 -180.00 -220.00
2024-12-25 243880.00 244920.00 246640.00 243540.00 243800.00 245170.00 246810.00 243750.00 80.00 -250.00 -170.00 -210.00
2024-12-24 244500.00 243690.00 244600.00 241790.00 245040.00 243800.00 245040.00 242030.00 -540.00 -110.00 -440.00 -240.00
2024-12-23 242880.00 245290.00 245590.00 241960.00 243120.00 245560.00 245780.00 242110.00 -240.00 -270.00 -190.00 -150.00
2024-12-20 240220.00 242620.00 243300.00 239410.00 240910.00 242770.00 243440.00 239750.00 -690.00 -150.00 -140.00 -340.00
2024-12-19 246120.00 240650.00 247780.00 239200.00 245890.00 240950.00 247750.00 239470.00 230.00 -300.00 30.00 -270.00
2024-12-18 246100.00 245620.00 246880.00 244630.00 246000.00 245500.00 246840.00 244650.00 100.00 120.00 40.00 -20.00
2024-12-17 246000.00 246570.00 247780.00 245470.00 245260.00 246600.00 247880.00 245260.00 740.00 -30.00 -100.00 210.00
2024-12-16 248080.00 245490.00 248370.00 243540.00 248600.00 245800.00 248600.00 243800.00 -520.00 -310.00 -230.00 -260.00
2024-12-13 250000.00 248900.00 250690.00 247750.00 250250.00 249110.00 250670.00 247940.00 -250.00 -210.00 20.00 -190.00
2024-12-12 248550.00 251680.00 251980.00 248540.00 248200.00 251610.00 251870.00 248200.00 350.00 70.00 110.00 340.00
2024-12-11 248240.00 248550.00 250250.00 247600.00 249200.00 248700.00 250240.00 247800.00 -960.00 -150.00 10.00 -200.00
2024-12-10 245600.00 248240.00 249870.00 245420.00 246000.00 248430.00 249940.00 245590.00 -400.00 -190.00 -70.00 -170.00
2024-12-09 244800.00 244450.00 246010.00 242360.00 243800.00 244450.00 246040.00 242600.00 1000.00 0.00 -30.00 -240.00
2024-12-06 244180.00 243920.00 244680.00 242600.00 244260.00 244180.00 244780.00 242800.00 -80.00 -260.00 -100.00 -200.00
2024-12-05 242550.00 243440.00 245300.00 241560.00 243330.00 243700.00 245490.00 241750.00 -780.00 -260.00 -190.00 -190.00
2024-12-04 243080.00 243640.00 244380.00 241760.00 243280.00 243800.00 244590.00 242030.00 -200.00 -160.00 -210.00 -270.00
2024-12-03 240730.00 243540.00 244500.00 240030.00 241000.00 243750.00 244650.00 240270.00 -270.00 -210.00 -150.00 -240.00
2024-12-02 239020.00 241400.00 243050.00 238610.00 239030.00 241680.00 243300.00 238880.00 -10.00 -280.00 -250.00 -270.00
2024-11-29 231870.00 239430.00 239950.00 231500.00 231740.00 239750.00 240180.00 231740.00 130.00 -320.00 -230.00 -240.00
2024-11-28 235670.00 233210.00 236000.00 232510.00 236410.00 233470.00 236410.00 232850.00 -740.00 -260.00 -410.00 -340.00
2024-11-27 242660.00 235670.00 244080.00 233900.00 243280.00 235450.00 243960.00 234100.00 -620.00 220.00 120.00 -200.00
2024-11-26 243260.00 241790.00 244180.00 240380.00 243300.00 241800.00 244190.00 240700.00 -40.00 -10.00 -10.00 -320.00
2024-11-25 240150.00 242130.00 243960.00 240060.00 240280.00 242290.00 244060.00 240090.00 -130.00 -160.00 -100.00 -30.00
2024-11-22 242600.00 240800.00 243360.00 239440.00 242500.00 240890.00 243620.00 239650.00 100.00 -90.00 -260.00 -210.00
2024-11-21 244050.00 243390.00 244380.00 242010.00 244490.00 243680.00 244570.00 242300.00 -440.00 -290.00 -190.00 -290.00
2024-11-20 242340.00 243700.00 244200.00 241320.00 242900.00 243920.00 244480.00 241620.00 -560.00 -220.00 -280.00 -300.00
2024-11-19 240070.00 243970.00 244170.00 239200.00 241160.00 244200.00 244490.00 239600.00 -1090.00 -230.00 -320.00 -400.00
2024-11-18 244980.00 241690.00 245050.00 237400.00 244500.00 241900.00 245480.00 237710.00 480.00 -210.00 -430.00 -310.00
2024-11-15 242720.00 243530.00 244380.00 239610.00 242030.00 243820.00 244820.00 239950.00 690.00 -290.00 -440.00 -340.00
2024-11-14 247500.00 242240.00 247790.00 240500.00 247240.00 242580.00 248350.00 240880.00 260.00 -340.00 -560.00 -380.00
2024-11-13 251270.00 246420.00 253620.00 245250.00 253000.00 246940.00 254250.00 245670.00 -1730.00 -520.00 -630.00 -420.00
2024-11-12 260060.00 255310.00 260320.00 254030.00 261400.00 255900.00 261400.00 254610.00 -1340.00 -590.00 -1080.00 -580.00
2024-11-11 259000.00 261400.00 262020.00 258200.00 260000.00 261840.00 262510.00 258790.00 -1000.00 -440.00 -490.00 -590.00
2024-11-08 261620.00 260760.00 263060.00 260100.00 262040.00 261250.00 263600.00 260630.00 -420.00 -490.00 -540.00 -530.00
2024-11-07 257500.00 260800.00 260870.00 255720.00 258320.00 261300.00 261450.00 256230.00 -820.00 -500.00 -580.00 -510.00
2024-11-06 263000.00 260610.00 264360.00 259120.00 263500.00 261180.00 264900.00 259700.00 -500.00 -570.00 -540.00 -580.00
2024-11-05 261600.00 262150.00 263700.00 261200.00 262860.00 262580.00 264150.00 261720.00 -1260.00 -430.00 -450.00 -520.00
2024-11-04 258100.00 262950.00 263470.00 257590.00 257780.00 263390.00 263880.00 257780.00 320.00 -440.00 -410.00 -190.00
2024-11-01 254440.00 255870.00 257870.00 253530.00 255620.00 256460.00 258300.00 254040.00 -1180.00 -590.00 -430.00 -510.00
2024-10-31 254920.00 255460.00 257200.00 252130.00 254550.00 256300.00 257700.00 252550.00 370.00 -840.00 -500.00 -420.00
2024-10-30 254670.00 255320.00 257270.00 253530.00 255400.00 255750.00 257620.00 253880.00 -730.00 -430.00 -350.00 -350.00
2024-10-29 256600.00 253770.00 257870.00 252930.00 257990.00 253550.00 257990.00 252660.00 -1390.00 220.00 -120.00 270.00
2024-10-28 255600.00 257750.00 258300.00 255150.00 254800.00 257430.00 257980.00 254800.00 800.00 320.00 320.00 350.00
2024-10-25 255030.00 254290.00 255900.00 253040.00 255500.00 254480.00 256010.00 253300.00 -470.00 -190.00 -110.00 -260.00
2024-10-24 253350.00 255960.00 256990.00 252700.00 252750.00 256650.00 257230.00 252750.00 600.00 -690.00 -240.00 -50.00
2024-10-23 252400.00 254480.00 255070.00 251720.00 254550.00 254740.00 255430.00 252050.00 -2150.00 -260.00 -360.00 -330.00
2024-10-22 258200.00 252400.00 258980.00 250480.00 258500.00 252880.00 259380.00 250630.00 -300.00 -480.00 -400.00 -150.00
2024-10-21 258300.00 256780.00 258680.00 254200.00 259000.00 257190.00 259500.00 254530.00 -700.00 -410.00 -820.00 -330.00
2024-10-18 257250.00 258160.00 258500.00 254700.00 257400.00 258650.00 258900.00 255060.00 -150.00 -490.00 -400.00 -360.00
2024-10-17 265500.00 258930.00 266100.00 258770.00 266500.00 259300.00 266500.00 259100.00 -1000.00 -370.00 -400.00 -330.00
2024-10-16 263170.00 266850.00 267450.00 263080.00 263050.00 267150.00 267760.00 263050.00 120.00 -300.00 -310.00 30.00
2024-10-15 264600.00 264110.00 265130.00 262130.00 265130.00 264460.00 265500.00 262620.00 -530.00 -350.00 -370.00 -490.00
2024-10-14 268530.00 265850.00 270780.00 265030.00 269210.00 266180.00 271090.00 265400.00 -680.00 -330.00 -310.00 -370.00
2024-10-11 265230.00 267670.00 268990.00 265210.00 265200.00 267980.00 269360.00 265200.00 30.00 -310.00 -370.00 10.00
2024-10-10 263100.00 264500.00 266460.00 262230.00 262280.00 264930.00 266780.00 262280.00 820.00 -430.00 -320.00 -50.00
2024-10-09 265130.00 264280.00 267260.00 263690.00 266000.00 264780.00 267630.00 264100.00 -870.00 -500.00 -370.00 -410.00
2024-10-08 269200.00 265830.00 271490.00 265610.00 268740.00 266230.00 271980.00 266200.00 460.00 -400.00 -490.00 -590.00
2024-09-30 258000.00 265160.00 266560.00 257400.00 257260.00 265540.00 266950.00 257260.00 740.00 -380.00 -390.00 140.00
2024-09-27 260000.00 257780.00 260350.00 255000.00 258960.00 257200.00 259900.00 254670.00 1040.00 580.00 450.00 330.00
2024-09-26 257500.00 257410.00 259400.00 253130.00 256920.00 257000.00 259080.00 253040.00 580.00 410.00 320.00 90.00
2024-09-25 261270.00 256400.00 263680.00 255680.00 262000.00 256830.00 263990.00 255820.00 -730.00 -430.00 -310.00 -140.00
2024-09-24 258350.00 261260.00 262790.00 258350.00 258940.00 261800.00 262900.00 258900.00 -590.00 -540.00 -110.00 -550.00
2024-09-23 261400.00 257710.00 261560.00 257460.00 262000.00 258000.00 262000.00 257730.00 -600.00 -290.00 -440.00 -270.00
2024-09-20 259500.00 261870.00 262560.00 257900.00 259970.00 262190.00 262820.00 258050.00 -470.00 -320.00 -260.00 -150.00
2024-09-19 256380.00 259710.00 259780.00 252400.00 255820.00 259920.00 259920.00 252600.00 560.00 -210.00 -140.00 -200.00
2024-09-18 258300.00 254630.00 258800.00 253380.00 259180.00 254750.00 259180.00 253680.00 -880.00 -120.00 -380.00 -300.00
2024-09-13 255300.00 257470.00 259190.00 254510.00 256090.00 257780.00 259310.00 254720.00 -790.00 -310.00 -120.00 -210.00
2024-09-12 253600.00 255300.00 256480.00 251410.00 254580.00 255500.00 256660.00 251510.00 -980.00 -200.00 -180.00 -100.00
2024-09-11 251070.00 255320.00 255960.00 248540.00 251010.00 255310.00 256000.00 248500.00 60.00 10.00 -40.00 40.00
2024-09-10 252280.00 252210.00 254080.00 250800.00 252040.00 252080.00 254150.00 250900.00 240.00 130.00 -70.00 -100.00
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