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
2024-09-09 254500.00 251340.00 255000.00 248100.00 255300.00 251360.00 255330.00 248010.00 -800.00 -20.00 -330.00 90.00
2024-09-06 248200.00 253780.00 254280.00 247290.00 248050.00 253950.00 254500.00 247250.00 150.00 -170.00 -220.00 40.00
2024-09-05 247780.00 246420.00 251080.00 246130.00 248180.00 246400.00 251150.00 246000.00 -400.00 20.00 -70.00 130.00
2024-09-04 253100.00 247780.00 254350.00 247700.00 254000.00 248010.00 254520.00 248000.00 -900.00 -230.00 -170.00 -300.00
2024-09-03 255100.00 254640.00 257380.00 254500.00 255590.00 254850.00 257700.00 254770.00 -490.00 -210.00 -320.00 -270.00
2024-09-02 264260.00 256460.00 264300.00 256310.00 264330.00 256850.00 264520.00 256680.00 -70.00 -390.00 -220.00 -370.00
2024-08-30 263790.00 264110.00 264960.00 260900.00 263600.00 264500.00 265260.00 261310.00 190.00 -390.00 -300.00 -410.00
2024-08-29 264200.00 264210.00 265360.00 260860.00 264500.00 264400.00 265680.00 261260.00 -300.00 -190.00 -320.00 -400.00
2024-08-28 268360.00 266180.00 269430.00 265400.00 268460.00 265550.00 268760.00 264830.00 -100.00 630.00 670.00 570.00
2024-08-27 266290.00 267200.00 267370.00 263640.00 265900.00 266500.00 266750.00 263080.00 390.00 700.00 620.00 560.00
2024-08-26 268520.00 266290.00 271130.00 264590.00 267600.00 265750.00 270590.00 264010.00 920.00 540.00 540.00 580.00
2024-08-23 266480.00 267570.00 268240.00 264400.00 266520.00 268120.00 268600.00 264850.00 -40.00 -550.00 -360.00 -450.00
2024-08-22 266390.00 267170.00 268470.00 264000.00 266050.00 267580.00 268890.00 264320.00 340.00 -410.00 -420.00 -320.00
2024-08-21 265890.00 265330.00 266650.00 261330.00 266170.00 265490.00 266800.00 261530.00 -280.00 -160.00 -150.00 -200.00
2024-08-20 264790.00 264200.00 266300.00 262240.00 265000.00 264440.00 266450.00 262390.00 -210.00 -240.00 -150.00 -150.00
2024-08-19 261500.00 263810.00 265440.00 259670.00 261100.00 263940.00 265500.00 259680.00 400.00 -130.00 -60.00 -10.00
2024-08-16 260600.00 262470.00 264920.00 258300.00 260590.00 262460.00 264900.00 258430.00 10.00 10.00 20.00 -130.00
2024-08-15 256810.00 260260.00 261070.00 254050.00 257000.00 260110.00 261160.00 254000.00 -190.00 150.00 -90.00 50.00
2024-08-14 256400.00 256310.00 258900.00 253800.00 255700.00 256330.00 258800.00 253600.00 700.00 -20.00 100.00 200.00
2024-08-13 259200.00 255050.00 259430.00 254040.00 258950.00 254950.00 259100.00 253750.00 250.00 100.00 330.00 290.00
2024-08-12 257360.00 258470.00 259600.00 255100.00 259000.00 258330.00 259500.00 255080.00 -1640.00 140.00 100.00 20.00
2024-08-09 245920.00 257300.00 259950.00 245910.00 245540.00 257340.00 258630.00 245540.00 380.00 -40.00 1320.00 370.00
2024-08-08 246550.00 245360.00 247880.00 244120.00 246600.00 245320.00 248130.00 244200.00 -50.00 40.00 -250.00 -80.00
2024-08-07 240630.00 245250.00 247130.00 240630.00 241020.00 245510.00 247100.00 240810.00 -390.00 -260.00 30.00 -180.00
2024-08-06 240160.00 240630.00 245770.00 238900.00 239160.00 240870.00 245800.00 239160.00 1000.00 -240.00 -30.00 -260.00
2024-08-05 251000.00 244730.00 251300.00 244580.00 251420.00 245040.00 251590.00 244830.00 -420.00 -310.00 -290.00 -250.00
2024-08-02 248890.00 249970.00 250700.00 245080.00 248800.00 250150.00 250980.00 245340.00 90.00 -180.00 -280.00 -260.00
2024-08-01 250300.00 249900.00 252800.00 248510.00 250090.00 250030.00 253000.00 248800.00 210.00 -130.00 -200.00 -290.00
2024-07-31 241600.00 249320.00 250360.00 237830.00 242800.00 249460.00 250630.00 238200.00 -1200.00 -140.00 -270.00 -370.00
2024-07-30 245780.00 244170.00 246800.00 241250.00 245800.00 244300.00 246950.00 241550.00 -20.00 -130.00 -150.00 -300.00
2024-07-29 247900.00 247320.00 250660.00 245860.00 247100.00 246940.00 250450.00 245680.00 800.00 380.00 210.00 180.00
2024-07-26 242030.00 247560.00 250690.00 242020.00 242320.00 247570.00 250580.00 242150.00 -290.00 -10.00 110.00 -130.00
2024-07-25 254000.00 241120.00 254000.00 240420.00 253140.00 241300.00 253880.00 240570.00 860.00 -180.00 120.00 -150.00
2024-07-24 244880.00 252690.00 254100.00 244280.00 245770.00 253140.00 254500.00 244500.00 -890.00 -450.00 -400.00 -220.00
2024-07-23 252850.00 247600.00 254430.00 246560.00 253070.00 248030.00 254980.00 247100.00 -220.00 -430.00 -550.00 -540.00
2024-07-22 256870.00 254950.00 261780.00 252520.00 256830.00 255390.00 262100.00 253060.00 40.00 -440.00 -320.00 -540.00
2024-07-19 261250.00 258690.00 264300.00 258650.00 262700.00 259160.00 264960.00 259100.00 -1450.00 -470.00 -660.00 -450.00
2024-07-18 274520.00 267080.00 275050.00 265130.00 274710.00 267550.00 275650.00 265720.00 -190.00 -470.00 -600.00 -590.00
2024-07-17 272670.00 273650.00 275200.00 270860.00 272420.00 274250.00 275860.00 271530.00 250.00 -600.00 -660.00 -670.00
2024-07-16 274380.00 273500.00 274590.00 271640.00 275050.00 274320.00 275280.00 272350.00 -670.00 -820.00 -690.00 -710.00
2024-07-15 275800.00 274140.00 276170.00 273030.00 275410.00 274700.00 276740.00 273600.00 390.00 -560.00 -570.00 -570.00
2024-07-12 283500.00 273820.00 284820.00 273580.00 285220.00 274590.00 285500.00 274280.00 -1720.00 -770.00 -680.00 -700.00
2024-07-11 279540.00 282910.00 284280.00 279500.00 280380.00 283520.00 284780.00 280160.00 -840.00 -610.00 -500.00 -660.00
2024-07-10 279460.00 277240.00 281290.00 276150.00 280060.00 277970.00 281890.00 276830.00 -600.00 -730.00 -600.00 -680.00
2024-07-09 276800.00 279980.00 280070.00 274750.00 277880.00 280480.00 280640.00 275530.00 -1080.00 -500.00 -570.00 -780.00
2024-07-08 276870.00 274760.00 282180.00 274600.00 277920.00 275560.00 282700.00 275350.00 -1050.00 -800.00 -520.00 -750.00
2024-07-05 275220.00 275340.00 277980.00 274050.00 276170.00 275940.00 278520.00 274660.00 -950.00 -600.00 -540.00 -610.00
2024-07-04 276800.00 274260.00 277780.00 273430.00 276790.00 274880.00 278380.00 274060.00 10.00 -620.00 -600.00 -630.00
2024-07-03 275980.00 274620.00 276000.00 271100.00 276190.00 275190.00 276600.00 271780.00 -210.00 -570.00 -600.00 -680.00
2024-07-02 275000.00 274080.00 276790.00 272100.00 276100.00 274730.00 277200.00 272800.00 -1100.00 -650.00 -410.00 -700.00
2024-07-01 274900.00 274030.00 275980.00 272560.00 275500.00 274610.00 276410.00 272950.00 -600.00 -580.00 -430.00 -390.00
2024-06-28 269410.00 274340.00 274570.00 267650.00 269000.00 274810.00 274980.00 268230.00 410.00 -470.00 -410.00 -580.00
2024-06-27 268000.00 267030.00 268650.00 264160.00 267910.00 267520.00 269180.00 264880.00 90.00 -490.00 -530.00 -720.00
2024-06-26 272160.00 267200.00 272460.00 261620.00 273590.00 267910.00 273590.00 262020.00 -1430.00 -710.00 -1130.00 -400.00
2024-06-25 272790.00 273140.00 275580.00 270900.00 272330.00 272250.00 274600.00 270200.00 460.00 890.00 980.00 700.00
2024-06-24 271200.00 273780.00 275100.00 270700.00 271740.00 272940.00 274140.00 269840.00 -540.00 840.00 960.00 860.00
2024-06-21 274800.00 271030.00 275850.00 270900.00 275150.00 271800.00 276800.00 271740.00 -350.00 -770.00 -950.00 -840.00
2024-06-20 269210.00 273400.00 274000.00 268500.00 270210.00 274300.00 279000.00 269270.00 -1000.00 -900.00 -5000.00 -770.00
2024-06-19 264930.00 269080.00 269170.00 263960.00 266240.00 269950.00 269950.00 264690.00 -1310.00 -870.00 -780.00 -730.00
2024-06-18 263500.00 265780.00 269800.00 263350.00 264490.00 266540.00 270330.00 264000.00 -990.00 -760.00 -530.00 -650.00
2024-06-17 269820.00 264900.00 270200.00 264580.00 270000.00 265320.00 270800.00 265130.00 -180.00 -420.00 -600.00 -550.00
2024-06-14 274000.00 271300.00 274700.00 268900.00 275500.00 272220.00 275600.00 269600.00 -1500.00 -920.00 -900.00 -700.00
2024-06-13 275100.00 273910.00 278420.00 270360.00 276600.00 274820.00 279390.00 271230.00 -1500.00 -910.00 -970.00 -870.00
2024-06-12 263490.00 272990.00 274150.00 263040.00 264090.00 273930.00 275140.00 264000.00 -600.00 -940.00 -990.00 -960.00
2024-06-11 265600.00 264050.00 267960.00 263010.00 264630.00 264950.00 268880.00 264000.00 970.00 -900.00 -920.00 -990.00
2024-06-07 264160.00 267580.00 268600.00 262680.00 265500.00 268500.00 269500.00 263520.00 -1340.00 -920.00 -900.00 -840.00
2024-06-06 259470.00 262900.00 264350.00 257380.00 260760.00 263690.00 265140.00 258200.00 -1290.00 -790.00 -790.00 -820.00
2024-06-05 265000.00 258440.00 266200.00 258300.00 265530.00 259240.00 267090.00 259220.00 -530.00 -800.00 -890.00 -920.00
2024-06-04 268910.00 267790.00 269800.00 264860.00 269980.00 268760.00 270500.00 265850.00 -1070.00 -970.00 -700.00 -990.00
2024-06-03 276990.00 266850.00 279440.00 265300.00 276900.00 267750.00 280240.00 266240.00 90.00 -900.00 -800.00 -940.00
2024-05-31 273690.00 274950.00 275860.00 271540.00 275190.00 275900.00 276900.00 272370.00 -1500.00 -950.00 -1040.00 -830.00
2024-05-30 280000.00 275190.00 282650.00 274550.00 281460.00 276160.00 283680.00 275710.00 -1460.00 -970.00 -1030.00 -1160.00
2024-05-29 278700.00 282060.00 282420.00 276700.00 277110.00 281020.00 281270.00 275580.00 1590.00 1040.00 1150.00 1120.00
2024-05-28 274490.00 277310.00 281940.00 273520.00 272030.00 276500.00 280840.00 272030.00 2460.00 810.00 1100.00 1490.00
2024-05-27 274470.00 272900.00 274990.00 270360.00 273970.00 271910.00 273970.00 269370.00 500.00 990.00 1020.00 990.00
2024-05-24 272430.00 273100.00 275100.00 268880.00 272500.00 274170.00 276100.00 269700.00 -70.00 -1070.00 -1000.00 -820.00
2024-05-23 274980.00 270300.00 277380.00 269350.00 276180.00 271280.00 278450.00 270300.00 -1200.00 -980.00 -1070.00 -950.00
2024-05-22 281500.00 277530.00 283590.00 274800.00 282000.00 278520.00 284580.00 275890.00 -500.00 -990.00 -990.00 -1090.00
2024-05-21 274960.00 279640.00 282690.00 271600.00 277350.00 280520.00 283780.00 273000.00 -2390.00 -880.00 -1090.00 -1400.00
2024-05-20 278710.00 277020.00 290520.00 275100.00 279130.00 278190.00 291370.00 276010.00 -420.00 -1170.00 -850.00 -910.00
2024-05-17 272520.00 276990.00 277880.00 271140.00 273760.00 278000.00 278800.00 272230.00 -1240.00 -1010.00 -920.00 -1090.00
2024-05-16 276200.00 273520.00 278660.00 269820.00 277560.00 274590.00 279900.00 270800.00 -1360.00 -1070.00 -1240.00 -980.00
2024-05-15 272210.00 277200.00 278190.00 270100.00 273000.00 278350.00 279390.00 271100.00 -790.00 -1150.00 -1200.00 -1000.00
2024-05-14 264950.00 273030.00 273860.00 264090.00 265030.00 274000.00 274810.00 265030.00 -80.00 -970.00 -950.00 -940.00
2024-05-13 266000.00 263260.00 266270.00 257430.00 267490.00 263990.00 267490.00 258490.00 -1490.00 -730.00 -1220.00 -1060.00
2024-05-10 260250.00 268050.00 268450.00 259500.00 260650.00 268760.00 269140.00 260280.00 -400.00 -710.00 -690.00 -780.00
2024-05-09 257800.00 259320.00 261690.00 257530.00 259030.00 260260.00 262200.00 258360.00 -1230.00 -940.00 -510.00 -830.00
2024-05-08 261200.00 257260.00 263680.00 256630.00 261420.00 258070.00 264580.00 257500.00 -220.00 -810.00 -900.00 -870.00
2024-05-07 262200.00 260480.00 266800.00 259800.00 263070.00 261390.00 267680.00 260810.00 -870.00 -910.00 -880.00 -1010.00
2024-05-06 257380.00 261900.00 262690.00 256580.00 258140.00 262730.00 263560.00 257300.00 -760.00 -830.00 -870.00 -720.00
2024-04-30 260000.00 260010.00 265300.00 258460.00 259500.00 260810.00 265880.00 259250.00 500.00 -800.00 -580.00 -790.00
2024-04-29 262800.00 259100.00 263000.00 256170.00 263180.00 259720.00 263750.00 256900.00 -380.00 -620.00 -750.00 -730.00
2024-04-26 265070.00 263170.00 265300.00 257660.00 266170.00 263980.00 266170.00 258220.00 -1100.00 -810.00 -870.00 -560.00
2024-04-25 254280.00 260010.00 260280.00 253410.00 255050.00 260350.00 260600.00 254050.00 -770.00 -340.00 -320.00 -640.00
2024-04-24 250000.00 256940.00 259980.00 248120.00 251800.00 257640.00 260440.00 248590.00 -1800.00 -700.00 -460.00 -470.00
2024-04-23 275110.00 254040.00 275220.00 252290.00 274370.00 253350.00 274370.00 251390.00 740.00 690.00 850.00 900.00
2024-04-22 275000.00 276010.00 286690.00 273430.00 275500.00 275190.00 285600.00 272500.00 -500.00 820.00 1090.00 930.00
2024-04-19 265630.00 272560.00 272820.00 262820.00 265600.00 271600.00 272060.00 261860.00 30.00 960.00 760.00 960.00
2024-04-18 256000.00 263220.00 263350.00 254100.00 257100.00 264340.00 264490.00 255000.00 -1100.00 -1120.00 -1140.00 -900.00
2024-04-17 253030.00 254680.00 255100.00 250560.00 253000.00 255800.00 255980.00 251380.00 30.00 -1120.00 -880.00 -820.00
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