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
2024-04-16 258390.00 253620.00 262470.00 252500.00 259710.00 254500.00 263180.00 253380.00 -1320.00 -880.00 -710.00 -880.00
2024-04-15 255140.00 258940.00 260990.00 249470.00 255800.00 259710.00 261850.00 250280.00 -660.00 -770.00 -860.00 -810.00
2024-04-12 248500.00 254410.00 255740.00 243540.00 248130.00 255200.00 256600.00 244220.00 370.00 -790.00 -860.00 -680.00
2024-04-11 253730.00 248080.00 253990.00 244410.00 254300.00 249070.00 254500.00 245050.00 -570.00 -990.00 -510.00 -640.00
2024-04-10 241660.00 252210.00 252410.00 241500.00 241750.00 252980.00 253080.00 241750.00 -90.00 -770.00 -670.00 -250.00
2024-04-09 235470.00 237820.00 239900.00 235360.00 237000.00 238450.00 240500.00 236040.00 -1530.00 -630.00 -600.00 -680.00
2024-04-08 230500.00 234610.00 236100.00 228420.00 230580.00 235240.00 236800.00 229060.00 -80.00 -630.00 -700.00 -640.00
2024-04-03 228640.00 227900.00 229310.00 226660.00 229580.00 228600.00 229880.00 227390.00 -940.00 -700.00 -570.00 -730.00
2024-04-02 225860.00 227850.00 228800.00 225860.00 226900.00 228490.00 229490.00 226700.00 -1040.00 -640.00 -690.00 -840.00
2024-04-01 227300.00 226540.00 227980.00 224650.00 227810.00 227210.00 228580.00 225500.00 -510.00 -670.00 -600.00 -850.00
2024-03-29 224010.00 228100.00 229780.00 222560.00 224780.00 228710.00 230200.00 223150.00 -770.00 -610.00 -420.00 -590.00
2024-03-28 223000.00 223400.00 224700.00 222220.00 223820.00 223970.00 225260.00 222800.00 -820.00 -570.00 -560.00 -580.00
2024-03-27 223450.00 223940.00 224680.00 222370.00 223100.00 224500.00 225150.00 222950.00 350.00 -560.00 -470.00 -580.00
2024-03-26 225670.00 222100.00 225900.00 221620.00 225000.00 221780.00 225400.00 221100.00 670.00 320.00 500.00 520.00
2024-03-25 226950.00 226100.00 228260.00 225700.00 226510.00 225480.00 227590.00 225110.00 440.00 620.00 670.00 590.00
2024-03-22 229300.00 226940.00 230420.00 225250.00 229000.00 226290.00 229750.00 224640.00 300.00 650.00 670.00 610.00
2024-03-21 223800.00 229460.00 229600.00 223360.00 223600.00 228830.00 228870.00 222710.00 200.00 630.00 730.00 650.00
2024-03-20 225690.00 224430.00 225990.00 223560.00 225720.00 225080.00 226590.00 224050.00 -30.00 -650.00 -600.00 -490.00
2024-03-19 229130.00 228060.00 232980.00 226120.00 228920.00 228550.00 233690.00 226640.00 210.00 -490.00 -710.00 -520.00
2024-03-18 225980.00 228330.00 230900.00 224950.00 226300.00 228900.00 231570.00 225610.00 -320.00 -570.00 -670.00 -660.00
2024-03-15 224000.00 225700.00 226500.00 222120.00 224750.00 226300.00 227140.00 222620.00 -750.00 -600.00 -640.00 -500.00
2024-03-14 221000.00 224160.00 226460.00 220750.00 221130.00 224740.00 226960.00 221130.00 -130.00 -580.00 -500.00 -380.00
2024-03-13 220200.00 219980.00 220990.00 218270.00 221000.00 220380.00 221400.00 218630.00 -800.00 -400.00 -410.00 -360.00
2024-03-12 219900.00 219490.00 221750.00 219020.00 220300.00 219950.00 222050.00 219420.00 -400.00 -460.00 -300.00 -400.00
2024-03-11 222500.00 219790.00 222650.00 219300.00 222680.00 220120.00 222940.00 219700.00 -180.00 -330.00 -290.00 -400.00
2024-03-08 223500.00 222640.00 223600.00 221220.00 223670.00 223000.00 223850.00 221510.00 -170.00 -360.00 -250.00 -290.00
2024-03-07 220990.00 221330.00 223400.00 220200.00 221500.00 221770.00 223660.00 220530.00 -510.00 -440.00 -260.00 -330.00
2024-03-06 219300.00 219910.00 220190.00 217610.00 219500.00 220240.00 220540.00 218010.00 -200.00 -330.00 -350.00 -400.00
2024-03-05 220760.00 218980.00 220980.00 218170.00 220500.00 219370.00 221150.00 218530.00 260.00 -390.00 -170.00 -360.00
2024-03-04 217730.00 218880.00 219840.00 217030.00 217880.00 219230.00 220060.00 217420.00 -150.00 -350.00 -220.00 -390.00
2024-03-01 218700.00 217990.00 218890.00 216420.00 219580.00 218240.00 219580.00 216810.00 -880.00 -250.00 -690.00 -390.00
2024-02-29 216980.00 218890.00 219460.00 216290.00 216560.00 219200.00 219690.00 216560.00 420.00 -310.00 -230.00 -270.00
2024-02-28 215830.00 216070.00 218930.00 215240.00 215830.00 215730.00 218450.00 214760.00 0.00 340.00 480.00 480.00
2024-02-27 214760.00 216610.00 217430.00 214300.00 215630.00 216310.00 216960.00 214000.00 -870.00 300.00 470.00 300.00
2024-02-26 217350.00 215420.00 217850.00 214920.00 218060.00 215740.00 218140.00 215300.00 -710.00 -320.00 -290.00 -380.00
2024-02-23 217790.00 216640.00 217840.00 213690.00 217200.00 217020.00 218130.00 214050.00 590.00 -380.00 -290.00 -360.00
2024-02-22 216500.00 217920.00 218330.00 215700.00 218000.00 218180.00 218650.00 216020.00 -1500.00 -260.00 -320.00 -320.00
2024-02-21 217800.00 218540.00 219680.00 216700.00 218000.00 218840.00 219990.00 217010.00 -200.00 -300.00 -310.00 -310.00
2024-02-20 218600.00 216960.00 218950.00 216360.00 219100.00 217200.00 219100.00 216740.00 -500.00 -240.00 -150.00 -380.00
2024-02-19 222260.00 217490.00 222600.00 216730.00 221200.00 217720.00 223300.00 217040.00 1060.00 -230.00 -700.00 -310.00
2024-02-08 211570.00 217430.00 218220.00 211000.00 211210.00 217690.00 218570.00 211210.00 360.00 -260.00 -350.00 -210.00
2024-02-07 209200.00 210090.00 210300.00 208550.00 209310.00 210400.00 210610.00 208910.00 -110.00 -310.00 -310.00 -360.00
2024-02-06 209250.00 208470.00 209860.00 206820.00 209850.00 208860.00 210490.00 207200.00 -600.00 -390.00 -630.00 -380.00
2024-02-05 214310.00 210310.00 214780.00 210030.00 214500.00 210670.00 215060.00 210420.00 -190.00 -360.00 -280.00 -390.00
2024-02-02 215880.00 214010.00 216570.00 213670.00 216810.00 214330.00 216810.00 214010.00 -930.00 -320.00 -240.00 -340.00
2024-02-01 220110.00 216530.00 220380.00 216300.00 219100.00 216720.00 220380.00 216520.00 1010.00 -190.00 0.00 -220.00
2024-01-31 218790.00 218490.00 219330.00 217140.00 219090.00 218560.00 219380.00 217300.00 -300.00 -70.00 -50.00 -160.00
2024-01-30 222330.00 219060.00 222330.00 218500.00 221990.00 218690.00 222130.00 218130.00 340.00 370.00 200.00 370.00
2024-01-29 221700.00 221680.00 222400.00 219790.00 221230.00 221200.00 221950.00 219370.00 470.00 480.00 450.00 420.00
2024-01-26 221600.00 221700.00 225150.00 221100.00 220960.00 221170.00 224900.00 220750.00 640.00 530.00 250.00 350.00
2024-01-25 221000.00 220590.00 221560.00 219220.00 220440.00 220150.00 221120.00 218880.00 560.00 440.00 440.00 340.00
2024-01-24 218080.00 219230.00 219990.00 217290.00 218200.00 218880.00 219600.00 216500.00 -120.00 350.00 390.00 790.00
2024-01-23 214380.00 217990.00 219330.00 213690.00 213720.00 218300.00 219650.00 213720.00 660.00 -310.00 -320.00 -30.00
2024-01-22 214800.00 213310.00 215500.00 212800.00 215000.00 213520.00 215500.00 212900.00 -200.00 -210.00 0.00 -100.00
2024-01-19 213140.00 214230.00 214780.00 211910.00 213650.00 214340.00 214880.00 212000.00 -510.00 -110.00 -100.00 -90.00
2024-01-18 212980.00 213060.00 214500.00 212030.00 213300.00 213120.00 214480.00 212100.00 -320.00 -60.00 20.00 -70.00
2024-01-17 210320.00 212980.00 214760.00 210030.00 210000.00 213000.00 214800.00 210000.00 320.00 -20.00 -40.00 30.00
2024-01-16 208540.00 210100.00 210190.00 208040.00 209500.00 210000.00 210220.00 208180.00 -960.00 100.00 -30.00 -140.00
2024-01-15 206450.00 209460.00 210920.00 206020.00 206280.00 209560.00 210830.00 206010.00 170.00 -100.00 90.00 10.00
2024-01-12 206600.00 206750.00 207370.00 205550.00 207810.00 206810.00 207810.00 205630.00 -1210.00 -60.00 -440.00 -80.00
2024-01-11 203850.00 207250.00 207840.00 203790.00 204000.00 207280.00 207870.00 203820.00 -150.00 -30.00 -30.00 -30.00
2024-01-10 205490.00 204020.00 205500.00 203500.00 204500.00 204000.00 205320.00 203550.00 990.00 20.00 180.00 -50.00
2024-01-09 204900.00 203820.00 205800.00 203190.00 205200.00 203970.00 205870.00 203230.00 -300.00 -150.00 -70.00 -40.00
2024-01-08 205970.00 204900.00 207440.00 204420.00 206250.00 205010.00 207670.00 204500.00 -280.00 -110.00 -230.00 -80.00
2024-01-05 210400.00 207210.00 211200.00 207160.00 210910.00 207450.00 211300.00 207360.00 -510.00 -240.00 -100.00 -200.00
2024-01-04 211200.00 211490.00 213340.00 210300.00 210640.00 211550.00 213420.00 210470.00 560.00 -60.00 -80.00 -170.00
2024-01-03 210310.00 210820.00 211400.00 209410.00 210770.00 210940.00 211500.00 209670.00 -460.00 -120.00 -100.00 -260.00
2024-01-02 211000.00 210700.00 211460.00 208230.00 210930.00 210980.00 211490.00 208420.00 70.00 -280.00 -30.00 -190.00
2023-12-29 212500.00 212100.00 212810.00 210620.00 213000.00 212230.00 213000.00 210730.00 -500.00 -130.00 -190.00 -110.00
2023-12-28 213900.00 212980.00 216680.00 212600.00 213870.00 213080.00 216690.00 212750.00 30.00 -100.00 -10.00 -150.00
2023-12-27 209800.00 213910.00 214650.00 208680.00 208180.00 214030.00 214690.00 208180.00 1620.00 -120.00 -40.00 500.00
2023-12-26 208300.00 208780.00 209000.00 207520.00 208300.00 208700.00 209100.00 207590.00 0.00 80.00 -100.00 -70.00
2023-12-25 209000.00 209440.00 209860.00 206610.00 210570.00 209080.00 210570.00 206520.00 -1570.00 360.00 -710.00 90.00
2023-12-22 207940.00 210090.00 213730.00 207680.00 209070.00 209590.00 213370.00 207600.00 -1130.00 500.00 360.00 80.00
2023-12-21 208530.00 209240.00 209980.00 207050.00 207580.00 209070.00 209800.00 207000.00 950.00 170.00 180.00 50.00
2023-12-20 210030.00 207880.00 210860.00 207530.00 209880.00 207870.00 210910.00 207510.00 150.00 10.00 -50.00 20.00
2023-12-19 207820.00 210000.00 210000.00 205560.00 207430.00 209900.00 209990.00 205500.00 390.00 100.00 10.00 60.00
2023-12-18 208800.00 208580.00 209180.00 206500.00 209000.00 208500.00 209390.00 206500.00 -200.00 80.00 -210.00 0.00
2023-12-15 211530.00 207770.00 212000.00 207230.00 211100.00 207730.00 211970.00 207270.00 430.00 40.00 30.00 -40.00
2023-12-14 207490.00 209100.00 210000.00 207010.00 207710.00 209020.00 209890.00 206910.00 -220.00 80.00 110.00 100.00
2023-12-13 208000.00 206630.00 210330.00 205800.00 208050.00 206580.00 210110.00 205700.00 -50.00 50.00 220.00 100.00
2023-12-12 205800.00 206980.00 208500.00 204600.00 206290.00 206910.00 208470.00 204590.00 -490.00 70.00 30.00 10.00
2023-12-11 208000.00 206510.00 208480.00 205140.00 207830.00 206440.00 208500.00 205180.00 170.00 70.00 -20.00 -40.00
2023-12-08 207860.00 207050.00 210000.00 205500.00 207900.00 207210.00 209950.00 205560.00 -40.00 -160.00 50.00 -60.00
2023-12-07 206000.00 208660.00 208830.00 205380.00 206280.00 208650.00 208770.00 205340.00 -280.00 10.00 60.00 40.00
2023-12-06 199500.00 206150.00 206500.00 197680.00 199760.00 206150.00 206500.00 197800.00 -260.00 0.00 0.00 -120.00
2023-12-05 199900.00 198660.00 203150.00 198000.00 199080.00 198930.00 203160.00 198150.00 820.00 -270.00 -10.00 -150.00
2023-12-04 198860.00 199470.00 201980.00 198000.00 198590.00 199690.00 202010.00 198070.00 270.00 -220.00 -30.00 -70.00
2023-12-01 193600.00 198200.00 199440.00 192240.00 194300.00 198200.00 199600.00 192400.00 -700.00 0.00 -160.00 -160.00
2023-11-30 196060.00 195550.00 197250.00 194560.00 195500.00 195710.00 197290.00 194640.00 560.00 -160.00 -40.00 -80.00
2023-11-29 194980.00 195680.00 197440.00 194050.00 195100.00 195800.00 197490.00 194280.00 -120.00 -120.00 -50.00 -230.00
2023-11-28 199380.00 195730.00 199610.00 191170.00 199240.00 195690.00 199570.00 191100.00 140.00 40.00 40.00 70.00
2023-11-27 200800.00 198790.00 203800.00 197800.00 200070.00 198700.00 203950.00 197840.00 730.00 90.00 -150.00 -40.00
2023-11-24 202500.00 199630.00 203760.00 199330.00 203080.00 199960.00 204000.00 199500.00 -580.00 -330.00 -240.00 -170.00
2023-11-23 207200.00 202070.00 207360.00 200600.00 207120.00 201630.00 207340.00 200450.00 80.00 440.00 20.00 150.00
2023-11-22 207510.00 206150.00 209180.00 205150.00 206820.00 206190.00 209100.00 205040.00 690.00 -40.00 80.00 110.00
2023-11-21 209010.00 207320.00 209800.00 206800.00 209050.00 207220.00 209800.00 206740.00 -40.00 100.00 0.00 60.00
2023-11-20 213000.00 208810.00 213500.00 208100.00 213100.00 208860.00 213370.00 208100.00 -100.00 -50.00 130.00 0.00
2023-11-17 214300.00 213820.00 214700.00 211880.00 213790.00 213800.00 214500.00 211860.00 510.00 20.00 200.00 20.00
2023-11-16 214220.00 214000.00 214800.00 212640.00 214500.00 214100.00 214800.00 212700.00 -280.00 -100.00 0.00 -60.00
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