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
2023-11-15 212870.00 213750.00 214660.00 212290.00 213500.00 213740.00 214640.00 212400.00 -630.00 10.00 20.00 -110.00
2023-11-14 214600.00 212800.00 216470.00 211500.00 214490.00 212820.00 216240.00 211530.00 110.00 -20.00 230.00 -30.00
2023-11-13 209780.00 215500.00 217160.00 207390.00 209000.00 215400.00 217000.00 207340.00 780.00 100.00 160.00 50.00
2023-11-10 209500.00 209240.00 211440.00 208460.00 209600.00 209200.00 211310.00 208440.00 -100.00 40.00 130.00 20.00
2023-11-09 210120.00 210440.00 211570.00 208860.00 210350.00 210100.00 211480.00 208800.00 -230.00 340.00 90.00 60.00
2023-11-08 207520.00 210490.00 212390.00 206870.00 207460.00 210520.00 212400.00 206920.00 60.00 -30.00 -10.00 -50.00
2023-11-07 208010.00 208270.00 209880.00 207530.00 207960.00 208190.00 209830.00 207550.00 50.00 80.00 50.00 -20.00
2023-11-06 207900.00 207000.00 208780.00 206400.00 208000.00 207100.00 208730.00 206500.00 -100.00 -100.00 50.00 -100.00
2023-11-03 206290.00 207670.00 208400.00 204040.00 206050.00 207660.00 208360.00 204100.00 240.00 10.00 40.00 -60.00
2023-11-02 205310.00 205650.00 206960.00 203880.00 204460.00 205660.00 206970.00 203800.00 850.00 -10.00 -10.00 80.00
2023-11-01 211000.00 203920.00 211250.00 203740.00 210700.00 203990.00 211010.00 203800.00 300.00 -70.00 240.00 -60.00
2023-10-31 215540.00 210980.00 215950.00 210350.00 215780.00 211040.00 215980.00 210390.00 -240.00 -60.00 -30.00 -40.00
2023-10-30 214200.00 215390.00 215500.00 213520.00 213270.00 215270.00 215400.00 213260.00 930.00 120.00 100.00 260.00
2023-10-27 213860.00 212720.00 214160.00 210000.00 213630.00 212710.00 213810.00 210100.00 230.00 10.00 350.00 -100.00
2023-10-26 215100.00 214160.00 216250.00 213060.00 216610.00 214240.00 216610.00 213250.00 -1510.00 -80.00 -360.00 -190.00
2023-10-25 214720.00 215550.00 217500.00 214680.00 215010.00 215800.00 217470.00 215000.00 -290.00 -250.00 30.00 -320.00
2023-10-24 213570.00 214420.00 214980.00 213050.00 213700.00 214480.00 214960.00 212900.00 -130.00 -60.00 20.00 150.00
2023-10-23 214890.00 214550.00 216390.00 213980.00 213970.00 214340.00 216180.00 213800.00 920.00 210.00 210.00 180.00
2023-10-20 216840.00 215470.00 218500.00 215400.00 216980.00 215330.00 218400.00 215250.00 -140.00 140.00 100.00 150.00
2023-10-19 218060.00 217540.00 219350.00 216760.00 219000.00 217440.00 219250.00 216650.00 -940.00 100.00 100.00 110.00
2023-10-18 216660.00 218060.00 220280.00 215630.00 216520.00 218050.00 220000.00 215500.00 140.00 10.00 280.00 130.00
2023-10-17 217500.00 217880.00 218800.00 216710.00 217850.00 217530.00 218600.00 216560.00 -350.00 350.00 200.00 150.00
2023-10-16 213870.00 218360.00 219140.00 213870.00 214000.00 218300.00 218930.00 213930.00 -130.00 60.00 210.00 -60.00
2023-10-13 213500.00 213840.00 214720.00 212050.00 213500.00 213830.00 214600.00 212090.00 0.00 10.00 120.00 -40.00
2023-10-12 211160.00 213490.00 213750.00 210630.00 211670.00 213400.00 213670.00 210610.00 -510.00 90.00 80.00 20.00
2023-10-11 209950.00 211790.00 212950.00 209070.00 210100.00 211770.00 212970.00 209130.00 -150.00 20.00 -20.00 -60.00
2023-10-10 214500.00 209720.00 215890.00 209440.00 214700.00 209810.00 215800.00 209460.00 -200.00 -90.00 90.00 -20.00
2023-10-09 212870.00 214180.00 215960.00 211600.00 214680.00 214050.00 216020.00 211760.00 -1810.00 130.00 -60.00 -160.00
2023-09-28 218780.00 217200.00 219200.00 216650.00 218940.00 217500.00 219180.00 216770.00 -160.00 -300.00 20.00 -120.00
2023-09-27 220710.00 217860.00 222990.00 217360.00 221350.00 217660.00 222800.00 217270.00 -640.00 200.00 190.00 90.00
2023-09-26 223220.00 220410.00 223260.00 219040.00 222160.00 220160.00 223040.00 219040.00 1060.00 250.00 220.00 0.00
2023-09-25 219500.00 222690.00 225700.00 219310.00 219870.00 222750.00 225640.00 219270.00 -370.00 -60.00 60.00 40.00
2023-09-22 219000.00 218790.00 219360.00 216050.00 218990.00 218870.00 219430.00 216210.00 10.00 -80.00 -70.00 -160.00
2023-09-21 221750.00 221300.00 222900.00 218100.00 221680.00 221510.00 222870.00 218220.00 70.00 -210.00 30.00 -120.00
2023-09-20 219750.00 221470.00 224800.00 219190.00 219190.00 221270.00 224500.00 219190.00 560.00 200.00 300.00 0.00
2023-09-19 221700.00 218540.00 222680.00 217750.00 221500.00 218590.00 222700.00 217810.00 200.00 -50.00 -20.00 -60.00
2023-09-18 218500.00 222540.00 223490.00 216630.00 218400.00 222640.00 223480.00 216640.00 100.00 -100.00 10.00 -10.00
2023-09-15 218210.00 218970.00 219800.00 217310.00 218950.00 219060.00 219760.00 217380.00 -740.00 -90.00 40.00 -70.00
2023-09-14 214590.00 218210.00 218600.00 214200.00 214140.00 218290.00 218520.00 214140.00 450.00 -80.00 80.00 60.00
2023-09-13 215320.00 213890.00 216450.00 213280.00 215800.00 213500.00 216490.00 213280.00 -480.00 390.00 -40.00 0.00
2023-09-12 217850.00 215600.00 219690.00 215500.00 217900.00 215780.00 219700.00 215550.00 -50.00 -180.00 -10.00 -50.00
2023-09-11 218600.00 217750.00 218840.00 213730.00 217990.00 217780.00 218880.00 213780.00 610.00 -30.00 -40.00 -50.00
2023-09-08 220850.00 218600.00 222480.00 218000.00 220350.00 218650.00 222340.00 217960.00 500.00 -50.00 140.00 40.00
2023-09-07 222940.00 221200.00 224110.00 219720.00 222140.00 221140.00 223900.00 219630.00 800.00 60.00 210.00 90.00
2023-09-06 222450.00 223060.00 223610.00 221040.00 222690.00 222990.00 223550.00 221030.00 -240.00 70.00 60.00 10.00
2023-09-05 216510.00 222090.00 223900.00 216470.00 216900.00 222120.00 223800.00 216180.00 -390.00 -30.00 100.00 290.00
2023-09-04 217880.00 217420.00 220910.00 215680.00 218190.00 217350.00 219920.00 215620.00 -310.00 70.00 990.00 60.00
2023-09-01 215600.00 216910.00 217660.00 213150.00 215500.00 216850.00 217490.00 213050.00 100.00 60.00 170.00 100.00
2023-08-31 213900.00 216420.00 216700.00 213300.00 214300.00 216300.00 216590.00 213370.00 -400.00 120.00 110.00 -70.00
2023-08-30 211570.00 213900.00 214800.00 211120.00 211300.00 213870.00 214630.00 211260.00 270.00 30.00 170.00 -140.00
2023-08-29 213010.00 211690.00 213630.00 210050.00 212400.00 211530.00 213400.00 210010.00 610.00 160.00 230.00 40.00
2023-08-28 215450.00 213010.00 217960.00 208000.00 215000.00 212760.00 217770.00 208080.00 450.00 250.00 190.00 -80.00
2023-08-25 216010.00 215450.00 217560.00 214800.00 215920.00 215160.00 217330.00 214720.00 90.00 290.00 230.00 80.00
2023-08-24 217500.00 216500.00 218880.00 216500.00 217500.00 217140.00 219000.00 216830.00 0.00 -640.00 -120.00 -330.00
2023-08-23 219600.00 217370.00 220580.00 217320.00 220590.00 217740.00 220870.00 217560.00 -990.00 -370.00 -290.00 -240.00
2023-08-22 215620.00 219280.00 220480.00 215000.00 215660.00 219530.00 220510.00 215360.00 -40.00 -250.00 -30.00 -360.00
2023-08-21 211800.00 215130.00 215900.00 211680.00 212120.00 215120.00 215980.00 211710.00 -320.00 10.00 -80.00 -30.00
2023-08-18 212240.00 211570.00 213800.00 211420.00 212830.00 211680.00 213800.00 211500.00 -590.00 -110.00 0.00 -80.00
2023-08-17 211000.00 211360.00 213300.00 209010.00 210770.00 211490.00 213390.00 209160.00 230.00 -130.00 -90.00 -150.00
2023-08-16 211280.00 210470.00 213810.00 210370.00 211300.00 210560.00 213960.00 210560.00 -20.00 -90.00 -150.00 -190.00
2023-08-15 213100.00 214240.00 215070.00 210840.00 213170.00 214440.00 215270.00 211060.00 -70.00 -200.00 -200.00 -220.00
2023-08-14 218000.00 215200.00 219840.00 215200.00 218040.00 215400.00 220080.00 215400.00 -40.00 -200.00 -240.00 -200.00
2023-08-11 224000.00 221710.00 224990.00 221140.00 223560.00 221940.00 225130.00 221300.00 440.00 -230.00 -140.00 -160.00
2023-08-10 224990.00 222830.00 226430.00 220430.00 225560.00 222900.00 226630.00 220750.00 -570.00 -70.00 -200.00 -320.00
2023-08-09 225000.00 226080.00 226500.00 223610.00 224900.00 226350.00 226630.00 224000.00 100.00 -270.00 -130.00 -390.00
2023-08-08 229200.00 226560.00 229950.00 226300.00 228890.00 226770.00 230100.00 226520.00 310.00 -210.00 -150.00 -220.00
2023-08-07 227280.00 228320.00 229270.00 224800.00 228000.00 228550.00 229450.00 225090.00 -720.00 -230.00 -180.00 -290.00
2023-08-04 229390.00 228400.00 231620.00 227340.00 230310.00 228610.00 231760.00 227520.00 -920.00 -210.00 -140.00 -180.00
2023-08-03 226300.00 229920.00 234660.00 225050.00 226500.00 230050.00 234800.00 225290.00 -200.00 -130.00 -140.00 -240.00
2023-08-02 226800.00 227800.00 228520.00 225600.00 226040.00 228120.00 228720.00 226000.00 760.00 -320.00 -200.00 -400.00
2023-08-01 234020.00 227510.00 235000.00 224180.00 234020.00 227530.00 235010.00 224340.00 0.00 -20.00 -10.00 -160.00
2023-07-31 234080.00 233200.00 235750.00 232130.00 233020.00 233350.00 235860.00 232370.00 1060.00 -150.00 -110.00 -240.00
2023-07-28 235810.00 233660.00 236960.00 231470.00 235560.00 233320.00 236670.00 231210.00 250.00 340.00 290.00 260.00
2023-07-27 234800.00 235810.00 243580.00 233370.00 234190.00 235330.00 243180.00 232280.00 610.00 480.00 400.00 1090.00
2023-07-26 233740.00 233520.00 235680.00 231730.00 233700.00 233730.00 235950.00 232040.00 40.00 -210.00 -270.00 -310.00
2023-07-25 231050.00 234080.00 235980.00 231050.00 231970.00 234410.00 236350.00 231300.00 -920.00 -330.00 -370.00 -250.00
2023-07-24 233600.00 231050.00 234790.00 229880.00 232800.00 231360.00 234820.00 230180.00 800.00 -310.00 -30.00 -300.00
2023-07-21 235980.00 234090.00 236500.00 230870.00 236300.00 234290.00 236720.00 231210.00 -320.00 -200.00 -220.00 -340.00
2023-07-20 230660.00 235360.00 237460.00 228420.00 231490.00 235530.00 237500.00 228820.00 -830.00 -170.00 -40.00 -400.00
2023-07-19 232000.00 232420.00 234750.00 230640.00 231500.00 232600.00 234900.00 230950.00 500.00 -180.00 -150.00 -310.00
2023-07-18 230770.00 232250.00 232780.00 228570.00 231000.00 232410.00 232880.00 228670.00 -230.00 -160.00 -100.00 -100.00
2023-07-17 235050.00 230290.00 237940.00 229580.00 233240.00 230400.00 238000.00 229670.00 1810.00 -110.00 -60.00 -90.00
2023-07-14 234840.00 232010.00 235800.00 231030.00 234910.00 232150.00 235920.00 231060.00 -70.00 -140.00 -120.00 -30.00
2023-07-13 232610.00 233900.00 240280.00 232200.00 232300.00 234070.00 240000.00 232110.00 310.00 -170.00 280.00 90.00
2023-07-12 230950.00 231750.00 233450.00 229080.00 230140.00 231740.00 233400.00 229560.00 810.00 10.00 50.00 -480.00
2023-07-11 230020.00 231490.00 232200.00 227600.00 230310.00 231510.00 232250.00 227760.00 -290.00 -20.00 -50.00 -160.00
2023-07-10 232740.00 229970.00 235390.00 228560.00 232160.00 229990.00 235440.00 228790.00 580.00 -20.00 -50.00 -230.00
2023-07-07 234490.00 232740.00 236500.00 232240.00 235130.00 232860.00 236490.00 232200.00 -640.00 -120.00 10.00 40.00
2023-07-06 224710.00 233490.00 236000.00 224710.00 224890.00 233600.00 236080.00 224890.00 -180.00 -110.00 -80.00 -180.00
2023-07-05 223500.00 224510.00 226990.00 222560.00 223910.00 224660.00 227000.00 222670.00 -410.00 -150.00 -10.00 -110.00
2023-07-04 223730.00 224710.00 226880.00 223210.00 223960.00 224810.00 226900.00 223310.00 -230.00 -100.00 -20.00 -100.00
2023-07-03 219580.00 223720.00 227280.00 218640.00 220740.00 223790.00 227360.00 218770.00 -1160.00 -70.00 -80.00 -130.00
2023-06-30 212330.00 219700.00 221000.00 211530.00 212500.00 219890.00 221000.00 211610.00 -170.00 -190.00 0.00 -80.00
2023-06-29 212130.00 213770.00 214220.00 210130.00 212230.00 213500.00 213870.00 210000.00 -100.00 270.00 350.00 130.00
2023-06-28 211360.00 213530.00 215380.00 211360.00 211500.00 213250.00 215220.00 210960.00 -140.00 280.00 160.00 400.00
2023-06-27 212750.00 212680.00 213480.00 208860.00 210360.00 212800.00 213440.00 208880.00 2390.00 -120.00 40.00 -20.00
2023-06-26 216800.00 213330.00 217540.00 211820.00 216700.00 213180.00 217470.00 211820.00 100.00 150.00 70.00 0.00
2023-06-21 218020.00 218490.00 219970.00 216330.00 217650.00 218840.00 220340.00 216530.00 370.00 -350.00 -370.00 -200.00
2023-06-20 217190.00 217770.00 218450.00 215680.00 217120.00 217970.00 218800.00 216020.00 70.00 -200.00 -350.00 -340.00
2023-06-19 218990.00 215450.00 219650.00 213900.00 219810.00 215660.00 220000.00 214170.00 -820.00 -210.00 -350.00 -270.00
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