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
2023-06-16 217500.00 220240.00 221320.00 216610.00 217510.00 220430.00 221600.00 216850.00 -10.00 -190.00 -280.00 -240.00
2023-06-15 213300.00 214120.00 218780.00 212600.00 212690.00 214400.00 218850.00 212690.00 610.00 -280.00 -70.00 -90.00
2023-06-14 212330.00 211570.00 213500.00 208630.00 212570.00 211800.00 213450.00 208890.00 -240.00 -230.00 50.00 -260.00
2023-06-13 209770.00 210700.00 211000.00 208280.00 209800.00 210900.00 211100.00 208400.00 -30.00 -200.00 -100.00 -120.00
2023-06-12 214500.00 209310.00 216300.00 208030.00 215200.00 209390.00 216340.00 208090.00 -700.00 -80.00 -40.00 -60.00
2023-06-09 207800.00 214860.00 215200.00 207170.00 207250.00 214960.00 215190.00 207250.00 550.00 -100.00 10.00 -80.00
2023-06-08 208490.00 206410.00 209590.00 205600.00 209060.00 206600.00 209720.00 205750.00 -570.00 -190.00 -130.00 -150.00
2023-06-07 208690.00 208500.00 211140.00 207810.00 208100.00 208520.00 211270.00 207910.00 590.00 -20.00 -130.00 -100.00
2023-06-06 208250.00 207840.00 210200.00 207420.00 208190.00 207770.00 210230.00 207450.00 60.00 70.00 -30.00 -30.00
2023-06-05 211150.00 207050.00 212470.00 206000.00 210930.00 207190.00 212430.00 206010.00 220.00 -140.00 40.00 -10.00
2023-06-02 207950.00 210520.00 211750.00 207200.00 208200.00 210630.00 211860.00 207300.00 -250.00 -110.00 -110.00 -100.00
2023-06-01 205650.00 209200.00 209560.00 203600.00 205940.00 209290.00 209690.00 203700.00 -290.00 -90.00 -130.00 -100.00
2023-05-31 209610.00 206450.00 209880.00 205200.00 209400.00 206460.00 209680.00 205310.00 210.00 -10.00 200.00 -110.00
2023-05-30 207300.00 208900.00 212980.00 206220.00 208360.00 209000.00 212900.00 206380.00 -1060.00 -100.00 80.00 -160.00
2023-05-29 201600.00 208210.00 208470.00 199100.00 202240.00 208220.00 208470.00 199140.00 -640.00 -10.00 0.00 -40.00
2023-05-26 200200.00 201240.00 201950.00 197640.00 200210.00 201540.00 202000.00 197530.00 -10.00 -300.00 -50.00 110.00
2023-05-25 195510.00 199050.00 200150.00 193740.00 196690.00 199170.00 199990.00 193600.00 -1180.00 -120.00 160.00 140.00
2023-05-24 192820.00 197200.00 197700.00 192030.00 192000.00 197030.00 197680.00 192000.00 820.00 170.00 20.00 30.00
2023-05-23 196390.00 192940.00 198800.00 192540.00 195600.00 192960.00 198800.00 192750.00 790.00 -20.00 0.00 -210.00
2023-05-22 201800.00 197450.00 203440.00 195500.00 201500.00 197490.00 203330.00 195660.00 300.00 -40.00 110.00 -160.00
2023-05-19 200500.00 200570.00 200800.00 194700.00 200000.00 200690.00 200710.00 194870.00 500.00 -120.00 90.00 -170.00
2023-05-18 200500.00 200860.00 202300.00 197070.00 200520.00 200980.00 202390.00 197100.00 -20.00 -120.00 -90.00 -30.00
2023-05-17 196860.00 199370.00 199400.00 194290.00 196990.00 199390.00 199410.00 194350.00 -130.00 -20.00 -10.00 -60.00
2023-05-16 202000.00 198110.00 202870.00 196100.00 201360.00 198070.00 202900.00 196200.00 640.00 40.00 -30.00 -100.00
2023-05-15 197730.00 199560.00 202380.00 196300.00 197860.00 199700.00 202410.00 196400.00 -130.00 -140.00 -30.00 -100.00
2023-05-12 206000.00 197130.00 206000.00 197010.00 205600.00 197070.00 205810.00 197070.00 400.00 60.00 190.00 -60.00
2023-05-11 206700.00 206600.00 208990.00 202580.00 206940.00 206730.00 208900.00 203040.00 -240.00 -130.00 90.00 -460.00
2023-05-10 207400.00 207530.00 209430.00 205010.00 207620.00 207640.00 209480.00 205220.00 -220.00 -110.00 -50.00 -210.00
2023-05-09 210610.00 208040.00 215300.00 207500.00 210230.00 208250.00 215380.00 207660.00 380.00 -210.00 -80.00 -160.00
2023-05-08 206750.00 209730.00 209920.00 205500.00 208130.00 209570.00 209980.00 205650.00 -1380.00 160.00 -60.00 -150.00
2023-05-05 212000.00 208830.00 212210.00 203320.00 210990.00 208770.00 212210.00 203600.00 1010.00 60.00 0.00 -280.00
2023-05-04 212010.00 211000.00 214280.00 205000.00 213110.00 211060.00 214260.00 205200.00 -1100.00 -60.00 20.00 -200.00
2023-04-28 207010.00 212380.00 212950.00 205880.00 206670.00 212390.00 212980.00 206000.00 340.00 -10.00 -30.00 -120.00
2023-04-27 207860.00 206050.00 211760.00 205200.00 207470.00 206250.00 211660.00 205350.00 390.00 -200.00 100.00 -150.00
2023-04-26 210120.00 208090.00 211000.00 203940.00 211580.00 207920.00 211580.00 204080.00 -1460.00 170.00 -580.00 -140.00
2023-04-25 212130.00 212490.00 215200.00 209630.00 212060.00 212390.00 215220.00 209700.00 70.00 100.00 -20.00 -70.00
2023-04-24 214610.00 211670.00 216620.00 210100.00 215050.00 211750.00 216880.00 210210.00 -440.00 -80.00 -260.00 -110.00
2023-04-21 218500.00 212550.00 220200.00 210450.00 219500.00 212600.00 220360.00 210560.00 -1000.00 -50.00 -160.00 -110.00
2023-04-20 215450.00 219490.00 222220.00 214500.00 215510.00 219520.00 221910.00 214510.00 -60.00 -30.00 310.00 -10.00
2023-04-19 222000.00 219030.00 224920.00 215600.00 222560.00 219040.00 224740.00 215600.00 -560.00 -10.00 180.00 0.00
2023-04-18 219450.00 222700.00 229490.00 218040.00 219430.00 222560.00 229220.00 218000.00 20.00 140.00 270.00 40.00
2023-04-17 197900.00 218700.00 218700.00 197900.00 198000.00 218600.00 218600.00 197910.00 -100.00 100.00 100.00 -10.00
2023-04-14 195010.00 197880.00 198160.00 192850.00 194190.00 197810.00 198000.00 192690.00 820.00 70.00 160.00 160.00
2023-04-13 191500.00 192260.00 194460.00 191400.00 191990.00 192090.00 194300.00 191200.00 -490.00 170.00 160.00 200.00
2023-04-12 192000.00 190770.00 192360.00 189080.00 190560.00 190560.00 192110.00 188820.00 1440.00 210.00 250.00 260.00
2023-04-11 191570.00 190730.00 192550.00 188000.00 190180.00 190560.00 192380.00 187880.00 1390.00 170.00 170.00 120.00
2023-04-10 194350.00 191260.00 195960.00 190420.00 196180.00 191000.00 196180.00 190330.00 -1830.00 260.00 -220.00 90.00
2023-04-07 196500.00 196700.00 198240.00 195000.00 195800.00 196600.00 197980.00 194840.00 700.00 100.00 260.00 160.00
2023-04-06 199000.00 194860.00 202000.00 194570.00 200000.00 194630.00 201750.00 194370.00 -1000.00 230.00 250.00 200.00
2023-04-04 206200.00 203880.00 208170.00 202530.00 205500.00 203680.00 207900.00 202360.00 700.00 200.00 270.00 170.00
2023-04-03 207620.00 205040.00 208290.00 203530.00 208000.00 204920.00 208100.00 203420.00 -380.00 120.00 190.00 110.00
2023-03-31 205500.00 208520.00 209970.00 205270.00 206080.00 208350.00 209740.00 205740.00 -580.00 170.00 230.00 -470.00
2023-03-30 207640.00 207050.00 208430.00 203420.00 208660.00 207230.00 208660.00 203620.00 -1020.00 -180.00 -230.00 -200.00
2023-03-29 205960.00 205980.00 208580.00 204690.00 205800.00 205990.00 208370.00 204420.00 160.00 -10.00 210.00 270.00
2023-03-28 203610.00 204920.00 206430.00 203010.00 203250.00 204400.00 205700.00 202330.00 360.00 520.00 730.00 680.00
2023-03-27 198600.00 201660.00 202990.00 197500.00 198000.00 201250.00 202620.00 197160.00 600.00 410.00 370.00 340.00
2023-03-24 190270.00 199600.00 200660.00 188350.00 188900.00 199430.00 200380.00 188060.00 1370.00 170.00 280.00 290.00
2023-03-23 190260.00 187700.00 190950.00 186500.00 189600.00 187480.00 190260.00 186310.00 660.00 220.00 690.00 190.00
2023-03-22 186960.00 189130.00 189400.00 184830.00 187200.00 188770.00 189130.00 184660.00 -240.00 360.00 270.00 170.00
2023-03-21 186120.00 184890.00 187580.00 183220.00 184670.00 184700.00 187250.00 183010.00 1450.00 190.00 330.00 210.00
2023-03-20 183160.00 183900.00 187960.00 182680.00 182780.00 183310.00 187790.00 182500.00 380.00 590.00 170.00 180.00
2023-03-17 178550.00 183520.00 184930.00 177800.00 178500.00 183330.00 184770.00 177700.00 50.00 190.00 160.00 100.00
2023-03-16 184570.00 178140.00 186900.00 177500.00 184470.00 178060.00 186860.00 177550.00 100.00 80.00 40.00 -50.00
2023-03-15 185110.00 186300.00 188440.00 185110.00 185110.00 186250.00 188300.00 185110.00 0.00 50.00 140.00 0.00
2023-03-14 187000.00 184000.00 188610.00 183200.00 187300.00 184180.00 188880.00 183610.00 -300.00 -180.00 -270.00 -410.00
2023-03-13 185900.00 188880.00 189930.00 184020.00 186300.00 188830.00 189870.00 184120.00 -400.00 50.00 60.00 -100.00
2023-03-10 191500.00 186950.00 193380.00 185230.00 191620.00 186900.00 193380.00 185700.00 -120.00 50.00 0.00 -470.00
2023-03-09 195500.00 192910.00 196580.00 191800.00 195500.00 193010.00 196530.00 192010.00 0.00 -100.00 50.00 -210.00
2023-03-08 199030.00 197140.00 199940.00 196710.00 198680.00 197110.00 199870.00 196770.00 350.00 30.00 70.00 -60.00
2023-03-07 199330.00 199030.00 200750.00 197930.00 199190.00 199010.00 200750.00 197940.00 140.00 20.00 0.00 -10.00
2023-03-06 198310.00 199650.00 202000.00 196510.00 198370.00 199700.00 201900.00 196600.00 -60.00 -50.00 100.00 -90.00
2023-03-03 203200.00 199500.00 203210.00 197330.00 203500.00 199490.00 203500.00 197400.00 -300.00 10.00 -290.00 -70.00
2023-03-02 210050.00 204810.00 211590.00 203630.00 210510.00 204700.00 211620.00 203640.00 -460.00 110.00 -30.00 -10.00
2023-03-01 208570.00 209820.00 209890.00 203300.00 208960.00 209500.00 209500.00 203120.00 -390.00 320.00 390.00 180.00
2023-02-28 208100.00 209230.00 211770.00 207650.00 209900.00 208960.00 212000.00 207860.00 -1800.00 270.00 -230.00 -210.00
2023-02-27 211780.00 207560.00 214130.00 206680.00 209560.00 206990.00 213510.00 206100.00 2220.00 570.00 620.00 580.00
2023-02-24 215980.00 212430.00 216060.00 209220.00 216080.00 212240.00 216090.00 209070.00 -100.00 190.00 -30.00 150.00
2023-02-23 219650.00 216750.00 220440.00 215400.00 218100.00 216750.00 220200.00 215330.00 1550.00 0.00 240.00 70.00
2023-02-22 217830.00 219000.00 222690.00 217830.00 218000.00 218900.00 222700.00 217970.00 -170.00 100.00 -10.00 -140.00
2023-02-21 212390.00 217750.00 217960.00 212000.00 211990.00 217890.00 217900.00 211990.00 400.00 -140.00 60.00 10.00
2023-02-20 211060.00 211820.00 212120.00 205280.00 211350.00 211640.00 211970.00 205200.00 -290.00 180.00 150.00 80.00
2023-02-17 214180.00 212320.00 216500.00 211410.00 214050.00 212130.00 216230.00 211350.00 130.00 190.00 270.00 60.00
2023-02-16 210000.00 213430.00 214280.00 209200.00 209390.00 213150.00 214070.00 209390.00 610.00 280.00 210.00 -190.00
2023-02-15 215000.00 210350.00 216200.00 209060.00 215110.00 210430.00 216190.00 209170.00 -110.00 -80.00 10.00 -110.00
2023-02-14 217610.00 215480.00 219540.00 213200.00 218000.00 215350.00 219380.00 213500.00 -390.00 130.00 160.00 -300.00
2023-02-13 218000.00 216420.00 219470.00 214150.00 217330.00 216130.00 219430.00 214300.00 670.00 290.00 40.00 -150.00
2023-02-10 218800.00 217460.00 222180.00 215130.00 218370.00 217430.00 222060.00 215100.00 430.00 30.00 120.00 30.00
2023-02-09 222130.00 218690.00 223310.00 215800.00 223140.00 218380.00 223300.00 215840.00 -1010.00 310.00 10.00 -40.00
2023-02-08 216020.00 222920.00 223580.00 215150.00 214760.00 222950.00 223600.00 214760.00 1260.00 -30.00 -20.00 390.00
2023-02-07 217820.00 216900.00 217990.00 213880.00 218000.00 216790.00 218000.00 214010.00 -180.00 110.00 -10.00 -130.00
2023-02-06 227770.00 219760.00 228330.00 216360.00 228580.00 220000.00 228580.00 216440.00 -810.00 -240.00 -250.00 -80.00
2023-02-03 231080.00 228800.00 233560.00 225500.00 230810.00 228920.00 233540.00 225720.00 270.00 -120.00 20.00 -220.00
2023-02-02 235770.00 230220.00 235770.00 225640.00 235230.00 230430.00 236040.00 225860.00 540.00 -210.00 -270.00 -220.00
2023-02-01 232610.00 236550.00 238750.00 231350.00 233490.00 236700.00 238860.00 231580.00 -880.00 -150.00 -110.00 -230.00
2023-01-31 238550.00 233940.00 238550.00 232940.00 237170.00 234080.00 238250.00 233010.00 1380.00 -140.00 300.00 -70.00
2023-01-30 243650.00 236870.00 244650.00 235700.00 246970.00 236470.00 246970.00 235340.00 -3320.00 400.00 -2320.00 360.00
2023-01-20 228630.00 238960.00 239020.00 227730.00 229980.00 239290.00 239290.00 227290.00 -1350.00 -330.00 -270.00 440.00
2023-01-19 228300.00 228630.00 235380.00 224590.00 228300.00 227060.00 234950.00 224290.00 0.00 1570.00 430.00 300.00
2023-01-18 225980.00 227510.00 229500.00 224640.00 224310.00 226940.00 229130.00 224000.00 1670.00 570.00 370.00 640.00
2023-01-17 225070.00 224610.00 229080.00 223240.00 225690.00 224060.00 228690.00 222800.00 -620.00 550.00 390.00 440.00
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