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
2023-01-16 224220.00 225730.00 230270.00 222590.00 224400.00 226160.00 230680.00 222920.00 -180.00 -430.00 -410.00 -330.00
2023-01-13 217000.00 221880.00 223270.00 216070.00 218450.00 222410.00 223610.00 216580.00 -1450.00 -530.00 -340.00 -510.00
2023-01-12 212500.00 215620.00 216660.00 212500.00 214000.00 216110.00 217020.00 213100.00 -1500.00 -490.00 -360.00 -600.00
2023-01-11 206100.00 213380.00 214130.00 205250.00 204900.00 213900.00 214440.00 204900.00 1200.00 -520.00 -310.00 350.00
2023-01-10 206290.00 203480.00 207520.00 202130.00 206700.00 203930.00 207800.00 202630.00 -410.00 -450.00 -280.00 -500.00
2023-01-09 205000.00 205020.00 207500.00 203370.00 206390.00 205930.00 207830.00 203800.00 -1390.00 -910.00 -330.00 -430.00
2023-01-06 209320.00 206470.00 209900.00 201020.00 208110.00 206890.00 210200.00 201500.00 1210.00 -420.00 -300.00 -480.00
2023-01-05 206400.00 207380.00 209380.00 204540.00 207080.00 207750.00 209670.00 205000.00 -680.00 -370.00 -290.00 -460.00
2023-01-04 209180.00 207610.00 213290.00 207500.00 208800.00 208020.00 213450.00 207820.00 380.00 -410.00 -160.00 -320.00
2023-01-03 210000.00 209060.00 211050.00 205900.00 211420.00 209250.00 212050.00 206100.00 -1420.00 -190.00 -1000.00 -200.00
2022-12-30 206800.00 211890.00 212150.00 206500.00 206880.00 211920.00 212380.00 206880.00 -80.00 -30.00 -230.00 -380.00
2022-12-29 208100.00 207690.00 209020.00 205340.00 208800.00 208010.00 209400.00 205580.00 -700.00 -320.00 -380.00 -240.00
2022-12-28 206960.00 209270.00 210770.00 205100.00 206300.00 209770.00 211100.00 205660.00 660.00 -500.00 -330.00 -560.00
2022-12-27 197000.00 205050.00 205430.00 195010.00 197920.00 204710.00 205200.00 194600.00 -920.00 340.00 230.00 410.00
2022-12-26 197890.00 197940.00 200900.00 196410.00 196560.00 197450.00 200490.00 196000.00 1330.00 490.00 410.00 410.00
2022-12-23 193400.00 196550.00 198350.00 193000.00 194800.00 196990.00 198830.00 193550.00 -1400.00 -440.00 -480.00 -550.00
2022-12-22 195370.00 195110.00 198380.00 194140.00 195270.00 195390.00 198700.00 194500.00 100.00 -280.00 -320.00 -360.00
2022-12-21 191630.00 194650.00 196640.00 191630.00 192800.00 195030.00 196960.00 192500.00 -1170.00 -380.00 -320.00 -870.00
2022-12-20 189800.00 191480.00 193950.00 188330.00 188560.00 191960.00 194160.00 188560.00 1240.00 -480.00 -210.00 -230.00
2022-12-19 190500.00 187500.00 195460.00 187440.00 191900.00 188000.00 195830.00 187900.00 -1400.00 -500.00 -370.00 -460.00
2022-12-16 193500.00 191110.00 196390.00 188700.00 194000.00 191510.00 196690.00 189260.00 -500.00 -400.00 -300.00 -560.00
2022-12-15 194120.00 194000.00 194820.00 191550.00 196200.00 194590.00 196200.00 192200.00 -2080.00 -590.00 -1380.00 -650.00
2022-12-14 196000.00 195020.00 198350.00 194050.00 195560.00 195480.00 198870.00 194570.00 440.00 -460.00 -520.00 -520.00
2022-12-13 192890.00 194870.00 196000.00 191100.00 190850.00 195390.00 196500.00 190850.00 2040.00 -520.00 -500.00 250.00
2022-12-12 196400.00 190400.00 197000.00 188410.00 198110.00 190860.00 198110.00 189000.00 -1710.00 -460.00 -1110.00 -590.00
2022-12-09 196600.00 198650.00 199600.00 194610.00 197360.00 199170.00 199880.00 195150.00 -760.00 -520.00 -280.00 -540.00
2022-12-08 193880.00 196430.00 198050.00 193230.00 194230.00 196850.00 198470.00 193560.00 -350.00 -420.00 -420.00 -330.00
2022-12-07 195000.00 193580.00 200980.00 192430.00 195200.00 193920.00 201100.00 192860.00 -200.00 -340.00 -120.00 -430.00
2022-12-06 195000.00 195010.00 196970.00 193200.00 195000.00 195360.00 197210.00 193600.00 0.00 -350.00 -240.00 -400.00
2022-12-05 187160.00 194530.00 196070.00 184380.00 187530.00 194830.00 196160.00 184600.00 -370.00 -300.00 -90.00 -220.00
2022-12-02 186610.00 187180.00 188570.00 184600.00 186800.00 187460.00 188590.00 184790.00 -190.00 -280.00 -20.00 -190.00
2022-12-01 185000.00 186760.00 189680.00 184550.00 185200.00 186960.00 189530.00 184400.00 -200.00 -200.00 150.00 150.00
2022-11-30 184690.00 184320.00 187460.00 183200.00 184000.00 183690.00 187200.00 183200.00 690.00 630.00 260.00 0.00
2022-11-29 182810.00 184750.00 186360.00 182810.00 183900.00 185010.00 186480.00 182330.00 -1090.00 -260.00 -120.00 480.00
2022-11-28 182960.00 182060.00 184270.00 179700.00 184100.00 181400.00 184100.00 179500.00 -1140.00 660.00 170.00 200.00
2022-11-25 183150.00 184270.00 186140.00 182720.00 183300.00 184100.00 185580.00 182500.00 -150.00 170.00 560.00 220.00
2022-11-24 181000.00 183150.00 185670.00 178340.00 181200.00 182810.00 185300.00 178250.00 -200.00 340.00 370.00 90.00
2022-11-23 179630.00 182000.00 184300.00 179630.00 178000.00 181800.00 184050.00 178000.00 1630.00 200.00 250.00 1630.00
2022-11-22 177360.00 178450.00 179940.00 176000.00 177240.00 178080.00 179600.00 175820.00 120.00 370.00 340.00 180.00
2022-11-21 182160.00 177650.00 184530.00 176160.00 182450.00 177500.00 184200.00 176100.00 -290.00 150.00 330.00 60.00
2022-11-18 184960.00 185080.00 186080.00 180350.00 184200.00 184740.00 186000.00 180000.00 760.00 340.00 80.00 350.00
2022-11-17 189800.00 186000.00 189950.00 181890.00 189000.00 185780.00 189800.00 181520.00 800.00 220.00 150.00 370.00
2022-11-16 188800.00 187700.00 189800.00 185400.00 188000.00 187180.00 189880.00 185290.00 800.00 520.00 -80.00 110.00
2022-11-15 178540.00 184000.00 185450.00 177650.00 178060.00 183930.00 186000.00 177220.00 480.00 70.00 -550.00 430.00
2022-11-14 179990.00 177070.00 181500.00 175460.00 180000.00 176600.00 180950.00 174960.00 -10.00 470.00 550.00 500.00
2022-11-11 169090.00 181050.00 184520.00 168550.00 167200.00 180400.00 183870.00 167200.00 1890.00 650.00 650.00 1350.00
2022-11-10 170730.00 169090.00 170920.00 167020.00 169380.00 167990.00 169420.00 165530.00 1350.00 1100.00 1500.00 1490.00
2022-11-09 168010.00 170760.00 171970.00 168010.00 165700.00 169420.00 169800.00 165180.00 2310.00 1340.00 2170.00 2830.00
2022-11-08 166250.00 167700.00 169430.00 165550.00 163300.00 164950.00 166170.00 162600.00 2950.00 2750.00 3260.00 2950.00
2022-11-07 161000.00 166250.00 167950.00 161000.00 158000.00 163290.00 164680.00 158000.00 3000.00 2960.00 3270.00 3000.00
2022-11-04 156390.00 159410.00 160240.00 154670.00 154000.00 156600.00 156980.00 152020.00 2390.00 2810.00 3260.00 2650.00
2022-11-03 159600.00 156760.00 160490.00 155310.00 156490.00 153920.00 157730.00 152800.00 3110.00 2840.00 2760.00 2510.00
2022-11-02 160110.00 159600.00 162000.00 158150.00 157000.00 156910.00 158910.00 155380.00 3110.00 2690.00 3090.00 2770.00
2022-11-01 157500.00 159170.00 159980.00 154160.00 154310.00 156360.00 157030.00 151370.00 3190.00 2810.00 2950.00 2790.00
2022-10-31 160420.00 157800.00 160600.00 156090.00 156200.00 154710.00 157570.00 153170.00 4220.00 3090.00 3030.00 2920.00
2022-10-28 165500.00 158930.00 166150.00 157660.00 161940.00 155990.00 162900.00 154800.00 3560.00 2940.00 3250.00 2860.00
2022-10-27 166250.00 165520.00 167710.00 164980.00 163150.00 162340.00 164410.00 161660.00 3100.00 3180.00 3300.00 3320.00
2022-10-26 165000.00 166250.00 168470.00 164300.00 161830.00 162760.00 164950.00 161210.00 3170.00 3490.00 3520.00 3090.00
2022-10-25 163800.00 165800.00 166820.00 163370.00 161600.00 162600.00 163400.00 160800.00 2200.00 3200.00 3420.00 2570.00
2022-10-24 162500.00 165010.00 166650.00 161060.00 160000.00 161970.00 163900.00 159000.00 2500.00 3040.00 2750.00 2060.00
2022-10-21 168800.00 164100.00 170730.00 162730.00 173600.00 168450.00 175480.00 168060.00 -4800.00 -4350.00 -4750.00 -5330.00
2022-10-20 167700.00 169080.00 169780.00 167500.00 175300.00 173980.00 175300.00 172850.00 -7600.00 -4900.00 -5520.00 -5350.00
2022-10-19 167120.00 168890.00 171420.00 166720.00 172000.00 173850.00 175660.00 172000.00 -4880.00 -4960.00 -4240.00 -5280.00
2022-10-18 169030.00 166820.00 169960.00 166360.00 174200.00 172270.00 175980.00 171850.00 -5170.00 -5450.00 -6020.00 -5490.00
2022-10-17 175490.00 173530.00 175540.00 172530.00 172000.00 168700.00 172000.00 167610.00 3490.00 4830.00 3540.00 4920.00
2022-10-14 172250.00 176640.00 177680.00 171010.00 168470.00 172900.00 173330.00 167470.00 3780.00 3740.00 4350.00 3540.00
2022-10-13 174930.00 173080.00 176490.00 172170.00 171190.00 169440.00 172850.00 168800.00 3740.00 3640.00 3640.00 3370.00
2022-10-12 177410.00 176020.00 177500.00 174060.00 173810.00 172420.00 174400.00 170550.00 3600.00 3600.00 3100.00 3510.00
2022-10-11 175960.00 176670.00 178980.00 175800.00 172530.00 173200.00 175260.00 172280.00 3430.00 3470.00 3720.00 3520.00
2022-10-10 172000.00 175160.00 175930.00 171260.00 170550.00 171500.00 172600.00 168900.00 1450.00 3660.00 3330.00 2360.00
2022-09-30 180550.00 177210.00 181170.00 175540.00 177610.00 173860.00 177990.00 172470.00 2940.00 3350.00 3180.00 3070.00
2022-09-29 178720.00 179610.00 182580.00 178360.00 175500.00 176640.00 178980.00 174910.00 3220.00 2970.00 3600.00 3450.00
2022-09-28 179950.00 177450.00 182380.00 177010.00 183830.00 182660.00 186120.00 181970.00 -3880.00 -5210.00 -3740.00 -4960.00
2022-09-27 174100.00 179950.00 180520.00 172500.00 179200.00 184500.00 186200.00 179120.00 -5100.00 -4550.00 -5680.00 -6620.00
2022-09-26 181980.00 179090.00 181980.00 173680.00 177300.00 174180.00 177800.00 164000.00 4680.00 4910.00 4180.00 9680.00
2022-09-23 184530.00 183100.00 185970.00 181890.00 181600.00 179130.00 183010.00 178280.00 2930.00 3970.00 2960.00 3610.00
2022-09-22 181680.00 184400.00 186800.00 180040.00 177800.00 181000.00 183170.00 176430.00 3880.00 3400.00 3630.00 3610.00
2022-09-21 177000.00 182400.00 183690.00 176800.00 173900.00 178460.00 179670.00 173500.00 3100.00 3940.00 4020.00 3300.00
2022-09-20 175220.00 177180.00 179210.00 174670.00 171990.00 173760.00 175510.00 171000.00 3230.00 3420.00 3700.00 3670.00
2022-09-19 176400.00 176710.00 181570.00 176100.00 173160.00 173310.00 177850.00 172460.00 3240.00 3400.00 3720.00 3640.00
2022-09-16 174000.00 176250.00 177800.00 173800.00 171810.00 173090.00 174860.00 171160.00 2190.00 3160.00 2940.00 2640.00
2022-09-15 174000.00 176830.00 180200.00 173820.00 170500.00 174060.00 177240.00 170500.00 3500.00 2770.00 2960.00 3320.00
2022-09-14 179980.00 173490.00 180100.00 171430.00 178000.00 170910.00 178000.00 169110.00 1980.00 2580.00 2100.00 2320.00
2022-09-13 180050.00 181270.00 184410.00 179110.00 176710.00 178630.00 181880.00 176610.00 3340.00 2640.00 2530.00 2500.00
2022-09-09 177800.00 178680.00 180980.00 176620.00 174700.00 176290.00 178290.00 173870.00 3100.00 2390.00 2690.00 2750.00
2022-09-08 174470.00 177520.00 178500.00 172660.00 171400.00 174640.00 175700.00 170080.00 3070.00 2880.00 2800.00 2580.00
2022-09-07 179040.00 174720.00 179080.00 173600.00 176070.00 172120.00 176480.00 171090.00 2970.00 2600.00 2600.00 2510.00
2022-09-06 177710.00 179750.00 181790.00 177500.00 175370.00 177140.00 179250.00 175170.00 2340.00 2610.00 2540.00 2330.00
2022-09-05 173830.00 177330.00 178480.00 170840.00 170400.00 175010.00 176240.00 168560.00 3430.00 2320.00 2240.00 2280.00
2022-09-02 176260.00 171600.00 178000.00 169380.00 174500.00 169130.00 175660.00 166800.00 1760.00 2470.00 2340.00 2580.00
2022-09-01 190500.00 178840.00 190500.00 178220.00 188800.00 176820.00 188980.00 176320.00 1700.00 2020.00 1520.00 1900.00
2022-08-31 193080.00 191080.00 194540.00 190290.00 192520.00 189790.00 193130.00 188800.00 560.00 1290.00 1410.00 1490.00
2022-08-30 195800.00 193950.00 197200.00 192600.00 192810.00 192280.00 195930.00 191240.00 2990.00 1670.00 1270.00 1360.00
2022-08-29 198380.00 193260.00 204500.00 192510.00 199380.00 194840.00 204980.00 194000.00 -1000.00 -1580.00 -480.00 -1490.00
2022-08-26 199210.00 197380.00 200000.00 195850.00 199810.00 198770.00 200700.00 197100.00 -600.00 -1390.00 -700.00 -1250.00
2022-08-25 199580.00 200120.00 200780.00 197110.00 199160.00 200670.00 201200.00 198010.00 420.00 -550.00 -420.00 -900.00
2022-08-24 199110.00 199390.00 201580.00 198010.00 202400.00 200120.00 202400.00 199000.00 -3290.00 -730.00 -820.00 -990.00
2022-08-23 199420.00 199110.00 200500.00 198000.00 199670.00 200130.00 201640.00 199110.00 -250.00 -1020.00 -1140.00 -1110.00
2022-08-22 198400.00 200600.00 204380.00 198250.00 197140.00 199420.00 203100.00 196940.00 1260.00 1180.00 1280.00 1310.00
2022-08-19 198800.00 198500.00 199750.00 197100.00 198000.00 196940.00 198340.00 195820.00 800.00 1560.00 1410.00 1280.00
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