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
2022-08-18 197840.00 197190.00 199220.00 196550.00 196780.00 196050.00 198000.00 195460.00 1060.00 1140.00 1220.00 1090.00
2022-08-17 200000.00 198440.00 201770.00 197550.00 199000.00 197190.00 200690.00 196400.00 1000.00 1250.00 1080.00 1150.00
2022-08-16 196900.00 198760.00 200630.00 194830.00 195400.00 197920.00 199540.00 193900.00 1500.00 840.00 1090.00 930.00
2022-08-15 201800.00 198040.00 202300.00 196100.00 201980.00 196930.00 201980.00 195000.00 -180.00 1110.00 320.00 1100.00
2022-08-12 201400.00 204380.00 207500.00 201300.00 199960.00 203030.00 205850.00 199960.00 1440.00 1350.00 1650.00 1340.00
2022-08-11 195000.00 201000.00 202510.00 195000.00 194000.00 199560.00 200910.00 194000.00 1000.00 1440.00 1600.00 1000.00
2022-08-10 194800.00 194220.00 198450.00 193160.00 193000.00 192880.00 196950.00 192000.00 1800.00 1340.00 1500.00 1160.00
2022-08-09 192200.00 194850.00 196380.00 191590.00 191600.00 193440.00 194690.00 189980.00 600.00 1410.00 1690.00 1610.00
2022-08-08 197500.00 196380.00 197940.00 193850.00 195700.00 195380.00 196430.00 192480.00 1800.00 1000.00 1510.00 1370.00
2022-08-05 193200.00 197500.00 199140.00 191710.00 191800.00 195840.00 197670.00 190230.00 1400.00 1660.00 1470.00 1480.00
2022-08-04 191880.00 191410.00 195400.00 190800.00 191800.00 190240.00 194050.00 189500.00 80.00 1170.00 1350.00 1300.00
2022-08-03 194000.00 192390.00 194900.00 189090.00 192600.00 191000.00 193750.00 188110.00 1400.00 1390.00 1150.00 980.00
2022-08-02 200600.00 194540.00 201530.00 190520.00 200210.00 193250.00 200210.00 189540.00 390.00 1290.00 1320.00 980.00
2022-08-01 194000.00 200460.00 204260.00 193020.00 193700.00 199400.00 202880.00 192200.00 300.00 1060.00 1380.00 820.00
2022-07-29 191000.00 194000.00 195620.00 187650.00 190270.00 193010.00 194320.00 186600.00 730.00 990.00 1300.00 1050.00
2022-07-28 190060.00 195230.00 196670.00 188200.00 192090.00 196180.00 197380.00 189000.00 -2030.00 -950.00 -710.00 -800.00
2022-07-27 196790.00 191770.00 198280.00 189330.00 197490.00 192660.00 199330.00 190200.00 -700.00 -890.00 -1050.00 -870.00
2022-07-26 192260.00 198560.00 199380.00 190930.00 190000.00 197590.00 198760.00 189600.00 2260.00 970.00 620.00 1330.00
2022-07-25 190100.00 190100.00 196490.00 188500.00 189300.00 188610.00 195850.00 187000.00 800.00 1490.00 640.00 1500.00
2022-07-22 191280.00 191850.00 193870.00 188200.00 190020.00 190700.00 192600.00 187220.00 1260.00 1150.00 1270.00 980.00
2022-07-21 189870.00 193560.00 195550.00 189570.00 189000.00 191650.00 193750.00 188020.00 870.00 1910.00 1800.00 1550.00
2022-07-20 188620.00 189820.00 193570.00 185010.00 186490.00 188500.00 192090.00 182600.00 2130.00 1320.00 1480.00 2410.00
2022-07-19 194000.00 187010.00 198600.00 185500.00 193000.00 185140.00 196440.00 183530.00 1000.00 1870.00 2160.00 1970.00
2022-07-18 182000.00 194890.00 196350.00 182000.00 179820.00 192280.00 193760.00 179120.00 2180.00 2610.00 2590.00 2880.00
2022-07-15 191900.00 181190.00 191950.00 180150.00 188200.00 178600.00 189390.00 177470.00 3700.00 2590.00 2560.00 2680.00
2022-07-14 191930.00 191600.00 196000.00 188100.00 191590.00 189270.00 193880.00 186290.00 340.00 2330.00 2120.00 1810.00
2022-07-13 193390.00 196770.00 198190.00 187800.00 190110.00 194450.00 195700.00 185330.00 3280.00 2320.00 2490.00 2470.00
2022-07-12 191900.00 192460.00 202300.00 190590.00 190900.00 190350.00 199900.00 188800.00 1000.00 2110.00 2400.00 1790.00
2022-07-11 183570.00 192690.00 192850.00 182930.00 182180.00 191200.00 191400.00 181760.00 1390.00 1490.00 1450.00 1170.00
2022-07-08 193000.00 182250.00 195770.00 182000.00 189980.00 181400.00 193430.00 181220.00 3020.00 850.00 2340.00 780.00
2022-07-07 187920.00 189110.00 191990.00 180860.00 186630.00 188200.00 190580.00 179780.00 1290.00 910.00 1410.00 1080.00
2022-07-06 187050.00 187310.00 193000.00 180250.00 187000.00 185710.00 191350.00 179200.00 50.00 1600.00 1650.00 1050.00
2022-07-05 198300.00 191810.00 202350.00 191260.00 197000.00 190590.00 200470.00 190220.00 1300.00 1220.00 1880.00 1040.00
2022-07-04 195000.00 197300.00 198500.00 189500.00 192800.00 196000.00 196940.00 188350.00 2200.00 1300.00 1560.00 1150.00
2022-07-01 202550.00 192000.00 204200.00 190050.00 199950.00 190210.00 201180.00 188640.00 2600.00 1790.00 3020.00 1410.00
2022-06-30 200000.00 202600.00 209380.00 199980.00 194800.00 200160.00 205800.00 194800.00 5200.00 2440.00 3580.00 5180.00
2022-06-29 217130.00 200010.00 218590.00 199720.00 221780.00 203690.00 222750.00 202960.00 -4650.00 -3680.00 -4160.00 -3240.00
2022-06-28 218000.00 221860.00 222220.00 211200.00 213660.00 218840.00 219370.00 206900.00 4340.00 3020.00 2850.00 4300.00
2022-06-27 203200.00 214630.00 217380.00 194110.00 197500.00 210920.00 213880.00 189600.00 5700.00 3710.00 3500.00 4510.00
2022-06-24 217050.00 204860.00 222600.00 204660.00 214820.00 201460.00 218490.00 201400.00 2230.00 3400.00 4110.00 3260.00
2022-06-23 225000.00 229000.00 229790.00 220650.00 222000.00 224460.00 225990.00 216340.00 3000.00 4540.00 3800.00 4310.00
2022-06-22 237600.00 228390.00 242800.00 226600.00 234600.00 224520.00 239500.00 222580.00 3000.00 3870.00 3300.00 4020.00
2022-06-21 238160.00 236500.00 245990.00 235250.00 233350.00 232860.00 242920.00 231200.00 4810.00 3640.00 3070.00 4050.00
2022-06-20 246520.00 238160.00 247290.00 237000.00 244170.00 234200.00 244840.00 233580.00 2350.00 3960.00 2450.00 3420.00
2022-06-17 256000.00 245510.00 256000.00 242580.00 250380.00 243020.00 251330.00 239000.00 5620.00 2490.00 4670.00 3580.00
2022-06-16 248880.00 256930.00 259940.00 248880.00 247010.00 252610.00 256000.00 246500.00 1870.00 4320.00 3940.00 2380.00
2022-06-15 236700.00 246560.00 249000.00 233730.00 237240.00 244340.00 246500.00 233160.00 -540.00 2220.00 2500.00 570.00
2022-06-14 251380.00 242800.00 251440.00 239980.00 251600.00 241590.00 251600.00 239340.00 -220.00 1210.00 -160.00 640.00
2022-06-13 260010.00 254100.00 260340.00 250910.00 260580.00 253370.00 260580.00 250620.00 -570.00 730.00 -240.00 290.00
2022-06-10 263200.00 263150.00 266480.00 260250.00 261290.00 261520.00 264150.00 258700.00 1910.00 1630.00 2330.00 1550.00
2022-06-09 262000.00 263900.00 266000.00 261090.00 260890.00 261850.00 263840.00 258560.00 1110.00 2050.00 2160.00 2530.00
2022-06-08 255700.00 264150.00 265560.00 247720.00 254290.00 261330.00 262760.00 245100.00 1410.00 2820.00 2800.00 2620.00
2022-06-07 261750.00 256320.00 263390.00 254650.00 258290.00 253530.00 259930.00 251670.00 3460.00 2790.00 3460.00 2980.00
2022-06-06 269510.00 258980.00 273820.00 255490.00 267510.00 255930.00 269370.00 252200.00 2000.00 3050.00 4450.00 3290.00
2022-06-02 269060.00 268820.00 272380.00 267540.00 265000.00 265080.00 268080.00 263800.00 4060.00 3740.00 4300.00 3740.00
2022-06-01 269000.00 267820.00 274990.00 265000.00 272680.00 271960.00 278020.00 270160.00 -3680.00 -4140.00 -3030.00 -5160.00
2022-05-31 271880.00 268530.00 272480.00 266710.00 278980.00 272680.00 279980.00 271890.00 -7100.00 -4150.00 -7500.00 -5180.00
2022-05-30 260710.00 278200.00 279870.00 260710.00 254210.00 271080.00 274500.00 253600.00 6500.00 7120.00 5370.00 7110.00
2022-05-27 256700.00 260710.00 264770.00 254890.00 251210.00 255200.00 259000.00 249110.00 5490.00 5510.00 5770.00 5780.00
2022-05-26 271000.00 256260.00 271470.00 253510.00 263910.00 248550.00 263910.00 246020.00 7090.00 7710.00 7560.00 7490.00
2022-05-25 277320.00 271760.00 278000.00 268200.00 267000.00 262640.00 267100.00 258120.00 10320.00 9120.00 10900.00 10080.00
2022-05-24 283200.00 277310.00 284500.00 275810.00 274100.00 267000.00 276000.00 266380.00 9100.00 10310.00 8500.00 9430.00
2022-05-23 284200.00 283460.00 287470.00 280500.00 274680.00 274880.00 278250.00 271680.00 9520.00 8580.00 9220.00 8820.00
2022-05-20 283190.00 284190.00 288570.00 282500.00 277000.00 274680.00 278550.00 272510.00 6190.00 9510.00 10020.00 9990.00
2022-05-19 274060.00 283190.00 284000.00 272480.00 261880.00 273380.00 274370.00 261880.00 12180.00 9810.00 9630.00 10600.00
2022-05-18 282000.00 271160.00 284800.00 270630.00 272630.00 261510.00 274890.00 261000.00 9370.00 9650.00 9910.00 9630.00
2022-05-17 286220.00 279340.00 287200.00 277610.00 279700.00 270630.00 279700.00 270000.00 6520.00 8710.00 7500.00 7610.00
2022-05-16 286500.00 286220.00 288970.00 277000.00 277000.00 275180.00 280000.00 269200.00 9500.00 11040.00 8970.00 7800.00
2022-05-13 279290.00 285540.00 287970.00 277500.00 273000.00 277470.00 281500.00 271630.00 6290.00 8070.00 6470.00 5870.00
2022-05-12 292000.00 279290.00 297980.00 276250.00 284300.00 273470.00 292300.00 270510.00 7700.00 5820.00 5680.00 5740.00
2022-05-11 300370.00 291960.00 302410.00 290000.00 294940.00 285000.00 296000.00 283800.00 5430.00 6960.00 6410.00 6200.00
2022-05-10 308500.00 303680.00 308760.00 298550.00 300000.00 296600.00 303250.00 293820.00 8500.00 7080.00 5510.00 4730.00
2022-05-09 322400.00 311510.00 327500.00 309500.00 319390.00 307470.00 322320.00 305260.00 3010.00 4040.00 5180.00 4240.00
2022-05-06 328040.00 323920.00 331300.00 323130.00 321650.00 319390.00 326200.00 318650.00 6390.00 4530.00 5100.00 4480.00
2022-05-05 326550.00 327080.00 330000.00 323500.00 331260.00 334000.00 336500.00 331000.00 -4710.00 -6920.00 -6500.00 -7500.00
2022-04-29 325660.00 330080.00 331840.00 325040.00 330600.00 335350.00 336870.00 330600.00 -4940.00 -5270.00 -5030.00 -5560.00
2022-04-28 328340.00 324410.00 328920.00 321040.00 332600.00 332560.00 335400.00 329080.00 -4260.00 -8150.00 -6480.00 -8040.00
2022-04-27 327030.00 331100.00 333880.00 326000.00 332990.00 336010.00 337020.00 329400.00 -5960.00 -4910.00 -3140.00 -3400.00
2022-04-26 322990.00 333710.00 335800.00 320200.00 316660.00 327040.00 329900.00 313130.00 6330.00 6670.00 5900.00 7070.00
2022-04-25 333500.00 326330.00 335430.00 323080.00 329930.00 316670.00 332100.00 308000.00 3570.00 9660.00 3330.00 15080.00
2022-04-22 337660.00 336300.00 339460.00 335400.00 332580.00 332400.00 335170.00 331500.00 5080.00 3900.00 4290.00 3900.00
2022-04-21 337190.00 336870.00 340000.00 335010.00 332500.00 332700.00 335170.00 330800.00 4690.00 4170.00 4830.00 4210.00
2022-04-20 338000.00 337940.00 344000.00 337640.00 333500.00 333380.00 338400.00 332910.00 4500.00 4560.00 5600.00 4730.00
2022-04-19 336690.00 339010.00 346490.00 336200.00 331000.00 333600.00 341400.00 331000.00 5690.00 5410.00 5090.00 5200.00
2022-04-18 341000.00 336200.00 341000.00 333330.00 333690.00 332260.00 336000.00 330000.00 7310.00 3940.00 5000.00 3330.00
2022-04-15 338050.00 338220.00 339210.00 335420.00 334050.00 334420.00 335140.00 331500.00 4000.00 3800.00 4070.00 3920.00
2022-04-14 334500.00 339240.00 342000.00 333180.00 328120.00 335250.00 337830.00 328120.00 6380.00 3990.00 4170.00 5060.00
2022-04-13 337600.00 333180.00 338250.00 331310.00 334990.00 329120.00 334990.00 328020.00 2610.00 4060.00 3260.00 3290.00
2022-04-12 337370.00 339830.00 340000.00 336010.00 332150.00 335500.00 335700.00 332060.00 5220.00 4330.00 4300.00 3950.00
2022-04-11 340000.00 337360.00 341700.00 335550.00 336500.00 333500.00 338330.00 331910.00 3500.00 3860.00 3370.00 3640.00
2022-04-08 339700.00 340770.00 341950.00 330360.00 337310.00 337950.00 337990.00 327220.00 2390.00 2820.00 3960.00 3140.00
2022-04-07 348500.00 340490.00 348500.00 338500.00 342000.00 337310.00 343920.00 335000.00 6500.00 3180.00 4580.00 3500.00
2022-04-06 343800.00 346020.00 347500.00 341800.00 340500.00 341860.00 344220.00 326300.00 3300.00 4160.00 3280.00 15500.00
2022-04-01 345000.00 340950.00 346500.00 338250.00 341990.00 335870.00 341990.00 334340.00 3010.00 5080.00 4510.00 3910.00
2022-03-31 347320.00 344840.00 347790.00 340300.00 341100.00 340300.00 342460.00 336170.00 6220.00 4540.00 5330.00 4130.00
2022-03-30 346630.00 346400.00 349260.00 341500.00 339700.00 341580.00 343300.00 335710.00 6930.00 4820.00 5960.00 5790.00
2022-03-29 342750.00 347010.00 348800.00 342740.00 337000.00 341540.00 342800.00 336800.00 5750.00 5470.00 6000.00 5940.00
2022-03-28 345120.00 342750.00 345120.00 337000.00 339500.00 338050.00 339880.00 332240.00 5620.00 4700.00 5240.00 4760.00
2022-03-25 350380.00 345980.00 354280.00 338500.00 344800.00 341050.00 348990.00 334440.00 5580.00 4930.00 5290.00 4060.00
2022-03-24 343430.00 350380.00 361130.00 342110.00 334210.00 345310.00 352980.00 334210.00 9220.00 5070.00 8150.00 7900.00
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