沪锌期货跨期套利数据回测

本页面展示沪锌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

关于沪锌期货跨期套利的详细数据分析,请查看文章:。

沪锌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

沪锌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

沪锌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
2025-12-08 23190.00 23065.00 23190.00 22965.00 23195.00 23110.00 23200.00 22995.00 -5.00 -45.00 -10.00 -30.00
2025-12-05 22835.00 23305.00 23305.00 22815.00 22890.00 23315.00 23325.00 22850.00 -55.00 -10.00 -20.00 -35.00
2025-12-04 22710.00 22865.00 23000.00 22650.00 22740.00 22905.00 23035.00 22690.00 -30.00 -40.00 -35.00 -40.00
2025-12-03 22745.00 22755.00 22800.00 22695.00 22760.00 22795.00 22830.00 22730.00 -15.00 -40.00 -30.00 -35.00
2025-12-02 22650.00 22745.00 22765.00 22640.00 22700.00 22775.00 22795.00 22670.00 -50.00 -30.00 -30.00 -30.00
2025-12-01 22450.00 22590.00 22620.00 22380.00 22495.00 22620.00 22650.00 22410.00 -45.00 -30.00 -30.00 -30.00
2025-11-28 22370.00 22425.00 22430.00 22300.00 22320.00 22385.00 22420.00 22280.00 50.00 40.00 10.00 20.00
2025-11-27 22480.00 22415.00 22565.00 22410.00 22475.00 22380.00 22530.00 22370.00 5.00 35.00 35.00 40.00
2025-11-26 22340.00 22355.00 22425.00 22280.00 22350.00 22355.00 22410.00 22280.00 -10.00 0.00 15.00 0.00
2025-11-25 22335.00 22360.00 22420.00 22275.00 22395.00 22360.00 22430.00 22270.00 -60.00 0.00 -10.00 5.00
2025-11-24 22390.00 22390.00 22445.00 22245.00 22390.00 22390.00 22435.00 22260.00 0.00 0.00 10.00 -15.00
2025-11-21 22475.00 22395.00 22600.00 22385.00 22490.00 22390.00 22600.00 22370.00 -15.00 5.00 0.00 15.00
2025-11-20 22455.00 22380.00 22495.00 22380.00 22495.00 22385.00 22500.00 22380.00 -40.00 -5.00 -5.00 0.00
2025-11-19 22360.00 22420.00 22475.00 22330.00 22325.00 22435.00 22480.00 22325.00 35.00 -15.00 -5.00 5.00
2025-11-18 22460.00 22310.00 22465.00 22265.00 22495.00 22330.00 22495.00 22295.00 -35.00 -20.00 -30.00 -30.00
2025-11-17 22460.00 22465.00 22495.00 22385.00 22475.00 22490.00 22530.00 22420.00 -15.00 -25.00 -35.00 -35.00
2025-11-14 22700.00 22425.00 22725.00 22415.00 22700.00 22465.00 22760.00 22450.00 0.00 -40.00 -35.00 -35.00
2025-11-13 22630.00 22740.00 22760.00 22550.00 22690.00 22785.00 22800.00 22590.00 -60.00 -45.00 -40.00 -40.00
2025-11-12 22565.00 22680.00 22695.00 22565.00 22645.00 22720.00 22735.00 22610.00 -80.00 -40.00 -40.00 -45.00
2025-11-11 22770.00 22675.00 22810.00 22630.00 22800.00 22705.00 22845.00 22670.00 -30.00 -30.00 -35.00 -40.00
2025-11-10 22720.00 22670.00 22735.00 22530.00 22775.00 22710.00 22775.00 22570.00 -55.00 -40.00 -40.00 -40.00
2025-11-07 22725.00 22720.00 22750.00 22615.00 22760.00 22755.00 22785.00 22655.00 -35.00 -35.00 -35.00 -40.00
2025-11-06 22605.00 22675.00 22685.00 22535.00 22615.00 22710.00 22725.00 22580.00 -10.00 -35.00 -40.00 -45.00
2025-11-05 22605.00 22650.00 22685.00 22505.00 22680.00 22690.00 22720.00 22540.00 -75.00 -40.00 -35.00 -35.00
2025-11-04 22610.00 22670.00 22840.00 22595.00 22665.00 22700.00 22875.00 22630.00 -55.00 -30.00 -35.00 -35.00
2025-11-03 22425.00 22565.00 22610.00 22400.00 22470.00 22595.00 22645.00 22435.00 -45.00 -30.00 -35.00 -35.00
2025-10-31 22280.00 22355.00 22415.00 22235.00 22275.00 22390.00 22455.00 22270.00 5.00 -35.00 -40.00 -35.00
2025-10-30 22490.00 22365.00 22540.00 22325.00 22500.00 22405.00 22560.00 22360.00 -10.00 -40.00 -20.00 -35.00
2025-10-29 22355.00 22430.00 22455.00 22320.00 22345.00 22455.00 22480.00 22345.00 10.00 -25.00 -25.00 -25.00
2025-10-28 22400.00 22310.00 22440.00 22290.00 22450.00 22335.00 22470.00 22320.00 -50.00 -25.00 -30.00 -30.00
2025-10-27 22250.00 22365.00 22405.00 22200.00 22330.00 22390.00 22435.00 22235.00 -80.00 -25.00 -30.00 -35.00
2025-10-24 22245.00 22355.00 22375.00 22215.00 22200.00 22315.00 22335.00 22190.00 45.00 40.00 40.00 25.00
2025-10-23 22030.00 22345.00 22345.00 22025.00 22035.00 22300.00 22310.00 22015.00 -5.00 45.00 35.00 10.00
2025-10-22 22010.00 22000.00 22030.00 21930.00 22040.00 21985.00 22040.00 21920.00 -30.00 15.00 -10.00 10.00
2025-10-21 21915.00 21970.00 22045.00 21875.00 21895.00 21965.00 22035.00 21870.00 20.00 5.00 10.00 5.00
2025-10-20 21885.00 21855.00 21945.00 21820.00 21830.00 21850.00 21955.00 21830.00 55.00 5.00 -10.00 -10.00
2025-10-17 21960.00 21815.00 22020.00 21800.00 21900.00 21830.00 22035.00 21815.00 60.00 -15.00 -15.00 -15.00
2025-10-16 22065.00 21940.00 22085.00 21880.00 22105.00 21965.00 22125.00 21910.00 -40.00 -25.00 -40.00 -30.00
2025-10-15 22020.00 22015.00 22070.00 21915.00 22095.00 22040.00 22105.00 21950.00 -75.00 -25.00 -35.00 -35.00
2025-10-14 22330.00 22220.00 22335.00 22210.00 22340.00 22255.00 22370.00 22250.00 -10.00 -35.00 -35.00 -40.00
2025-10-13 22450.00 22255.00 22450.00 22100.00 22425.00 22290.00 22470.00 22130.00 25.00 -35.00 -20.00 -30.00
2025-10-10 22465.00 22270.00 22515.00 22250.00 22435.00 22300.00 22550.00 22285.00 30.00 -30.00 -35.00 -35.00
2025-10-09 22040.00 22315.00 22340.00 21950.00 22155.00 22335.00 22365.00 21975.00 -115.00 -20.00 -25.00 -25.00
2025-09-30 21890.00 21825.00 22085.00 21790.00 21900.00 21850.00 22100.00 21825.00 -10.00 -25.00 -15.00 -35.00
2025-09-29 21930.00 21800.00 21950.00 21665.00 21920.00 21830.00 21965.00 21680.00 10.00 -30.00 -15.00 -15.00
2025-09-26 22045.00 21980.00 22090.00 21980.00 22050.00 21950.00 22065.00 21945.00 -5.00 30.00 25.00 35.00
2025-09-25 21935.00 22045.00 22060.00 21890.00 21855.00 22030.00 22040.00 21855.00 80.00 15.00 20.00 35.00
2025-09-24 21895.00 21860.00 21985.00 21860.00 21930.00 21845.00 21980.00 21830.00 -35.00 15.00 5.00 30.00
2025-09-23 22080.00 21845.00 22105.00 21820.00 22095.00 21840.00 22110.00 21820.00 -15.00 5.00 -5.00 0.00
2025-09-22 21960.00 22090.00 22095.00 21890.00 21970.00 22080.00 22080.00 21900.00 -10.00 10.00 15.00 -10.00
2025-09-19 22090.00 22045.00 22115.00 22025.00 22045.00 22040.00 22120.00 22025.00 45.00 5.00 -5.00 0.00
2025-09-18 22175.00 22035.00 22205.00 21950.00 22215.00 22045.00 22230.00 21965.00 -40.00 -10.00 -25.00 -15.00
2025-09-17 22330.00 22280.00 22365.00 22195.00 22325.00 22285.00 22370.00 22210.00 5.00 -5.00 -5.00 -15.00
2025-09-16 22290.00 22255.00 22370.00 22245.00 22285.00 22265.00 22395.00 22260.00 5.00 -10.00 -25.00 -15.00
2025-09-15 22345.00 22310.00 22365.00 22255.00 22365.00 22315.00 22380.00 22275.00 -20.00 -5.00 -15.00 -20.00
2025-09-12 22250.00 22305.00 22360.00 22180.00 22255.00 22325.00 22380.00 22195.00 -5.00 -20.00 -20.00 -15.00
2025-09-11 22205.00 22250.00 22285.00 22145.00 22210.00 22255.00 22290.00 22155.00 -5.00 -5.00 -5.00 -10.00
2025-09-10 22160.00 22215.00 22245.00 22110.00 22140.00 22210.00 22245.00 22120.00 20.00 5.00 0.00 -10.00
2025-09-09 22245.00 22125.00 22265.00 22115.00 22205.00 22140.00 22265.00 22130.00 40.00 -15.00 0.00 -15.00
2025-09-08 22250.00 22270.00 22350.00 22150.00 22250.00 22255.00 22330.00 22155.00 0.00 15.00 20.00 -5.00
2025-09-05 22035.00 22155.00 22220.00 22035.00 22035.00 22150.00 22210.00 22030.00 0.00 5.00 10.00 5.00
2025-09-04 22240.00 22120.00 22325.00 22000.00 22280.00 22120.00 22330.00 22010.00 -40.00 0.00 -5.00 -10.00
2025-09-03 22250.00 22285.00 22390.00 22230.00 22245.00 22285.00 22380.00 22215.00 5.00 0.00 10.00 15.00
2025-09-02 22175.00 22325.00 22380.00 22165.00 22155.00 22315.00 22360.00 22145.00 20.00 10.00 20.00 20.00
2025-09-01 22250.00 22175.00 22300.00 22125.00 22200.00 22155.00 22290.00 22125.00 50.00 20.00 10.00 0.00
2025-08-29 22145.00 22140.00 22180.00 22030.00 22155.00 22135.00 22170.00 22040.00 -10.00 5.00 10.00 -10.00
2025-08-28 22210.00 22170.00 22220.00 22085.00 22200.00 22180.00 22215.00 22080.00 10.00 -10.00 5.00 5.00
2025-08-27 22310.00 22310.00 22425.00 22290.00 22250.00 22310.00 22410.00 22250.00 60.00 0.00 15.00 40.00
2025-08-26 22355.00 22270.00 22395.00 22245.00 22380.00 22285.00 22380.00 22250.00 -25.00 -15.00 15.00 -5.00
2025-08-25 22220.00 22395.00 22465.00 22200.00 22230.00 22375.00 22455.00 22210.00 -10.00 20.00 10.00 -10.00
2025-08-22 22215.00 22275.00 22290.00 22200.00 22210.00 22275.00 22300.00 22210.00 5.00 0.00 -10.00 -10.00
2025-08-21 22300.00 22240.00 22330.00 22230.00 22360.00 22260.00 22360.00 22250.00 -60.00 -20.00 -30.00 -20.00
2025-08-20 22215.00 22265.00 22275.00 22155.00 22250.00 22285.00 22290.00 22175.00 -35.00 -20.00 -15.00 -20.00
2025-08-19 22320.00 22205.00 22345.00 22180.00 22310.00 22220.00 22330.00 22180.00 10.00 -15.00 15.00 0.00
2025-08-18 22410.00 22340.00 22445.00 22310.00 22450.00 22360.00 22465.00 22320.00 -40.00 -20.00 -20.00 -10.00
2025-08-15 22545.00 22505.00 22580.00 22465.00 22500.00 22530.00 22600.00 22485.00 45.00 -25.00 -20.00 -20.00
2025-08-14 22600.00 22480.00 22640.00 22430.00 22640.00 22495.00 22665.00 22440.00 -40.00 -15.00 -25.00 -10.00
2025-08-13 22720.00 22600.00 22775.00 22600.00 22710.00 22640.00 22790.00 22620.00 10.00 -40.00 -15.00 -20.00
2025-08-12 22495.00 22630.00 22655.00 22450.00 22500.00 22650.00 22670.00 22465.00 -5.00 -20.00 -15.00 -15.00
2025-08-11 22485.00 22590.00 22670.00 22425.00 22490.00 22610.00 22685.00 22445.00 -5.00 -20.00 -15.00 -20.00
2025-08-08 22525.00 22515.00 22565.00 22435.00 22575.00 22520.00 22575.00 22455.00 -50.00 -5.00 -10.00 -20.00
2025-08-07 22480.00 22580.00 22630.00 22420.00 22450.00 22595.00 22625.00 22430.00 30.00 -15.00 5.00 -10.00
2025-08-06 22360.00 22380.00 22415.00 22250.00 22400.00 22370.00 22400.00 22255.00 -40.00 10.00 15.00 -5.00
2025-08-05 22330.00 22380.00 22395.00 22250.00 22280.00 22390.00 22390.00 22245.00 50.00 -10.00 5.00 5.00
2025-08-04 22225.00 22255.00 22270.00 22125.00 22235.00 22250.00 22260.00 22115.00 -10.00 5.00 10.00 10.00
2025-08-01 22300.00 22320.00 22425.00 22280.00 22350.00 22330.00 22440.00 22285.00 -50.00 -10.00 -15.00 -5.00
2025-07-31 22625.00 22345.00 22685.00 22295.00 22650.00 22365.00 22705.00 22320.00 -25.00 -20.00 -20.00 -25.00
2025-07-30 22640.00 22670.00 22770.00 22610.00 22640.00 22695.00 22795.00 22625.00 0.00 -25.00 -25.00 -15.00
2025-07-29 22645.00 22655.00 22725.00 22580.00 22665.00 22675.00 22735.00 22585.00 -20.00 -20.00 -10.00 -5.00
2025-07-28 22905.00 22645.00 22965.00 22575.00 22900.00 22650.00 22960.00 22585.00 5.00 -5.00 5.00 -10.00
2025-07-25 22925.00 22885.00 22935.00 22755.00 22940.00 22875.00 22940.00 22755.00 -15.00 10.00 -5.00 0.00
2025-07-24 23000.00 23015.00 23070.00 22905.00 22945.00 22965.00 23020.00 22865.00 55.00 50.00 50.00 40.00
2025-07-23 22850.00 22975.00 23020.00 22815.00 22805.00 22920.00 22970.00 22770.00 45.00 55.00 50.00 45.00
2025-07-22 22880.00 22945.00 22985.00 22760.00 22865.00 22895.00 22940.00 22725.00 15.00 50.00 45.00 35.00
2025-07-21 22420.00 22925.00 22945.00 22415.00 22430.00 22885.00 22900.00 22420.00 -10.00 40.00 45.00 -5.00
2025-07-18 22175.00 22295.00 22375.00 22130.00 22185.00 22300.00 22370.00 22155.00 -10.00 -5.00 5.00 -25.00
2025-07-17 21975.00 22130.00 22170.00 21970.00 21990.00 22120.00 22160.00 21955.00 -15.00 10.00 10.00 15.00
2025-07-16 22040.00 22045.00 22065.00 21965.00 22030.00 22030.00 22050.00 21955.00 10.00 15.00 15.00 10.00
2025-07-15 22110.00 22085.00 22195.00 22040.00 22100.00 22070.00 22185.00 22040.00 10.00 15.00 10.00 0.00
2025-07-14 22225.00 22250.00 22265.00 22130.00 22205.00 22235.00 22245.00 22125.00 20.00 15.00 20.00 5.00
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