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
2022-03-23 25700.00 25750.00 25810.00 25550.00 25680.00 25745.00 25805.00 25550.00 20.00 5.00 5.00 0.00
2022-03-22 25655.00 25510.00 25800.00 25505.00 25605.00 25520.00 25800.00 25510.00 50.00 -10.00 0.00 -5.00
2022-03-21 25385.00 25560.00 25560.00 25230.00 25495.00 25550.00 25560.00 25250.00 -110.00 10.00 0.00 -20.00
2022-03-18 25315.00 25535.00 25610.00 25190.00 25240.00 25545.00 25615.00 25200.00 75.00 -10.00 -5.00 -10.00
2022-03-17 25420.00 25310.00 25650.00 25205.00 25550.00 25310.00 25630.00 25210.00 -130.00 0.00 20.00 -5.00
2022-03-16 25100.00 25475.00 25480.00 24840.00 25150.00 25475.00 25475.00 24815.00 -50.00 0.00 5.00 25.00
2022-03-15 25320.00 25270.00 25360.00 25140.00 25200.00 25265.00 25345.00 25125.00 120.00 5.00 15.00 15.00
2022-03-14 25480.00 25340.00 25550.00 25310.00 25455.00 25315.00 25540.00 25310.00 25.00 25.00 10.00 0.00
2022-03-11 25475.00 25560.00 25810.00 25440.00 25500.00 25545.00 25795.00 25430.00 -25.00 15.00 15.00 10.00
2022-03-10 25800.00 25555.00 25835.00 25180.00 25300.00 25550.00 25845.00 25200.00 500.00 5.00 -10.00 -20.00
2022-03-09 26215.00 26130.00 26900.00 25785.00 26600.00 26155.00 26925.00 25800.00 -385.00 -25.00 -25.00 -15.00
2022-03-08 26740.00 28195.00 28440.00 26285.00 26765.00 28215.00 28485.00 26305.00 -25.00 -20.00 -45.00 -20.00
2022-03-07 25840.00 26560.00 27050.00 25650.00 25885.00 26595.00 27030.00 25680.00 -45.00 -35.00 20.00 -30.00
2022-03-04 25955.00 25870.00 26110.00 25715.00 26150.00 25905.00 26150.00 25745.00 -195.00 -35.00 -40.00 -30.00
2022-03-03 26000.00 26120.00 26240.00 25795.00 26090.00 26150.00 26260.00 25825.00 -90.00 -30.00 -20.00 -30.00
2022-03-02 25400.00 25740.00 25765.00 25310.00 25315.00 25760.00 25795.00 25315.00 85.00 -20.00 -30.00 -5.00
2022-03-01 24955.00 25185.00 25340.00 24955.00 25050.00 25210.00 25350.00 24985.00 -95.00 -25.00 -10.00 -30.00
2022-02-28 24860.00 25045.00 25100.00 24725.00 24770.00 25050.00 25120.00 24760.00 90.00 -5.00 -20.00 -35.00
2022-02-25 25000.00 24715.00 25065.00 24525.00 25000.00 24700.00 25050.00 24505.00 0.00 15.00 15.00 20.00
2022-02-24 25060.00 24740.00 25080.00 24675.00 25080.00 24720.00 25085.00 24670.00 -20.00 20.00 -5.00 5.00
2022-02-23 25000.00 25095.00 25280.00 25000.00 25000.00 25095.00 25260.00 24990.00 0.00 0.00 20.00 10.00
2022-02-22 24745.00 24860.00 24960.00 24730.00 24865.00 24865.00 24960.00 24735.00 -120.00 -5.00 0.00 -5.00
2022-02-21 25180.00 24845.00 25225.00 24655.00 25220.00 24860.00 25245.00 24655.00 -40.00 -15.00 -20.00 0.00
2022-02-18 25055.00 25275.00 25350.00 24995.00 24960.00 25300.00 25365.00 24960.00 95.00 -25.00 -15.00 35.00
2022-02-17 25190.00 24905.00 25195.00 24860.00 25200.00 24920.00 25215.00 24865.00 -10.00 -15.00 -20.00 -5.00
2022-02-16 25250.00 25035.00 25255.00 24980.00 25200.00 25070.00 25285.00 25010.00 50.00 -35.00 -30.00 -30.00
2022-02-15 25430.00 25140.00 25450.00 24930.00 25500.00 25175.00 25520.00 24970.00 -70.00 -35.00 -70.00 -40.00
2022-02-14 25720.00 25450.00 25835.00 25370.00 25740.00 25480.00 25870.00 25410.00 -20.00 -30.00 -35.00 -40.00
2022-02-11 25915.00 25550.00 26175.00 25535.00 26095.00 25590.00 26205.00 25570.00 -180.00 -40.00 -30.00 -35.00
2022-02-10 25380.00 25775.00 25865.00 25300.00 25345.00 25800.00 25900.00 25335.00 35.00 -25.00 -35.00 -35.00
2022-02-09 25365.00 25245.00 25390.00 25050.00 25545.00 25290.00 25545.00 25100.00 -180.00 -45.00 -155.00 -50.00
2022-02-08 25205.00 25505.00 25565.00 25175.00 25190.00 25545.00 25600.00 25190.00 15.00 -40.00 -35.00 -15.00
2022-02-07 25400.00 25075.00 25435.00 25000.00 25400.00 25110.00 25480.00 25050.00 0.00 -35.00 -45.00 -50.00
2022-01-28 25010.00 25295.00 25525.00 25000.00 25015.00 25340.00 25555.00 25015.00 -5.00 -45.00 -30.00 -15.00
2022-01-27 24900.00 24820.00 25060.00 24560.00 25005.00 24870.00 25105.00 24620.00 -105.00 -50.00 -45.00 -60.00
2022-01-26 24825.00 24955.00 24980.00 24650.00 24800.00 25005.00 25020.00 24700.00 25.00 -50.00 -40.00 -50.00
2022-01-25 24750.00 24740.00 24925.00 24660.00 24850.00 24770.00 24940.00 24690.00 -100.00 -30.00 -15.00 -30.00
2022-01-24 25235.00 24860.00 25415.00 24765.00 25140.00 24805.00 25350.00 24725.00 95.00 55.00 65.00 40.00
2022-01-21 25300.00 25215.00 25400.00 25055.00 25335.00 25165.00 25335.00 25000.00 -35.00 50.00 65.00 55.00
2022-01-20 24985.00 25210.00 25365.00 24920.00 24905.00 25140.00 25355.00 24785.00 80.00 70.00 10.00 135.00
2022-01-19 24555.00 24780.00 24920.00 24535.00 24655.00 24840.00 24975.00 24590.00 -100.00 -60.00 -55.00 -55.00
2022-01-18 24545.00 24595.00 24630.00 24335.00 24520.00 24655.00 24680.00 24385.00 25.00 -60.00 -50.00 -50.00
2022-01-17 24850.00 24545.00 24890.00 24420.00 24960.00 24595.00 24960.00 24470.00 -110.00 -50.00 -70.00 -50.00
2022-01-14 24970.00 24975.00 25035.00 24745.00 25000.00 25030.00 25090.00 24790.00 -30.00 -55.00 -55.00 -45.00
2022-01-13 25000.00 24810.00 25090.00 24700.00 25095.00 24850.00 25145.00 24740.00 -95.00 -40.00 -55.00 -40.00
2022-01-12 24400.00 24885.00 24970.00 24320.00 24355.00 24945.00 25010.00 24355.00 45.00 -60.00 -40.00 -35.00
2022-01-11 24235.00 24240.00 24385.00 23985.00 24300.00 24295.00 24435.00 24050.00 -65.00 -55.00 -50.00 -65.00
2022-01-10 24475.00 24270.00 24540.00 24140.00 24600.00 24330.00 24600.00 24200.00 -125.00 -60.00 -60.00 -60.00
2022-01-07 24500.00 24500.00 24865.00 24190.00 24500.00 24550.00 24905.00 24250.00 0.00 -50.00 -40.00 -60.00
2022-01-06 24425.00 24385.00 24580.00 24310.00 24520.00 24445.00 24630.00 24370.00 -95.00 -60.00 -50.00 -60.00
2022-01-05 24200.00 24415.00 24545.00 24090.00 24210.00 24475.00 24600.00 24150.00 -10.00 -60.00 -55.00 -60.00
2022-01-04 24200.00 24050.00 24300.00 23970.00 24265.00 24105.00 24355.00 24030.00 -65.00 -55.00 -55.00 -60.00
2021-12-31 24230.00 24125.00 24580.00 23930.00 24230.00 24190.00 24635.00 23990.00 0.00 -65.00 -55.00 -60.00
2021-12-30 24150.00 24165.00 24200.00 23895.00 24200.00 24220.00 24265.00 23965.00 -50.00 -55.00 -65.00 -70.00
2021-12-29 24020.00 24090.00 24135.00 23840.00 24200.00 24170.00 24200.00 23910.00 -180.00 -80.00 -65.00 -70.00
2021-12-28 24050.00 24100.00 24230.00 23845.00 24090.00 24160.00 24300.00 23910.00 -40.00 -60.00 -70.00 -65.00
2021-12-27 24410.00 23955.00 24655.00 23940.00 24400.00 23890.00 24560.00 23880.00 10.00 65.00 95.00 60.00
2021-12-24 24405.00 24320.00 24470.00 24240.00 24285.00 24250.00 24380.00 24165.00 120.00 70.00 90.00 75.00
2021-12-23 24350.00 24480.00 24545.00 24240.00 24155.00 24395.00 24465.00 24155.00 195.00 85.00 80.00 85.00
2021-12-22 23750.00 23900.00 24015.00 23570.00 23760.00 24025.00 24100.00 23630.00 -10.00 -125.00 -85.00 -60.00
2021-12-21 23480.00 23490.00 23565.00 23290.00 23620.00 23555.00 23620.00 23350.00 -140.00 -65.00 -55.00 -60.00
2021-12-20 24010.00 23480.00 24125.00 23455.00 24100.00 23540.00 24175.00 23520.00 -90.00 -60.00 -50.00 -65.00
2021-12-17 23540.00 24150.00 24160.00 23495.00 23580.00 24190.00 24200.00 23535.00 -40.00 -40.00 -40.00 -40.00
2021-12-16 23005.00 23410.00 23435.00 22870.00 23060.00 23450.00 23475.00 22905.00 -55.00 -40.00 -40.00 -35.00
2021-12-15 23535.00 23045.00 23540.00 22990.00 23600.00 23065.00 23600.00 23020.00 -65.00 -20.00 -60.00 -30.00
2021-12-14 23745.00 23565.00 23750.00 23340.00 23780.00 23605.00 23780.00 23370.00 -35.00 -40.00 -30.00 -30.00
2021-12-13 23385.00 23775.00 23785.00 23285.00 23435.00 23790.00 23815.00 23310.00 -50.00 -15.00 -30.00 -25.00
2021-12-10 23505.00 23445.00 23615.00 23380.00 23525.00 23460.00 23625.00 23400.00 -20.00 -15.00 -10.00 -20.00
2021-12-09 23315.00 23505.00 23600.00 23225.00 23300.00 23500.00 23615.00 23245.00 15.00 5.00 -15.00 -20.00
2021-12-08 23080.00 23175.00 23225.00 23015.00 23100.00 23205.00 23240.00 23030.00 -20.00 -30.00 -15.00 -15.00
2021-12-07 22725.00 22860.00 22970.00 22720.00 22780.00 22875.00 22985.00 22740.00 -55.00 -15.00 -15.00 -20.00
2021-12-06 23170.00 22725.00 23195.00 22670.00 23270.00 22745.00 23270.00 22685.00 -100.00 -20.00 -75.00 -15.00
2021-12-03 23080.00 23265.00 23335.00 22850.00 23080.00 23285.00 23345.00 22865.00 0.00 -20.00 -10.00 -15.00
2021-12-02 23025.00 22895.00 23205.00 22890.00 23050.00 22915.00 23220.00 22910.00 -25.00 -20.00 -15.00 -20.00
2021-12-01 23120.00 23025.00 23300.00 22875.00 23130.00 23050.00 23315.00 22900.00 -10.00 -25.00 -15.00 -25.00
2021-11-30 22955.00 22870.00 23040.00 22800.00 22940.00 22895.00 23060.00 22820.00 15.00 -25.00 -20.00 -20.00
2021-11-29 23000.00 22925.00 23095.00 22690.00 23200.00 22940.00 23200.00 22710.00 -200.00 -15.00 -105.00 -20.00
2021-11-26 23880.00 23445.00 23880.00 23360.00 23870.00 23470.00 23875.00 23405.00 10.00 -25.00 5.00 -45.00
2021-11-25 23830.00 23780.00 23910.00 23625.00 23850.00 23800.00 23935.00 23655.00 -20.00 -20.00 -25.00 -30.00
2021-11-24 23810.00 23755.00 23835.00 23520.00 23775.00 23795.00 23835.00 23545.00 35.00 -40.00 0.00 -25.00
2021-11-23 22915.00 23710.00 23980.00 22915.00 22945.00 23725.00 23995.00 22930.00 -30.00 -15.00 -15.00 -15.00
2021-11-22 22645.00 22930.00 23140.00 22615.00 22730.00 22930.00 23135.00 22625.00 -85.00 0.00 5.00 -10.00
2021-11-19 22400.00 22810.00 22935.00 22285.00 22415.00 22830.00 22940.00 22325.00 -15.00 -20.00 -5.00 -40.00
2021-11-18 22845.00 22310.00 22885.00 22250.00 22885.00 22330.00 22885.00 22280.00 -40.00 -20.00 0.00 -30.00
2021-11-17 22670.00 22905.00 22985.00 22640.00 22775.00 22905.00 22980.00 22640.00 -105.00 0.00 5.00 0.00
2021-11-16 23110.00 22635.00 23115.00 22580.00 23065.00 22640.00 23150.00 22600.00 45.00 -5.00 -35.00 -20.00
2021-11-15 23245.00 23070.00 23400.00 23000.00 23240.00 23070.00 23395.00 22990.00 5.00 0.00 5.00 10.00
2021-11-12 23425.00 23185.00 23480.00 23130.00 23410.00 23200.00 23455.00 23135.00 15.00 -15.00 25.00 -5.00
2021-11-11 23350.00 23520.00 23570.00 23180.00 23345.00 23475.00 23540.00 23170.00 5.00 45.00 30.00 10.00
2021-11-10 23310.00 23330.00 23580.00 22965.00 23330.00 23315.00 23525.00 22960.00 -20.00 15.00 55.00 5.00
2021-11-09 23010.00 23185.00 23260.00 22780.00 22980.00 23180.00 23250.00 22805.00 30.00 5.00 10.00 -25.00
2021-11-08 22730.00 22920.00 23125.00 22640.00 22700.00 22925.00 23125.00 22665.00 30.00 -5.00 0.00 -25.00
2021-11-05 23620.00 22835.00 23725.00 22605.00 23715.00 22845.00 23720.00 22610.00 -95.00 -10.00 5.00 -5.00
2021-11-04 23635.00 23835.00 24000.00 23160.00 23700.00 23840.00 24000.00 23160.00 -65.00 -5.00 0.00 0.00
2021-11-03 23605.00 23780.00 24030.00 23390.00 23645.00 23785.00 24030.00 23400.00 -40.00 -5.00 0.00 -10.00
2021-11-02 24090.00 23605.00 24190.00 23450.00 24100.00 23635.00 24195.00 23475.00 -10.00 -30.00 -5.00 -25.00
2021-11-01 23570.00 24055.00 24450.00 23445.00 23430.00 24065.00 24460.00 23430.00 140.00 -10.00 -10.00 15.00
2021-10-29 23760.00 23470.00 23905.00 23320.00 23840.00 23465.00 23915.00 23340.00 -80.00 5.00 -10.00 -20.00
2021-10-28 23725.00 23860.00 24205.00 23335.00 23600.00 23865.00 24185.00 23340.00 125.00 -5.00 20.00 -5.00
2021-10-27 24330.00 23895.00 24785.00 23855.00 24425.00 23870.00 24745.00 23835.00 -95.00 25.00 40.00 20.00
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