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
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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
2021-10-26 24820.00 24435.00 24935.00 24120.00 24665.00 24405.00 24900.00 24080.00 155.00 30.00 35.00 40.00
2021-10-25 24710.00 24700.00 25060.00 24015.00 24675.00 24750.00 25120.00 24040.00 35.00 -50.00 -60.00 -25.00
2021-10-22 25185.00 24675.00 25365.00 24055.00 25150.00 24695.00 25395.00 24080.00 35.00 -20.00 -30.00 -25.00
2021-10-21 25565.00 25365.00 26185.00 25350.00 25700.00 25400.00 26225.00 25400.00 -135.00 -35.00 -40.00 -50.00
2021-10-20 26880.00 25415.00 26880.00 25125.00 26795.00 25450.00 26875.00 25050.00 85.00 -35.00 5.00 75.00
2021-10-19 27295.00 27275.00 27585.00 26900.00 27440.00 27310.00 27600.00 26920.00 -145.00 -35.00 -15.00 -20.00
2021-10-18 27480.00 27720.00 27720.00 26860.00 27445.00 27725.00 27725.00 26880.00 35.00 -5.00 -5.00 -20.00
2021-10-15 25675.00 25720.00 26060.00 25410.00 25600.00 25720.00 26050.00 25430.00 75.00 0.00 10.00 -20.00
2021-10-14 24495.00 25700.00 25700.00 24455.00 24400.00 25710.00 25710.00 24400.00 95.00 -10.00 -10.00 55.00
2021-10-13 23805.00 24000.00 24000.00 23520.00 23830.00 24000.00 24010.00 23535.00 -25.00 0.00 -10.00 -15.00
2021-10-12 23450.00 23730.00 23880.00 23385.00 23500.00 23740.00 23885.00 23390.00 -50.00 -10.00 -5.00 -5.00
2021-10-11 23060.00 23240.00 23445.00 22980.00 23050.00 23240.00 23420.00 22970.00 10.00 0.00 25.00 10.00
2021-10-08 22555.00 22945.00 22980.00 22555.00 22500.00 22930.00 22960.00 22500.00 55.00 15.00 20.00 55.00
2021-09-30 22625.00 22370.00 22700.00 22350.00 22655.00 22370.00 22705.00 22355.00 -30.00 0.00 -5.00 -5.00
2021-09-29 22665.00 22690.00 22780.00 22620.00 22655.00 22680.00 22760.00 22610.00 10.00 10.00 20.00 10.00
2021-09-28 22880.00 22715.00 22955.00 22655.00 22940.00 22690.00 22940.00 22650.00 -60.00 25.00 15.00 5.00
2021-09-27 23065.00 23020.00 23285.00 22860.00 22995.00 22960.00 23250.00 22830.00 70.00 60.00 35.00 30.00
2021-09-24 22725.00 22985.00 23045.00 22675.00 22780.00 22980.00 23045.00 22670.00 -55.00 5.00 0.00 5.00
2021-09-23 22740.00 22670.00 22840.00 22530.00 22805.00 22660.00 22830.00 22530.00 -65.00 10.00 10.00 0.00
2021-09-22 22485.00 22790.00 22810.00 22380.00 22430.00 22775.00 22800.00 22380.00 55.00 15.00 10.00 0.00
2021-09-17 22600.00 22780.00 22880.00 22585.00 22590.00 22770.00 22865.00 22585.00 10.00 10.00 15.00 0.00
2021-09-16 22630.00 22520.00 22745.00 22505.00 22650.00 22505.00 22745.00 22505.00 -20.00 15.00 0.00 0.00
2021-09-15 22505.00 22575.00 22630.00 22470.00 22505.00 22570.00 22625.00 22465.00 0.00 5.00 5.00 5.00
2021-09-14 22975.00 22585.00 23010.00 22570.00 22930.00 22565.00 23000.00 22565.00 45.00 20.00 10.00 5.00
2021-09-13 23000.00 22885.00 23225.00 22860.00 23000.00 22885.00 23210.00 22855.00 0.00 0.00 15.00 5.00
2021-09-10 22910.00 22940.00 22985.00 22745.00 22960.00 22930.00 22970.00 22735.00 -50.00 10.00 15.00 10.00
2021-09-09 22695.00 22960.00 22980.00 22645.00 22720.00 22940.00 22960.00 22640.00 -25.00 20.00 20.00 5.00
2021-09-08 22645.00 22630.00 22725.00 22530.00 22570.00 22625.00 22710.00 22525.00 75.00 5.00 15.00 5.00
2021-09-07 22545.00 22505.00 22600.00 22395.00 22580.00 22500.00 22580.00 22390.00 -35.00 5.00 20.00 5.00
2021-09-06 22415.00 22585.00 22590.00 22360.00 22400.00 22580.00 22585.00 22355.00 15.00 5.00 5.00 5.00
2021-09-03 22200.00 22415.00 22505.00 22180.00 22225.00 22395.00 22495.00 22170.00 -25.00 20.00 10.00 10.00
2021-09-02 22190.00 22270.00 22300.00 22010.00 22125.00 22260.00 22290.00 22005.00 65.00 10.00 10.00 5.00
2021-09-01 22480.00 22165.00 22500.00 22160.00 22490.00 22160.00 22495.00 22155.00 -10.00 5.00 5.00 5.00
2021-08-31 22635.00 22350.00 22635.00 22285.00 22615.00 22350.00 22635.00 22280.00 20.00 0.00 0.00 5.00
2021-08-30 22365.00 22635.00 22660.00 22320.00 22395.00 22615.00 22640.00 22310.00 -30.00 20.00 20.00 10.00
2021-08-27 22505.00 22385.00 22520.00 22240.00 22480.00 22395.00 22525.00 22260.00 25.00 -10.00 -5.00 -20.00
2021-08-26 22700.00 22510.00 22735.00 22440.00 22720.00 22505.00 22730.00 22455.00 -20.00 5.00 5.00 -15.00
2021-08-25 22450.00 22590.00 22610.00 22430.00 22455.00 22600.00 22615.00 22450.00 -5.00 -10.00 -5.00 -20.00
2021-08-24 22300.00 22330.00 22400.00 22115.00 22265.00 22355.00 22420.00 22135.00 35.00 -25.00 -20.00 -20.00
2021-08-23 22395.00 22240.00 22430.00 22215.00 22280.00 22230.00 22435.00 22205.00 115.00 10.00 -5.00 10.00
2021-08-20 22210.00 22440.00 22505.00 22180.00 22200.00 22430.00 22495.00 22160.00 10.00 10.00 10.00 20.00
2021-08-19 22620.00 22420.00 22655.00 22400.00 22620.00 22410.00 22635.00 22385.00 0.00 10.00 20.00 15.00
2021-08-18 22520.00 22640.00 22805.00 22520.00 22580.00 22625.00 22775.00 22510.00 -60.00 15.00 30.00 10.00
2021-08-17 22560.00 22790.00 22845.00 22510.00 22445.00 22770.00 22830.00 22445.00 115.00 20.00 15.00 65.00
2021-08-16 22530.00 22400.00 22675.00 22330.00 22415.00 22385.00 22660.00 22320.00 115.00 15.00 15.00 10.00
2021-08-13 22610.00 22360.00 22650.00 22300.00 22650.00 22360.00 22650.00 22305.00 -40.00 0.00 0.00 -5.00
2021-08-12 22660.00 22795.00 22820.00 22590.00 22625.00 22770.00 22800.00 22550.00 35.00 25.00 20.00 40.00
2021-08-11 22400.00 22520.00 22545.00 22360.00 22495.00 22500.00 22530.00 22350.00 -95.00 20.00 15.00 10.00
2021-08-10 22220.00 22430.00 22450.00 22200.00 22200.00 22420.00 22430.00 22190.00 20.00 10.00 20.00 10.00
2021-08-09 22430.00 22395.00 22500.00 22250.00 22450.00 22390.00 22485.00 22250.00 -20.00 5.00 15.00 0.00
2021-08-06 22220.00 22580.00 22600.00 22180.00 22175.00 22555.00 22590.00 22175.00 45.00 25.00 10.00 5.00
2021-08-05 22050.00 22090.00 22180.00 21990.00 22030.00 22080.00 22175.00 22000.00 20.00 10.00 5.00 -10.00
2021-08-04 22020.00 22050.00 22130.00 21960.00 21980.00 22060.00 22140.00 21980.00 40.00 -10.00 -10.00 -20.00
2021-08-03 22660.00 22120.00 22665.00 22105.00 22660.00 22125.00 22660.00 22115.00 0.00 -5.00 5.00 -10.00
2021-08-02 22615.00 22570.00 22700.00 22445.00 22595.00 22560.00 22690.00 22435.00 20.00 10.00 10.00 10.00
2021-07-30 22305.00 22495.00 22540.00 22290.00 22400.00 22485.00 22540.00 22305.00 -95.00 10.00 0.00 -15.00
2021-07-29 22255.00 22360.00 22380.00 22205.00 22280.00 22350.00 22360.00 22195.00 -25.00 10.00 20.00 10.00
2021-07-28 22395.00 22240.00 22410.00 22215.00 22385.00 22215.00 22385.00 22185.00 10.00 25.00 25.00 30.00
2021-07-27 22395.00 22375.00 22685.00 22330.00 22355.00 22335.00 22645.00 22310.00 40.00 40.00 40.00 20.00
2021-07-26 22270.00 22375.00 22540.00 22210.00 22300.00 22380.00 22545.00 22225.00 -30.00 -5.00 -5.00 -15.00
2021-07-23 22150.00 22210.00 22325.00 22060.00 22180.00 22210.00 22320.00 22060.00 -30.00 0.00 5.00 0.00
2021-07-22 22175.00 22185.00 22225.00 22105.00 22225.00 22170.00 22225.00 22100.00 -50.00 15.00 0.00 5.00
2021-07-21 22440.00 22170.00 22600.00 22095.00 22400.00 22155.00 22555.00 22090.00 40.00 15.00 45.00 5.00
2021-07-20 22295.00 22545.00 22615.00 22280.00 22255.00 22490.00 22555.00 22245.00 40.00 55.00 60.00 35.00
2021-07-19 22490.00 22495.00 22635.00 22415.00 22470.00 22450.00 22585.00 22375.00 20.00 45.00 50.00 40.00
2021-07-16 22080.00 22465.00 22500.00 22070.00 22110.00 22440.00 22450.00 22060.00 -30.00 25.00 50.00 10.00
2021-07-15 21910.00 22130.00 22145.00 21785.00 21990.00 22110.00 22120.00 21780.00 -80.00 20.00 25.00 5.00
2021-07-14 21925.00 21980.00 22025.00 21770.00 21900.00 21960.00 22010.00 21760.00 25.00 20.00 15.00 10.00
2021-07-13 22160.00 21995.00 22235.00 21990.00 22170.00 21975.00 22200.00 21965.00 -10.00 20.00 35.00 25.00
2021-07-12 22445.00 22185.00 22695.00 22165.00 22395.00 22145.00 22645.00 22130.00 50.00 40.00 50.00 35.00
2021-07-09 22230.00 22360.00 22420.00 22155.00 22110.00 22325.00 22385.00 22110.00 120.00 35.00 35.00 45.00
2021-07-08 22260.00 22190.00 22365.00 22100.00 22320.00 22160.00 22330.00 22080.00 -60.00 30.00 35.00 20.00
2021-07-07 22385.00 22350.00 22410.00 21965.00 22220.00 22310.00 22365.00 21945.00 165.00 40.00 45.00 20.00
2021-07-06 22150.00 22295.00 22330.00 22090.00 22150.00 22255.00 22295.00 22075.00 0.00 40.00 35.00 15.00
2021-07-05 22110.00 22200.00 22340.00 21825.00 22000.00 22185.00 22315.00 21820.00 110.00 15.00 25.00 5.00
2021-07-02 22160.00 22020.00 22200.00 21930.00 22100.00 22010.00 22175.00 21925.00 60.00 10.00 25.00 5.00
2021-07-01 22055.00 22180.00 22255.00 22000.00 21960.00 22170.00 22240.00 21960.00 95.00 10.00 15.00 40.00
2021-06-30 21905.00 21965.00 22080.00 21810.00 21925.00 21950.00 22070.00 21815.00 -20.00 15.00 10.00 -5.00
2021-06-29 21745.00 21905.00 21955.00 21670.00 21770.00 21890.00 21940.00 21675.00 -25.00 15.00 15.00 -5.00
2021-06-28 21845.00 21745.00 21995.00 21710.00 21780.00 21730.00 21965.00 21705.00 65.00 15.00 30.00 5.00
2021-06-25 21805.00 21760.00 22025.00 21760.00 21785.00 21745.00 22000.00 21745.00 20.00 15.00 25.00 15.00
2021-06-24 21905.00 21690.00 22010.00 21685.00 21880.00 21700.00 22000.00 21700.00 25.00 -10.00 10.00 -15.00
2021-06-23 21560.00 21820.00 21855.00 21545.00 21530.00 21805.00 21825.00 21525.00 30.00 15.00 30.00 20.00
2021-06-22 21515.00 21650.00 21730.00 21485.00 21480.00 21635.00 21710.00 21455.00 35.00 15.00 20.00 30.00
2021-06-21 21770.00 21515.00 21790.00 21390.00 21805.00 21475.00 21805.00 21370.00 -35.00 40.00 -15.00 20.00
2021-06-18 22450.00 21935.00 22495.00 21845.00 22365.00 21915.00 22415.00 21835.00 85.00 20.00 80.00 10.00
2021-06-17 22350.00 22650.00 22830.00 22310.00 22305.00 22595.00 22770.00 22290.00 45.00 55.00 60.00 20.00
2021-06-16 22480.00 22310.00 22795.00 22300.00 22375.00 22270.00 22750.00 22260.00 105.00 40.00 45.00 40.00
2021-06-15 22750.00 22460.00 22845.00 22310.00 22795.00 22440.00 22805.00 22295.00 -45.00 20.00 40.00 15.00
2021-06-11 22440.00 22740.00 22890.00 22345.00 22380.00 22715.00 22855.00 22325.00 60.00 25.00 35.00 20.00
2021-06-10 22605.00 22400.00 22710.00 22230.00 22610.00 22380.00 22690.00 22210.00 -5.00 20.00 20.00 20.00
2021-06-09 22505.00 22685.00 22735.00 22420.00 22485.00 22660.00 22720.00 22410.00 20.00 25.00 15.00 10.00
2021-06-08 22525.00 22505.00 22790.00 22460.00 22350.00 22495.00 22765.00 22350.00 175.00 10.00 25.00 110.00
2021-06-07 22590.00 22410.00 22705.00 22405.00 22585.00 22405.00 22695.00 22390.00 5.00 5.00 10.00 15.00
2021-06-04 22500.00 22520.00 22595.00 22350.00 22485.00 22505.00 22585.00 22340.00 15.00 15.00 10.00 10.00
2021-06-03 23155.00 22890.00 23195.00 22780.00 23100.00 22875.00 23175.00 22770.00 55.00 15.00 20.00 10.00
2021-06-02 22930.00 23140.00 23210.00 22850.00 22985.00 23130.00 23190.00 22830.00 -55.00 10.00 20.00 20.00
2021-06-01 22815.00 23075.00 23085.00 22600.00 22830.00 23050.00 23060.00 22575.00 -15.00 25.00 25.00 25.00
2021-05-31 22940.00 22900.00 23125.00 22790.00 22845.00 22870.00 23090.00 22760.00 95.00 30.00 35.00 30.00
2021-05-28 22505.00 23045.00 23100.00 22500.00 22600.00 22995.00 23060.00 22480.00 -95.00 50.00 40.00 20.00
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