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
2021-05-27 22280.00 22595.00 22695.00 22165.00 22285.00 22595.00 22670.00 22180.00 -5.00 0.00 25.00 -15.00
2021-05-26 22220.00 22305.00 22490.00 22130.00 22160.00 22300.00 22470.00 22145.00 60.00 5.00 20.00 -15.00
2021-05-25 22245.00 22145.00 22395.00 22140.00 22115.00 22160.00 22390.00 22115.00 130.00 -15.00 5.00 25.00
2021-05-24 22730.00 22155.00 22810.00 21930.00 22580.00 22160.00 22785.00 21930.00 150.00 -5.00 25.00 0.00
2021-05-21 22500.00 22425.00 22595.00 22205.00 22370.00 22435.00 22610.00 22215.00 130.00 -10.00 -15.00 -10.00
2021-05-20 22640.00 22520.00 22665.00 22115.00 22580.00 22490.00 22640.00 22085.00 60.00 30.00 25.00 30.00
2021-05-19 23250.00 22775.00 23395.00 22770.00 23240.00 22755.00 23395.00 22745.00 10.00 20.00 0.00 25.00
2021-05-18 22450.00 23220.00 23535.00 22385.00 22370.00 23210.00 23470.00 22360.00 80.00 10.00 65.00 25.00
2021-05-17 21980.00 22380.00 22420.00 21965.00 22045.00 22370.00 22400.00 21965.00 -65.00 10.00 20.00 0.00
2021-05-14 21800.00 22020.00 22130.00 21755.00 21820.00 22010.00 22125.00 21760.00 -20.00 10.00 5.00 -5.00
2021-05-13 22365.00 21990.00 22390.00 21885.00 22305.00 22005.00 22410.00 21900.00 60.00 -15.00 -20.00 -15.00
2021-05-12 22560.00 22520.00 22560.00 22325.00 22515.00 22545.00 22560.00 22340.00 45.00 -25.00 0.00 -15.00
2021-05-11 22910.00 22515.00 22910.00 22205.00 22815.00 22510.00 22910.00 22220.00 95.00 5.00 0.00 -15.00
2021-05-10 22600.00 22805.00 23065.00 22505.00 22490.00 22805.00 23075.00 22490.00 110.00 0.00 -10.00 15.00
2021-05-07 22110.00 22415.00 22465.00 21900.00 22050.00 22430.00 22485.00 21920.00 60.00 -15.00 -20.00 -20.00
2021-05-06 21830.00 22015.00 22105.00 21760.00 21905.00 22040.00 22115.00 21775.00 -75.00 -25.00 -10.00 -15.00
2021-04-30 22275.00 21795.00 22370.00 21720.00 22300.00 21800.00 22350.00 21730.00 -25.00 -5.00 20.00 -10.00
2021-04-29 22300.00 22265.00 22610.00 22055.00 22240.00 22260.00 22595.00 22055.00 60.00 5.00 15.00 0.00
2021-04-28 22100.00 22135.00 22315.00 21940.00 22140.00 22120.00 22295.00 21925.00 -40.00 15.00 20.00 15.00
2021-04-27 22000.00 22235.00 22430.00 21930.00 21880.00 22200.00 22385.00 21880.00 120.00 35.00 45.00 50.00
2021-04-26 21390.00 21880.00 21930.00 21385.00 21425.00 21860.00 21910.00 21410.00 -35.00 20.00 20.00 -25.00
2021-04-23 21415.00 21380.00 21525.00 21220.00 21440.00 21390.00 21535.00 21255.00 -25.00 -10.00 -10.00 -35.00
2021-04-22 21400.00 21365.00 21525.00 21350.00 21375.00 21380.00 21535.00 21375.00 25.00 -15.00 -10.00 -25.00
2021-04-21 21780.00 21425.00 21780.00 21350.00 21705.00 21445.00 21755.00 21360.00 75.00 -20.00 25.00 -10.00
2021-04-20 21955.00 21750.00 21955.00 21725.00 21945.00 21745.00 21945.00 21725.00 10.00 5.00 10.00 0.00
2021-04-19 21995.00 21945.00 22015.00 21735.00 21960.00 21935.00 22000.00 21720.00 35.00 10.00 15.00 15.00
2021-04-16 21550.00 21890.00 21920.00 21545.00 21620.00 21885.00 21900.00 21545.00 -70.00 5.00 20.00 0.00
2021-04-15 21635.00 21675.00 21730.00 21500.00 21485.00 21670.00 21715.00 21485.00 150.00 5.00 15.00 15.00
2021-04-14 21540.00 21335.00 21545.00 21315.00 21450.00 21325.00 21500.00 21300.00 90.00 10.00 45.00 15.00
2021-04-13 21535.00 21350.00 21545.00 21275.00 21485.00 21325.00 21520.00 21255.00 50.00 25.00 25.00 20.00
2021-04-12 21960.00 21535.00 22035.00 21495.00 21890.00 21510.00 22005.00 21470.00 70.00 25.00 30.00 25.00
2021-04-09 22005.00 21915.00 22215.00 21855.00 22000.00 21890.00 22180.00 21830.00 5.00 25.00 35.00 25.00
2021-04-08 21755.00 22020.00 22025.00 21730.00 21830.00 21990.00 22000.00 21710.00 -75.00 30.00 25.00 20.00
2021-04-07 21840.00 21865.00 21960.00 21785.00 21770.00 21840.00 21925.00 21760.00 70.00 25.00 35.00 25.00
2021-04-06 21335.00 21760.00 21885.00 21335.00 21700.00 21740.00 21870.00 21405.00 -365.00 20.00 15.00 -70.00
2021-04-02 21440.00 21460.00 21555.00 21305.00 21400.00 21450.00 21530.00 21290.00 40.00 10.00 25.00 15.00
2021-04-01 21590.00 21405.00 21745.00 21405.00 21610.00 21400.00 21725.00 21400.00 -20.00 5.00 20.00 5.00
2021-03-31 21815.00 21560.00 21900.00 21425.00 21880.00 21535.00 21880.00 21400.00 -65.00 25.00 20.00 25.00
2021-03-30 21825.00 21860.00 21980.00 21750.00 21790.00 21820.00 21930.00 21720.00 35.00 40.00 50.00 30.00
2021-03-29 21590.00 21800.00 21875.00 21590.00 21680.00 21765.00 21835.00 21560.00 -90.00 35.00 40.00 30.00
2021-03-26 21430.00 21615.00 21770.00 21340.00 21380.00 21615.00 21755.00 21350.00 50.00 0.00 15.00 -10.00
2021-03-25 21635.00 21415.00 21710.00 21395.00 21670.00 21405.00 21700.00 21405.00 -35.00 10.00 10.00 -10.00
2021-03-24 21885.00 21635.00 21930.00 21575.00 21860.00 21630.00 21915.00 21575.00 25.00 5.00 15.00 0.00
2021-03-23 22120.00 21860.00 22465.00 21510.00 22080.00 21855.00 22430.00 21520.00 40.00 5.00 35.00 -10.00
2021-03-22 21510.00 22105.00 22335.00 21420.00 21460.00 22105.00 22320.00 21460.00 50.00 0.00 15.00 -40.00
2021-03-19 21485.00 21460.00 21615.00 21280.00 21480.00 21420.00 21575.00 21240.00 5.00 40.00 40.00 40.00
2021-03-18 21660.00 21440.00 21880.00 21390.00 21675.00 21405.00 21860.00 21365.00 -15.00 35.00 20.00 25.00
2021-03-17 21635.00 21715.00 21795.00 21480.00 21555.00 21665.00 21760.00 21445.00 80.00 50.00 35.00 35.00
2021-03-16 21835.00 21585.00 22020.00 21585.00 21810.00 21555.00 21970.00 21550.00 25.00 30.00 50.00 35.00
2021-03-15 21825.00 21865.00 21960.00 21540.00 21755.00 21800.00 21920.00 21500.00 70.00 65.00 40.00 40.00
2021-03-12 21610.00 21870.00 21925.00 21555.00 21680.00 21830.00 21890.00 21525.00 -70.00 40.00 35.00 30.00
2021-03-11 21210.00 21775.00 21880.00 21125.00 21270.00 21740.00 21840.00 21055.00 -60.00 35.00 40.00 70.00
2021-03-10 21290.00 21210.00 21480.00 21205.00 21210.00 21140.00 21410.00 21135.00 80.00 70.00 70.00 70.00
2021-03-09 21430.00 21290.00 21710.00 21275.00 21245.00 21205.00 21610.00 21205.00 185.00 85.00 100.00 70.00
2021-03-08 21145.00 21260.00 21480.00 21120.00 21215.00 21205.00 21415.00 21055.00 -70.00 55.00 65.00 65.00
2021-03-05 21055.00 21240.00 21360.00 20805.00 20810.00 21155.00 21265.00 20745.00 245.00 85.00 95.00 60.00
2021-03-04 21455.00 20970.00 21460.00 20960.00 21295.00 20900.00 21390.00 20900.00 160.00 70.00 70.00 60.00
2021-03-03 21600.00 21705.00 21835.00 21535.00 21575.00 21690.00 21795.00 21505.00 25.00 15.00 40.00 30.00
2021-03-02 21325.00 21560.00 21650.00 21090.00 21280.00 21515.00 21605.00 21045.00 45.00 45.00 45.00 45.00
2021-03-01 21520.00 21340.00 21520.00 21035.00 21385.00 21295.00 21460.00 21000.00 135.00 45.00 60.00 35.00
2021-02-26 21790.00 21490.00 21995.00 21320.00 21835.00 21430.00 21960.00 21300.00 -45.00 60.00 35.00 20.00
2021-02-25 21450.00 21675.00 21960.00 21250.00 21350.00 21670.00 21955.00 21255.00 100.00 5.00 5.00 -5.00
2021-02-24 21615.00 21290.00 21695.00 21190.00 21645.00 21315.00 21720.00 21190.00 -30.00 -25.00 -25.00 0.00
2021-02-23 21840.00 21850.00 21965.00 21610.00 21905.00 21840.00 21955.00 21600.00 -65.00 10.00 10.00 10.00
2021-02-22 21660.00 21980.00 22225.00 21505.00 21630.00 21965.00 22220.00 21500.00 30.00 15.00 5.00 5.00
2021-02-19 21415.00 21630.00 21670.00 21335.00 21435.00 21600.00 21640.00 21310.00 -20.00 30.00 30.00 25.00
2021-02-18 20825.00 21295.00 21320.00 20825.00 20835.00 21255.00 21270.00 20835.00 -10.00 40.00 50.00 -10.00
2021-02-10 20230.00 20495.00 20515.00 20155.00 20245.00 20475.00 20480.00 20160.00 -15.00 20.00 35.00 -5.00
2021-02-09 20025.00 20180.00 20230.00 19890.00 20000.00 20165.00 20220.00 19890.00 25.00 15.00 10.00 0.00
2021-02-08 20155.00 20035.00 20310.00 19935.00 20085.00 20030.00 20275.00 19925.00 70.00 5.00 35.00 10.00
2021-02-05 19890.00 20080.00 20165.00 19800.00 19870.00 20055.00 20120.00 19785.00 20.00 25.00 45.00 15.00
2021-02-04 19775.00 19925.00 19980.00 19695.00 19730.00 19910.00 19945.00 19665.00 45.00 15.00 35.00 30.00
2021-02-03 19550.00 19650.00 19750.00 19465.00 19475.00 19620.00 19715.00 19445.00 75.00 30.00 35.00 20.00
2021-02-02 19430.00 19505.00 19600.00 19355.00 19495.00 19475.00 19595.00 19350.00 -65.00 30.00 5.00 5.00
2021-02-01 19505.00 19625.00 19865.00 19495.00 19475.00 19635.00 19880.00 19475.00 30.00 -10.00 -15.00 20.00
2021-01-29 19545.00 19415.00 19715.00 19360.00 19550.00 19425.00 19720.00 19370.00 -5.00 -10.00 -5.00 -10.00
2021-01-28 19560.00 19515.00 19695.00 19325.00 19620.00 19515.00 19705.00 19335.00 -60.00 0.00 -10.00 -10.00
2021-01-27 20005.00 19780.00 20070.00 19705.00 20010.00 19805.00 20080.00 19715.00 -5.00 -25.00 -10.00 -10.00
2021-01-26 20315.00 20005.00 20410.00 20000.00 20390.00 20000.00 20415.00 20000.00 -75.00 5.00 -5.00 0.00
2021-01-25 20060.00 20440.00 20500.00 20055.00 20090.00 20425.00 20475.00 20080.00 -30.00 15.00 25.00 -25.00
2021-01-22 20615.00 19995.00 20615.00 19950.00 20560.00 20020.00 20565.00 20000.00 55.00 -25.00 50.00 -50.00
2021-01-21 20370.00 20540.00 20660.00 20365.00 20425.00 20510.00 20640.00 20365.00 -55.00 30.00 20.00 0.00
2021-01-20 20340.00 20385.00 20460.00 20185.00 20265.00 20360.00 20440.00 20175.00 75.00 25.00 20.00 10.00
2021-01-19 20335.00 20305.00 20415.00 20240.00 20310.00 20275.00 20390.00 20225.00 25.00 30.00 25.00 15.00
2021-01-18 20300.00 20415.00 20445.00 20135.00 20340.00 20390.00 20445.00 20140.00 -40.00 25.00 0.00 -5.00
2021-01-15 20380.00 20310.00 20790.00 20305.00 20390.00 20290.00 20795.00 20290.00 -10.00 20.00 -5.00 15.00
2021-01-14 20695.00 20420.00 20885.00 20410.00 20710.00 20390.00 20880.00 20385.00 -15.00 30.00 5.00 25.00
2021-01-13 20885.00 20760.00 20970.00 20625.00 20865.00 20740.00 20955.00 20610.00 20.00 20.00 15.00 15.00
2021-01-12 21040.00 20885.00 21060.00 20650.00 20905.00 20860.00 21035.00 20625.00 135.00 25.00 25.00 25.00
2021-01-11 21500.00 21020.00 21500.00 20930.00 21490.00 20980.00 21500.00 20915.00 10.00 40.00 0.00 15.00
2021-01-08 21545.00 21620.00 21780.00 21505.00 21485.00 21600.00 21770.00 21485.00 60.00 20.00 10.00 20.00
2021-01-07 21465.00 21620.00 21700.00 21245.00 21400.00 21620.00 21695.00 21235.00 65.00 0.00 5.00 10.00
2021-01-06 21085.00 21375.00 21445.00 21080.00 21145.00 21370.00 21430.00 21065.00 -60.00 5.00 15.00 15.00
2021-01-05 21090.00 21150.00 21180.00 20900.00 20970.00 21135.00 21175.00 20895.00 120.00 15.00 5.00 5.00
2021-01-04 20875.00 20905.00 20980.00 20735.00 20890.00 20895.00 20960.00 20725.00 -15.00 10.00 20.00 10.00
2020-12-31 20855.00 20675.00 20990.00 20610.00 20910.00 20675.00 20990.00 20595.00 -55.00 0.00 0.00 15.00
2020-12-30 20995.00 20920.00 21070.00 20755.00 20970.00 20925.00 21065.00 20740.00 25.00 -5.00 5.00 15.00
2020-12-29 21590.00 21025.00 21685.00 20940.00 21485.00 21025.00 21660.00 20945.00 105.00 0.00 25.00 -5.00
2020-12-28 21655.00 21505.00 21925.00 21455.00 21695.00 21510.00 21905.00 21455.00 -40.00 -5.00 20.00 0.00
2020-12-25 21545.00 21715.00 21810.00 21480.00 21540.00 21700.00 21800.00 21480.00 5.00 15.00 10.00 0.00
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