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
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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
2020-12-24 21400.00 21450.00 21540.00 21390.00 21390.00 21435.00 21530.00 21375.00 10.00 15.00 10.00 15.00
2020-12-23 21595.00 21335.00 21660.00 21195.00 21540.00 21345.00 21655.00 21210.00 55.00 -10.00 5.00 -15.00
2020-12-22 21900.00 21510.00 22020.00 21460.00 21945.00 21520.00 22010.00 21485.00 -45.00 -10.00 10.00 -25.00
2020-12-21 21850.00 22200.00 22305.00 21785.00 21920.00 22180.00 22315.00 21780.00 -70.00 20.00 -10.00 5.00
2020-12-18 21860.00 21950.00 22085.00 21765.00 21875.00 21930.00 22060.00 21710.00 -15.00 20.00 25.00 55.00
2020-12-17 21580.00 21945.00 21955.00 21465.00 21585.00 21890.00 21900.00 21430.00 -5.00 55.00 55.00 35.00
2020-12-16 21565.00 21645.00 21670.00 21325.00 21485.00 21585.00 21620.00 21300.00 80.00 60.00 50.00 25.00
2020-12-15 21360.00 21455.00 21535.00 21320.00 21385.00 21415.00 21490.00 21285.00 -25.00 40.00 45.00 35.00
2020-12-14 21525.00 21350.00 21630.00 21310.00 21470.00 21325.00 21585.00 21265.00 55.00 25.00 45.00 45.00
2020-12-11 21405.00 21525.00 21975.00 21405.00 21420.00 21495.00 21925.00 21350.00 -15.00 30.00 50.00 55.00
2020-12-10 21500.00 21440.00 21635.00 21305.00 21400.00 21385.00 21565.00 21245.00 100.00 55.00 70.00 60.00
2020-12-09 21285.00 21455.00 21600.00 21165.00 21205.00 21380.00 21520.00 21090.00 80.00 75.00 80.00 75.00
2020-12-08 21045.00 21275.00 21350.00 21010.00 20960.00 21215.00 21285.00 20935.00 85.00 60.00 65.00 75.00
2020-12-07 20925.00 21045.00 21060.00 20740.00 20960.00 20990.00 21000.00 20690.00 -35.00 55.00 60.00 50.00
2020-12-04 21030.00 21060.00 21160.00 20825.00 20990.00 20985.00 21090.00 20765.00 40.00 75.00 70.00 60.00
2020-12-03 21035.00 21015.00 21130.00 20780.00 20975.00 20950.00 21075.00 20735.00 60.00 65.00 55.00 45.00
2020-12-02 21345.00 21160.00 21475.00 21115.00 21245.00 21125.00 21395.00 21030.00 100.00 35.00 80.00 85.00
2020-12-01 21550.00 21315.00 21610.00 21235.00 21450.00 21245.00 21545.00 21150.00 100.00 70.00 65.00 85.00
2020-11-30 21135.00 21535.00 21685.00 21080.00 20975.00 21460.00 21620.00 20975.00 160.00 75.00 65.00 105.00
2020-11-27 20960.00 21050.00 21200.00 20735.00 21040.00 21075.00 21190.00 20760.00 -80.00 -25.00 10.00 -25.00
2020-11-26 20785.00 21045.00 21140.00 20695.00 20710.00 21050.00 21135.00 20700.00 75.00 -5.00 5.00 -5.00
2020-11-25 20960.00 20710.00 21030.00 20695.00 21000.00 20715.00 21040.00 20710.00 -40.00 -5.00 -10.00 -15.00
2020-11-24 20945.00 20960.00 21125.00 20680.00 21000.00 20930.00 21110.00 20665.00 -55.00 30.00 15.00 15.00
2020-11-23 21305.00 21070.00 21305.00 21030.00 21180.00 21030.00 21260.00 20990.00 125.00 40.00 45.00 40.00
2020-11-20 20760.00 21240.00 21290.00 20740.00 20735.00 21200.00 21250.00 20705.00 25.00 40.00 40.00 35.00
2020-11-19 20790.00 20845.00 20850.00 20560.00 20700.00 20800.00 20810.00 20520.00 90.00 45.00 40.00 40.00
2020-11-18 20370.00 20770.00 20870.00 20365.00 20335.00 20690.00 20785.00 20315.00 35.00 80.00 85.00 50.00
2020-11-17 20350.00 20355.00 20470.00 20205.00 20275.00 20310.00 20400.00 20160.00 75.00 45.00 70.00 45.00
2020-11-16 20020.00 20280.00 20325.00 19985.00 20025.00 20230.00 20275.00 19940.00 -5.00 50.00 50.00 45.00
2020-11-13 19960.00 20020.00 20090.00 19835.00 19930.00 19980.00 20045.00 19800.00 30.00 40.00 45.00 35.00
2020-11-12 20185.00 20020.00 20185.00 19870.00 20075.00 19975.00 20115.00 19820.00 110.00 45.00 70.00 50.00
2020-11-11 20165.00 20135.00 20290.00 20120.00 20010.00 20060.00 20210.00 20010.00 155.00 75.00 80.00 110.00
2020-11-10 20495.00 20115.00 20560.00 20065.00 20480.00 20050.00 20480.00 20000.00 15.00 65.00 80.00 65.00
2020-11-09 20020.00 20465.00 20475.00 19975.00 19970.00 20350.00 20360.00 19890.00 50.00 115.00 115.00 85.00
2020-11-06 19965.00 19975.00 20035.00 19810.00 19900.00 19875.00 19950.00 19745.00 65.00 100.00 85.00 65.00
2020-11-05 19870.00 19845.00 20165.00 19835.00 19800.00 19765.00 20080.00 19755.00 70.00 80.00 85.00 80.00
2020-11-04 19985.00 19810.00 20075.00 19620.00 19900.00 19745.00 20000.00 19550.00 85.00 65.00 75.00 70.00
2020-11-03 19755.00 19950.00 19985.00 19680.00 19690.00 19860.00 19910.00 19625.00 65.00 90.00 75.00 55.00
2020-11-02 19640.00 19755.00 19810.00 19510.00 19575.00 19690.00 19745.00 19445.00 65.00 65.00 65.00 65.00
2020-10-30 19540.00 19580.00 19830.00 19465.00 19440.00 19500.00 19750.00 19405.00 100.00 80.00 80.00 60.00
2020-10-29 19800.00 19690.00 19840.00 19550.00 19850.00 19745.00 20180.00 19620.00 -50.00 -55.00 -340.00 -70.00
2020-10-28 19680.00 20065.00 20135.00 19565.00 19735.00 20090.00 20180.00 19625.00 -55.00 -25.00 -45.00 -60.00
2020-10-27 19585.00 19680.00 19840.00 19575.00 19490.00 19610.00 19765.00 19485.00 95.00 70.00 75.00 90.00
2020-10-26 19965.00 19615.00 20030.00 19590.00 19875.00 19525.00 19950.00 19515.00 90.00 90.00 80.00 75.00
2020-10-23 19825.00 19870.00 19950.00 19755.00 19745.00 19785.00 19850.00 19680.00 80.00 85.00 100.00 75.00
2020-10-22 19850.00 19845.00 19925.00 19720.00 19745.00 19745.00 19825.00 19620.00 105.00 100.00 100.00 100.00
2020-10-21 19430.00 19780.00 19820.00 19415.00 19315.00 19690.00 19710.00 19300.00 115.00 90.00 110.00 115.00
2020-10-20 19490.00 19370.00 19520.00 19255.00 19425.00 19255.00 19425.00 19130.00 65.00 115.00 95.00 125.00
2020-10-19 19110.00 19325.00 19350.00 18990.00 18990.00 19190.00 19220.00 18890.00 120.00 135.00 130.00 100.00
2020-10-16 19130.00 19040.00 19335.00 18930.00 19055.00 18915.00 19215.00 18810.00 75.00 125.00 120.00 120.00
2020-10-15 19190.00 19265.00 19295.00 18975.00 19030.00 19155.00 19170.00 18855.00 160.00 110.00 125.00 120.00
2020-10-14 19330.00 19120.00 19340.00 19080.00 19125.00 18990.00 19180.00 18935.00 205.00 130.00 160.00 145.00
2020-10-13 19450.00 19245.00 19550.00 19215.00 19315.00 19090.00 19395.00 19065.00 135.00 155.00 155.00 150.00
2020-10-12 19330.00 19465.00 19500.00 19045.00 19155.00 19315.00 19350.00 18885.00 175.00 150.00 150.00 160.00
2020-10-09 19170.00 19265.00 19400.00 19090.00 18950.00 19125.00 19230.00 18915.00 220.00 140.00 170.00 175.00
2020-09-30 19280.00 19285.00 19390.00 19200.00 19125.00 19145.00 19285.00 19085.00 155.00 140.00 105.00 115.00
2020-09-29 19170.00 19355.00 19415.00 19125.00 18935.00 19205.00 19250.00 18935.00 235.00 150.00 165.00 190.00
2020-09-28 18915.00 19055.00 19085.00 18765.00 19135.00 19240.00 19295.00 18995.00 -220.00 -185.00 -210.00 -230.00
2020-09-25 18940.00 19070.00 19110.00 18680.00 19225.00 19295.00 19355.00 18935.00 -285.00 -225.00 -245.00 -255.00
2020-09-24 19170.00 18985.00 19290.00 18930.00 19400.00 19230.00 19540.00 19200.00 -230.00 -245.00 -250.00 -270.00
2020-09-23 19815.00 19520.00 19850.00 19405.00 19585.00 19250.00 19625.00 19135.00 230.00 270.00 225.00 270.00
2020-09-22 19900.00 19770.00 19950.00 19525.00 19710.00 19530.00 19740.00 19310.00 190.00 240.00 210.00 215.00
2020-09-21 20140.00 20020.00 20265.00 19980.00 19940.00 19820.00 20065.00 19785.00 200.00 200.00 200.00 195.00
2020-09-18 19790.00 20215.00 20255.00 19630.00 19575.00 20015.00 20025.00 19435.00 215.00 200.00 230.00 195.00
2020-09-17 20010.00 19685.00 20035.00 19650.00 19800.00 19490.00 19855.00 19470.00 210.00 195.00 180.00 180.00
2020-09-16 20100.00 19955.00 20130.00 19820.00 19900.00 19780.00 19925.00 19650.00 200.00 175.00 205.00 170.00
2020-09-15 19770.00 20010.00 20065.00 19710.00 19610.00 19835.00 19885.00 19540.00 160.00 175.00 180.00 170.00
2020-09-14 19550.00 19770.00 19845.00 19430.00 19450.00 19620.00 19685.00 19340.00 100.00 150.00 160.00 90.00
2020-09-11 19175.00 19435.00 19495.00 19130.00 19100.00 19335.00 19395.00 19040.00 75.00 100.00 100.00 90.00
2020-09-10 19325.00 19055.00 19410.00 19045.00 19240.00 18960.00 19310.00 18960.00 85.00 95.00 100.00 85.00
2020-09-09 19570.00 19275.00 19580.00 19205.00 19540.00 19180.00 19540.00 19115.00 30.00 95.00 40.00 90.00
2020-09-08 19880.00 19800.00 19955.00 19780.00 19770.00 19725.00 19870.00 19705.00 110.00 75.00 85.00 75.00
2020-09-07 19835.00 19805.00 20060.00 19710.00 19805.00 19710.00 19965.00 19620.00 30.00 95.00 95.00 90.00
2020-09-04 20180.00 19860.00 20295.00 19670.00 20000.00 19775.00 20190.00 19590.00 180.00 85.00 105.00 80.00
2020-09-03 20330.00 20180.00 20365.00 20130.00 20190.00 20080.00 20255.00 20045.00 140.00 100.00 110.00 85.00
2020-09-02 20430.00 20325.00 20440.00 20170.00 20335.00 20215.00 20345.00 20070.00 95.00 110.00 95.00 100.00
2020-09-01 19985.00 20450.00 20460.00 19905.00 19855.00 20335.00 20350.00 19825.00 130.00 115.00 110.00 80.00
2020-08-31 20215.00 19905.00 20245.00 19850.00 20150.00 19840.00 20150.00 19780.00 65.00 65.00 95.00 70.00
2020-08-28 19815.00 20060.00 20105.00 19685.00 19855.00 20080.00 20145.00 19750.00 -40.00 -20.00 -40.00 -65.00
2020-08-27 19880.00 19850.00 19930.00 19745.00 19930.00 19890.00 19960.00 19800.00 -50.00 -40.00 -30.00 -55.00
2020-08-26 19950.00 19810.00 20030.00 19755.00 19970.00 19860.00 20055.00 19805.00 -20.00 -50.00 -25.00 -50.00
2020-08-25 19840.00 19840.00 19890.00 19610.00 19880.00 19875.00 19920.00 19660.00 -40.00 -35.00 -30.00 -50.00
2020-08-24 19920.00 19845.00 19940.00 19685.00 19950.00 19880.00 19985.00 19760.00 -30.00 -35.00 -45.00 -75.00
2020-08-21 20195.00 20060.00 20220.00 20020.00 20120.00 20005.00 20170.00 19950.00 75.00 55.00 50.00 70.00
2020-08-20 20215.00 20095.00 20430.00 19955.00 20195.00 20045.00 20375.00 19900.00 20.00 50.00 55.00 55.00
2020-08-19 20080.00 20175.00 20180.00 19890.00 19960.00 20100.00 20100.00 19795.00 120.00 75.00 80.00 95.00
2020-08-18 19875.00 19900.00 20060.00 19800.00 19700.00 19800.00 19930.00 19660.00 175.00 100.00 130.00 140.00
2020-08-17 19450.00 19790.00 19855.00 19270.00 19360.00 19665.00 19715.00 19150.00 90.00 125.00 140.00 120.00
2020-08-14 19410.00 19455.00 19525.00 19245.00 19255.00 19325.00 19395.00 19145.00 155.00 130.00 130.00 100.00
2020-08-13 19390.00 19390.00 19490.00 19290.00 19340.00 19280.00 19375.00 19175.00 50.00 110.00 115.00 115.00
2020-08-12 19380.00 19370.00 19620.00 19065.00 19255.00 19260.00 19465.00 18960.00 125.00 110.00 155.00 105.00
2020-08-11 19300.00 19285.00 19455.00 19235.00 19275.00 19200.00 19365.00 19135.00 25.00 85.00 90.00 100.00
2020-08-10 19490.00 19220.00 19655.00 19145.00 19350.00 19140.00 19570.00 19060.00 140.00 80.00 85.00 85.00
2020-08-07 19435.00 19430.00 19570.00 19250.00 19345.00 19350.00 19495.00 19185.00 90.00 80.00 75.00 65.00
2020-08-06 19150.00 19365.00 19550.00 19005.00 19030.00 19300.00 19475.00 18955.00 120.00 65.00 75.00 50.00
2020-08-05 18830.00 18850.00 19070.00 18770.00 18820.00 18805.00 19020.00 18730.00 10.00 45.00 50.00 40.00
2020-08-04 18940.00 18870.00 19010.00 18735.00 18860.00 18815.00 18950.00 18685.00 80.00 55.00 60.00 50.00
2020-08-03 18990.00 18790.00 19095.00 18670.00 18945.00 18750.00 19015.00 18605.00 45.00 40.00 80.00 65.00
2020-07-31 18660.00 19080.00 19130.00 18490.00 18595.00 18985.00 19035.00 18425.00 65.00 95.00 95.00 65.00
2020-07-30 18720.00 18745.00 18925.00 18480.00 18630.00 18685.00 18840.00 18405.00 90.00 60.00 85.00 75.00
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