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
2020-03-03 16135.00 16190.00 16245.00 16135.00 16270.00 16255.00 16305.00 16205.00 -135.00 -65.00 -60.00 -70.00
2020-03-02 15995.00 16160.00 16225.00 15945.00 15960.00 16225.00 16285.00 15960.00 35.00 -65.00 -60.00 -15.00
2020-02-28 16370.00 15860.00 16370.00 15675.00 16440.00 15935.00 16440.00 15740.00 -70.00 -75.00 -70.00 -65.00
2020-02-27 16450.00 16460.00 16540.00 16450.00 16540.00 16480.00 16575.00 16480.00 -90.00 -20.00 -35.00 -30.00
2020-02-26 16445.00 16455.00 16520.00 16370.00 16560.00 16480.00 16560.00 16410.00 -115.00 -25.00 -40.00 -40.00
2020-02-25 16550.00 16560.00 16650.00 16440.00 16550.00 16605.00 16680.00 16490.00 0.00 -45.00 -30.00 -50.00
2020-02-24 16980.00 16595.00 16995.00 16570.00 17050.00 16630.00 17050.00 16600.00 -70.00 -35.00 -55.00 -30.00
2020-02-21 17105.00 17030.00 17145.00 17020.00 17140.00 17075.00 17180.00 17055.00 -35.00 -45.00 -35.00 -35.00
2020-02-20 17165.00 17180.00 17210.00 17100.00 17190.00 17195.00 17245.00 17130.00 -25.00 -15.00 -35.00 -30.00
2020-02-19 17185.00 17170.00 17195.00 17135.00 17185.00 17195.00 17220.00 17165.00 0.00 -25.00 -25.00 -30.00
2020-02-18 17265.00 17190.00 17270.00 17150.00 17195.00 17155.00 17225.00 17110.00 70.00 35.00 45.00 40.00
2020-02-17 17145.00 17260.00 17265.00 17130.00 17120.00 17195.00 17200.00 17090.00 25.00 65.00 65.00 40.00
2020-02-14 17155.00 17225.00 17235.00 17140.00 17110.00 17180.00 17180.00 17105.00 45.00 45.00 55.00 35.00
2020-02-13 17060.00 17120.00 17180.00 17040.00 17070.00 17080.00 17140.00 16995.00 -10.00 40.00 40.00 45.00
2020-02-12 17130.00 17080.00 17175.00 16975.00 17075.00 17030.00 17150.00 16955.00 55.00 50.00 25.00 20.00
2020-02-11 17140.00 17125.00 17170.00 17100.00 17075.00 17100.00 17145.00 17065.00 65.00 25.00 25.00 35.00
2020-02-10 17150.00 17140.00 17185.00 17105.00 17115.00 17155.00 17210.00 17115.00 35.00 -15.00 -25.00 -10.00
2020-02-07 17280.00 17295.00 17365.00 17270.00 17350.00 17315.00 17395.00 17300.00 -70.00 -20.00 -30.00 -30.00
2020-02-06 17360.00 17335.00 17400.00 17315.00 17350.00 17370.00 17420.00 17350.00 10.00 -35.00 -20.00 -35.00
2020-02-05 17230.00 17280.00 17350.00 17230.00 17250.00 17315.00 17385.00 17250.00 -20.00 -35.00 -35.00 -20.00
2020-02-04 16915.00 17340.00 17380.00 16915.00 17020.00 17365.00 17425.00 17000.00 -105.00 -25.00 -45.00 -85.00
2020-02-03 17200.00 17300.00 17475.00 17160.00 17270.00 17330.00 17490.00 17170.00 -70.00 -30.00 -15.00 -10.00
2020-01-23 18305.00 18160.00 18320.00 18085.00 18350.00 18145.00 18350.00 18085.00 -45.00 15.00 -30.00 0.00
2020-01-22 18285.00 18315.00 18375.00 18175.00 18290.00 18325.00 18365.00 18185.00 -5.00 -10.00 10.00 -10.00
2020-01-21 18425.00 18200.00 18490.00 18135.00 18430.00 18200.00 18470.00 18135.00 -5.00 0.00 20.00 0.00
2020-01-20 18400.00 18420.00 18480.00 18325.00 18400.00 18405.00 18460.00 18305.00 0.00 15.00 20.00 20.00
2020-01-17 18405.00 18360.00 18465.00 18270.00 18355.00 18335.00 18435.00 18240.00 50.00 25.00 30.00 30.00
2020-01-16 18235.00 18295.00 18350.00 18100.00 18165.00 18270.00 18320.00 18090.00 70.00 25.00 30.00 10.00
2020-01-15 18135.00 18235.00 18245.00 18095.00 18145.00 18210.00 18220.00 18080.00 -10.00 25.00 25.00 15.00
2020-01-14 18230.00 18185.00 18345.00 18020.00 18175.00 18155.00 18305.00 18015.00 55.00 30.00 40.00 5.00
2020-01-13 18365.00 18260.00 18365.00 18185.00 18265.00 18230.00 18320.00 18170.00 100.00 30.00 45.00 15.00
2020-01-10 18420.00 18340.00 18435.00 18210.00 18430.00 18295.00 18430.00 18175.00 -10.00 45.00 5.00 35.00
2020-01-09 18470.00 18345.00 18555.00 18295.00 18490.00 18310.00 18520.00 18265.00 -20.00 35.00 35.00 30.00
2020-01-08 18200.00 18365.00 18475.00 18185.00 18195.00 18345.00 18480.00 18195.00 5.00 20.00 -5.00 -10.00
2020-01-07 18120.00 18190.00 18215.00 18040.00 18080.00 18175.00 18185.00 18010.00 40.00 15.00 30.00 30.00
2020-01-06 17660.00 18155.00 18190.00 17635.00 17685.00 18110.00 18140.00 17610.00 -25.00 45.00 50.00 25.00
2020-01-03 17945.00 17755.00 17985.00 17730.00 17810.00 17715.00 17960.00 17690.00 135.00 40.00 25.00 40.00
2020-01-02 17900.00 17880.00 18000.00 17855.00 17945.00 17855.00 17995.00 17820.00 -45.00 25.00 5.00 35.00
2019-12-31 18085.00 17950.00 18100.00 17940.00 18040.00 17940.00 18060.00 17925.00 45.00 10.00 40.00 15.00
2019-12-30 17985.00 18105.00 18115.00 17970.00 17905.00 18060.00 18060.00 17905.00 80.00 45.00 55.00 65.00
2019-12-27 17835.00 17960.00 17960.00 17825.00 17790.00 17890.00 17900.00 17760.00 45.00 70.00 60.00 65.00
2019-12-26 17960.00 17840.00 17980.00 17800.00 17900.00 17775.00 17915.00 17740.00 60.00 65.00 65.00 60.00
2019-12-25 17850.00 17945.00 17960.00 17845.00 17805.00 17900.00 17900.00 17785.00 45.00 45.00 60.00 60.00
2019-12-24 17940.00 17915.00 17985.00 17835.00 17900.00 17845.00 17920.00 17785.00 40.00 70.00 65.00 50.00
2019-12-23 18180.00 18000.00 18235.00 17980.00 18070.00 17945.00 18145.00 17920.00 110.00 55.00 90.00 60.00
2019-12-20 18060.00 18110.00 18195.00 18050.00 17970.00 18025.00 18100.00 17955.00 90.00 85.00 95.00 95.00
2019-12-19 18035.00 18070.00 18070.00 17925.00 17920.00 17970.00 17980.00 17850.00 115.00 100.00 90.00 75.00
2019-12-18 18065.00 17960.00 18105.00 17920.00 18000.00 17890.00 18040.00 17845.00 65.00 70.00 65.00 75.00
2019-12-17 18050.00 18040.00 18150.00 18005.00 18020.00 17990.00 18115.00 17975.00 30.00 50.00 35.00 30.00
2019-12-16 18080.00 18025.00 18225.00 17930.00 18165.00 18115.00 18270.00 18070.00 -85.00 -90.00 -45.00 -140.00
2019-12-13 18000.00 18100.00 18155.00 17970.00 18105.00 18195.00 18250.00 18090.00 -105.00 -95.00 -95.00 -120.00
2019-12-12 17830.00 18055.00 18095.00 17830.00 18035.00 18165.00 18200.00 18010.00 -205.00 -110.00 -105.00 -180.00
2019-12-11 17870.00 17850.00 17940.00 17800.00 18015.00 18020.00 18100.00 17995.00 -145.00 -170.00 -160.00 -195.00
2019-12-10 17845.00 17925.00 17950.00 17725.00 18030.00 18095.00 18100.00 17930.00 -185.00 -170.00 -150.00 -205.00
2019-12-09 18005.00 18065.00 18150.00 17990.00 17840.00 17900.00 17995.00 17810.00 165.00 165.00 155.00 180.00
2019-12-06 17980.00 18025.00 18075.00 17930.00 17795.00 17860.00 17945.00 17780.00 185.00 165.00 130.00 150.00
2019-12-05 17880.00 18000.00 18060.00 17870.00 17730.00 17820.00 17875.00 17705.00 150.00 180.00 185.00 165.00
2019-12-04 17740.00 17840.00 17850.00 17675.00 17645.00 17700.00 17710.00 17570.00 95.00 140.00 140.00 105.00
2019-12-03 17775.00 17815.00 17870.00 17680.00 17695.00 17715.00 17785.00 17605.00 80.00 100.00 85.00 75.00
2019-12-02 17940.00 17785.00 18015.00 17675.00 17880.00 17715.00 17970.00 17605.00 60.00 70.00 45.00 70.00
2019-11-29 17995.00 18040.00 18070.00 17890.00 17915.00 17960.00 17985.00 17825.00 80.00 80.00 85.00 65.00
2019-11-28 18060.00 18040.00 18105.00 17960.00 17935.00 17955.00 18010.00 17870.00 125.00 85.00 95.00 90.00
2019-11-27 17945.00 18075.00 18090.00 17830.00 17845.00 17980.00 18015.00 17715.00 100.00 95.00 75.00 115.00
2019-11-26 18010.00 17975.00 18080.00 17900.00 17945.00 17850.00 18010.00 17805.00 65.00 125.00 70.00 95.00
2019-11-25 17950.00 18035.00 18120.00 17885.00 17890.00 17960.00 18030.00 17835.00 60.00 75.00 90.00 50.00
2019-11-22 18010.00 17970.00 18160.00 17965.00 17960.00 17930.00 18100.00 17920.00 50.00 40.00 60.00 45.00
2019-11-21 18305.00 18060.00 18365.00 17915.00 18250.00 18020.00 18335.00 17885.00 55.00 40.00 30.00 30.00
2019-11-20 18250.00 18340.00 18400.00 18230.00 18385.00 18430.00 18490.00 18345.00 -135.00 -90.00 -90.00 -115.00
2019-11-19 18315.00 18305.00 18345.00 18120.00 18430.00 18400.00 18430.00 18270.00 -115.00 -95.00 -85.00 -150.00
2019-11-18 18330.00 18390.00 18415.00 18200.00 18375.00 18465.00 18515.00 18330.00 -45.00 -75.00 -100.00 -130.00
2019-11-15 18340.00 18340.00 18430.00 18285.00 18380.00 18425.00 18460.00 18350.00 -40.00 -85.00 -30.00 -65.00
2019-11-14 18470.00 18395.00 18520.00 18225.00 18485.00 18430.00 18530.00 18275.00 -15.00 -35.00 -10.00 -50.00
2019-11-13 18700.00 18540.00 18735.00 18465.00 18710.00 18560.00 18750.00 18485.00 -10.00 -20.00 -15.00 -20.00
2019-11-12 18650.00 18810.00 18825.00 18610.00 18640.00 18805.00 18805.00 18595.00 10.00 5.00 20.00 15.00
2019-11-11 18585.00 18610.00 18690.00 18510.00 18600.00 18575.00 18695.00 18510.00 -15.00 35.00 -5.00 0.00
2019-11-08 18770.00 18590.00 18795.00 18585.00 18785.00 18610.00 18795.00 18595.00 -15.00 -20.00 0.00 -10.00
2019-11-07 18760.00 18670.00 18765.00 18575.00 18765.00 18690.00 18790.00 18590.00 -5.00 -20.00 -25.00 -15.00
2019-11-06 18935.00 18740.00 19160.00 18725.00 18965.00 18765.00 19165.00 18760.00 -30.00 -25.00 -5.00 -35.00
2019-11-05 19035.00 18915.00 19095.00 18910.00 19060.00 18945.00 19110.00 18930.00 -25.00 -30.00 -15.00 -20.00
2019-11-04 18955.00 19085.00 19095.00 18905.00 18970.00 19100.00 19105.00 18915.00 -15.00 -15.00 -10.00 -10.00
2019-11-01 18975.00 18955.00 19010.00 18840.00 19000.00 18975.00 19030.00 18855.00 -25.00 -20.00 -20.00 -15.00
2019-10-31 19050.00 18995.00 19065.00 18900.00 19080.00 19010.00 19085.00 18920.00 -30.00 -15.00 -20.00 -20.00
2019-10-30 19130.00 19105.00 19170.00 19040.00 19140.00 19130.00 19185.00 19060.00 -10.00 -25.00 -15.00 -20.00
2019-10-29 19150.00 19110.00 19225.00 19060.00 19180.00 19110.00 19215.00 19070.00 -30.00 0.00 10.00 -10.00
2019-10-28 18705.00 19110.00 19165.00 18690.00 18705.00 19120.00 19150.00 18695.00 0.00 -10.00 15.00 -5.00
2019-10-25 18910.00 18675.00 18990.00 18655.00 18920.00 18690.00 19010.00 18675.00 -10.00 -15.00 -20.00 -20.00
2019-10-24 18835.00 18880.00 18900.00 18805.00 18865.00 18890.00 18905.00 18815.00 -30.00 -10.00 -5.00 -10.00
2019-10-23 18965.00 18800.00 19065.00 18760.00 18955.00 18825.00 19060.00 18775.00 10.00 -25.00 5.00 -15.00
2019-10-22 18990.00 18930.00 18990.00 18865.00 18955.00 18925.00 18980.00 18875.00 35.00 5.00 10.00 -10.00
2019-10-21 19005.00 18925.00 19080.00 18885.00 18970.00 18895.00 19050.00 18870.00 35.00 30.00 30.00 15.00
2019-10-18 18800.00 18860.00 18890.00 18760.00 18755.00 18855.00 18860.00 18740.00 45.00 5.00 30.00 20.00
2019-10-17 18880.00 18735.00 18960.00 18705.00 18860.00 18710.00 18910.00 18685.00 20.00 25.00 50.00 20.00
2019-10-16 19100.00 18915.00 19110.00 18875.00 19120.00 18880.00 19120.00 18840.00 -20.00 35.00 -10.00 35.00
2019-10-15 18925.00 19055.00 19070.00 18880.00 18955.00 19070.00 19090.00 18890.00 -30.00 -15.00 -20.00 -10.00
2019-10-14 19070.00 18910.00 19165.00 18910.00 19045.00 18925.00 19175.00 18920.00 25.00 -15.00 -10.00 -10.00
2019-10-11 19030.00 18975.00 19040.00 18920.00 19005.00 18960.00 19040.00 18915.00 25.00 15.00 0.00 5.00
2019-10-10 18705.00 18850.00 18900.00 18635.00 18720.00 18840.00 18860.00 18620.00 -15.00 10.00 40.00 15.00
2019-10-09 18625.00 18660.00 18765.00 18620.00 18625.00 18650.00 18745.00 18610.00 0.00 10.00 20.00 10.00
2019-10-08 18665.00 18700.00 18795.00 18630.00 18600.00 18690.00 18770.00 18600.00 65.00 10.00 25.00 30.00
2019-09-30 18720.00 18695.00 18820.00 18650.00 18700.00 18675.00 18790.00 18620.00 20.00 20.00 30.00 30.00
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