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:
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。
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。
关于沪锌期货跨期套利的详细数据分析,请查看文章:。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-08 | 21440.00 | 21210.00 | 21535.00 | 21175.00 | 21290.00 | 20970.00 | 21300.00 | 20940.00 | 150.00 | 240.00 | 235.00 | 235.00 |
| 2019-05-07 | 21510.00 | 21620.00 | 21720.00 | 21445.00 | 21280.00 | 21375.00 | 21460.00 | 21205.00 | 230.00 | 245.00 | 260.00 | 240.00 |
| 2019-05-06 | 21525.00 | 21500.00 | 21780.00 | 21440.00 | 21285.00 | 21260.00 | 21530.00 | 21200.00 | 240.00 | 240.00 | 250.00 | 240.00 |
| 2019-04-30 | 21665.00 | 21845.00 | 21910.00 | 21615.00 | 21450.00 | 21635.00 | 21680.00 | 21370.00 | 215.00 | 210.00 | 230.00 | 245.00 |
| 2019-04-29 | 21750.00 | 21720.00 | 21765.00 | 21535.00 | 21430.00 | 21490.00 | 21540.00 | 21315.00 | 320.00 | 230.00 | 225.00 | 220.00 |
| 2019-04-26 | 21450.00 | 21720.00 | 21795.00 | 21400.00 | 21200.00 | 21490.00 | 21550.00 | 21135.00 | 250.00 | 230.00 | 245.00 | 265.00 |
| 2019-04-25 | 21380.00 | 21510.00 | 21560.00 | 21330.00 | 21090.00 | 21235.00 | 21280.00 | 21040.00 | 290.00 | 275.00 | 280.00 | 290.00 |
| 2019-04-24 | 21620.00 | 21270.00 | 21625.00 | 21260.00 | 21390.00 | 21005.00 | 21390.00 | 21000.00 | 230.00 | 265.00 | 235.00 | 260.00 |
| 2019-04-23 | 21660.00 | 21680.00 | 21775.00 | 21585.00 | 21440.00 | 21440.00 | 21560.00 | 21355.00 | 220.00 | 240.00 | 215.00 | 230.00 |
| 2019-04-22 | 21650.00 | 21655.00 | 21815.00 | 21535.00 | 21420.00 | 21430.00 | 21590.00 | 21310.00 | 230.00 | 225.00 | 225.00 | 225.00 |
| 2019-04-19 | 21485.00 | 21640.00 | 21670.00 | 21420.00 | 21685.00 | 21865.00 | 21880.00 | 21620.00 | -200.00 | -225.00 | -210.00 | -200.00 |
| 2019-04-18 | 21875.00 | 21535.00 | 21920.00 | 21490.00 | 22055.00 | 21735.00 | 22120.00 | 21700.00 | -180.00 | -200.00 | -200.00 | -210.00 |
| 2019-04-17 | 21940.00 | 21785.00 | 21995.00 | 21715.00 | 22135.00 | 21985.00 | 22175.00 | 21930.00 | -195.00 | -200.00 | -180.00 | -215.00 |
| 2019-04-16 | 22420.00 | 22095.00 | 22440.00 | 22080.00 | 22630.00 | 22280.00 | 22630.00 | 22270.00 | -210.00 | -185.00 | -190.00 | -190.00 |
| 2019-04-15 | 22465.00 | 22500.00 | 22635.00 | 22380.00 | 22620.00 | 22655.00 | 22790.00 | 22565.00 | -155.00 | -155.00 | -155.00 | -185.00 |
| 2019-04-12 | 22460.00 | 22335.00 | 22525.00 | 22185.00 | 22685.00 | 22525.00 | 22735.00 | 22410.00 | -225.00 | -190.00 | -210.00 | -225.00 |
| 2019-04-11 | 22610.00 | 22620.00 | 22795.00 | 22515.00 | 22320.00 | 22395.00 | 22555.00 | 22250.00 | 290.00 | 225.00 | 240.00 | 265.00 |
| 2019-04-10 | 22695.00 | 22585.00 | 22740.00 | 22505.00 | 22465.00 | 22305.00 | 22475.00 | 22220.00 | 230.00 | 280.00 | 265.00 | 285.00 |
| 2019-04-09 | 22870.00 | 22740.00 | 23060.00 | 22540.00 | 22640.00 | 22475.00 | 22800.00 | 22295.00 | 230.00 | 265.00 | 260.00 | 245.00 |
| 2019-04-08 | 23160.00 | 22850.00 | 23280.00 | 22835.00 | 22820.00 | 22615.00 | 23000.00 | 22600.00 | 340.00 | 235.00 | 280.00 | 235.00 |
| 2019-04-04 | 22895.00 | 23095.00 | 23275.00 | 22830.00 | 22600.00 | 22800.00 | 22975.00 | 22550.00 | 295.00 | 295.00 | 300.00 | 280.00 |
| 2019-04-03 | 22780.00 | 22905.00 | 22965.00 | 22565.00 | 22490.00 | 22620.00 | 22665.00 | 22280.00 | 290.00 | 285.00 | 300.00 | 285.00 |
| 2019-04-02 | 23105.00 | 22815.00 | 23105.00 | 22660.00 | 22790.00 | 22535.00 | 22790.00 | 22350.00 | 315.00 | 280.00 | 315.00 | 310.00 |
| 2019-04-01 | 22835.00 | 23135.00 | 23160.00 | 22730.00 | 22525.00 | 22830.00 | 22835.00 | 22415.00 | 310.00 | 305.00 | 325.00 | 315.00 |
| 2019-03-29 | 22570.00 | 22730.00 | 22745.00 | 22410.00 | 22275.00 | 22415.00 | 22435.00 | 22115.00 | 295.00 | 315.00 | 310.00 | 295.00 |
| 2019-03-28 | 22235.00 | 22570.00 | 22640.00 | 22185.00 | 22015.00 | 22275.00 | 22345.00 | 21945.00 | 220.00 | 295.00 | 295.00 | 240.00 |
| 2019-03-27 | 22230.00 | 22210.00 | 22450.00 | 22165.00 | 22025.00 | 21970.00 | 22240.00 | 21930.00 | 205.00 | 240.00 | 210.00 | 235.00 |
| 2019-03-26 | 21730.00 | 22225.00 | 22250.00 | 21715.00 | 21455.00 | 22020.00 | 22030.00 | 21455.00 | 275.00 | 205.00 | 220.00 | 260.00 |
| 2019-03-25 | 21925.00 | 21695.00 | 21985.00 | 21675.00 | 21715.00 | 21440.00 | 21790.00 | 21410.00 | 210.00 | 255.00 | 195.00 | 265.00 |
| 2019-03-22 | 21865.00 | 21995.00 | 22000.00 | 21720.00 | 21700.00 | 21790.00 | 21805.00 | 21555.00 | 165.00 | 205.00 | 195.00 | 165.00 |
| 2019-03-21 | 21905.00 | 21895.00 | 22035.00 | 21850.00 | 21740.00 | 21760.00 | 21900.00 | 21695.00 | 165.00 | 135.00 | 135.00 | 155.00 |
| 2019-03-20 | 21710.00 | 21860.00 | 21860.00 | 21645.00 | 21500.00 | 21685.00 | 21690.00 | 21460.00 | 210.00 | 175.00 | 170.00 | 185.00 |
| 2019-03-19 | 21635.00 | 21660.00 | 21705.00 | 21440.00 | 21855.00 | 21865.00 | 21910.00 | 21680.00 | -220.00 | -205.00 | -205.00 | -240.00 |
| 2019-03-18 | 21655.00 | 21595.00 | 21710.00 | 21465.00 | 21860.00 | 21835.00 | 21920.00 | 21715.00 | -205.00 | -240.00 | -210.00 | -250.00 |
| 2019-03-15 | 21870.00 | 21655.00 | 22170.00 | 21540.00 | 22155.00 | 21850.00 | 22310.00 | 21750.00 | -285.00 | -195.00 | -140.00 | -210.00 |
| 2019-03-14 | 21845.00 | 21930.00 | 22025.00 | 21730.00 | 22130.00 | 22205.00 | 22250.00 | 22060.00 | -285.00 | -275.00 | -225.00 | -330.00 |
| 2019-03-13 | 21705.00 | 21875.00 | 21980.00 | 21700.00 | 22075.00 | 22160.00 | 22260.00 | 22020.00 | -370.00 | -285.00 | -280.00 | -320.00 |
| 2019-03-12 | 21525.00 | 21595.00 | 21625.00 | 21310.00 | 21920.00 | 21945.00 | 21960.00 | 21720.00 | -395.00 | -350.00 | -335.00 | -410.00 |
| 2019-03-11 | 21170.00 | 21540.00 | 21565.00 | 21035.00 | 21535.00 | 21890.00 | 21930.00 | 21470.00 | -365.00 | -350.00 | -365.00 | -435.00 |
| 2019-03-08 | 21865.00 | 21590.00 | 21885.00 | 21560.00 | 21575.00 | 21190.00 | 21590.00 | 21175.00 | 290.00 | 400.00 | 295.00 | 385.00 |
| 2019-03-07 | 22015.00 | 21825.00 | 22130.00 | 21810.00 | 21650.00 | 21540.00 | 21830.00 | 21535.00 | 365.00 | 285.00 | 300.00 | 275.00 |
| 2019-03-06 | 21960.00 | 21955.00 | 22140.00 | 21910.00 | 21570.00 | 21565.00 | 21725.00 | 21530.00 | 390.00 | 390.00 | 415.00 | 380.00 |
| 2019-03-05 | 22040.00 | 21910.00 | 22100.00 | 21820.00 | 21770.00 | 21505.00 | 21820.00 | 21370.00 | 270.00 | 405.00 | 280.00 | 450.00 |
| 2019-03-04 | 22305.00 | 22125.00 | 22350.00 | 22045.00 | 22025.00 | 21890.00 | 22090.00 | 21775.00 | 280.00 | 235.00 | 260.00 | 270.00 |
| 2019-03-01 | 21830.00 | 22300.00 | 22300.00 | 21820.00 | 21535.00 | 22020.00 | 22025.00 | 21535.00 | 295.00 | 280.00 | 275.00 | 285.00 |
| 2019-02-28 | 21880.00 | 21745.00 | 21910.00 | 21685.00 | 21585.00 | 21480.00 | 21615.00 | 21385.00 | 295.00 | 265.00 | 295.00 | 300.00 |
| 2019-02-27 | 21750.00 | 21830.00 | 21920.00 | 21700.00 | 21475.00 | 21540.00 | 21655.00 | 21440.00 | 275.00 | 290.00 | 265.00 | 260.00 |
| 2019-02-26 | 21840.00 | 21705.00 | 21930.00 | 21660.00 | 21600.00 | 21445.00 | 21645.00 | 21395.00 | 240.00 | 260.00 | 285.00 | 265.00 |
| 2019-02-25 | 21770.00 | 21865.00 | 22065.00 | 21665.00 | 21490.00 | 21605.00 | 21770.00 | 21400.00 | 280.00 | 260.00 | 295.00 | 265.00 |
| 2019-02-22 | 21465.00 | 21680.00 | 21725.00 | 21415.00 | 21585.00 | 21800.00 | 21845.00 | 21535.00 | -120.00 | -120.00 | -120.00 | -120.00 |
| 2019-02-21 | 21660.00 | 21450.00 | 21760.00 | 21425.00 | 21770.00 | 21570.00 | 21860.00 | 21560.00 | -110.00 | -120.00 | -100.00 | -135.00 |
| 2019-02-20 | 21465.00 | 21630.00 | 21645.00 | 21355.00 | 21570.00 | 21745.00 | 21755.00 | 21495.00 | -105.00 | -115.00 | -110.00 | -140.00 |
| 2019-02-19 | 21360.00 | 21435.00 | 21550.00 | 21325.00 | 21535.00 | 21545.00 | 21665.00 | 21435.00 | -175.00 | -110.00 | -115.00 | -110.00 |
| 2019-02-18 | 21550.00 | 21575.00 | 21830.00 | 21465.00 | 21400.00 | 21425.00 | 21680.00 | 21360.00 | 150.00 | 150.00 | 150.00 | 105.00 |
| 2019-02-15 | 21470.00 | 21400.00 | 21545.00 | 21180.00 | 21340.00 | 21235.00 | 21350.00 | 21005.00 | 130.00 | 165.00 | 195.00 | 175.00 |
| 2019-02-14 | 21460.00 | 21490.00 | 21570.00 | 21355.00 | 21180.00 | 21290.00 | 21360.00 | 21120.00 | 280.00 | 200.00 | 210.00 | 235.00 |
| 2019-02-13 | 21645.00 | 21440.00 | 21690.00 | 21315.00 | 21425.00 | 21180.00 | 21465.00 | 21080.00 | 220.00 | 260.00 | 225.00 | 235.00 |
| 2019-02-12 | 21625.00 | 21620.00 | 21705.00 | 21535.00 | 21410.00 | 21405.00 | 21465.00 | 21315.00 | 215.00 | 215.00 | 240.00 | 220.00 |
| 2019-02-11 | 22300.00 | 21610.00 | 22305.00 | 21580.00 | 22030.00 | 21370.00 | 22050.00 | 21365.00 | 270.00 | 240.00 | 255.00 | 215.00 |
| 2019-02-01 | 22180.00 | 22395.00 | 22460.00 | 22115.00 | 21900.00 | 22130.00 | 22180.00 | 21850.00 | 280.00 | 265.00 | 280.00 | 265.00 |
| 2019-01-31 | 21730.00 | 22180.00 | 22260.00 | 21650.00 | 21585.00 | 21915.00 | 21980.00 | 21470.00 | 145.00 | 265.00 | 280.00 | 180.00 |
| 2019-01-30 | 21735.00 | 21715.00 | 21880.00 | 21600.00 | 21525.00 | 21555.00 | 21720.00 | 21430.00 | 210.00 | 160.00 | 160.00 | 170.00 |
| 2019-01-29 | 21870.00 | 21685.00 | 21880.00 | 21525.00 | 21620.00 | 21505.00 | 21665.00 | 21355.00 | 250.00 | 180.00 | 215.00 | 170.00 |
| 2019-01-28 | 21585.00 | 21810.00 | 21915.00 | 21505.00 | 21350.00 | 21590.00 | 21685.00 | 21290.00 | 235.00 | 220.00 | 230.00 | 215.00 |
| 2019-01-25 | 21520.00 | 21525.00 | 21775.00 | 21475.00 | 21250.00 | 21295.00 | 21540.00 | 21215.00 | 270.00 | 230.00 | 235.00 | 260.00 |
| 2019-01-24 | 21600.00 | 21480.00 | 21755.00 | 21410.00 | 21360.00 | 21215.00 | 21480.00 | 21160.00 | 240.00 | 265.00 | 275.00 | 250.00 |
| 2019-01-23 | 21415.00 | 21595.00 | 21675.00 | 21325.00 | 21100.00 | 21320.00 | 21390.00 | 21045.00 | 315.00 | 275.00 | 285.00 | 280.00 |
| 2019-01-22 | 21360.00 | 21300.00 | 21585.00 | 21230.00 | 21125.00 | 21015.00 | 21315.00 | 20945.00 | 235.00 | 285.00 | 270.00 | 285.00 |
| 2019-01-21 | 21520.00 | 21420.00 | 21750.00 | 21360.00 | 21750.00 | 21675.00 | 21990.00 | 21645.00 | -230.00 | -255.00 | -240.00 | -285.00 |
| 2019-01-18 | 20860.00 | 21480.00 | 21495.00 | 20780.00 | 21150.00 | 21730.00 | 21735.00 | 21060.00 | -290.00 | -250.00 | -240.00 | -280.00 |
| 2019-01-17 | 20880.00 | 20885.00 | 20960.00 | 20745.00 | 21240.00 | 21170.00 | 21255.00 | 21050.00 | -360.00 | -285.00 | -295.00 | -305.00 |
| 2019-01-16 | 20495.00 | 20860.00 | 20890.00 | 20420.00 | 20835.00 | 21170.00 | 21200.00 | 20775.00 | -340.00 | -310.00 | -310.00 | -355.00 |
| 2019-01-15 | 20280.00 | 20515.00 | 20540.00 | 20125.00 | 20635.00 | 20850.00 | 20880.00 | 20500.00 | -355.00 | -335.00 | -340.00 | -375.00 |
| 2019-01-14 | 20355.00 | 20285.00 | 20500.00 | 20245.00 | 20670.00 | 20635.00 | 20815.00 | 20595.00 | -315.00 | -350.00 | -315.00 | -350.00 |
| 2019-01-11 | 20310.00 | 20400.00 | 20460.00 | 20120.00 | 20590.00 | 20695.00 | 20720.00 | 20420.00 | -280.00 | -295.00 | -260.00 | -300.00 |
| 2019-01-10 | 20580.00 | 20415.00 | 20600.00 | 20375.00 | 20840.00 | 20670.00 | 20840.00 | 20620.00 | -260.00 | -255.00 | -240.00 | -245.00 |
| 2019-01-09 | 20380.00 | 20600.00 | 20675.00 | 20290.00 | 20620.00 | 20845.00 | 20915.00 | 20550.00 | -240.00 | -245.00 | -240.00 | -260.00 |
| 2019-01-08 | 20210.00 | 20365.00 | 20435.00 | 20190.00 | 20490.00 | 20620.00 | 20695.00 | 20470.00 | -280.00 | -255.00 | -260.00 | -280.00 |
| 2019-01-07 | 20220.00 | 20250.00 | 20335.00 | 20035.00 | 20485.00 | 20520.00 | 20590.00 | 20315.00 | -265.00 | -270.00 | -255.00 | -280.00 |
| 2019-01-04 | 20350.00 | 20490.00 | 20515.00 | 19965.00 | 20025.00 | 20200.00 | 20225.00 | 19660.00 | 325.00 | 290.00 | 290.00 | 305.00 |
| 2019-01-03 | 20265.00 | 20325.00 | 20545.00 | 20220.00 | 19920.00 | 20000.00 | 20215.00 | 19865.00 | 345.00 | 325.00 | 330.00 | 355.00 |
| 2019-01-02 | 20780.00 | 20440.00 | 20815.00 | 20410.00 | 20460.00 | 20070.00 | 20485.00 | 20065.00 | 320.00 | 370.00 | 330.00 | 345.00 |
| 2018-12-28 | 20700.00 | 20925.00 | 20935.00 | 20550.00 | 20375.00 | 20595.00 | 20615.00 | 20215.00 | 325.00 | 330.00 | 320.00 | 335.00 |
| 2018-12-27 | 20800.00 | 20735.00 | 21125.00 | 20655.00 | 20520.00 | 20445.00 | 20825.00 | 20350.00 | 280.00 | 290.00 | 300.00 | 305.00 |
| 2018-12-26 | 20640.00 | 20715.00 | 20750.00 | 20550.00 | 20350.00 | 20425.00 | 20465.00 | 20275.00 | 290.00 | 290.00 | 285.00 | 275.00 |
| 2018-12-25 | 20590.00 | 20640.00 | 20740.00 | 20355.00 | 20340.00 | 20355.00 | 20490.00 | 20080.00 | 250.00 | 285.00 | 250.00 | 275.00 |
| 2018-12-24 | 21040.00 | 20630.00 | 21095.00 | 20600.00 | 20785.00 | 20395.00 | 20865.00 | 20355.00 | 255.00 | 235.00 | 230.00 | 245.00 |
| 2018-12-21 | 21000.00 | 21095.00 | 21210.00 | 20965.00 | 20780.00 | 20860.00 | 20980.00 | 20735.00 | 220.00 | 235.00 | 230.00 | 230.00 |
| 2018-12-20 | 21000.00 | 20945.00 | 21155.00 | 20850.00 | 20780.00 | 20715.00 | 20920.00 | 20605.00 | 220.00 | 230.00 | 235.00 | 245.00 |
| 2018-12-19 | 20990.00 | 20960.00 | 21045.00 | 20770.00 | 20785.00 | 20740.00 | 20825.00 | 20555.00 | 205.00 | 220.00 | 220.00 | 215.00 |
| 2018-12-18 | 20980.00 | 21030.00 | 21220.00 | 20970.00 | 20795.00 | 20820.00 | 21020.00 | 20760.00 | 185.00 | 210.00 | 200.00 | 210.00 |
| 2018-12-17 | 20540.00 | 21145.00 | 21155.00 | 20520.00 | 20345.00 | 20930.00 | 20955.00 | 20300.00 | 195.00 | 215.00 | 200.00 | 220.00 |
| 2018-12-14 | 20940.00 | 20665.00 | 21075.00 | 20630.00 | 20760.00 | 20450.00 | 20895.00 | 20420.00 | 180.00 | 215.00 | 180.00 | 210.00 |
| 2018-12-13 | 21000.00 | 20975.00 | 21125.00 | 20870.00 | 21270.00 | 21240.00 | 21355.00 | 21140.00 | -270.00 | -265.00 | -230.00 | -270.00 |
| 2018-12-12 | 21070.00 | 20980.00 | 21320.00 | 20960.00 | 21355.00 | 21265.00 | 21550.00 | 21235.00 | -285.00 | -285.00 | -230.00 | -275.00 |
| 2018-12-11 | 20975.00 | 20995.00 | 21070.00 | 20840.00 | 21240.00 | 21260.00 | 21330.00 | 21120.00 | -265.00 | -265.00 | -260.00 | -280.00 |
| 2018-12-10 | 21400.00 | 20915.00 | 21430.00 | 20850.00 | 21640.00 | 21215.00 | 21665.00 | 21150.00 | -240.00 | -300.00 | -235.00 | -300.00 |
| 2018-12-07 | 20800.00 | 21440.00 | 21465.00 | 20735.00 | 21150.00 | 21695.00 | 21735.00 | 21080.00 | -350.00 | -255.00 | -270.00 | -345.00 |
| 2018-12-06 | 20945.00 | 20920.00 | 21125.00 | 20815.00 | 21245.00 | 21260.00 | 21445.00 | 21155.00 | -300.00 | -340.00 | -320.00 | -340.00 |
| 2018-12-05 | 21000.00 | 20975.00 | 21070.00 | 20680.00 | 21350.00 | 21285.00 | 21415.00 | 21030.00 | -350.00 | -310.00 | -345.00 | -350.00 |