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
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
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