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
2025-07-11 22390.00 22380.00 22475.00 22330.00 22355.00 22355.00 22450.00 22300.00 35.00 25.00 25.00 30.00
2025-07-10 22120.00 22385.00 22430.00 22110.00 22075.00 22345.00 22390.00 22050.00 45.00 40.00 40.00 60.00
2025-07-09 22175.00 22120.00 22175.00 21980.00 22100.00 22045.00 22115.00 21930.00 75.00 75.00 60.00 50.00
2025-07-08 22070.00 22050.00 22115.00 21865.00 22025.00 21960.00 22050.00 21770.00 45.00 90.00 65.00 95.00
2025-07-07 22340.00 22090.00 22360.00 22040.00 22290.00 22040.00 22295.00 21980.00 50.00 50.00 65.00 60.00
2025-07-04 22295.00 22410.00 22445.00 22260.00 22275.00 22350.00 22385.00 22200.00 20.00 60.00 60.00 60.00
2025-07-03 22320.00 22325.00 22400.00 22245.00 22230.00 22270.00 22345.00 22190.00 90.00 55.00 55.00 55.00
2025-07-02 22250.00 22230.00 22310.00 22145.00 22200.00 22175.00 22250.00 22085.00 50.00 55.00 60.00 60.00
2025-07-01 22380.00 22255.00 22420.00 22105.00 22350.00 22195.00 22365.00 22050.00 30.00 60.00 55.00 55.00
2025-06-30 22330.00 22495.00 22530.00 22330.00 22320.00 22445.00 22485.00 22285.00 10.00 50.00 45.00 45.00
2025-06-27 22345.00 22410.00 22570.00 22270.00 22250.00 22345.00 22495.00 22170.00 95.00 65.00 75.00 100.00
2025-06-26 22090.00 22240.00 22400.00 22030.00 22200.00 22365.00 22465.00 22150.00 -110.00 -125.00 -65.00 -120.00
2025-06-25 21975.00 22045.00 22095.00 21860.00 22150.00 22175.00 22215.00 22025.00 -175.00 -130.00 -120.00 -165.00
2025-06-24 21875.00 21920.00 22030.00 21825.00 22060.00 22090.00 22185.00 21985.00 -185.00 -170.00 -155.00 -160.00
2025-06-23 21955.00 21980.00 22005.00 21830.00 21740.00 21780.00 21800.00 21635.00 215.00 200.00 205.00 195.00
2025-06-20 21925.00 21845.00 21985.00 21835.00 21740.00 21675.00 21840.00 21670.00 185.00 170.00 145.00 165.00
2025-06-19 21945.00 21865.00 22020.00 21800.00 21755.00 21680.00 21815.00 21600.00 190.00 185.00 205.00 200.00
2025-06-18 21885.00 22060.00 22130.00 21825.00 21655.00 21810.00 21885.00 21615.00 230.00 250.00 245.00 210.00
2025-06-17 21955.00 21905.00 21985.00 21760.00 21740.00 21675.00 21745.00 21555.00 215.00 230.00 240.00 205.00
2025-06-16 21745.00 21840.00 21935.00 21660.00 21455.00 21580.00 21665.00 21360.00 290.00 260.00 270.00 300.00
2025-06-13 22000.00 21815.00 22090.00 21745.00 21710.00 21520.00 21820.00 21460.00 290.00 295.00 270.00 285.00
2025-06-12 22100.00 22085.00 22160.00 21965.00 21880.00 21830.00 21930.00 21740.00 220.00 255.00 230.00 225.00
2025-06-11 21900.00 22140.00 22205.00 21855.00 21665.00 21905.00 21965.00 21665.00 235.00 235.00 240.00 190.00
2025-06-10 21945.00 21845.00 21950.00 21760.00 21725.00 21655.00 21765.00 21575.00 220.00 190.00 185.00 185.00
2025-06-09 22250.00 21910.00 22335.00 21855.00 22100.00 21735.00 22150.00 21675.00 150.00 175.00 185.00 180.00
2025-06-06 22290.00 22385.00 22415.00 22230.00 22165.00 22225.00 22250.00 22100.00 125.00 160.00 165.00 130.00
2025-06-05 22380.00 22340.00 22450.00 22255.00 22150.00 22180.00 22260.00 22090.00 230.00 160.00 190.00 165.00
2025-06-04 22260.00 22420.00 22475.00 22260.00 22005.00 22235.00 22280.00 22000.00 255.00 185.00 195.00 260.00
2025-06-03 22330.00 22180.00 22515.00 22090.00 22120.00 21940.00 22260.00 21845.00 210.00 240.00 255.00 245.00
2025-05-30 22450.00 22225.00 22465.00 22150.00 22200.00 21980.00 22245.00 21915.00 250.00 245.00 220.00 235.00
2025-05-29 22300.00 22495.00 22530.00 22225.00 22090.00 22265.00 22295.00 22000.00 210.00 230.00 235.00 225.00
2025-05-28 22380.00 22210.00 22485.00 22200.00 22185.00 22035.00 22290.00 22025.00 195.00 175.00 195.00 175.00
2025-05-27 22185.00 22330.00 22695.00 22175.00 22375.00 22585.00 22915.00 22375.00 -190.00 -255.00 -220.00 -200.00
2025-05-26 22155.00 22185.00 22300.00 22085.00 22360.00 22405.00 22495.00 22305.00 -205.00 -220.00 -195.00 -220.00
2025-05-23 22295.00 22215.00 22380.00 22205.00 22515.00 22415.00 22555.00 22400.00 -220.00 -200.00 -175.00 -195.00
2025-05-22 22515.00 22455.00 22535.00 22365.00 22355.00 22245.00 22355.00 22160.00 160.00 210.00 180.00 205.00
2025-05-21 22530.00 22580.00 22675.00 22510.00 22320.00 22410.00 22470.00 22290.00 210.00 170.00 205.00 220.00
2025-05-20 22415.00 22435.00 22490.00 22360.00 22290.00 22220.00 22305.00 22175.00 125.00 215.00 185.00 185.00
2025-05-19 22480.00 22455.00 22565.00 22380.00 22320.00 22245.00 22410.00 22180.00 160.00 210.00 155.00 200.00
2025-05-16 22490.00 22500.00 22640.00 22440.00 22355.00 22355.00 22505.00 22310.00 135.00 145.00 135.00 130.00
2025-05-15 22885.00 22590.00 22915.00 22545.00 22780.00 22470.00 22780.00 22415.00 105.00 120.00 135.00 130.00
2025-05-14 22265.00 22710.00 22780.00 22160.00 22150.00 22580.00 22605.00 22020.00 115.00 130.00 175.00 140.00
2025-05-13 22530.00 22325.00 22655.00 22135.00 22420.00 22185.00 22500.00 22025.00 110.00 140.00 155.00 110.00
2025-05-12 22360.00 22490.00 22515.00 22080.00 22105.00 22325.00 22345.00 21920.00 255.00 165.00 170.00 160.00
2025-05-09 22155.00 22190.00 22370.00 22075.00 21965.00 21935.00 22095.00 21835.00 190.00 255.00 275.00 240.00
2025-05-08 22245.00 22175.00 22455.00 22070.00 21990.00 21920.00 22155.00 21815.00 255.00 255.00 300.00 255.00
2025-05-07 22300.00 22210.00 22530.00 22210.00 22010.00 21955.00 22245.00 21950.00 290.00 255.00 285.00 260.00
2025-05-06 22390.00 22355.00 22580.00 22300.00 22150.00 22075.00 22340.00 22045.00 240.00 280.00 240.00 255.00
2025-04-30 22605.00 22440.00 22650.00 22345.00 22400.00 22195.00 22415.00 22125.00 205.00 245.00 235.00 220.00
2025-04-29 22520.00 22550.00 22610.00 22465.00 22260.00 22325.00 22370.00 22215.00 260.00 225.00 240.00 250.00
2025-04-28 22630.00 22520.00 22650.00 22380.00 22415.00 22255.00 22425.00 22130.00 215.00 265.00 225.00 250.00
2025-04-25 22630.00 22750.00 22910.00 22550.00 22420.00 22515.00 22665.00 22325.00 210.00 235.00 245.00 225.00
2025-04-24 22550.00 22590.00 22640.00 22450.00 22385.00 22375.00 22420.00 22235.00 165.00 215.00 220.00 215.00
2025-04-23 22325.00 22460.00 22635.00 22210.00 22595.00 22745.00 22820.00 22485.00 -270.00 -285.00 -185.00 -275.00
2025-04-22 22450.00 22285.00 22450.00 22075.00 22605.00 22525.00 22645.00 22335.00 -155.00 -240.00 -195.00 -260.00
2025-04-21 22100.00 22395.00 22465.00 21935.00 22320.00 22615.00 22660.00 22195.00 -220.00 -220.00 -195.00 -260.00
2025-04-18 21950.00 22050.00 22120.00 21870.00 22205.00 22300.00 22350.00 22125.00 -255.00 -250.00 -230.00 -255.00
2025-04-17 21850.00 21990.00 22195.00 21775.00 22070.00 22260.00 22425.00 22045.00 -220.00 -270.00 -230.00 -270.00
2025-04-16 22320.00 21920.00 22400.00 21835.00 22510.00 22180.00 22610.00 22105.00 -190.00 -260.00 -210.00 -270.00
2025-04-15 22415.00 22325.00 22450.00 22250.00 22635.00 22545.00 22680.00 22505.00 -220.00 -220.00 -230.00 -255.00
2025-04-14 22445.00 22515.00 22595.00 22355.00 22715.00 22755.00 22820.00 22620.00 -270.00 -240.00 -225.00 -265.00
2025-04-11 22575.00 22660.00 22735.00 22430.00 22280.00 22405.00 22480.00 22195.00 295.00 255.00 255.00 235.00
2025-04-10 21830.00 22705.00 22865.00 21780.00 21580.00 22475.00 22560.00 21530.00 250.00 230.00 305.00 250.00
2025-04-09 22280.00 21930.00 22400.00 21740.00 22150.00 21705.00 22210.00 21460.00 130.00 225.00 190.00 280.00
2025-04-08 22420.00 22295.00 22900.00 22220.00 22190.00 22085.00 22625.00 21970.00 230.00 210.00 275.00 250.00
2025-04-07 21820.00 22625.00 22880.00 21620.00 21700.00 22340.00 22770.00 21555.00 120.00 285.00 110.00 65.00
2025-04-03 23205.00 23155.00 23300.00 22960.00 23170.00 23095.00 23185.00 22880.00 35.00 60.00 115.00 80.00
2025-04-02 23480.00 23380.00 23540.00 23230.00 23400.00 23310.00 23480.00 23170.00 80.00 70.00 60.00 60.00
2025-04-01 23450.00 23615.00 23660.00 23355.00 23385.00 23550.00 23605.00 23305.00 65.00 65.00 55.00 50.00
2025-03-31 23730.00 23455.00 23790.00 23335.00 23680.00 23410.00 23770.00 23310.00 50.00 45.00 20.00 25.00
2025-03-28 24000.00 23770.00 24005.00 23695.00 23980.00 23755.00 23990.00 23690.00 20.00 15.00 15.00 5.00
2025-03-27 24085.00 24105.00 24185.00 24045.00 24080.00 24095.00 24160.00 24030.00 5.00 10.00 25.00 15.00
2025-03-26 24155.00 24155.00 24270.00 24080.00 24110.00 24140.00 24235.00 24045.00 45.00 15.00 35.00 35.00
2025-03-25 24270.00 24125.00 24280.00 24070.00 24200.00 24080.00 24200.00 24020.00 70.00 45.00 80.00 50.00
2025-03-24 23810.00 24200.00 24235.00 23810.00 23780.00 24125.00 24160.00 23770.00 30.00 75.00 75.00 40.00
2025-03-21 23785.00 23770.00 23935.00 23705.00 23760.00 23715.00 23890.00 23650.00 25.00 55.00 45.00 55.00
2025-03-20 23840.00 23855.00 23905.00 23630.00 23840.00 23865.00 23905.00 23660.00 0.00 -10.00 0.00 -30.00
2025-03-19 23825.00 23895.00 23960.00 23730.00 23800.00 23890.00 23940.00 23740.00 25.00 5.00 20.00 -10.00
2025-03-18 24160.00 23770.00 24160.00 23725.00 24115.00 23770.00 24130.00 23735.00 45.00 0.00 30.00 -10.00
2025-03-17 24215.00 24205.00 24260.00 24075.00 24160.00 24185.00 24245.00 24065.00 55.00 20.00 15.00 10.00
2025-03-14 24020.00 24140.00 24260.00 23980.00 24035.00 24155.00 24260.00 23960.00 -15.00 -15.00 0.00 20.00
2025-03-13 24160.00 24050.00 24180.00 23990.00 24080.00 24030.00 24150.00 23935.00 80.00 20.00 30.00 55.00
2025-03-12 23955.00 23870.00 24005.00 23855.00 23950.00 23815.00 23955.00 23800.00 5.00 55.00 50.00 55.00
2025-03-11 23800.00 23840.00 23850.00 23540.00 23760.00 23785.00 23790.00 23485.00 40.00 55.00 60.00 55.00
2025-03-10 23880.00 23835.00 23980.00 23735.00 23880.00 23785.00 23950.00 23700.00 0.00 50.00 30.00 35.00
2025-03-07 24100.00 23960.00 24160.00 23930.00 24050.00 23930.00 24105.00 23895.00 50.00 30.00 55.00 35.00
2025-03-06 23800.00 24000.00 24060.00 23690.00 23725.00 23930.00 23990.00 23625.00 75.00 70.00 70.00 65.00
2025-03-05 23730.00 23645.00 23795.00 23490.00 23700.00 23580.00 23740.00 23440.00 30.00 65.00 55.00 50.00
2025-03-04 23750.00 23680.00 23860.00 23625.00 23725.00 23640.00 23820.00 23595.00 25.00 40.00 40.00 30.00
2025-03-03 23495.00 23730.00 23810.00 23470.00 23435.00 23685.00 23755.00 23425.00 60.00 45.00 55.00 45.00
2025-02-28 23655.00 23425.00 23670.00 23300.00 23640.00 23395.00 23655.00 23290.00 15.00 30.00 15.00 10.00
2025-02-27 23605.00 23555.00 23645.00 23435.00 23600.00 23540.00 23640.00 23430.00 5.00 15.00 5.00 5.00
2025-02-26 23500.00 23565.00 23670.00 23500.00 23550.00 23550.00 23650.00 23505.00 -50.00 15.00 20.00 -5.00
2025-02-25 23850.00 23595.00 23870.00 23575.00 23820.00 23595.00 23870.00 23560.00 30.00 0.00 0.00 15.00
2025-02-24 23980.00 23990.00 24160.00 23915.00 23930.00 23970.00 24120.00 23900.00 50.00 20.00 40.00 15.00
2025-02-21 24150.00 23980.00 24210.00 23935.00 24170.00 24020.00 24235.00 23955.00 -20.00 -40.00 -25.00 -20.00
2025-02-20 24000.00 24145.00 24160.00 23830.00 23940.00 24145.00 24160.00 23845.00 60.00 0.00 0.00 -15.00
2025-02-19 24010.00 23925.00 24040.00 23865.00 23960.00 23930.00 24035.00 23870.00 50.00 -5.00 5.00 -5.00
2025-02-18 23830.00 23880.00 23985.00 23800.00 23830.00 23880.00 23980.00 23795.00 0.00 0.00 5.00 5.00
2025-02-17 24075.00 23850.00 24115.00 23565.00 24105.00 23845.00 24105.00 23585.00 -30.00 5.00 10.00 -20.00
导出Excel数据