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
2025-02-14 23745.00 24125.00 24145.00 23670.00 23710.00 24105.00 24110.00 23645.00 35.00 20.00 35.00 25.00
2025-02-13 23835.00 23775.00 23925.00 23725.00 23835.00 23760.00 23905.00 23705.00 0.00 15.00 20.00 20.00
2025-02-12 23610.00 23800.00 23845.00 23475.00 23520.00 23780.00 23820.00 23440.00 90.00 20.00 25.00 35.00
2025-02-11 23730.00 23745.00 23825.00 23580.00 23715.00 23705.00 23800.00 23580.00 15.00 40.00 25.00 0.00
2025-02-10 24015.00 23805.00 24035.00 23705.00 23960.00 23775.00 23980.00 23665.00 55.00 30.00 55.00 40.00
2025-02-07 23615.00 24015.00 24105.00 23595.00 23595.00 23950.00 24050.00 23560.00 20.00 65.00 55.00 35.00
2025-02-06 23170.00 23675.00 23710.00 23010.00 23120.00 23625.00 23675.00 22985.00 50.00 50.00 35.00 25.00
2025-02-05 23570.00 23260.00 23715.00 23180.00 23615.00 23230.00 23715.00 23175.00 -45.00 30.00 0.00 5.00
2025-01-27 23900.00 23655.00 23900.00 23470.00 23830.00 23660.00 23900.00 23505.00 70.00 -5.00 0.00 -35.00
2025-01-24 23730.00 23875.00 23960.00 23670.00 23790.00 23885.00 23960.00 23695.00 -60.00 -10.00 0.00 -25.00
2025-01-23 24075.00 23705.00 24175.00 23645.00 24040.00 23680.00 24145.00 23630.00 35.00 25.00 30.00 15.00
2025-01-22 24130.00 24115.00 24235.00 24060.00 24105.00 24105.00 24215.00 24040.00 25.00 10.00 20.00 20.00
2025-01-21 24230.00 24200.00 24420.00 24120.00 24185.00 24165.00 24395.00 24105.00 45.00 35.00 25.00 15.00
2025-01-20 24275.00 24215.00 24375.00 24025.00 24280.00 24195.00 24340.00 24015.00 -5.00 20.00 35.00 10.00
2025-01-17 23810.00 24225.00 24240.00 23605.00 23720.00 24215.00 24230.00 23635.00 90.00 10.00 10.00 -30.00
2025-01-16 23625.00 23790.00 23950.00 23615.00 23565.00 23760.00 23900.00 23540.00 60.00 30.00 50.00 75.00
2025-01-15 24155.00 23595.00 24255.00 23520.00 24110.00 23525.00 24195.00 23450.00 45.00 70.00 60.00 70.00
2025-01-14 24355.00 24045.00 24355.00 24030.00 24245.00 24005.00 24280.00 24005.00 110.00 40.00 75.00 25.00
2025-01-13 24300.00 24290.00 24360.00 24090.00 24240.00 24245.00 24335.00 24065.00 60.00 45.00 25.00 25.00
2025-01-10 24185.00 24145.00 24275.00 24040.00 24140.00 24115.00 24235.00 24005.00 45.00 30.00 40.00 35.00
2025-01-09 24070.00 24110.00 24195.00 23815.00 24000.00 24080.00 24155.00 23785.00 70.00 30.00 40.00 30.00
2025-01-08 24340.00 24225.00 24420.00 24085.00 24330.00 24175.00 24385.00 24040.00 10.00 50.00 35.00 45.00
2025-01-07 24670.00 24395.00 24760.00 24310.00 24650.00 24355.00 24715.00 24250.00 20.00 40.00 45.00 60.00
2025-01-06 24495.00 24490.00 24595.00 24390.00 24465.00 24440.00 24550.00 24360.00 30.00 50.00 45.00 30.00
2025-01-03 24920.00 24665.00 25040.00 24535.00 24905.00 24625.00 24960.00 24460.00 15.00 40.00 80.00 75.00
2025-01-02 25240.00 25265.00 25305.00 25100.00 25200.00 25170.00 25220.00 25025.00 40.00 95.00 85.00 75.00
2024-12-31 25290.00 25460.00 25460.00 25185.00 25260.00 25375.00 25375.00 25110.00 30.00 85.00 85.00 75.00
2024-12-30 25170.00 25325.00 25410.00 25145.00 25055.00 25270.00 25340.00 25055.00 115.00 55.00 70.00 90.00
2024-12-27 25425.00 25175.00 25520.00 25140.00 25765.00 25575.00 25830.00 25520.00 -340.00 -400.00 -310.00 -380.00
2024-12-26 25480.00 25395.00 25640.00 25325.00 25770.00 25700.00 25925.00 25610.00 -290.00 -305.00 -285.00 -285.00
2024-12-25 25340.00 25425.00 25470.00 25275.00 25535.00 25720.00 25750.00 25535.00 -195.00 -295.00 -280.00 -260.00
2024-12-24 25065.00 25230.00 25265.00 24955.00 25295.00 25465.00 25495.00 25185.00 -230.00 -235.00 -230.00 -230.00
2024-12-23 24895.00 25025.00 25070.00 24670.00 25030.00 25205.00 25250.00 24865.00 -135.00 -180.00 -180.00 -195.00
2024-12-20 25205.00 25155.00 25295.00 25105.00 24935.00 24960.00 25060.00 24860.00 270.00 195.00 235.00 245.00
2024-12-19 25260.00 25200.00 25375.00 25040.00 25050.00 24935.00 25085.00 24760.00 210.00 265.00 290.00 280.00
2024-12-18 25550.00 25240.00 25600.00 25200.00 25350.00 24960.00 25360.00 24935.00 200.00 280.00 240.00 265.00
2024-12-17 25770.00 25645.00 25780.00 25520.00 25520.00 25395.00 25580.00 25310.00 250.00 250.00 200.00 210.00
2024-12-16 25870.00 25770.00 26010.00 25640.00 25660.00 25550.00 25750.00 25405.00 210.00 220.00 260.00 235.00
2024-12-13 25790.00 25850.00 25890.00 25525.00 25595.00 25600.00 25645.00 25320.00 195.00 250.00 245.00 205.00
2024-12-12 25790.00 25965.00 26000.00 25765.00 25620.00 25745.00 25790.00 25585.00 170.00 220.00 210.00 180.00
2024-12-11 25800.00 25870.00 26095.00 25725.00 25650.00 25690.00 25890.00 25580.00 150.00 180.00 205.00 145.00
2024-12-10 25880.00 25775.00 26000.00 25675.00 25680.00 25650.00 25850.00 25525.00 200.00 125.00 150.00 150.00
2024-12-09 25430.00 25590.00 25610.00 25255.00 25330.00 25440.00 25460.00 25155.00 100.00 150.00 150.00 100.00
2024-12-06 25600.00 25495.00 25760.00 25440.00 25550.00 25405.00 25630.00 25350.00 50.00 90.00 130.00 90.00
2024-12-05 25385.00 25550.00 25610.00 25270.00 25280.00 25445.00 25500.00 25190.00 105.00 105.00 110.00 80.00
2024-12-04 25370.00 25465.00 25480.00 25165.00 25275.00 25350.00 25380.00 25100.00 95.00 115.00 100.00 65.00
2024-12-03 25530.00 25290.00 25565.00 25115.00 25375.00 25165.00 25395.00 25000.00 155.00 125.00 170.00 115.00
2024-12-02 25385.00 25455.00 25665.00 25280.00 25190.00 25280.00 25455.00 25095.00 195.00 175.00 210.00 185.00
2024-11-29 25245.00 25200.00 25325.00 25095.00 25000.00 25015.00 25135.00 24920.00 245.00 185.00 190.00 175.00
2024-11-28 25800.00 25355.00 26315.00 25245.00 25440.00 25095.00 25965.00 25005.00 360.00 260.00 350.00 240.00
2024-11-27 25425.00 25830.00 25860.00 25280.00 25765.00 26310.00 26335.00 25765.00 -340.00 -480.00 -475.00 -485.00
2024-11-26 24975.00 25175.00 25385.00 24890.00 25225.00 25580.00 25770.00 25225.00 -250.00 -405.00 -385.00 -335.00
2024-11-25 25030.00 25275.00 25305.00 25010.00 24680.00 24895.00 24935.00 24615.00 350.00 380.00 370.00 395.00
2024-11-22 25255.00 25170.00 25340.00 25135.00 24800.00 24770.00 24975.00 24750.00 455.00 400.00 365.00 385.00
2024-11-21 25150.00 25200.00 25275.00 25065.00 24840.00 24835.00 24910.00 24705.00 310.00 365.00 365.00 360.00
2024-11-20 24750.00 25205.00 25255.00 24730.00 24430.00 24885.00 24940.00 24420.00 320.00 320.00 315.00 310.00
2024-11-19 24595.00 24865.00 24950.00 24475.00 24205.00 24540.00 24620.00 24170.00 390.00 325.00 330.00 305.00
2024-11-18 24810.00 24715.00 24900.00 24330.00 24555.00 24390.00 24570.00 24045.00 255.00 325.00 330.00 285.00
2024-11-15 24540.00 24640.00 24840.00 24535.00 24165.00 24340.00 24515.00 24165.00 375.00 300.00 325.00 370.00
2024-11-14 24675.00 24465.00 24995.00 24440.00 24375.00 24115.00 24645.00 24095.00 300.00 350.00 350.00 345.00
2024-11-13 24710.00 24585.00 24845.00 24455.00 24400.00 24275.00 24580.00 24190.00 310.00 310.00 265.00 265.00
2024-11-12 24860.00 24850.00 25150.00 24650.00 24730.00 24590.00 24905.00 24415.00 130.00 260.00 245.00 235.00
2024-11-11 24820.00 24975.00 25080.00 24765.00 24500.00 24750.00 24860.00 24500.00 320.00 225.00 220.00 265.00
2024-11-08 25300.00 25025.00 25430.00 24880.00 25080.00 24800.00 25225.00 24670.00 220.00 225.00 205.00 210.00
2024-11-07 24665.00 25170.00 25235.00 24605.00 24480.00 24945.00 24995.00 24410.00 185.00 225.00 240.00 195.00
2024-11-06 25100.00 24955.00 25280.00 24870.00 24835.00 24755.00 25080.00 24675.00 265.00 200.00 200.00 195.00
2024-11-05 24925.00 25065.00 25155.00 24640.00 24780.00 24830.00 24910.00 24450.00 145.00 235.00 245.00 190.00
2024-11-04 25030.00 25125.00 25390.00 24890.00 24710.00 24925.00 25135.00 24650.00 320.00 200.00 255.00 240.00
2024-11-01 25235.00 24865.00 25260.00 24810.00 25020.00 24650.00 25055.00 24605.00 215.00 215.00 205.00 205.00
2024-10-31 24960.00 25275.00 25480.00 24945.00 24880.00 25070.00 25265.00 24800.00 80.00 205.00 215.00 145.00
2024-10-30 25080.00 25030.00 25240.00 24905.00 24970.00 24890.00 25100.00 24755.00 110.00 140.00 140.00 150.00
2024-10-29 24970.00 25010.00 25195.00 24950.00 24840.00 24880.00 25070.00 24830.00 130.00 130.00 125.00 120.00
2024-10-28 24915.00 24970.00 25090.00 24770.00 25000.00 25055.00 25160.00 24890.00 -85.00 -85.00 -70.00 -120.00
2024-10-25 25610.00 25030.00 25695.00 24900.00 25640.00 25135.00 25740.00 25010.00 -30.00 -105.00 -45.00 -110.00
2024-10-24 24980.00 25925.00 25925.00 24875.00 24900.00 25880.00 25880.00 24840.00 80.00 45.00 45.00 35.00
2024-10-23 25150.00 25025.00 25230.00 24870.00 25120.00 25000.00 25215.00 24870.00 30.00 25.00 15.00 0.00
2024-10-22 25100.00 25010.00 25145.00 24760.00 25085.00 24990.00 25120.00 24750.00 15.00 20.00 25.00 10.00
2024-10-21 25200.00 25230.00 25495.00 25060.00 25140.00 25205.00 25430.00 24995.00 60.00 25.00 65.00 65.00
2024-10-18 24630.00 25045.00 25225.00 24610.00 24575.00 24980.00 25140.00 24540.00 55.00 65.00 85.00 70.00
2024-10-17 25330.00 24545.00 25430.00 24490.00 25230.00 24475.00 25325.00 24430.00 100.00 70.00 105.00 60.00
2024-10-16 24800.00 25300.00 25350.00 24770.00 24650.00 25195.00 25235.00 24650.00 150.00 105.00 115.00 120.00
2024-10-15 25035.00 24955.00 25205.00 24890.00 25000.00 24850.00 25085.00 24810.00 35.00 105.00 120.00 80.00
2024-10-14 25450.00 25335.00 25780.00 25215.00 25420.00 25240.00 25615.00 25090.00 30.00 95.00 165.00 125.00
2024-10-11 25005.00 25350.00 25555.00 24990.00 24855.00 25215.00 25395.00 24850.00 150.00 135.00 160.00 140.00
2024-10-10 24900.00 24800.00 25040.00 24650.00 24720.00 24645.00 24895.00 24500.00 180.00 155.00 145.00 150.00
2024-10-09 25360.00 25040.00 25365.00 24935.00 25200.00 24890.00 25275.00 24800.00 160.00 150.00 90.00 135.00
2024-10-08 25640.00 25285.00 25940.00 25255.00 26070.00 25165.00 26070.00 25155.00 -430.00 120.00 -130.00 100.00
2024-09-30 24910.00 25120.00 25380.00 24835.00 24860.00 25065.00 25265.00 24725.00 50.00 55.00 115.00 110.00
2024-09-27 24970.00 24990.00 25155.00 24835.00 24975.00 25040.00 25210.00 24895.00 -5.00 -50.00 -55.00 -60.00
2024-09-26 24445.00 24710.00 24725.00 24355.00 24585.00 24785.00 24805.00 24450.00 -140.00 -75.00 -80.00 -95.00
2024-09-25 24150.00 24465.00 24755.00 24090.00 24315.00 24560.00 24860.00 24230.00 -165.00 -95.00 -105.00 -140.00
2024-09-24 23600.00 24010.00 24035.00 23575.00 23690.00 24140.00 24150.00 23690.00 -90.00 -130.00 -115.00 -115.00
2024-09-23 24050.00 23625.00 24085.00 23600.00 23905.00 23480.00 23920.00 23455.00 145.00 145.00 165.00 145.00
2024-09-20 24240.00 24170.00 24335.00 24035.00 24100.00 24010.00 24180.00 23860.00 140.00 160.00 155.00 175.00
2024-09-19 24000.00 24240.00 24240.00 23725.00 23825.00 24075.00 24090.00 23535.00 175.00 165.00 150.00 190.00
2024-09-18 24045.00 23915.00 24115.00 23785.00 23875.00 23760.00 23945.00 23615.00 170.00 155.00 170.00 170.00
2024-09-13 23645.00 23830.00 23890.00 23585.00 23470.00 23650.00 23715.00 23410.00 175.00 180.00 175.00 175.00
2024-09-12 23025.00 23570.00 23640.00 22820.00 22805.00 23385.00 23450.00 22625.00 220.00 185.00 190.00 195.00
2024-09-11 22760.00 22945.00 22970.00 22565.00 22500.00 22710.00 22720.00 22305.00 260.00 235.00 250.00 260.00
2024-09-10 22940.00 22790.00 22975.00 22690.00 22675.00 22560.00 22740.00 22445.00 265.00 230.00 235.00 245.00
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