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
2024-09-09 22920.00 22845.00 23040.00 22590.00 22715.00 22600.00 22815.00 22355.00 205.00 245.00 225.00 235.00
2024-09-06 22810.00 22850.00 22935.00 22580.00 22575.00 22615.00 22735.00 22330.00 235.00 235.00 200.00 250.00
2024-09-05 23360.00 22695.00 23490.00 22680.00 23185.00 22485.00 23320.00 22480.00 175.00 210.00 170.00 200.00
2024-09-04 23460.00 23420.00 23730.00 23395.00 23350.00 23260.00 23565.00 23240.00 110.00 160.00 165.00 155.00
2024-09-03 23610.00 23535.00 23760.00 23520.00 23425.00 23375.00 23595.00 23365.00 185.00 160.00 165.00 155.00
2024-09-02 24045.00 23630.00 24065.00 23615.00 23905.00 23460.00 23915.00 23445.00 140.00 170.00 150.00 170.00
2024-08-30 23995.00 24050.00 24180.00 23925.00 23835.00 23900.00 24005.00 23775.00 160.00 150.00 175.00 150.00
2024-08-29 23915.00 24095.00 24175.00 23845.00 23770.00 23945.00 24015.00 23715.00 145.00 150.00 160.00 130.00
2024-08-28 24055.00 24015.00 24280.00 23980.00 23990.00 23895.00 24175.00 23860.00 65.00 120.00 105.00 120.00
2024-08-27 24180.00 23995.00 24200.00 23895.00 24220.00 24035.00 24225.00 23940.00 -40.00 -40.00 -25.00 -45.00
2024-08-26 24010.00 24200.00 24225.00 23870.00 24000.00 24240.00 24250.00 23915.00 10.00 -40.00 -25.00 -45.00
2024-08-23 23740.00 24000.00 24030.00 23645.00 23755.00 24040.00 24065.00 23680.00 -15.00 -40.00 -35.00 -35.00
2024-08-22 23650.00 23670.00 23795.00 23495.00 23750.00 23695.00 23815.00 23530.00 -100.00 -25.00 -20.00 -35.00
2024-08-21 23445.00 23540.00 23540.00 23210.00 23455.00 23580.00 23580.00 23235.00 -10.00 -40.00 -40.00 -25.00
2024-08-20 23390.00 23305.00 23435.00 23100.00 23400.00 23270.00 23400.00 23065.00 -10.00 35.00 35.00 35.00
2024-08-19 23200.00 23345.00 23435.00 23105.00 23095.00 23305.00 23400.00 23045.00 105.00 40.00 35.00 60.00
2024-08-16 23030.00 23325.00 23435.00 22975.00 23000.00 23245.00 23355.00 22920.00 30.00 80.00 80.00 55.00
2024-08-15 22910.00 22890.00 23075.00 22705.00 22765.00 22840.00 22950.00 22605.00 145.00 50.00 125.00 100.00
2024-08-14 22895.00 22650.00 22970.00 22630.00 22780.00 22530.00 22850.00 22510.00 115.00 120.00 120.00 120.00
2024-08-13 23090.00 23065.00 23225.00 22945.00 23030.00 22960.00 23145.00 22855.00 60.00 105.00 80.00 90.00
2024-08-12 22845.00 23140.00 23180.00 22775.00 22735.00 23075.00 23120.00 22715.00 110.00 65.00 60.00 60.00
2024-08-09 22030.00 22605.00 22690.00 22010.00 21955.00 22530.00 22610.00 21955.00 75.00 75.00 80.00 55.00
2024-08-08 21900.00 21835.00 21990.00 21780.00 21800.00 21770.00 21930.00 21730.00 100.00 65.00 60.00 50.00
2024-08-07 21990.00 21840.00 22210.00 21820.00 21960.00 21795.00 22150.00 21780.00 30.00 45.00 60.00 40.00
2024-08-06 22020.00 22025.00 22470.00 21865.00 21905.00 21945.00 22370.00 21815.00 115.00 80.00 100.00 50.00
2024-08-05 22860.00 22150.00 22885.00 22120.00 22805.00 22100.00 22865.00 22065.00 55.00 50.00 20.00 55.00
2024-08-02 22845.00 22920.00 23040.00 22645.00 22815.00 22900.00 23005.00 22635.00 30.00 20.00 35.00 10.00
2024-08-01 22850.00 22785.00 23050.00 22740.00 22900.00 22775.00 23040.00 22725.00 -50.00 10.00 10.00 15.00
2024-07-31 22450.00 22840.00 22850.00 22360.00 22415.00 22820.00 22820.00 22325.00 35.00 20.00 30.00 35.00
2024-07-30 22705.00 22495.00 22760.00 22415.00 22670.00 22475.00 22730.00 22395.00 35.00 20.00 30.00 20.00
2024-07-29 22600.00 22790.00 22900.00 22570.00 22565.00 22760.00 22860.00 22535.00 35.00 30.00 40.00 35.00
2024-07-26 22550.00 22600.00 22880.00 22485.00 22480.00 22570.00 22820.00 22430.00 70.00 30.00 60.00 55.00
2024-07-25 23050.00 22570.00 23075.00 22390.00 22975.00 22520.00 22990.00 22335.00 75.00 50.00 85.00 55.00
2024-07-24 23000.00 23040.00 23145.00 22805.00 22950.00 22965.00 23060.00 22755.00 50.00 75.00 85.00 50.00
2024-07-23 23130.00 23095.00 23450.00 23080.00 23100.00 23045.00 23395.00 23025.00 30.00 50.00 55.00 55.00
2024-07-22 23335.00 23430.00 23555.00 23325.00 23320.00 23420.00 23530.00 23305.00 15.00 10.00 25.00 20.00
2024-07-19 23470.00 23450.00 23610.00 23330.00 23450.00 23430.00 23575.00 23310.00 20.00 20.00 35.00 20.00
2024-07-18 23800.00 23725.00 23855.00 23525.00 23755.00 23690.00 23830.00 23505.00 45.00 35.00 25.00 20.00
2024-07-17 24050.00 23695.00 24140.00 23690.00 24090.00 23735.00 24200.00 23735.00 -40.00 -40.00 -60.00 -45.00
2024-07-16 24255.00 24240.00 24415.00 24140.00 24325.00 24295.00 24460.00 24190.00 -70.00 -55.00 -45.00 -50.00
2024-07-15 24160.00 24235.00 24430.00 24080.00 24165.00 24290.00 24480.00 24120.00 -5.00 -55.00 -50.00 -40.00
2024-07-12 24580.00 24160.00 24620.00 24115.00 24660.00 24205.00 24680.00 24160.00 -80.00 -45.00 -60.00 -45.00
2024-07-11 24210.00 24490.00 24575.00 24205.00 24250.00 24550.00 24630.00 24245.00 -40.00 -60.00 -55.00 -40.00
2024-07-10 24325.00 24120.00 24355.00 24110.00 24355.00 24165.00 24395.00 24155.00 -30.00 -45.00 -40.00 -45.00
2024-07-09 24420.00 24410.00 24530.00 24325.00 24495.00 24460.00 24595.00 24380.00 -75.00 -50.00 -65.00 -55.00
2024-07-08 24750.00 24370.00 24770.00 24325.00 24805.00 24425.00 24825.00 24380.00 -55.00 -55.00 -55.00 -55.00
2024-07-05 24770.00 24655.00 24935.00 24570.00 24830.00 24720.00 24975.00 24615.00 -60.00 -65.00 -40.00 -45.00
2024-07-04 24735.00 24670.00 24820.00 24605.00 24785.00 24725.00 24845.00 24640.00 -50.00 -55.00 -25.00 -35.00
2024-07-03 24530.00 24555.00 24625.00 24370.00 24580.00 24585.00 24640.00 24400.00 -50.00 -30.00 -15.00 -30.00
2024-07-02 24590.00 24450.00 24605.00 24300.00 24595.00 24480.00 24620.00 24325.00 -5.00 -30.00 -15.00 -25.00
2024-07-01 24660.00 24375.00 24690.00 24290.00 24690.00 24405.00 24700.00 24320.00 -30.00 -30.00 -10.00 -30.00
2024-06-28 24215.00 24665.00 24825.00 24140.00 24270.00 24690.00 24825.00 24165.00 -55.00 -25.00 0.00 -25.00
2024-06-27 24300.00 24120.00 24385.00 24045.00 24350.00 24160.00 24400.00 24075.00 -50.00 -40.00 -15.00 -30.00
2024-06-26 23745.00 24130.00 24160.00 23585.00 23745.00 24150.00 24170.00 23610.00 0.00 -20.00 -10.00 -25.00
2024-06-25 23805.00 23660.00 23920.00 23535.00 23785.00 23685.00 23935.00 23570.00 20.00 -25.00 -15.00 -35.00
2024-06-24 23705.00 23655.00 23955.00 23625.00 23700.00 23685.00 23965.00 23650.00 5.00 -30.00 -10.00 -25.00
2024-06-21 23840.00 23780.00 24020.00 23765.00 23750.00 23750.00 23950.00 23730.00 90.00 30.00 70.00 35.00
2024-06-20 23885.00 23840.00 23930.00 23695.00 23825.00 23785.00 23880.00 23650.00 60.00 55.00 50.00 45.00
2024-06-19 23250.00 23835.00 23845.00 23230.00 23190.00 23790.00 23790.00 23185.00 60.00 45.00 55.00 45.00
2024-06-18 23315.00 23410.00 23660.00 23310.00 23350.00 23370.00 23625.00 23315.00 -35.00 40.00 35.00 -5.00
2024-06-17 23320.00 23195.00 23450.00 23175.00 23300.00 23200.00 23445.00 23175.00 20.00 -5.00 5.00 0.00
2024-06-14 23805.00 23520.00 23890.00 23520.00 23820.00 23540.00 23890.00 23535.00 -15.00 -20.00 0.00 -15.00
2024-06-13 23850.00 23695.00 23990.00 23520.00 23780.00 23685.00 23965.00 23500.00 70.00 10.00 25.00 20.00
2024-06-12 23480.00 23555.00 23650.00 23400.00 23455.00 23535.00 23635.00 23380.00 25.00 20.00 15.00 20.00
2024-06-11 23780.00 23695.00 23890.00 23620.00 23910.00 23690.00 23930.00 23640.00 -130.00 5.00 -40.00 -20.00
2024-06-07 24090.00 24165.00 24330.00 24045.00 24070.00 24195.00 24360.00 24065.00 20.00 -30.00 -30.00 -20.00
2024-06-06 23920.00 24085.00 24220.00 23760.00 23880.00 24100.00 24210.00 23770.00 40.00 -15.00 10.00 -10.00
2024-06-05 24260.00 24040.00 24270.00 24015.00 24280.00 24050.00 24305.00 24030.00 -20.00 -10.00 -35.00 -15.00
2024-06-04 24320.00 24390.00 24505.00 24095.00 24450.00 24430.00 24545.00 24160.00 -130.00 -40.00 -40.00 -65.00
2024-06-03 24890.00 24180.00 25010.00 24120.00 24990.00 24235.00 25070.00 24175.00 -100.00 -55.00 -60.00 -55.00
2024-05-31 24580.00 24890.00 24930.00 24570.00 24715.00 24945.00 24995.00 24645.00 -135.00 -55.00 -65.00 -75.00
2024-05-30 25100.00 24710.00 25330.00 24700.00 25230.00 24785.00 25400.00 24770.00 -130.00 -75.00 -70.00 -70.00
2024-05-29 24930.00 25350.00 25365.00 24760.00 24960.00 25410.00 25430.00 24835.00 -30.00 -60.00 -65.00 -75.00
2024-05-28 24780.00 24795.00 25125.00 24710.00 24805.00 24880.00 25190.00 24775.00 -25.00 -85.00 -65.00 -65.00
2024-05-27 24680.00 24690.00 24870.00 24525.00 24715.00 24760.00 24925.00 24595.00 -35.00 -70.00 -55.00 -70.00
2024-05-24 24455.00 24725.00 24795.00 24445.00 24550.00 24785.00 24850.00 24515.00 -95.00 -60.00 -55.00 -70.00
2024-05-23 24595.00 24345.00 24670.00 24200.00 24680.00 24410.00 24730.00 24270.00 -85.00 -65.00 -60.00 -70.00
2024-05-22 25000.00 24920.00 25190.00 24605.00 24800.00 24815.00 25075.00 24510.00 200.00 105.00 115.00 95.00
2024-05-21 24255.00 24810.00 24990.00 24225.00 24200.00 24720.00 24880.00 24135.00 55.00 90.00 110.00 90.00
2024-05-20 24000.00 24260.00 24570.00 23900.00 23885.00 24160.00 24475.00 23805.00 115.00 100.00 95.00 95.00
2024-05-17 23600.00 23880.00 23960.00 23565.00 23505.00 23775.00 23860.00 23485.00 95.00 105.00 100.00 80.00
2024-05-16 23800.00 23600.00 23930.00 23505.00 23850.00 23690.00 24010.00 23575.00 -50.00 -90.00 -80.00 -70.00
2024-05-15 23710.00 23940.00 23975.00 23485.00 23710.00 24005.00 24040.00 23540.00 0.00 -65.00 -65.00 -55.00
2024-05-14 23650.00 23720.00 24025.00 23570.00 23700.00 23775.00 24085.00 23635.00 -50.00 -55.00 -60.00 -65.00
2024-05-13 23620.00 23535.00 23655.00 23255.00 23665.00 23605.00 23700.00 23320.00 -45.00 -70.00 -45.00 -65.00
2024-05-10 23265.00 23720.00 23790.00 23255.00 23345.00 23780.00 23850.00 23305.00 -80.00 -60.00 -60.00 -50.00
2024-05-09 23000.00 23185.00 23300.00 22915.00 23055.00 23235.00 23350.00 22965.00 -55.00 -50.00 -50.00 -50.00
2024-05-08 23395.00 23120.00 23585.00 23065.00 23410.00 23170.00 23640.00 23120.00 -15.00 -50.00 -55.00 -55.00
2024-05-07 23280.00 23275.00 23530.00 23215.00 23400.00 23330.00 23585.00 23280.00 -120.00 -55.00 -55.00 -65.00
2024-05-06 23210.00 23305.00 23410.00 23065.00 23320.00 23365.00 23470.00 23140.00 -110.00 -60.00 -60.00 -75.00
2024-04-30 23110.00 23515.00 23715.00 23055.00 23160.00 23580.00 23770.00 23100.00 -50.00 -65.00 -55.00 -45.00
2024-04-29 22820.00 23015.00 23160.00 22645.00 22800.00 23055.00 23195.00 22705.00 20.00 -40.00 -35.00 -60.00
2024-04-26 23000.00 22910.00 23010.00 22620.00 23030.00 22960.00 23070.00 22670.00 -30.00 -50.00 -60.00 -50.00
2024-04-25 22565.00 22770.00 22785.00 22405.00 22685.00 22820.00 22835.00 22460.00 -120.00 -50.00 -50.00 -55.00
2024-04-24 22175.00 22555.00 22665.00 22135.00 22260.00 22615.00 22705.00 22165.00 -85.00 -60.00 -40.00 -30.00
2024-04-23 22450.00 22270.00 22680.00 22265.00 22460.00 22315.00 22715.00 22305.00 -10.00 -45.00 -35.00 -40.00
2024-04-22 22775.00 22535.00 23040.00 22475.00 22820.00 22580.00 23060.00 22520.00 -45.00 -45.00 -20.00 -45.00
2024-04-19 22700.00 22740.00 22840.00 22420.00 22770.00 22765.00 22855.00 22410.00 -70.00 -25.00 -15.00 10.00
2024-04-18 22700.00 22840.00 22990.00 22470.00 22650.00 22840.00 22975.00 22480.00 50.00 0.00 15.00 -10.00
2024-04-17 22280.00 22585.00 22640.00 22245.00 22210.00 22535.00 22600.00 22210.00 70.00 50.00 40.00 35.00
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