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
2024-04-16 22755.00 22280.00 22875.00 22230.00 22745.00 22270.00 22825.00 22200.00 10.00 10.00 50.00 30.00
2024-04-15 23110.00 22800.00 23380.00 22665.00 23105.00 22745.00 23330.00 22625.00 5.00 55.00 50.00 40.00
2024-04-12 22800.00 23045.00 23090.00 22540.00 22750.00 22990.00 23040.00 22500.00 50.00 55.00 50.00 40.00
2024-04-11 22595.00 22870.00 22990.00 22260.00 22660.00 22815.00 22940.00 22225.00 -65.00 55.00 50.00 35.00
2024-04-10 22040.00 22605.00 22605.00 22010.00 22100.00 22660.00 22665.00 22060.00 -60.00 -55.00 -60.00 -50.00
2024-04-09 21945.00 21840.00 21980.00 21735.00 22000.00 21880.00 22015.00 21775.00 -55.00 -40.00 -35.00 -40.00
2024-04-08 21775.00 21725.00 21850.00 21505.00 21770.00 21765.00 21870.00 21520.00 5.00 -40.00 -20.00 -15.00
2024-04-03 21230.00 21270.00 21350.00 21175.00 21250.00 21285.00 21360.00 21175.00 -20.00 -15.00 -10.00 0.00
2024-04-02 21045.00 21115.00 21165.00 20975.00 21050.00 21120.00 21170.00 20980.00 -5.00 -5.00 -5.00 -5.00
2024-04-01 20900.00 21045.00 21065.00 20835.00 20885.00 21050.00 21065.00 20830.00 15.00 -5.00 0.00 5.00
2024-03-29 20795.00 20945.00 20960.00 20790.00 20820.00 20935.00 20965.00 20800.00 -25.00 10.00 -5.00 -10.00
2024-03-28 20730.00 20880.00 20955.00 20675.00 20690.00 20880.00 20960.00 20680.00 40.00 0.00 -5.00 -5.00
2024-03-27 21015.00 20795.00 21035.00 20725.00 21005.00 20800.00 21035.00 20740.00 10.00 -5.00 0.00 -15.00
2024-03-26 21140.00 21025.00 21270.00 21020.00 21090.00 21035.00 21260.00 21030.00 50.00 -10.00 10.00 -10.00
2024-03-25 21180.00 21145.00 21305.00 21135.00 21160.00 21155.00 21295.00 21140.00 20.00 -10.00 10.00 -5.00
2024-03-22 21480.00 21230.00 21485.00 21195.00 21460.00 21225.00 21460.00 21195.00 20.00 5.00 25.00 0.00
2024-03-21 21170.00 21525.00 21530.00 21125.00 21090.00 21475.00 21475.00 21090.00 80.00 50.00 55.00 35.00
2024-03-20 21110.00 21195.00 21280.00 21100.00 21095.00 21160.00 21240.00 21050.00 15.00 35.00 40.00 50.00
2024-03-19 21335.00 21130.00 21500.00 21085.00 21320.00 21100.00 21455.00 21065.00 15.00 30.00 45.00 20.00
2024-03-18 21440.00 21340.00 21490.00 21255.00 21490.00 21310.00 21490.00 21245.00 -50.00 30.00 0.00 10.00
2024-03-15 21340.00 21485.00 21520.00 21300.00 21385.00 21500.00 21535.00 21310.00 -45.00 -15.00 -15.00 -10.00
2024-03-14 21430.00 21410.00 21640.00 21360.00 21430.00 21425.00 21650.00 21365.00 0.00 -15.00 -10.00 -5.00
2024-03-13 21380.00 21390.00 21445.00 21210.00 21385.00 21390.00 21450.00 21210.00 -5.00 0.00 -5.00 0.00
2024-03-12 21305.00 21360.00 21390.00 21285.00 21335.00 21360.00 21395.00 21295.00 -30.00 0.00 -5.00 -10.00
2024-03-11 21315.00 21235.00 21355.00 21100.00 21320.00 21235.00 21340.00 21100.00 -5.00 0.00 15.00 0.00
2024-03-08 21210.00 21315.00 21315.00 21135.00 21155.00 21310.00 21310.00 21125.00 55.00 5.00 5.00 10.00
2024-03-07 20870.00 21070.00 21080.00 20865.00 20850.00 21055.00 21060.00 20850.00 20.00 15.00 20.00 15.00
2024-03-06 20740.00 20800.00 20820.00 20675.00 20715.00 20785.00 20795.00 20660.00 25.00 15.00 25.00 15.00
2024-03-05 20695.00 20685.00 20740.00 20635.00 20660.00 20655.00 20695.00 20600.00 35.00 30.00 45.00 35.00
2024-03-04 20525.00 20650.00 20670.00 20510.00 20500.00 20595.00 20615.00 20450.00 25.00 55.00 55.00 60.00
2024-03-01 20560.00 20595.00 20655.00 20530.00 20535.00 20540.00 20600.00 20480.00 25.00 55.00 55.00 50.00
2024-02-29 20480.00 20635.00 20660.00 20420.00 20430.00 20575.00 20600.00 20355.00 50.00 60.00 60.00 65.00
2024-02-28 20730.00 20540.00 20745.00 20525.00 20650.00 20470.00 20675.00 20465.00 80.00 70.00 70.00 60.00
2024-02-27 20545.00 20670.00 20700.00 20520.00 20480.00 20615.00 20645.00 20450.00 65.00 55.00 55.00 70.00
2024-02-26 20395.00 20530.00 20545.00 20295.00 20380.00 20535.00 20545.00 20280.00 15.00 -5.00 0.00 15.00
2024-02-23 20385.00 20395.00 20450.00 20310.00 20450.00 20405.00 20475.00 20345.00 -65.00 -10.00 -25.00 -35.00
2024-02-22 20350.00 20385.00 20410.00 20260.00 20485.00 20430.00 20485.00 20300.00 -135.00 -45.00 -75.00 -40.00
2024-02-21 20140.00 20420.00 20465.00 20125.00 20200.00 20465.00 20505.00 20170.00 -60.00 -45.00 -40.00 -45.00
2024-02-20 20240.00 20260.00 20450.00 20240.00 20220.00 20200.00 20425.00 20200.00 20.00 60.00 25.00 40.00
2024-02-19 20375.00 20265.00 20450.00 20205.00 20500.00 20270.00 20500.00 20240.00 -125.00 -5.00 -50.00 -35.00
2024-02-08 20505.00 20515.00 20570.00 20400.00 20450.00 20505.00 20555.00 20400.00 55.00 10.00 15.00 0.00
2024-02-07 20530.00 20565.00 20615.00 20435.00 20505.00 20565.00 20630.00 20455.00 25.00 0.00 -15.00 -20.00
2024-02-06 20520.00 20565.00 20635.00 20440.00 20510.00 20570.00 20645.00 20450.00 10.00 -5.00 -10.00 -10.00
2024-02-05 20715.00 20535.00 20765.00 20530.00 20720.00 20540.00 20770.00 20530.00 -5.00 -5.00 -5.00 0.00
2024-02-02 20880.00 20715.00 20880.00 20660.00 20835.00 20720.00 20895.00 20675.00 45.00 -5.00 -15.00 -15.00
2024-02-01 21200.00 20880.00 21310.00 20850.00 21235.00 20900.00 21320.00 20870.00 -35.00 -20.00 -10.00 -20.00
2024-01-31 21280.00 21295.00 21405.00 21265.00 21345.00 21310.00 21420.00 21285.00 -65.00 -15.00 -15.00 -20.00
2024-01-30 21370.00 21275.00 21420.00 21225.00 21420.00 21280.00 21425.00 21245.00 -50.00 -5.00 -5.00 -20.00
2024-01-29 21405.00 21395.00 21520.00 21330.00 21420.00 21405.00 21520.00 21350.00 -15.00 -10.00 0.00 -20.00
2024-01-26 21440.00 21410.00 21495.00 21350.00 21430.00 21395.00 21490.00 21340.00 10.00 15.00 5.00 10.00
2024-01-25 21310.00 21370.00 21400.00 21300.00 21360.00 21365.00 21395.00 21290.00 -50.00 5.00 5.00 10.00
2024-01-24 20910.00 21250.00 21290.00 20895.00 20945.00 21250.00 21275.00 20890.00 -35.00 0.00 15.00 5.00
2024-01-23 20685.00 20885.00 20910.00 20675.00 20695.00 20880.00 20900.00 20680.00 -10.00 5.00 10.00 -5.00
2024-01-22 20700.00 20685.00 20825.00 20665.00 20730.00 20685.00 20815.00 20675.00 -30.00 0.00 10.00 -10.00
2024-01-19 20720.00 20675.00 20805.00 20655.00 20690.00 20700.00 20825.00 20680.00 30.00 -25.00 -20.00 -25.00
2024-01-18 21045.00 20770.00 21050.00 20735.00 21020.00 20775.00 21030.00 20755.00 25.00 -5.00 20.00 -20.00
2024-01-17 21205.00 21100.00 21300.00 21095.00 21230.00 21090.00 21285.00 21080.00 -25.00 10.00 15.00 15.00
2024-01-16 21260.00 21180.00 21400.00 21160.00 21300.00 21175.00 21410.00 21165.00 -40.00 5.00 -10.00 -5.00
2024-01-15 21125.00 21225.00 21240.00 21010.00 21035.00 21235.00 21245.00 21005.00 90.00 -10.00 -5.00 5.00
2024-01-12 21145.00 21135.00 21195.00 21065.00 21160.00 21115.00 21185.00 21050.00 -15.00 20.00 10.00 15.00
2024-01-11 21145.00 21215.00 21245.00 21025.00 21045.00 21180.00 21205.00 20980.00 100.00 35.00 40.00 45.00
2024-01-10 21175.00 21080.00 21235.00 21050.00 21175.00 21035.00 21200.00 21015.00 0.00 45.00 35.00 35.00
2024-01-09 21140.00 21220.00 21305.00 21060.00 21125.00 21190.00 21260.00 21030.00 15.00 30.00 45.00 30.00
2024-01-08 21200.00 21235.00 21365.00 21160.00 21160.00 21225.00 21360.00 21140.00 40.00 10.00 5.00 20.00
2024-01-05 21290.00 21250.00 21300.00 21110.00 21210.00 21225.00 21275.00 21075.00 80.00 25.00 25.00 35.00
2024-01-04 21505.00 21310.00 21550.00 21280.00 21480.00 21280.00 21520.00 21250.00 25.00 30.00 30.00 30.00
2024-01-03 21555.00 21645.00 21645.00 21430.00 21540.00 21595.00 21595.00 21390.00 15.00 50.00 50.00 40.00
2024-01-02 21645.00 21635.00 21655.00 21375.00 21500.00 21595.00 21600.00 21340.00 145.00 40.00 55.00 35.00
2023-12-29 21450.00 21545.00 21605.00 21420.00 21480.00 21515.00 21575.00 21400.00 -30.00 30.00 30.00 20.00
2023-12-28 21400.00 21530.00 21570.00 21400.00 21425.00 21495.00 21545.00 21385.00 -25.00 35.00 25.00 15.00
2023-12-27 21440.00 21455.00 21460.00 21255.00 21450.00 21425.00 21450.00 21215.00 -10.00 30.00 10.00 40.00
2023-12-26 21370.00 21440.00 21480.00 21310.00 21320.00 21480.00 21510.00 21320.00 50.00 -40.00 -30.00 -10.00
2023-12-25 21330.00 21315.00 21425.00 21230.00 21375.00 21370.00 21455.00 21285.00 -45.00 -55.00 -30.00 -55.00
2023-12-22 21165.00 21235.00 21325.00 21095.00 21170.00 21275.00 21365.00 21145.00 -5.00 -40.00 -40.00 -50.00
2023-12-21 21160.00 21165.00 21180.00 21060.00 21200.00 21215.00 21225.00 21105.00 -40.00 -50.00 -45.00 -45.00
2023-12-20 20950.00 21230.00 21255.00 20905.00 21045.00 21275.00 21300.00 20970.00 -95.00 -45.00 -45.00 -65.00
2023-12-19 20900.00 20885.00 20950.00 20740.00 20905.00 20955.00 21000.00 20820.00 -5.00 -70.00 -50.00 -80.00
2023-12-18 20895.00 20855.00 20895.00 20755.00 20935.00 20940.00 20975.00 20830.00 -40.00 -85.00 -80.00 -75.00
2023-12-15 20885.00 20870.00 20995.00 20800.00 20820.00 20790.00 20910.00 20690.00 65.00 80.00 85.00 110.00
2023-12-14 20750.00 20825.00 20980.00 20685.00 20490.00 20695.00 20810.00 20485.00 260.00 130.00 170.00 200.00
2023-12-13 20880.00 20655.00 21030.00 20610.00 20600.00 20425.00 20770.00 20410.00 280.00 230.00 260.00 200.00
2023-12-12 20600.00 20880.00 20945.00 20510.00 20390.00 20635.00 20700.00 20290.00 210.00 245.00 245.00 220.00
2023-12-11 20725.00 20640.00 20800.00 20430.00 20420.00 20435.00 20635.00 20245.00 305.00 205.00 165.00 185.00
2023-12-08 20625.00 20725.00 20775.00 20505.00 20395.00 20585.00 20630.00 20350.00 230.00 140.00 145.00 155.00
2023-12-07 20640.00 20685.00 20690.00 20425.00 20575.00 20555.00 20595.00 20320.00 65.00 130.00 95.00 105.00
2023-12-06 20410.00 20695.00 20710.00 20360.00 20230.00 20605.00 20615.00 20230.00 180.00 90.00 95.00 130.00
2023-12-05 20680.00 20410.00 20745.00 20310.00 20585.00 20320.00 20670.00 20220.00 95.00 90.00 75.00 90.00
2023-12-04 20750.00 20760.00 20965.00 20720.00 20575.00 20680.00 20875.00 20575.00 175.00 80.00 90.00 145.00
2023-12-01 20720.00 20620.00 20840.00 20615.00 20655.00 20535.00 20785.00 20530.00 65.00 85.00 55.00 85.00
2023-11-30 20915.00 20765.00 20935.00 20675.00 20845.00 20720.00 20915.00 20650.00 70.00 45.00 20.00 25.00
2023-11-29 21140.00 20920.00 21240.00 20910.00 21110.00 20900.00 21200.00 20890.00 30.00 20.00 40.00 20.00
2023-11-28 21210.00 21175.00 21210.00 21075.00 21220.00 21140.00 21220.00 21050.00 -10.00 35.00 -10.00 25.00
2023-11-27 21100.00 21190.00 21215.00 21005.00 21110.00 21225.00 21230.00 21050.00 -10.00 -35.00 -15.00 -45.00
2023-11-24 20935.00 21080.00 21100.00 20880.00 20990.00 21115.00 21145.00 20915.00 -55.00 -35.00 -45.00 -35.00
2023-11-23 20920.00 20935.00 21005.00 20825.00 21000.00 20980.00 21050.00 20855.00 -80.00 -45.00 -45.00 -30.00
2023-11-22 21155.00 20920.00 21205.00 20875.00 21165.00 20975.00 21225.00 20935.00 -10.00 -55.00 -20.00 -60.00
2023-11-21 21370.00 21180.00 21520.00 21175.00 21390.00 21210.00 21530.00 21205.00 -20.00 -30.00 -10.00 -30.00
2023-11-20 21370.00 21405.00 21455.00 21290.00 21340.00 21395.00 21440.00 21260.00 30.00 10.00 15.00 30.00
2023-11-17 21545.00 21430.00 21555.00 21340.00 21500.00 21405.00 21530.00 21320.00 45.00 25.00 25.00 20.00
2023-11-16 22010.00 21640.00 22040.00 21565.00 21990.00 21600.00 22000.00 21535.00 20.00 40.00 40.00 30.00
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