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
2023-11-15 21620.00 21880.00 21925.00 21620.00 21600.00 21860.00 21895.00 21585.00 20.00 20.00 30.00 35.00
2023-11-14 21480.00 21645.00 21705.00 21450.00 21500.00 21600.00 21660.00 21410.00 -20.00 45.00 45.00 40.00
2023-11-13 21665.00 21600.00 21695.00 21450.00 21660.00 21570.00 21670.00 21425.00 5.00 30.00 25.00 25.00
2023-11-10 21650.00 21670.00 21725.00 21560.00 21675.00 21660.00 21700.00 21535.00 -25.00 10.00 25.00 25.00
2023-11-09 21845.00 21715.00 21855.00 21635.00 21750.00 21685.00 21800.00 21595.00 95.00 30.00 55.00 40.00
2023-11-08 21515.00 21750.00 21750.00 21445.00 21475.00 21690.00 21695.00 21415.00 40.00 60.00 55.00 30.00
2023-11-07 21680.00 21520.00 21780.00 21520.00 21650.00 21490.00 21730.00 21480.00 30.00 30.00 50.00 40.00
2023-11-06 21500.00 21435.00 21525.00 21310.00 21440.00 21390.00 21440.00 21240.00 60.00 45.00 85.00 70.00
2023-11-03 21555.00 21455.00 21580.00 21295.00 21500.00 21375.00 21510.00 21210.00 55.00 80.00 70.00 85.00
2023-11-02 21200.00 21530.00 21620.00 21200.00 21095.00 21455.00 21530.00 21095.00 105.00 75.00 90.00 105.00
2023-11-01 21085.00 20925.00 21100.00 20875.00 21020.00 20855.00 21030.00 20805.00 65.00 70.00 70.00 70.00
2023-10-31 21305.00 21160.00 21360.00 21025.00 21255.00 21100.00 21290.00 20965.00 50.00 60.00 70.00 60.00
2023-10-30 21145.00 21300.00 21335.00 21105.00 21090.00 21240.00 21270.00 21065.00 55.00 60.00 65.00 40.00
2023-10-27 20990.00 21080.00 21085.00 20885.00 21030.00 21130.00 21160.00 20955.00 -40.00 -50.00 -75.00 -70.00
2023-10-26 21180.00 21105.00 21230.00 20995.00 21260.00 21175.00 21315.00 21065.00 -80.00 -70.00 -85.00 -70.00
2023-10-25 21085.00 21240.00 21300.00 20950.00 20980.00 21150.00 21210.00 20820.00 105.00 90.00 90.00 130.00
2023-10-24 20850.00 21085.00 21115.00 20850.00 20770.00 20960.00 20985.00 20725.00 80.00 125.00 130.00 125.00
2023-10-23 20975.00 20845.00 21115.00 20795.00 20850.00 20700.00 20960.00 20650.00 125.00 145.00 155.00 145.00
2023-10-20 21030.00 20900.00 21100.00 20820.00 20925.00 20770.00 20975.00 20680.00 105.00 130.00 125.00 140.00
2023-10-19 21165.00 21015.00 21270.00 21005.00 20980.00 20890.00 21115.00 20860.00 185.00 125.00 155.00 145.00
2023-10-18 20830.00 21150.00 21290.00 20805.00 20610.00 20990.00 21130.00 20610.00 220.00 160.00 160.00 195.00
2023-10-17 21295.00 20855.00 21355.00 20835.00 21210.00 20695.00 21230.00 20685.00 85.00 160.00 125.00 150.00
2023-10-16 21215.00 21315.00 21330.00 21075.00 21115.00 21195.00 21205.00 20955.00 100.00 120.00 125.00 120.00
2023-10-13 21245.00 21215.00 21255.00 20980.00 21100.00 21080.00 21120.00 20855.00 145.00 135.00 135.00 125.00
2023-10-12 21250.00 21320.00 21390.00 21155.00 21120.00 21165.00 21240.00 21005.00 130.00 155.00 150.00 150.00
2023-10-11 21220.00 21285.00 21405.00 21175.00 20950.00 21125.00 21245.00 20950.00 270.00 160.00 160.00 225.00
2023-10-10 21750.00 21200.00 21770.00 21180.00 21585.00 21020.00 21585.00 20990.00 165.00 180.00 185.00 190.00
2023-10-09 21580.00 21865.00 21945.00 21580.00 21415.00 21675.00 21760.00 21415.00 165.00 190.00 185.00 165.00
2023-09-28 21520.00 21570.00 21630.00 21395.00 21390.00 21400.00 21470.00 21250.00 130.00 170.00 160.00 145.00
2023-09-27 21830.00 21535.00 21830.00 21475.00 22030.00 21840.00 22150.00 21795.00 -200.00 -305.00 -320.00 -320.00
2023-09-26 21765.00 21850.00 22055.00 21675.00 21965.00 22115.00 22295.00 21910.00 -200.00 -265.00 -240.00 -235.00
2023-09-25 21900.00 21690.00 21910.00 21565.00 22060.00 21950.00 22105.00 21805.00 -160.00 -260.00 -195.00 -240.00
2023-09-22 21545.00 22055.00 22065.00 21515.00 21240.00 21845.00 21855.00 21240.00 305.00 210.00 210.00 275.00
2023-09-21 21765.00 21670.00 21975.00 21645.00 21550.00 21385.00 21750.00 21380.00 215.00 285.00 225.00 265.00
2023-09-20 21785.00 21605.00 21825.00 21500.00 21500.00 21375.00 21575.00 21230.00 285.00 230.00 250.00 270.00
2023-09-19 21835.00 21710.00 21920.00 21655.00 21585.00 21455.00 21675.00 21405.00 250.00 255.00 245.00 250.00
2023-09-18 21875.00 21835.00 21885.00 21685.00 21600.00 21580.00 21615.00 21430.00 275.00 255.00 270.00 255.00
2023-09-15 22100.00 21915.00 22100.00 21795.00 21850.00 21650.00 21850.00 21535.00 250.00 265.00 250.00 260.00
2023-09-14 21600.00 21950.00 21995.00 21600.00 21360.00 21685.00 21740.00 21330.00 240.00 265.00 255.00 270.00
2023-09-13 21710.00 21575.00 21780.00 21475.00 21465.00 21300.00 21465.00 21180.00 245.00 275.00 315.00 295.00
2023-09-12 21500.00 21760.00 21830.00 21470.00 21245.00 21475.00 21530.00 21225.00 255.00 285.00 300.00 245.00
2023-09-11 21190.00 21480.00 21490.00 21050.00 20995.00 21215.00 21220.00 20815.00 195.00 265.00 270.00 235.00
2023-09-08 21355.00 21250.00 21615.00 21230.00 21130.00 21030.00 21370.00 21015.00 225.00 220.00 245.00 215.00
2023-09-07 21335.00 21370.00 21520.00 21235.00 21160.00 21155.00 21290.00 21020.00 175.00 215.00 230.00 215.00
2023-09-06 21240.00 21385.00 21430.00 21220.00 21105.00 21215.00 21255.00 21060.00 135.00 170.00 175.00 160.00
2023-09-05 21290.00 21180.00 21415.00 21075.00 21095.00 21040.00 21275.00 20915.00 195.00 140.00 140.00 160.00
2023-09-04 21370.00 21220.00 21425.00 21120.00 21160.00 21050.00 21215.00 20935.00 210.00 170.00 210.00 185.00
2023-09-01 21000.00 21260.00 21285.00 20860.00 20770.00 21075.00 21090.00 20625.00 230.00 185.00 195.00 235.00
2023-08-31 21005.00 20960.00 21155.00 20890.00 20755.00 20725.00 20905.00 20660.00 250.00 235.00 250.00 230.00
2023-08-30 20790.00 20975.00 20985.00 20725.00 20595.00 20740.00 20750.00 20490.00 195.00 235.00 235.00 235.00
2023-08-29 20655.00 20745.00 20860.00 20620.00 20340.00 20500.00 20620.00 20340.00 315.00 245.00 240.00 280.00
2023-08-28 20660.00 20610.00 20855.00 20520.00 20480.00 20340.00 20580.00 20245.00 180.00 270.00 275.00 275.00
2023-08-25 20460.00 20650.00 20675.00 20440.00 20265.00 20425.00 20445.00 20265.00 195.00 225.00 230.00 175.00
2023-08-24 20250.00 20410.00 20540.00 20250.00 20395.00 20545.00 20650.00 20395.00 -145.00 -135.00 -110.00 -145.00
2023-08-23 20195.00 20245.00 20300.00 20110.00 20390.00 20395.00 20450.00 20255.00 -195.00 -150.00 -150.00 -145.00
2023-08-22 20030.00 20170.00 20210.00 19985.00 20280.00 20320.00 20360.00 20145.00 -250.00 -150.00 -150.00 -160.00
2023-08-21 19895.00 20220.00 20270.00 19895.00 19780.00 20040.00 20090.00 19735.00 115.00 180.00 180.00 160.00
2023-08-18 20070.00 19895.00 20190.00 19885.00 19925.00 19740.00 20030.00 19720.00 145.00 155.00 160.00 165.00
2023-08-17 19920.00 19990.00 20065.00 19805.00 19660.00 19845.00 19925.00 19660.00 260.00 145.00 140.00 145.00
2023-08-16 20220.00 19880.00 20300.00 19870.00 20175.00 19755.00 20205.00 19745.00 45.00 125.00 95.00 125.00
2023-08-15 20220.00 20495.00 20505.00 20180.00 20155.00 20410.00 20410.00 20100.00 65.00 85.00 95.00 80.00
2023-08-14 20540.00 20330.00 20550.00 20330.00 20400.00 20250.00 20465.00 20240.00 140.00 80.00 85.00 90.00
2023-08-11 20850.00 20655.00 20860.00 20625.00 20775.00 20585.00 20790.00 20555.00 75.00 70.00 70.00 70.00
2023-08-10 20785.00 20950.00 20950.00 20755.00 20700.00 20865.00 20880.00 20685.00 85.00 85.00 70.00 70.00
2023-08-09 20585.00 20820.00 20865.00 20530.00 20520.00 20740.00 20790.00 20465.00 65.00 80.00 75.00 65.00
2023-08-08 20935.00 20840.00 21025.00 20820.00 20800.00 20770.00 20940.00 20745.00 135.00 70.00 85.00 75.00
2023-08-07 21025.00 20875.00 21060.00 20820.00 20920.00 20790.00 20965.00 20735.00 105.00 85.00 95.00 85.00
2023-08-04 20785.00 20970.00 21110.00 20755.00 20690.00 20875.00 21005.00 20660.00 95.00 95.00 105.00 95.00
2023-08-03 21030.00 20800.00 21055.00 20800.00 20820.00 20700.00 20945.00 20690.00 210.00 100.00 110.00 110.00
2023-08-02 21090.00 21055.00 21280.00 21005.00 21000.00 20955.00 21195.00 20905.00 90.00 100.00 85.00 100.00
2023-08-01 21090.00 21175.00 21260.00 21035.00 20995.00 21090.00 21155.00 20935.00 95.00 85.00 105.00 100.00
2023-07-31 20680.00 20890.00 20930.00 20680.00 20630.00 20785.00 20840.00 20620.00 50.00 105.00 90.00 60.00
2023-07-28 20685.00 20645.00 20705.00 20425.00 20560.00 20570.00 20640.00 20350.00 125.00 75.00 65.00 75.00
2023-07-27 20660.00 20735.00 20895.00 20530.00 20660.00 20790.00 20930.00 20580.00 0.00 -55.00 -35.00 -50.00
2023-07-26 20520.00 20665.00 20690.00 20425.00 20610.00 20715.00 20740.00 20500.00 -90.00 -50.00 -50.00 -75.00
2023-07-25 20115.00 20475.00 20480.00 20090.00 20180.00 20560.00 20565.00 20180.00 -65.00 -85.00 -85.00 -90.00
2023-07-24 20120.00 20015.00 20180.00 19975.00 20165.00 20120.00 20265.00 20080.00 -45.00 -105.00 -85.00 -105.00
2023-07-21 20200.00 20200.00 20305.00 20030.00 20295.00 20270.00 20370.00 20120.00 -95.00 -70.00 -65.00 -90.00
2023-07-20 20210.00 20150.00 20265.00 20100.00 20060.00 20080.00 20180.00 20000.00 150.00 70.00 85.00 100.00
2023-07-19 20080.00 20185.00 20245.00 20075.00 19990.00 20090.00 20135.00 19960.00 90.00 95.00 110.00 115.00
2023-07-18 20145.00 20245.00 20300.00 20060.00 20015.00 20120.00 20175.00 19935.00 130.00 125.00 125.00 125.00
2023-07-17 20500.00 20195.00 20500.00 20180.00 20310.00 20080.00 20350.00 20045.00 190.00 115.00 150.00 135.00
2023-07-14 20615.00 20450.00 20680.00 20390.00 20490.00 20295.00 20510.00 20245.00 125.00 155.00 170.00 145.00
2023-07-13 20150.00 20535.00 20545.00 20115.00 19950.00 20380.00 20380.00 19950.00 200.00 155.00 165.00 165.00
2023-07-12 20140.00 20025.00 20175.00 19925.00 20025.00 19880.00 20025.00 19775.00 115.00 145.00 150.00 150.00
2023-07-11 20015.00 20220.00 20225.00 19985.00 19820.00 20060.00 20075.00 19820.00 195.00 160.00 150.00 165.00
2023-07-10 19955.00 19935.00 20055.00 19865.00 19795.00 19790.00 19905.00 19730.00 160.00 145.00 150.00 135.00
2023-07-07 20090.00 19965.00 20260.00 19955.00 19890.00 19830.00 20095.00 19815.00 200.00 135.00 165.00 140.00
2023-07-06 19950.00 20090.00 20155.00 19900.00 19875.00 19950.00 20010.00 19755.00 75.00 140.00 145.00 145.00
2023-07-05 20145.00 20070.00 20330.00 20065.00 19950.00 19920.00 20165.00 19920.00 195.00 150.00 165.00 145.00
2023-07-04 20100.00 20085.00 20175.00 19945.00 19990.00 19920.00 20015.00 19790.00 110.00 165.00 160.00 155.00
2023-07-03 20125.00 20155.00 20280.00 20080.00 20000.00 19990.00 20115.00 19920.00 125.00 165.00 165.00 160.00
2023-06-30 19780.00 20045.00 20130.00 19745.00 19985.00 20195.00 20255.00 19930.00 -205.00 -150.00 -125.00 -185.00
2023-06-29 19925.00 19980.00 20070.00 19875.00 20130.00 20115.00 20200.00 20015.00 -205.00 -135.00 -130.00 -140.00
2023-06-28 20085.00 19955.00 20185.00 19900.00 20150.00 20075.00 20290.00 20025.00 -65.00 -120.00 -105.00 -125.00
2023-06-27 19935.00 20165.00 20230.00 19925.00 19800.00 20040.00 20085.00 19780.00 135.00 125.00 145.00 145.00
2023-06-26 20055.00 20025.00 20160.00 19935.00 20000.00 19850.00 20000.00 19760.00 55.00 175.00 160.00 175.00
2023-06-21 20275.00 20155.00 20350.00 20090.00 20105.00 20000.00 20185.00 19920.00 170.00 155.00 165.00 170.00
2023-06-20 20375.00 20365.00 20375.00 20205.00 20145.00 20200.00 20205.00 20035.00 230.00 165.00 170.00 170.00
2023-06-19 20540.00 20440.00 20545.00 20290.00 20395.00 20275.00 20395.00 20135.00 145.00 165.00 150.00 155.00
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