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:
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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。
关于沪锌期货跨期套利的详细数据分析,请查看文章:。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |