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
2023-06-16 20470.00 20560.00 20680.00 20365.00 20265.00 20390.00 20510.00 20180.00 205.00 170.00 170.00 185.00
2023-06-15 20415.00 20355.00 20480.00 20215.00 20200.00 20185.00 20300.00 20045.00 215.00 170.00 180.00 170.00
2023-06-14 19910.00 20100.00 20175.00 19880.00 19795.00 19915.00 20010.00 19705.00 115.00 185.00 165.00 175.00
2023-06-13 19735.00 19855.00 19885.00 19515.00 19500.00 19695.00 19720.00 19350.00 235.00 160.00 165.00 165.00
2023-06-12 19965.00 19750.00 20010.00 19695.00 19780.00 19585.00 19825.00 19525.00 185.00 165.00 185.00 170.00
2023-06-09 19775.00 19965.00 19990.00 19745.00 19625.00 19790.00 19800.00 19560.00 150.00 175.00 190.00 185.00
2023-06-08 19740.00 19750.00 19930.00 19620.00 19530.00 19555.00 19715.00 19450.00 210.00 195.00 215.00 170.00
2023-06-07 19305.00 19560.00 19655.00 19300.00 19205.00 19395.00 19490.00 19145.00 100.00 165.00 165.00 155.00
2023-06-06 19100.00 19400.00 19570.00 19065.00 18945.00 19240.00 19400.00 18910.00 155.00 160.00 170.00 155.00
2023-06-05 19380.00 19045.00 19495.00 19005.00 19215.00 18895.00 19335.00 18860.00 165.00 150.00 160.00 145.00
2023-06-02 19285.00 19300.00 19355.00 19105.00 19100.00 19145.00 19200.00 18945.00 185.00 155.00 155.00 160.00
2023-06-01 18970.00 19305.00 19390.00 18865.00 18795.00 19140.00 19220.00 18690.00 175.00 165.00 170.00 175.00
2023-05-31 19405.00 19240.00 19435.00 18965.00 19235.00 19065.00 19270.00 18815.00 170.00 175.00 165.00 150.00
2023-05-30 19460.00 19300.00 19465.00 19125.00 19245.00 19155.00 19315.00 18965.00 215.00 145.00 150.00 160.00
2023-05-29 19300.00 19420.00 19595.00 19250.00 19275.00 19265.00 19435.00 19110.00 25.00 155.00 160.00 140.00
2023-05-26 18870.00 19285.00 19335.00 18600.00 18990.00 19420.00 19470.00 18720.00 -120.00 -135.00 -135.00 -120.00
2023-05-25 19520.00 19050.00 19520.00 18840.00 19610.00 19205.00 19685.00 19000.00 -90.00 -155.00 -165.00 -160.00
2023-05-24 19705.00 19470.00 19740.00 19185.00 19820.00 19650.00 19915.00 19370.00 -115.00 -180.00 -175.00 -185.00
2023-05-23 20225.00 19695.00 20315.00 19680.00 20395.00 19885.00 20460.00 19870.00 -170.00 -190.00 -145.00 -190.00
2023-05-22 20860.00 20310.00 20940.00 20220.00 20705.00 20140.00 20785.00 20055.00 155.00 170.00 155.00 165.00
2023-05-19 20800.00 20795.00 20800.00 20580.00 20670.00 20645.00 20670.00 20400.00 130.00 150.00 130.00 180.00
2023-05-18 20920.00 20995.00 21050.00 20860.00 20880.00 20830.00 20935.00 20730.00 40.00 165.00 115.00 130.00
2023-05-17 20580.00 20850.00 20885.00 20515.00 20400.00 20740.00 20745.00 20400.00 180.00 110.00 140.00 115.00
2023-05-16 20935.00 20605.00 21040.00 20590.00 20815.00 20500.00 20900.00 20475.00 120.00 105.00 140.00 115.00
2023-05-15 20750.00 20880.00 21095.00 20715.00 20530.00 20750.00 20980.00 20530.00 220.00 130.00 115.00 185.00
2023-05-12 20820.00 20650.00 20965.00 20625.00 20700.00 20535.00 20830.00 20520.00 120.00 115.00 135.00 105.00
2023-05-11 21320.00 20970.00 21335.00 20970.00 21160.00 20875.00 21210.00 20855.00 160.00 95.00 125.00 115.00
2023-05-10 21430.00 21395.00 21520.00 21340.00 21280.00 21280.00 21375.00 21215.00 150.00 115.00 145.00 125.00
2023-05-09 21535.00 21450.00 21535.00 21380.00 21325.00 21320.00 21365.00 21210.00 210.00 130.00 170.00 170.00
2023-05-08 21215.00 21535.00 21585.00 21215.00 21135.00 21360.00 21400.00 21055.00 80.00 175.00 185.00 160.00
2023-05-05 21110.00 21285.00 21355.00 20960.00 20900.00 21115.00 21185.00 20795.00 210.00 170.00 170.00 165.00
2023-05-04 21195.00 21100.00 21395.00 20890.00 21100.00 20945.00 21255.00 20740.00 95.00 155.00 140.00 150.00
2023-04-28 21075.00 21280.00 21340.00 21015.00 20880.00 21095.00 21170.00 20855.00 195.00 185.00 170.00 160.00
2023-04-27 21170.00 21110.00 21410.00 21055.00 21070.00 20940.00 21250.00 20890.00 100.00 170.00 160.00 165.00
2023-04-26 21250.00 21260.00 21290.00 20825.00 21280.00 21365.00 21415.00 20985.00 -30.00 -105.00 -125.00 -160.00
2023-04-25 21425.00 21355.00 21620.00 21270.00 21590.00 21500.00 21740.00 21420.00 -165.00 -145.00 -120.00 -150.00
2023-04-24 21830.00 21430.00 21990.00 21420.00 22040.00 21580.00 22110.00 21565.00 -210.00 -150.00 -120.00 -145.00
2023-04-21 21910.00 21880.00 22125.00 21870.00 22075.00 22020.00 22195.00 21990.00 -165.00 -140.00 -70.00 -120.00
2023-04-20 22080.00 22065.00 22190.00 22015.00 21980.00 22010.00 22130.00 21960.00 100.00 55.00 60.00 55.00
2023-04-19 22380.00 22330.00 22485.00 22250.00 22360.00 22270.00 22415.00 22190.00 20.00 60.00 70.00 60.00
2023-04-18 22380.00 22350.00 22405.00 22250.00 22355.00 22295.00 22355.00 22170.00 25.00 55.00 50.00 80.00
2023-04-17 22520.00 22470.00 22555.00 22345.00 22385.00 22395.00 22435.00 22205.00 135.00 75.00 120.00 140.00
2023-04-14 22220.00 22395.00 22515.00 22180.00 22060.00 22260.00 22375.00 22020.00 160.00 135.00 140.00 160.00
2023-04-13 21980.00 21995.00 22125.00 21910.00 21855.00 21840.00 21965.00 21755.00 125.00 155.00 160.00 155.00
2023-04-12 21990.00 21955.00 22095.00 21880.00 21865.00 21795.00 21935.00 21715.00 125.00 160.00 160.00 165.00
2023-04-11 22120.00 22125.00 22210.00 21840.00 21900.00 21945.00 22045.00 21690.00 220.00 180.00 165.00 150.00
2023-04-10 22220.00 22130.00 22400.00 22105.00 21950.00 21975.00 22265.00 21950.00 270.00 155.00 135.00 155.00
2023-04-07 22045.00 22140.00 22160.00 21995.00 21900.00 21985.00 22040.00 21860.00 145.00 155.00 120.00 135.00
2023-04-06 22130.00 22135.00 22240.00 22020.00 22105.00 22005.00 22110.00 21885.00 25.00 130.00 130.00 135.00
2023-04-04 22585.00 22450.00 22700.00 22385.00 22550.00 22335.00 22580.00 22270.00 35.00 115.00 120.00 115.00
2023-04-03 22615.00 22500.00 22820.00 22485.00 22545.00 22370.00 22705.00 22355.00 70.00 130.00 115.00 130.00
2023-03-31 22795.00 22765.00 22860.00 22660.00 22695.00 22655.00 22740.00 22545.00 100.00 110.00 120.00 115.00
2023-03-30 23015.00 22855.00 23050.00 22755.00 22900.00 22745.00 22910.00 22630.00 115.00 110.00 140.00 125.00
2023-03-29 22615.00 22735.00 22820.00 22595.00 22580.00 22600.00 22670.00 22450.00 35.00 135.00 150.00 145.00
2023-03-28 22590.00 22575.00 22740.00 22465.00 22635.00 22625.00 22770.00 22520.00 -45.00 -50.00 -30.00 -55.00
2023-03-27 22430.00 22545.00 22610.00 22430.00 22585.00 22600.00 22665.00 22495.00 -155.00 -55.00 -55.00 -65.00
2023-03-24 22100.00 22680.00 22710.00 22040.00 22200.00 22740.00 22770.00 22165.00 -100.00 -60.00 -60.00 -125.00
2023-03-23 22350.00 22035.00 22365.00 22035.00 22385.00 22180.00 22465.00 22165.00 -35.00 -145.00 -100.00 -130.00
2023-03-22 22340.00 22255.00 22430.00 22125.00 22480.00 22355.00 22585.00 22280.00 -140.00 -100.00 -155.00 -155.00
2023-03-21 22530.00 22450.00 22625.00 22420.00 22410.00 22295.00 22490.00 22265.00 120.00 155.00 135.00 155.00
2023-03-20 22495.00 22360.00 22785.00 22360.00 22400.00 22225.00 22650.00 22215.00 95.00 135.00 135.00 145.00
2023-03-17 22120.00 22520.00 22605.00 22020.00 21970.00 22390.00 22485.00 21905.00 150.00 130.00 120.00 115.00
2023-03-16 22490.00 22095.00 22585.00 22025.00 22310.00 21950.00 22465.00 21885.00 180.00 145.00 120.00 140.00
2023-03-15 22960.00 22740.00 23035.00 22730.00 22770.00 22620.00 22940.00 22620.00 190.00 120.00 95.00 110.00
2023-03-14 22700.00 22855.00 23035.00 22620.00 22500.00 22765.00 22940.00 22500.00 200.00 90.00 95.00 120.00
2023-03-13 22890.00 22985.00 23050.00 22575.00 22750.00 22900.00 22990.00 22510.00 140.00 85.00 60.00 65.00
2023-03-10 23250.00 22870.00 23460.00 22800.00 23125.00 22820.00 23395.00 22755.00 125.00 50.00 65.00 45.00
2023-03-09 23310.00 23185.00 23370.00 23150.00 23200.00 23110.00 23310.00 23075.00 110.00 75.00 60.00 75.00
2023-03-08 23315.00 23260.00 23380.00 23180.00 23200.00 23185.00 23310.00 23110.00 115.00 75.00 70.00 70.00
2023-03-07 23230.00 23480.00 23570.00 23190.00 23100.00 23390.00 23485.00 23100.00 130.00 90.00 85.00 90.00
2023-03-06 23405.00 23280.00 23595.00 23185.00 23405.00 23210.00 23515.00 23115.00 0.00 70.00 80.00 70.00
2023-03-03 23350.00 23475.00 23515.00 23120.00 23305.00 23400.00 23450.00 23055.00 45.00 75.00 65.00 65.00
2023-03-02 23530.00 23545.00 23645.00 23400.00 23390.00 23475.00 23565.00 23330.00 140.00 70.00 80.00 70.00
2023-03-01 23135.00 23530.00 23545.00 23105.00 23105.00 23455.00 23480.00 23025.00 30.00 75.00 65.00 80.00
2023-02-28 23040.00 23155.00 23200.00 23040.00 23045.00 23160.00 23195.00 23045.00 -5.00 -5.00 5.00 -5.00
2023-02-27 23400.00 22880.00 23405.00 22880.00 23400.00 22905.00 23405.00 22900.00 0.00 -25.00 0.00 -20.00
2023-02-24 23500.00 23505.00 23565.00 23405.00 23445.00 23500.00 23550.00 23410.00 55.00 5.00 15.00 -5.00
2023-02-23 23560.00 23520.00 23615.00 23420.00 23550.00 23505.00 23630.00 23420.00 10.00 15.00 -15.00 0.00
2023-02-22 23690.00 23550.00 23700.00 23505.00 23565.00 23555.00 23685.00 23505.00 125.00 -5.00 15.00 0.00
2023-02-21 23360.00 23575.00 23635.00 23270.00 23300.00 23555.00 23610.00 23265.00 60.00 20.00 25.00 5.00
2023-02-20 22860.00 23355.00 23370.00 22830.00 22800.00 23340.00 23355.00 22800.00 60.00 15.00 15.00 30.00
2023-02-17 22840.00 22865.00 23060.00 22705.00 22800.00 22845.00 23055.00 22705.00 40.00 20.00 5.00 0.00
2023-02-16 22860.00 22880.00 22920.00 22660.00 22800.00 22870.00 22910.00 22670.00 60.00 10.00 10.00 -10.00
2023-02-15 23175.00 22860.00 23290.00 22860.00 23215.00 22865.00 23300.00 22865.00 -40.00 -5.00 -10.00 -5.00
2023-02-14 22960.00 23180.00 23200.00 22835.00 22930.00 23195.00 23215.00 22845.00 30.00 -15.00 -15.00 -10.00
2023-02-13 23150.00 22960.00 23170.00 22920.00 23160.00 22970.00 23175.00 22930.00 -10.00 -10.00 -5.00 -10.00
2023-02-10 23330.00 23240.00 23480.00 23000.00 23250.00 23245.00 23490.00 23015.00 80.00 -5.00 -10.00 -15.00
2023-02-09 23400.00 23280.00 23410.00 23235.00 23400.00 23295.00 23400.00 23245.00 0.00 -15.00 10.00 -10.00
2023-02-08 23330.00 23470.00 23650.00 23200.00 23300.00 23450.00 23620.00 23215.00 30.00 20.00 30.00 -15.00
2023-02-07 23445.00 23365.00 23495.00 23260.00 23380.00 23355.00 23480.00 23245.00 65.00 10.00 15.00 15.00
2023-02-06 23990.00 23515.00 24010.00 23320.00 24055.00 23505.00 24055.00 23315.00 -65.00 10.00 -45.00 5.00
2023-02-03 24060.00 24105.00 24310.00 24010.00 24060.00 24130.00 24315.00 24060.00 0.00 -25.00 -5.00 -50.00
2023-02-02 24380.00 24125.00 24400.00 24000.00 24410.00 24140.00 24410.00 24010.00 -30.00 -15.00 -10.00 -10.00
2023-02-01 24195.00 24440.00 24510.00 24125.00 24200.00 24455.00 24515.00 24130.00 -5.00 -15.00 -5.00 -5.00
2023-01-31 24280.00 24300.00 24520.00 24235.00 24270.00 24310.00 24520.00 24260.00 10.00 -10.00 0.00 -25.00
2023-01-30 24770.00 24175.00 24800.00 24065.00 24690.00 24120.00 24720.00 24020.00 80.00 55.00 80.00 45.00
2023-01-20 24375.00 24765.00 24780.00 24310.00 24240.00 24690.00 24700.00 24230.00 135.00 75.00 80.00 80.00
2023-01-19 24540.00 24340.00 24695.00 24120.00 24695.00 24265.00 24695.00 24060.00 -155.00 75.00 0.00 60.00
2023-01-18 24180.00 24285.00 24385.00 24065.00 24190.00 24375.00 24470.00 24130.00 -10.00 -90.00 -85.00 -65.00
2023-01-17 24275.00 24065.00 24280.00 24055.00 24300.00 24120.00 24345.00 24110.00 -25.00 -55.00 -65.00 -55.00
导出Excel数据