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
2023-01-16 24165.00 24275.00 24415.00 24025.00 24200.00 24305.00 24445.00 24065.00 -35.00 -30.00 -30.00 -40.00
2023-01-13 23815.00 24155.00 24225.00 23685.00 23820.00 24170.00 24245.00 23695.00 -5.00 -15.00 -20.00 -10.00
2023-01-12 23695.00 23785.00 23995.00 23630.00 23630.00 23770.00 23975.00 23625.00 65.00 15.00 20.00 5.00
2023-01-11 23735.00 23670.00 23820.00 23595.00 23760.00 23665.00 23800.00 23590.00 -25.00 5.00 20.00 5.00
2023-01-10 23655.00 23735.00 23955.00 23595.00 23620.00 23725.00 23900.00 23540.00 35.00 10.00 55.00 55.00
2023-01-09 23130.00 23515.00 23635.00 22970.00 23050.00 23475.00 23590.00 22935.00 80.00 40.00 45.00 35.00
2023-01-06 23230.00 23230.00 23340.00 23110.00 23230.00 23180.00 23285.00 23060.00 0.00 50.00 55.00 50.00
2023-01-05 23060.00 23170.00 23240.00 22975.00 22930.00 23120.00 23185.00 22915.00 130.00 50.00 55.00 60.00
2023-01-04 23350.00 23105.00 23545.00 23100.00 23280.00 23040.00 23505.00 23040.00 70.00 65.00 40.00 60.00
2023-01-03 23800.00 23455.00 23800.00 23225.00 23725.00 23420.00 23755.00 23205.00 75.00 35.00 45.00 20.00
2022-12-30 23745.00 23765.00 23805.00 23590.00 23715.00 23730.00 23780.00 23560.00 30.00 35.00 25.00 30.00
2022-12-29 23860.00 23800.00 23945.00 23760.00 23910.00 23775.00 23915.00 23745.00 -50.00 25.00 30.00 15.00
2022-12-28 23810.00 23965.00 23975.00 23660.00 23860.00 23995.00 24010.00 23715.00 -50.00 -30.00 -35.00 -55.00
2022-12-27 23625.00 23810.00 23890.00 23465.00 23565.00 23845.00 23930.00 23540.00 60.00 -35.00 -40.00 -75.00
2022-12-26 23235.00 23520.00 23550.00 23170.00 23245.00 23610.00 23610.00 23245.00 -10.00 -90.00 -60.00 -75.00
2022-12-23 23360.00 23260.00 23380.00 23125.00 23255.00 23155.00 23325.00 23020.00 105.00 105.00 55.00 105.00
2022-12-22 23310.00 23340.00 23555.00 23310.00 23345.00 23285.00 23520.00 23265.00 -35.00 55.00 35.00 45.00
2022-12-21 23460.00 23480.00 23615.00 23370.00 23400.00 23415.00 23540.00 23290.00 60.00 65.00 75.00 80.00
2022-12-20 23790.00 23445.00 23830.00 23255.00 23685.00 23325.00 23735.00 23115.00 105.00 120.00 95.00 140.00
2022-12-19 23910.00 23790.00 24105.00 23775.00 23830.00 23690.00 24020.00 23685.00 80.00 100.00 85.00 90.00
2022-12-16 24485.00 24090.00 24550.00 24055.00 24405.00 23985.00 24440.00 23960.00 80.00 105.00 110.00 95.00
2022-12-15 24575.00 24565.00 24590.00 24350.00 24460.00 24460.00 24475.00 24235.00 115.00 105.00 115.00 115.00
2022-12-14 24735.00 24815.00 25030.00 24670.00 24640.00 24670.00 24880.00 24530.00 95.00 145.00 150.00 140.00
2022-12-13 24810.00 24730.00 25065.00 24640.00 24605.00 24575.00 24875.00 24485.00 205.00 155.00 190.00 155.00
2022-12-12 24840.00 24670.00 24945.00 24565.00 24725.00 24485.00 24790.00 24380.00 115.00 185.00 155.00 185.00
2022-12-09 24840.00 24965.00 24990.00 24705.00 24800.00 24830.00 24840.00 24575.00 40.00 135.00 150.00 130.00
2022-12-08 24590.00 24830.00 24980.00 24585.00 24470.00 24700.00 24800.00 24425.00 120.00 130.00 180.00 160.00
2022-12-07 24790.00 24610.00 24950.00 24525.00 24650.00 24435.00 24770.00 24355.00 140.00 175.00 180.00 170.00
2022-12-06 24520.00 24615.00 24660.00 24380.00 24330.00 24465.00 24500.00 24235.00 190.00 150.00 160.00 145.00
2022-12-05 24580.00 24520.00 24825.00 24350.00 24360.00 24400.00 24685.00 24235.00 220.00 120.00 140.00 115.00
2022-12-02 24410.00 24680.00 24730.00 24365.00 24265.00 24540.00 24590.00 24250.00 145.00 140.00 140.00 115.00
2022-12-01 23980.00 24500.00 24505.00 23960.00 23855.00 24380.00 24380.00 23850.00 125.00 120.00 125.00 110.00
2022-11-30 23820.00 23845.00 23925.00 23670.00 23800.00 23725.00 23825.00 23570.00 20.00 120.00 100.00 100.00
2022-11-29 23605.00 23980.00 24095.00 23605.00 23500.00 23870.00 23960.00 23500.00 105.00 110.00 135.00 105.00
2022-11-28 23800.00 23565.00 23840.00 23395.00 23775.00 23765.00 23980.00 23635.00 25.00 -200.00 -140.00 -240.00
2022-11-25 23580.00 23700.00 23755.00 23430.00 23620.00 23825.00 23870.00 23555.00 -40.00 -125.00 -115.00 -125.00
2022-11-24 23555.00 23750.00 23830.00 23550.00 23430.00 23620.00 23695.00 23385.00 125.00 130.00 135.00 165.00
2022-11-23 23810.00 23600.00 23885.00 23495.00 23460.00 23410.00 23645.00 23285.00 350.00 190.00 240.00 210.00
2022-11-22 24085.00 23690.00 24170.00 23625.00 23635.00 23365.00 23805.00 23300.00 450.00 325.00 365.00 325.00
2022-11-21 24400.00 24205.00 24675.00 24010.00 24000.00 23805.00 24290.00 23605.00 400.00 400.00 385.00 405.00
2022-11-18 24200.00 24395.00 24470.00 24170.00 23900.00 24040.00 24080.00 23850.00 300.00 355.00 390.00 320.00
2022-11-17 24305.00 24420.00 24470.00 24090.00 24020.00 24085.00 24120.00 23815.00 285.00 335.00 350.00 275.00
2022-11-16 24375.00 24385.00 24545.00 24195.00 24060.00 24100.00 24260.00 23880.00 315.00 285.00 285.00 315.00
2022-11-15 24060.00 24460.00 24545.00 23990.00 23705.00 24130.00 24195.00 23665.00 355.00 330.00 350.00 325.00
2022-11-14 23890.00 23985.00 24175.00 23740.00 23605.00 23665.00 23885.00 23450.00 285.00 320.00 290.00 290.00
2022-11-11 23400.00 23905.00 24150.00 23315.00 22940.00 23510.00 23795.00 22920.00 460.00 395.00 355.00 395.00
2022-11-10 23595.00 23520.00 23860.00 23370.00 23160.00 23140.00 23410.00 23020.00 435.00 380.00 450.00 350.00
2022-11-09 23720.00 23850.00 23930.00 23555.00 23220.00 23375.00 23450.00 23090.00 500.00 475.00 480.00 465.00
2022-11-08 23650.00 23715.00 23930.00 23435.00 23110.00 23210.00 23355.00 22910.00 540.00 505.00 575.00 525.00
2022-11-07 23725.00 23630.00 23975.00 23260.00 23100.00 23060.00 23385.00 22655.00 625.00 570.00 590.00 605.00
2022-11-04 22420.00 23370.00 23545.00 22400.00 21980.00 22810.00 22990.00 21860.00 440.00 560.00 555.00 540.00
2022-11-03 22840.00 22770.00 22975.00 22605.00 22310.00 22230.00 22500.00 22150.00 530.00 540.00 475.00 455.00
2022-11-02 22755.00 22915.00 23055.00 22580.00 22315.00 22425.00 22580.00 22095.00 440.00 490.00 475.00 485.00
2022-11-01 22610.00 22700.00 22760.00 21930.00 22150.00 22215.00 22275.00 21485.00 460.00 485.00 485.00 445.00
2022-10-31 23500.00 22610.00 23665.00 22570.00 23125.00 22220.00 23350.00 22190.00 375.00 390.00 315.00 380.00
2022-10-28 24100.00 23500.00 24345.00 23500.00 24380.00 23900.00 24600.00 23900.00 -280.00 -400.00 -255.00 -400.00
2022-10-27 24190.00 24120.00 24270.00 24055.00 24270.00 24405.00 24515.00 24270.00 -80.00 -285.00 -245.00 -215.00
2022-10-26 24440.00 24250.00 24460.00 24190.00 24015.00 24005.00 24185.00 23925.00 425.00 245.00 275.00 265.00
2022-10-25 24575.00 24585.00 24685.00 24465.00 24130.00 24270.00 24320.00 24065.00 445.00 315.00 365.00 400.00
2022-10-24 24655.00 24675.00 24805.00 24455.00 23910.00 24220.00 24300.00 23910.00 745.00 455.00 505.00 545.00
2022-10-21 25160.00 24640.00 25650.00 24630.00 24400.00 24055.00 24815.00 24050.00 760.00 585.00 835.00 580.00
2022-10-20 24855.00 25100.00 25285.00 24850.00 24075.00 24315.00 24450.00 24070.00 780.00 785.00 835.00 780.00
2022-10-19 24405.00 24955.00 25045.00 24405.00 23790.00 24185.00 24240.00 23700.00 615.00 770.00 805.00 705.00
2022-10-18 24600.00 24530.00 24655.00 24405.00 23950.00 23820.00 24100.00 23730.00 650.00 710.00 555.00 675.00
2022-10-17 24790.00 24625.00 24885.00 24485.00 24350.00 24015.00 24350.00 23885.00 440.00 610.00 535.00 600.00
2022-10-14 24340.00 24970.00 24985.00 24280.00 23870.00 24405.00 24445.00 23680.00 470.00 565.00 540.00 600.00
2022-10-13 24705.00 24540.00 24935.00 24495.00 24000.00 23990.00 24275.00 23865.00 705.00 550.00 660.00 630.00
2022-10-12 24730.00 24680.00 24770.00 24405.00 24010.00 23960.00 24090.00 23675.00 720.00 720.00 680.00 730.00
2022-10-11 24350.00 24610.00 24760.00 24290.00 23910.00 23945.00 24070.00 23720.00 440.00 665.00 690.00 570.00
2022-10-10 23720.00 24305.00 24425.00 23720.00 23290.00 23760.00 23915.00 23285.00 430.00 545.00 510.00 435.00
2022-09-30 24080.00 23670.00 24180.00 23660.00 23795.00 23205.00 23795.00 23200.00 285.00 465.00 385.00 460.00
2022-09-29 23420.00 23785.00 23855.00 23420.00 23950.00 24275.00 24290.00 23890.00 -530.00 -490.00 -435.00 -470.00
2022-09-28 24045.00 23260.00 24045.00 23260.00 24270.00 23760.00 24460.00 23760.00 -225.00 -500.00 -415.00 -500.00
2022-09-27 24275.00 24390.00 24565.00 24180.00 23810.00 23970.00 24195.00 23740.00 465.00 420.00 370.00 440.00
2022-09-26 24520.00 24280.00 24645.00 24265.00 24135.00 23825.00 24235.00 23810.00 385.00 455.00 410.00 455.00
2022-09-23 24955.00 24760.00 25215.00 24740.00 24500.00 24330.00 24800.00 24305.00 455.00 430.00 415.00 435.00
2022-09-22 24620.00 24840.00 25005.00 24420.00 24280.00 24445.00 24585.00 24000.00 340.00 395.00 420.00 420.00
2022-09-21 24650.00 24720.00 24850.00 24430.00 24215.00 24380.00 24470.00 24085.00 435.00 340.00 380.00 345.00
2022-09-20 24380.00 24505.00 24720.00 24330.00 23950.00 24100.00 24290.00 23935.00 430.00 405.00 430.00 395.00
2022-09-19 24315.00 24480.00 24890.00 24270.00 23780.00 24060.00 24415.00 23780.00 535.00 420.00 475.00 490.00
2022-09-16 24600.00 24350.00 24780.00 24350.00 24190.00 23865.00 24365.00 23865.00 410.00 485.00 415.00 485.00
2022-09-15 24780.00 24675.00 24965.00 24625.00 24285.00 24265.00 24560.00 24205.00 495.00 410.00 405.00 420.00
2022-09-14 24800.00 24760.00 25125.00 24655.00 24495.00 24335.00 24695.00 24240.00 305.00 425.00 430.00 415.00
2022-09-13 24730.00 24825.00 24995.00 24700.00 24330.00 24395.00 24590.00 24305.00 400.00 430.00 405.00 395.00
2022-09-09 24050.00 24710.00 24860.00 24000.00 23740.00 24315.00 24470.00 23645.00 310.00 395.00 390.00 355.00
2022-09-08 23775.00 24145.00 24265.00 23715.00 23400.00 23785.00 23885.00 23355.00 375.00 360.00 380.00 360.00
2022-09-07 24130.00 23795.00 24225.00 23760.00 23800.00 23440.00 23890.00 23400.00 330.00 355.00 335.00 360.00
2022-09-06 24240.00 24330.00 24405.00 24155.00 23950.00 23990.00 24085.00 23840.00 290.00 340.00 320.00 315.00
2022-09-05 23420.00 24165.00 24245.00 23335.00 23120.00 23835.00 23915.00 23025.00 300.00 330.00 330.00 310.00
2022-09-02 23870.00 23715.00 23945.00 23625.00 23505.00 23400.00 23630.00 23310.00 365.00 315.00 315.00 315.00
2022-09-01 24800.00 24260.00 24960.00 24240.00 24550.00 23960.00 24655.00 23950.00 250.00 300.00 305.00 290.00
2022-08-31 24840.00 24965.00 25080.00 24705.00 25155.00 25335.00 25460.00 25095.00 -315.00 -370.00 -380.00 -390.00
2022-08-30 25050.00 24840.00 25145.00 24670.00 25370.00 25240.00 25490.00 25070.00 -320.00 -400.00 -345.00 -400.00
2022-08-29 25685.00 25025.00 25785.00 24835.00 25830.00 25370.00 26010.00 25185.00 -145.00 -345.00 -225.00 -350.00
2022-08-26 25500.00 25800.00 25890.00 25470.00 25320.00 25500.00 25615.00 25240.00 180.00 300.00 275.00 230.00
2022-08-25 25520.00 25645.00 25650.00 25250.00 25105.00 25325.00 25370.00 25005.00 415.00 320.00 280.00 245.00
2022-08-24 25185.00 25495.00 25520.00 25120.00 24795.00 25180.00 25190.00 24775.00 390.00 315.00 330.00 345.00
2022-08-23 25070.00 25365.00 25530.00 25025.00 24740.00 25015.00 25195.00 24705.00 330.00 350.00 335.00 320.00
2022-08-22 24835.00 25125.00 25225.00 24655.00 24450.00 24790.00 24885.00 24300.00 385.00 335.00 340.00 355.00
2022-08-19 24795.00 24860.00 25055.00 24690.00 24415.00 24500.00 24695.00 24330.00 380.00 360.00 360.00 360.00
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