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
2022-08-18 25100.00 24590.00 25275.00 24540.00 24850.00 24230.00 24905.00 24190.00 250.00 360.00 370.00 350.00
2022-08-17 25865.00 25420.00 25935.00 25370.00 25580.00 25070.00 25610.00 25010.00 285.00 350.00 325.00 360.00
2022-08-16 24655.00 25095.00 25135.00 24375.00 24215.00 24755.00 24780.00 24030.00 440.00 340.00 355.00 345.00
2022-08-15 24900.00 24575.00 24915.00 24505.00 24600.00 24220.00 24600.00 24145.00 300.00 355.00 315.00 360.00
2022-08-12 25330.00 25160.00 25435.00 25015.00 25105.00 24840.00 25105.00 24680.00 225.00 320.00 330.00 335.00
2022-08-11 24980.00 25265.00 25410.00 24940.00 24600.00 24915.00 25055.00 24590.00 380.00 350.00 355.00 350.00
2022-08-10 24580.00 24875.00 24900.00 24575.00 24320.00 24535.00 24560.00 24250.00 260.00 340.00 340.00 325.00
2022-08-09 24195.00 24300.00 24375.00 24045.00 23950.00 23975.00 24085.00 23725.00 245.00 325.00 290.00 320.00
2022-08-08 24410.00 24345.00 24535.00 23850.00 24225.00 24045.00 24250.00 23560.00 185.00 300.00 285.00 290.00
2022-08-05 23835.00 24600.00 24905.00 23685.00 23560.00 24315.00 24580.00 23405.00 275.00 285.00 325.00 280.00
2022-08-04 23620.00 23655.00 23790.00 23510.00 23350.00 23360.00 23505.00 23225.00 270.00 295.00 285.00 285.00
2022-08-03 23990.00 23695.00 24065.00 23395.00 23670.00 23405.00 23765.00 23135.00 320.00 290.00 300.00 260.00
2022-08-02 24060.00 23915.00 24130.00 23695.00 23800.00 23610.00 23815.00 23405.00 260.00 305.00 315.00 290.00
2022-08-01 24200.00 24060.00 24405.00 23930.00 23880.00 23750.00 24055.00 23615.00 320.00 310.00 350.00 315.00
2022-07-29 23610.00 23975.00 23980.00 23430.00 23400.00 23615.00 23620.00 23090.00 210.00 360.00 360.00 340.00
2022-07-28 22710.00 23610.00 23635.00 22590.00 22820.00 23925.00 23935.00 22820.00 -110.00 -315.00 -300.00 -230.00
2022-07-27 22975.00 22720.00 22980.00 22535.00 23005.00 22970.00 23230.00 22785.00 -30.00 -250.00 -250.00 -250.00
2022-07-26 22760.00 23110.00 23135.00 22640.00 22455.00 22895.00 22905.00 22380.00 305.00 215.00 230.00 260.00
2022-07-25 22660.00 22760.00 22965.00 22600.00 22380.00 22500.00 22790.00 22350.00 280.00 260.00 175.00 250.00
2022-07-22 22505.00 22760.00 22800.00 22400.00 22280.00 22445.00 22490.00 22105.00 225.00 315.00 310.00 295.00
2022-07-21 22980.00 22660.00 23030.00 22540.00 22620.00 22350.00 22650.00 22200.00 360.00 310.00 380.00 340.00
2022-07-20 22470.00 22840.00 22950.00 22315.00 22040.00 22465.00 22585.00 21930.00 430.00 375.00 365.00 385.00
2022-07-19 22770.00 22330.00 22880.00 22305.00 22410.00 21995.00 22545.00 21940.00 360.00 335.00 335.00 365.00
2022-07-18 22020.00 22660.00 22710.00 21880.00 21540.00 22330.00 22395.00 21540.00 480.00 330.00 315.00 340.00
2022-07-15 22000.00 21720.00 22190.00 21625.00 21600.00 21375.00 21830.00 21285.00 400.00 345.00 360.00 340.00
2022-07-14 22600.00 22020.00 22660.00 21785.00 22220.00 21695.00 22345.00 21465.00 380.00 325.00 315.00 320.00
2022-07-13 23460.00 22675.00 23515.00 22520.00 23110.00 22340.00 23180.00 22185.00 350.00 335.00 335.00 335.00
2022-07-12 23505.00 23460.00 23925.00 23180.00 23130.00 23130.00 23600.00 22880.00 375.00 330.00 325.00 300.00
2022-07-11 23450.00 23540.00 23700.00 23270.00 23060.00 23240.00 23395.00 22975.00 390.00 300.00 305.00 295.00
2022-07-08 23440.00 23470.00 23710.00 23405.00 23105.00 23165.00 23405.00 23105.00 335.00 305.00 305.00 300.00
2022-07-07 23015.00 23260.00 23530.00 22780.00 22705.00 23050.00 23295.00 22465.00 310.00 210.00 235.00 315.00
2022-07-06 22670.00 22890.00 22910.00 22255.00 22480.00 22570.00 22585.00 22050.00 190.00 320.00 325.00 205.00
2022-07-05 22905.00 23130.00 23465.00 22830.00 22780.00 22910.00 23255.00 22645.00 125.00 220.00 210.00 185.00
2022-07-04 22600.00 22780.00 22945.00 22475.00 22540.00 22625.00 22835.00 22370.00 60.00 155.00 110.00 105.00
2022-07-01 23180.00 22910.00 23385.00 22690.00 23160.00 22815.00 23290.00 22600.00 20.00 95.00 95.00 90.00
2022-06-30 24185.00 23765.00 24600.00 23740.00 24025.00 23675.00 24475.00 23670.00 160.00 90.00 125.00 70.00
2022-06-29 24180.00 24030.00 24260.00 23735.00 24130.00 23970.00 24195.00 23680.00 50.00 60.00 65.00 55.00
2022-06-28 23675.00 24250.00 24280.00 23485.00 23700.00 24280.00 24315.00 23535.00 -25.00 -30.00 -35.00 -50.00
2022-06-27 23790.00 23690.00 24015.00 22525.00 23730.00 23720.00 24050.00 22585.00 60.00 -30.00 -35.00 -60.00
2022-06-24 24770.00 23955.00 24975.00 23930.00 24850.00 23905.00 24880.00 23865.00 -80.00 50.00 95.00 65.00
2022-06-23 25240.00 25195.00 25445.00 24955.00 25185.00 25095.00 25360.00 24840.00 55.00 100.00 85.00 115.00
2022-06-22 25570.00 25295.00 25860.00 25280.00 25505.00 25175.00 25745.00 25165.00 65.00 120.00 115.00 115.00
2022-06-21 25205.00 25365.00 25525.00 24860.00 25130.00 25240.00 25400.00 24730.00 75.00 125.00 125.00 130.00
2022-06-20 25515.00 25285.00 25620.00 25165.00 25450.00 25170.00 25570.00 25065.00 65.00 115.00 50.00 100.00
2022-06-17 25795.00 25780.00 25825.00 25520.00 25800.00 25720.00 25800.00 25480.00 -5.00 60.00 25.00 40.00
2022-06-16 25995.00 26055.00 26290.00 25845.00 25805.00 26020.00 26245.00 25805.00 190.00 35.00 45.00 40.00
2022-06-15 25840.00 25810.00 26100.00 25755.00 25930.00 25790.00 26080.00 25730.00 -90.00 20.00 20.00 25.00
2022-06-14 25700.00 26065.00 26080.00 25600.00 25600.00 26030.00 26065.00 25600.00 100.00 35.00 15.00 0.00
2022-06-13 26095.00 25835.00 26200.00 25800.00 26060.00 25830.00 26190.00 25790.00 35.00 5.00 10.00 10.00
2022-06-10 26330.00 26100.00 26330.00 26020.00 26305.00 26095.00 26310.00 26005.00 25.00 5.00 20.00 15.00
2022-06-09 26270.00 26460.00 26590.00 26270.00 26420.00 26460.00 26575.00 26285.00 -150.00 0.00 15.00 -15.00
2022-06-08 25850.00 26255.00 26430.00 25800.00 25800.00 26255.00 26410.00 25800.00 50.00 0.00 20.00 0.00
2022-06-07 26465.00 26130.00 26515.00 26030.00 26500.00 26115.00 26500.00 26025.00 -35.00 15.00 15.00 5.00
2022-06-06 26405.00 26690.00 26775.00 26340.00 26495.00 26660.00 26735.00 26320.00 -90.00 30.00 40.00 20.00
2022-06-02 26330.00 26370.00 26485.00 26120.00 26240.00 26350.00 26455.00 26085.00 90.00 20.00 30.00 35.00
2022-06-01 26225.00 26180.00 26335.00 25990.00 26210.00 26160.00 26285.00 25940.00 15.00 20.00 50.00 50.00
2022-05-31 26180.00 26205.00 26295.00 26060.00 26160.00 26170.00 26260.00 26045.00 20.00 35.00 35.00 15.00
2022-05-30 25940.00 26060.00 26285.00 25915.00 26020.00 26040.00 26260.00 25870.00 -80.00 20.00 25.00 45.00
2022-05-27 25400.00 25860.00 25925.00 25360.00 25520.00 25890.00 25950.00 25425.00 -120.00 -30.00 -25.00 -65.00
2022-05-26 25460.00 25390.00 25580.00 25290.00 25565.00 25450.00 25640.00 25355.00 -105.00 -60.00 -60.00 -65.00
2022-05-25 25350.00 25700.00 25735.00 25310.00 25260.00 25640.00 25680.00 25250.00 90.00 60.00 55.00 60.00
2022-05-24 25695.00 25335.00 25715.00 25320.00 25590.00 25290.00 25665.00 25260.00 105.00 45.00 50.00 60.00
2022-05-23 25685.00 25480.00 25835.00 25380.00 25680.00 25440.00 25780.00 25325.00 5.00 40.00 55.00 55.00
2022-05-20 25650.00 25685.00 25910.00 25590.00 25700.00 25640.00 25835.00 25510.00 -50.00 45.00 75.00 80.00
2022-05-19 25475.00 25505.00 25715.00 25355.00 25370.00 25440.00 25630.00 25290.00 105.00 65.00 85.00 65.00
2022-05-18 26085.00 25475.00 26130.00 25470.00 25925.00 25410.00 26030.00 25410.00 160.00 65.00 100.00 60.00
2022-05-17 25780.00 25745.00 26015.00 25650.00 25540.00 25675.00 25925.00 25540.00 240.00 70.00 90.00 110.00
2022-05-16 25120.00 25500.00 25800.00 25120.00 25210.00 25395.00 25700.00 25045.00 -90.00 105.00 100.00 75.00
2022-05-13 25335.00 25525.00 25545.00 25060.00 25160.00 25445.00 25465.00 25015.00 175.00 80.00 80.00 45.00
2022-05-12 25635.00 25545.00 26020.00 25460.00 25505.00 25500.00 25960.00 25420.00 130.00 45.00 60.00 40.00
2022-05-11 25450.00 25690.00 25965.00 25250.00 25540.00 25620.00 25885.00 25210.00 -90.00 70.00 80.00 40.00
2022-05-10 25780.00 25775.00 26060.00 25355.00 25500.00 25720.00 25985.00 25305.00 280.00 55.00 75.00 50.00
2022-05-09 26500.00 26205.00 26530.00 26110.00 26575.00 26175.00 26575.00 26075.00 -75.00 30.00 -45.00 35.00
2022-05-06 27200.00 26860.00 27345.00 26835.00 27280.00 26805.00 27335.00 26800.00 -80.00 55.00 10.00 35.00
2022-05-05 27500.00 27450.00 27940.00 27315.00 27540.00 27445.00 27940.00 27310.00 -40.00 5.00 0.00 5.00
2022-04-29 27715.00 27950.00 28065.00 27570.00 27740.00 27940.00 28080.00 27580.00 -25.00 10.00 -15.00 -10.00
2022-04-28 27620.00 27895.00 27975.00 27525.00 27680.00 27900.00 27980.00 27540.00 -60.00 -5.00 -5.00 -15.00
2022-04-27 27475.00 27590.00 27730.00 27375.00 27520.00 27580.00 27700.00 27355.00 -45.00 10.00 30.00 20.00
2022-04-26 27450.00 27580.00 27870.00 27075.00 27200.00 27550.00 27855.00 27070.00 250.00 30.00 15.00 5.00
2022-04-25 28560.00 27650.00 28720.00 27640.00 28520.00 27650.00 28680.00 27650.00 40.00 0.00 40.00 -10.00
2022-04-22 28515.00 28445.00 28740.00 28340.00 28460.00 28395.00 28715.00 28310.00 55.00 50.00 25.00 30.00
2022-04-21 28550.00 28370.00 28680.00 28335.00 28550.00 28400.00 28700.00 28360.00 0.00 -30.00 -20.00 -25.00
2022-04-20 28470.00 28650.00 28800.00 28265.00 28560.00 28670.00 28830.00 28275.00 -90.00 -20.00 -30.00 -10.00
2022-04-19 28310.00 28505.00 28985.00 28225.00 28305.00 28525.00 29000.00 28240.00 5.00 -20.00 -15.00 -15.00
2022-04-18 28300.00 28400.00 28430.00 27875.00 28095.00 28400.00 28435.00 27860.00 205.00 0.00 -5.00 15.00
2022-04-15 28035.00 28320.00 28390.00 27945.00 27950.00 28295.00 28350.00 27915.00 85.00 25.00 40.00 30.00
2022-04-14 28500.00 27845.00 28635.00 27825.00 28380.00 27810.00 28590.00 27790.00 120.00 35.00 45.00 35.00
2022-04-13 27710.00 28395.00 28995.00 27705.00 27800.00 28370.00 28935.00 27635.00 -90.00 25.00 60.00 70.00
2022-04-12 27360.00 27870.00 27960.00 27070.00 27385.00 27815.00 27915.00 27050.00 -25.00 55.00 45.00 20.00
2022-04-11 27255.00 27240.00 27580.00 27220.00 27260.00 27230.00 27550.00 27180.00 -5.00 10.00 30.00 40.00
2022-04-08 27100.00 27150.00 27240.00 26910.00 27145.00 27125.00 27215.00 26900.00 -45.00 25.00 25.00 10.00
2022-04-07 27490.00 27280.00 27550.00 27145.00 27470.00 27245.00 27520.00 27125.00 20.00 35.00 30.00 20.00
2022-04-06 27345.00 27375.00 27520.00 27165.00 27200.00 27350.00 27495.00 27160.00 145.00 25.00 25.00 5.00
2022-04-01 26790.00 26875.00 27160.00 26730.00 26795.00 26875.00 27150.00 26730.00 -5.00 0.00 10.00 0.00
2022-03-31 26800.00 26785.00 27055.00 26720.00 26870.00 26790.00 27040.00 26715.00 -70.00 -5.00 15.00 5.00
2022-03-30 26300.00 26775.00 27030.00 26145.00 26400.00 26760.00 27010.00 26150.00 -100.00 15.00 20.00 -5.00
2022-03-29 26340.00 26580.00 26715.00 26265.00 26305.00 26590.00 26720.00 26260.00 35.00 -10.00 -5.00 5.00
2022-03-28 26290.00 26315.00 26390.00 26100.00 26260.00 26295.00 26360.00 26090.00 30.00 20.00 30.00 10.00
2022-03-25 26250.00 26380.00 26470.00 26080.00 26020.00 26340.00 26445.00 26020.00 230.00 40.00 25.00 60.00
2022-03-24 26085.00 26145.00 26460.00 25915.00 25945.00 26105.00 26435.00 25905.00 140.00 40.00 25.00 10.00
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