沪镍期货跨期套利数据回测

本页面展示沪镍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

关于沪镍期货跨期套利的详细数据分析,请查看文章:。

沪镍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

沪镍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

沪镍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
2022-03-23 206390.00 212000.00 214660.00 205300.00 202400.00 208190.00 210670.00 201870.00 3990.00 3810.00 3990.00 3430.00
2022-03-22 202000.00 206780.00 211000.00 200220.00 198000.00 202800.00 206480.00 197220.00 4000.00 3980.00 4520.00 3000.00
2022-03-21 215000.00 205670.00 220930.00 204990.00 212850.00 202260.00 216500.00 201500.00 2150.00 3410.00 4430.00 3490.00
2022-03-18 218000.00 219620.00 224610.00 215660.00 217000.00 215710.00 219990.00 212500.00 1000.00 3910.00 4620.00 3160.00
2022-03-17 225200.00 219440.00 230470.00 217000.00 223000.00 215020.00 226850.00 214000.00 2200.00 4420.00 3620.00 3000.00
2022-03-16 216490.00 235200.00 237000.00 213000.00 210180.00 231700.00 232250.00 209230.00 6310.00 3500.00 4750.00 3770.00
2022-03-15 214050.00 216490.00 230760.00 210810.00 210970.00 212810.00 226700.00 208070.00 3080.00 3680.00 4060.00 2740.00
2022-03-14 187000.00 214050.00 222100.00 187000.00 197010.00 202520.00 206570.00 187620.00 -10010.00 11530.00 15530.00 -620.00
2022-03-11 222190.00 222190.00 222190.00 222190.00 210000.00 195610.00 211040.00 191000.00 12190.00 26580.00 11150.00 31190.00
2022-03-09 267700.00 267700.00 267700.00 267700.00 265260.00 265260.00 265260.00 265260.00 2440.00 2440.00 2440.00 2440.00
2022-03-08 228810.00 228810.00 228810.00 228810.00 226720.00 226720.00 226720.00 226720.00 2090.00 2090.00 2090.00 2090.00
2022-03-07 189750.00 210950.00 210950.00 188780.00 186500.00 208720.00 208720.00 186300.00 3250.00 2230.00 2230.00 2480.00
2022-03-04 190000.00 187190.00 191970.00 185200.00 190000.00 184960.00 190280.00 183000.00 0.00 2230.00 1690.00 2200.00
2022-03-03 182000.00 188180.00 199800.00 177630.00 181490.00 186420.00 198710.00 176160.00 510.00 1760.00 1090.00 1470.00
2022-03-02 177000.00 180260.00 180900.00 177000.00 176340.00 178500.00 178990.00 175500.00 660.00 1760.00 1910.00 1500.00
2022-03-01 177300.00 176000.00 177450.00 174120.00 175310.00 174350.00 175830.00 172400.00 1990.00 1650.00 1620.00 1720.00
2022-02-28 174450.00 177780.00 179950.00 172120.00 172380.00 176160.00 178000.00 170710.00 2070.00 1620.00 1950.00 1410.00
2022-02-25 182000.00 174450.00 184650.00 172800.00 182510.00 176320.00 185340.00 174800.00 -510.00 -1870.00 -690.00 -2000.00
2022-02-24 175950.00 179540.00 182170.00 174400.00 176510.00 180240.00 182700.00 175370.00 -560.00 -700.00 -530.00 -970.00
2022-02-23 180000.00 175300.00 180180.00 174630.00 179610.00 176270.00 180700.00 175500.00 390.00 -970.00 -520.00 -870.00
2022-02-22 179250.00 179620.00 181350.00 177740.00 177250.00 178730.00 179850.00 176280.00 2000.00 890.00 1500.00 1460.00
2022-02-21 177600.00 179530.00 180770.00 175880.00 175600.00 177660.00 178580.00 173910.00 2000.00 1870.00 2190.00 1970.00
2022-02-18 174010.00 177890.00 178520.00 174000.00 172330.00 175550.00 176330.00 172060.00 1680.00 2340.00 2190.00 1940.00
2022-02-17 173950.00 173010.00 174800.00 171810.00 171600.00 171110.00 172680.00 169880.00 2350.00 1900.00 2120.00 1930.00
2022-02-16 172860.00 173420.00 174250.00 171530.00 170830.00 171260.00 172100.00 169480.00 2030.00 2160.00 2150.00 2050.00
2022-02-15 176000.00 172860.00 176310.00 168580.00 174210.00 170380.00 174210.00 166520.00 1790.00 2480.00 2100.00 2060.00
2022-02-14 172800.00 176520.00 177790.00 169800.00 170600.00 174180.00 175270.00 167720.00 2200.00 2340.00 2520.00 2080.00
2022-02-11 175000.00 172070.00 176520.00 170600.00 173010.00 170010.00 174380.00 168810.00 1990.00 2060.00 2140.00 1790.00
2022-02-10 170940.00 173890.00 174920.00 170810.00 168890.00 171700.00 172760.00 168820.00 2050.00 2190.00 2160.00 1990.00
2022-02-09 171810.00 170050.00 173470.00 166000.00 170250.00 168000.00 171650.00 164160.00 1560.00 2050.00 1820.00 1840.00
2022-02-08 171100.00 172280.00 175600.00 170020.00 169080.00 170310.00 173980.00 168320.00 2020.00 1970.00 1620.00 1700.00
2022-02-07 168200.00 170470.00 174350.00 166640.00 166350.00 168800.00 172440.00 165200.00 1850.00 1670.00 1910.00 1440.00
2022-01-28 165940.00 163750.00 166830.00 163500.00 164730.00 162010.00 165660.00 161980.00 1210.00 1740.00 1170.00 1520.00
2022-01-27 166100.00 163880.00 168120.00 163830.00 167250.00 165820.00 169100.00 165790.00 -1150.00 -1940.00 -980.00 -1960.00
2022-01-26 163930.00 165240.00 166860.00 162240.00 165500.00 166390.00 167800.00 163350.00 -1570.00 -1150.00 -940.00 -1110.00
2022-01-25 170790.00 163460.00 171440.00 163460.00 171450.00 164850.00 172540.00 164850.00 -660.00 -1390.00 -1100.00 -1390.00
2022-01-24 176600.00 174610.00 182180.00 174230.00 176000.00 173460.00 180880.00 172660.00 600.00 1150.00 1300.00 1570.00
2022-01-21 175600.00 178040.00 179780.00 174480.00 174280.00 176380.00 178080.00 173020.00 1320.00 1660.00 1700.00 1460.00
2022-01-20 164080.00 176280.00 176280.00 164080.00 163650.00 175660.00 175660.00 163530.00 430.00 620.00 620.00 550.00
2022-01-19 163210.00 163760.00 165250.00 161120.00 163100.00 163100.00 164400.00 160700.00 110.00 660.00 850.00 420.00
2022-01-18 161500.00 164170.00 165200.00 161250.00 161080.00 163530.00 164500.00 160550.00 420.00 640.00 700.00 700.00
2022-01-17 166890.00 162580.00 167000.00 160880.00 166000.00 162030.00 166010.00 159920.00 890.00 550.00 990.00 960.00
2022-01-14 162890.00 167260.00 167300.00 162060.00 161690.00 166100.00 166220.00 161050.00 1200.00 1160.00 1080.00 1010.00
2022-01-13 163420.00 162120.00 165680.00 160900.00 162310.00 160850.00 164580.00 160010.00 1110.00 1270.00 1100.00 890.00
2022-01-12 158960.00 162340.00 163200.00 158500.00 158000.00 161270.00 161980.00 157290.00 960.00 1070.00 1220.00 1210.00
2022-01-11 154840.00 158960.00 160060.00 153280.00 154060.00 157670.00 158920.00 152430.00 780.00 1290.00 1140.00 850.00
2022-01-10 152490.00 154840.00 155160.00 152050.00 151710.00 153900.00 154310.00 151390.00 780.00 940.00 850.00 660.00
2022-01-07 150100.00 152490.00 153550.00 149200.00 149670.00 151780.00 152910.00 148910.00 430.00 710.00 640.00 290.00
2022-01-06 152150.00 149930.00 152650.00 149900.00 151620.00 149520.00 152200.00 149500.00 530.00 410.00 450.00 400.00
2022-01-05 152510.00 152160.00 155000.00 151200.00 151980.00 151740.00 154440.00 150760.00 530.00 420.00 560.00 440.00
2022-01-04 152690.00 152570.00 153700.00 150440.00 151500.00 152100.00 153000.00 149960.00 1190.00 470.00 700.00 480.00
2021-12-31 150570.00 152080.00 152220.00 150420.00 149930.00 151450.00 151600.00 149930.00 640.00 630.00 620.00 490.00
2021-12-30 149350.00 150450.00 151380.00 149080.00 148480.00 149980.00 150800.00 148480.00 870.00 470.00 580.00 600.00
2021-12-29 149400.00 149350.00 149760.00 146550.00 148890.00 148850.00 149250.00 146200.00 510.00 500.00 510.00 350.00
2021-12-28 148200.00 149200.00 149920.00 147570.00 147980.00 148610.00 149430.00 147220.00 220.00 590.00 490.00 350.00
2021-12-27 148940.00 147900.00 149580.00 147200.00 148100.00 147560.00 148980.00 146740.00 840.00 340.00 600.00 460.00
2021-12-24 148420.00 148710.00 148880.00 147670.00 147390.00 148360.00 148380.00 147090.00 1030.00 350.00 500.00 580.00
2021-12-23 146550.00 149020.00 149080.00 146280.00 146210.00 148480.00 148480.00 145580.00 340.00 540.00 600.00 700.00
2021-12-22 144080.00 145820.00 146080.00 144050.00 143610.00 145140.00 145410.00 143560.00 470.00 680.00 670.00 490.00
2021-12-21 142500.00 144080.00 144840.00 141890.00 142000.00 143500.00 144320.00 141510.00 500.00 580.00 520.00 380.00
2021-12-20 145780.00 142120.00 146820.00 141960.00 144800.00 141700.00 146300.00 141520.00 980.00 420.00 520.00 440.00
2021-12-17 143310.00 145430.00 146000.00 143130.00 143310.00 145040.00 145630.00 142910.00 0.00 390.00 370.00 220.00
2021-12-16 140500.00 142950.00 143480.00 139930.00 140080.00 142700.00 143200.00 139820.00 420.00 250.00 280.00 110.00
2021-12-15 143010.00 141210.00 143520.00 141190.00 142900.00 141100.00 143370.00 141100.00 110.00 110.00 150.00 90.00
2021-12-14 144930.00 142690.00 145080.00 142080.00 144840.00 142580.00 144920.00 141920.00 90.00 110.00 160.00 160.00
2021-12-13 145330.00 145170.00 145790.00 143520.00 145840.00 144990.00 145840.00 143410.00 -510.00 180.00 -50.00 110.00
2021-12-10 146500.00 145230.00 146600.00 144810.00 145950.00 145070.00 146410.00 144660.00 550.00 160.00 190.00 150.00
2021-12-09 148890.00 146120.00 149280.00 145920.00 148310.00 145950.00 149080.00 145820.00 580.00 170.00 200.00 100.00
2021-12-08 147780.00 148200.00 149680.00 147410.00 147660.00 148110.00 149480.00 147310.00 120.00 90.00 200.00 100.00
2021-12-07 146220.00 146800.00 147480.00 145800.00 146260.00 146680.00 147320.00 145740.00 -40.00 120.00 160.00 60.00
2021-12-06 148890.00 145660.00 149880.00 144500.00 148800.00 145880.00 149900.00 144610.00 90.00 -220.00 -20.00 -110.00
2021-12-03 148000.00 148890.00 151770.00 147230.00 147880.00 148880.00 151660.00 147350.00 120.00 10.00 110.00 -120.00
2021-12-02 149250.00 147390.00 149700.00 146940.00 149280.00 147550.00 149780.00 147070.00 -30.00 -160.00 -80.00 -130.00
2021-12-01 148330.00 149090.00 150380.00 147370.00 148450.00 149150.00 150400.00 147550.00 -120.00 -60.00 -20.00 -180.00
2021-11-30 149200.00 147790.00 149660.00 147000.00 149510.00 148040.00 149740.00 147180.00 -310.00 -250.00 -80.00 -180.00
2021-11-29 147950.00 149200.00 150890.00 146610.00 148000.00 149320.00 150890.00 147000.00 -50.00 -120.00 0.00 -390.00
2021-11-26 154540.00 149780.00 154540.00 149580.00 153940.00 150440.00 154320.00 150280.00 600.00 -660.00 220.00 -700.00
2021-11-25 154000.00 154540.00 156480.00 152880.00 154500.00 154610.00 156750.00 153150.00 -500.00 -70.00 -270.00 -270.00
2021-11-24 152750.00 153430.00 153750.00 151500.00 150650.00 152640.00 152730.00 149630.00 2100.00 790.00 1020.00 1870.00
2021-11-23 149080.00 152750.00 153510.00 148570.00 147060.00 150530.00 151300.00 147030.00 2020.00 2220.00 2210.00 1540.00
2021-11-22 146740.00 148530.00 148970.00 146280.00 144730.00 147060.00 147390.00 144730.00 2010.00 1470.00 1580.00 1550.00
2021-11-19 141010.00 147440.00 147840.00 140500.00 140060.00 146100.00 146360.00 139500.00 950.00 1340.00 1480.00 1000.00
2021-11-18 143020.00 141020.00 143150.00 140850.00 142080.00 140010.00 142230.00 139850.00 940.00 1010.00 920.00 1000.00
2021-11-17 143300.00 143020.00 143810.00 142020.00 142820.00 142020.00 142820.00 141200.00 480.00 1000.00 990.00 820.00
2021-11-16 145690.00 143500.00 145860.00 142820.00 144090.00 142540.00 144610.00 142090.00 1600.00 960.00 1250.00 730.00
2021-11-15 146080.00 145000.00 148450.00 144800.00 144500.00 143780.00 146900.00 143660.00 1580.00 1220.00 1550.00 1140.00
2021-11-12 145770.00 145810.00 147680.00 145380.00 144860.00 144410.00 146140.00 144060.00 910.00 1400.00 1540.00 1320.00
2021-11-11 142730.00 146170.00 146600.00 141900.00 142250.00 144900.00 145260.00 140990.00 480.00 1270.00 1340.00 910.00
2021-11-10 144970.00 143050.00 145100.00 141750.00 144010.00 142460.00 144180.00 141240.00 960.00 590.00 920.00 510.00
2021-11-09 143740.00 144810.00 145690.00 143220.00 142700.00 143850.00 144730.00 142460.00 1040.00 960.00 960.00 760.00
2021-11-08 142570.00 142740.00 145070.00 141430.00 141310.00 141820.00 143960.00 140810.00 1260.00 920.00 1110.00 620.00
2021-11-05 142800.00 142250.00 143800.00 139630.00 142550.00 141420.00 143100.00 139240.00 250.00 830.00 700.00 390.00
2021-11-04 145350.00 142820.00 145730.00 141180.00 145260.00 142250.00 145260.00 140780.00 90.00 570.00 470.00 400.00
2021-11-03 144320.00 146040.00 146960.00 143090.00 143900.00 145300.00 146160.00 142560.00 420.00 740.00 800.00 530.00
2021-11-02 145000.00 143640.00 146360.00 141500.00 143780.00 143080.00 145630.00 141030.00 1220.00 560.00 730.00 470.00
2021-11-01 143000.00 143220.00 147480.00 142710.00 143990.00 143300.00 147180.00 142950.00 -990.00 -80.00 300.00 -240.00
2021-10-29 145390.00 144210.00 146680.00 143100.00 145560.00 145550.00 146820.00 143000.00 -170.00 -1340.00 -140.00 100.00
2021-10-28 147120.00 146180.00 147480.00 143500.00 147040.00 145970.00 147150.00 143220.00 80.00 210.00 330.00 280.00
2021-10-27 152060.00 148340.00 153120.00 148000.00 152060.00 147890.00 152420.00 147570.00 0.00 450.00 700.00 430.00
2021-10-26 150440.00 152560.00 153540.00 150170.00 149790.00 151980.00 152990.00 149380.00 650.00 580.00 550.00 790.00
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