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:
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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。
关于沪镍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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-25 | 150400.00 | 149880.00 | 151630.00 | 147200.00 | 150510.00 | 149020.00 | 150960.00 | 146030.00 | -110.00 | 860.00 | 670.00 | 1170.00 |
| 2021-10-22 | 154350.00 | 151330.00 | 156200.00 | 148880.00 | 153100.00 | 150280.00 | 155200.00 | 147410.00 | 1250.00 | 1050.00 | 1000.00 | 1470.00 |
| 2021-10-21 | 149750.00 | 155880.00 | 161600.00 | 149750.00 | 148760.00 | 154750.00 | 160170.00 | 148750.00 | 990.00 | 1130.00 | 1430.00 | 1000.00 |
| 2021-10-20 | 151860.00 | 149580.00 | 153440.00 | 147110.00 | 150800.00 | 148530.00 | 152470.00 | 146010.00 | 1060.00 | 1050.00 | 970.00 | 1100.00 |
| 2021-10-19 | 151300.00 | 151040.00 | 151600.00 | 149280.00 | 149870.00 | 149910.00 | 150690.00 | 148360.00 | 1430.00 | 1130.00 | 910.00 | 920.00 |
| 2021-10-18 | 149000.00 | 150990.00 | 151920.00 | 147180.00 | 148000.00 | 150050.00 | 150800.00 | 145680.00 | 1000.00 | 940.00 | 1120.00 | 1500.00 |
| 2021-10-15 | 145120.00 | 147390.00 | 147860.00 | 143960.00 | 144010.00 | 145910.00 | 146200.00 | 142440.00 | 1110.00 | 1480.00 | 1660.00 | 1520.00 |
| 2021-10-14 | 144600.00 | 144920.00 | 147110.00 | 141800.00 | 143000.00 | 143300.00 | 145250.00 | 140380.00 | 1600.00 | 1620.00 | 1860.00 | 1420.00 |
| 2021-10-13 | 145700.00 | 143880.00 | 146120.00 | 142160.00 | 144150.00 | 142260.00 | 144590.00 | 140800.00 | 1550.00 | 1620.00 | 1530.00 | 1360.00 |
| 2021-10-12 | 146300.00 | 144730.00 | 146700.00 | 143580.00 | 145170.00 | 143120.00 | 145230.00 | 142090.00 | 1130.00 | 1610.00 | 1470.00 | 1490.00 |
| 2021-10-11 | 142860.00 | 145950.00 | 146860.00 | 142350.00 | 141240.00 | 144610.00 | 145500.00 | 140970.00 | 1620.00 | 1340.00 | 1360.00 | 1380.00 |
| 2021-10-08 | 138830.00 | 142230.00 | 143760.00 | 138710.00 | 139950.00 | 143160.00 | 144260.00 | 139950.00 | -1120.00 | -930.00 | -500.00 | -1240.00 |
| 2021-09-30 | 139580.00 | 138070.00 | 140000.00 | 135700.00 | 141920.00 | 138600.00 | 142830.00 | 137500.00 | -2340.00 | -530.00 | -2830.00 | -1800.00 |
| 2021-09-29 | 141360.00 | 141960.00 | 142720.00 | 140730.00 | 138500.00 | 139430.00 | 140250.00 | 138340.00 | 2860.00 | 2530.00 | 2470.00 | 2390.00 |
| 2021-09-28 | 142470.00 | 141060.00 | 144050.00 | 139730.00 | 141140.00 | 138770.00 | 142490.00 | 138110.00 | 1330.00 | 2290.00 | 1560.00 | 1620.00 |
| 2021-09-27 | 145600.00 | 142470.00 | 147460.00 | 142100.00 | 144280.00 | 140800.00 | 146200.00 | 140500.00 | 1320.00 | 1670.00 | 1260.00 | 1600.00 |
| 2021-09-24 | 145410.00 | 145800.00 | 148400.00 | 143300.00 | 144250.00 | 144500.00 | 146890.00 | 142200.00 | 1160.00 | 1300.00 | 1510.00 | 1100.00 |
| 2021-09-23 | 144150.00 | 145590.00 | 146100.00 | 143180.00 | 143000.00 | 144280.00 | 144980.00 | 142120.00 | 1150.00 | 1310.00 | 1120.00 | 1060.00 |
| 2021-09-22 | 141700.00 | 144030.00 | 145420.00 | 140930.00 | 140090.00 | 142910.00 | 144490.00 | 140090.00 | 1610.00 | 1120.00 | 930.00 | 840.00 |
| 2021-09-17 | 145140.00 | 143490.00 | 146200.00 | 143090.00 | 144620.00 | 142660.00 | 145300.00 | 142290.00 | 520.00 | 830.00 | 900.00 | 800.00 |
| 2021-09-16 | 147680.00 | 145040.00 | 149960.00 | 142830.00 | 146850.00 | 144220.00 | 149190.00 | 142050.00 | 830.00 | 820.00 | 770.00 | 780.00 |
| 2021-09-15 | 147130.00 | 146870.00 | 147980.00 | 145510.00 | 146010.00 | 146110.00 | 147060.00 | 144700.00 | 1120.00 | 760.00 | 920.00 | 810.00 |
| 2021-09-14 | 149410.00 | 146540.00 | 149500.00 | 146230.00 | 149000.00 | 145670.00 | 149000.00 | 145300.00 | 410.00 | 870.00 | 500.00 | 930.00 |
| 2021-09-13 | 152890.00 | 149010.00 | 154970.00 | 148750.00 | 152290.00 | 147900.00 | 154030.00 | 147690.00 | 600.00 | 1110.00 | 940.00 | 1060.00 |
| 2021-09-10 | 150960.00 | 153000.00 | 155140.00 | 150320.00 | 150300.00 | 152160.00 | 154470.00 | 149350.00 | 660.00 | 840.00 | 670.00 | 970.00 |
| 2021-09-09 | 148100.00 | 150750.00 | 152500.00 | 146700.00 | 146830.00 | 149910.00 | 151520.00 | 146010.00 | 1270.00 | 840.00 | 980.00 | 690.00 |
| 2021-09-08 | 145960.00 | 148170.00 | 148690.00 | 144700.00 | 144440.00 | 147320.00 | 147790.00 | 144000.00 | 1520.00 | 850.00 | 900.00 | 700.00 |
| 2021-09-07 | 146100.00 | 145120.00 | 147340.00 | 144700.00 | 145150.00 | 144370.00 | 146500.00 | 144060.00 | 950.00 | 750.00 | 840.00 | 640.00 |
| 2021-09-06 | 146500.00 | 146100.00 | 149380.00 | 145500.00 | 145300.00 | 145130.00 | 148410.00 | 144670.00 | 1200.00 | 970.00 | 970.00 | 830.00 |
| 2021-09-03 | 145670.00 | 145540.00 | 147500.00 | 145020.00 | 144510.00 | 144600.00 | 146280.00 | 144020.00 | 1160.00 | 940.00 | 1220.00 | 1000.00 |
| 2021-09-02 | 148500.00 | 146890.00 | 148520.00 | 145990.00 | 146760.00 | 145570.00 | 147070.00 | 144590.00 | 1740.00 | 1320.00 | 1450.00 | 1400.00 |
| 2021-09-01 | 148490.00 | 148250.00 | 149320.00 | 146900.00 | 146910.00 | 146620.00 | 147490.00 | 145180.00 | 1580.00 | 1630.00 | 1830.00 | 1720.00 |
| 2021-08-31 | 148010.00 | 148850.00 | 149870.00 | 147030.00 | 148200.00 | 150580.00 | 151750.00 | 148200.00 | -190.00 | -1730.00 | -1880.00 | -1170.00 |
| 2021-08-30 | 141680.00 | 147280.00 | 147860.00 | 141640.00 | 143250.00 | 148790.00 | 149450.00 | 143050.00 | -1570.00 | -1510.00 | -1590.00 | -1410.00 |
| 2021-08-27 | 142200.00 | 143480.00 | 143800.00 | 140420.00 | 141550.00 | 141840.00 | 142180.00 | 139510.00 | 650.00 | 1640.00 | 1620.00 | 910.00 |
| 2021-08-26 | 144800.00 | 142200.00 | 145190.00 | 142120.00 | 144110.00 | 141550.00 | 144570.00 | 141500.00 | 690.00 | 650.00 | 620.00 | 620.00 |
| 2021-08-25 | 142780.00 | 144430.00 | 144640.00 | 142660.00 | 142510.00 | 143850.00 | 144080.00 | 142000.00 | 270.00 | 580.00 | 560.00 | 660.00 |
| 2021-08-24 | 142120.00 | 142310.00 | 143680.00 | 141050.00 | 141780.00 | 141790.00 | 143150.00 | 140560.00 | 340.00 | 520.00 | 530.00 | 490.00 |
| 2021-08-23 | 139800.00 | 141590.00 | 142970.00 | 138630.00 | 139230.00 | 141040.00 | 142490.00 | 138200.00 | 570.00 | 550.00 | 480.00 | 430.00 |
| 2021-08-20 | 139220.00 | 140010.00 | 141350.00 | 138290.00 | 138680.00 | 139490.00 | 140760.00 | 137800.00 | 540.00 | 520.00 | 590.00 | 490.00 |
| 2021-08-19 | 142310.00 | 141220.00 | 142750.00 | 140530.00 | 141900.00 | 140760.00 | 142280.00 | 140050.00 | 410.00 | 460.00 | 470.00 | 480.00 |
| 2021-08-18 | 144640.00 | 142310.00 | 145390.00 | 142280.00 | 144300.00 | 141710.00 | 144940.00 | 141700.00 | 340.00 | 600.00 | 450.00 | 580.00 |
| 2021-08-17 | 146220.00 | 145840.00 | 147650.00 | 145400.00 | 145840.00 | 145330.00 | 147100.00 | 144950.00 | 380.00 | 510.00 | 550.00 | 450.00 |
| 2021-08-16 | 147330.00 | 146220.00 | 147910.00 | 145650.00 | 146300.00 | 145720.00 | 147380.00 | 145150.00 | 1030.00 | 500.00 | 530.00 | 500.00 |
| 2021-08-13 | 146500.00 | 146810.00 | 147550.00 | 145500.00 | 146000.00 | 146290.00 | 147000.00 | 144950.00 | 500.00 | 520.00 | 550.00 | 550.00 |
| 2021-08-12 | 140950.00 | 146720.00 | 147480.00 | 140920.00 | 140860.00 | 146140.00 | 146960.00 | 140580.00 | 90.00 | 580.00 | 520.00 | 340.00 |
| 2021-08-11 | 139410.00 | 140370.00 | 141600.00 | 139180.00 | 139260.00 | 140050.00 | 141270.00 | 138830.00 | 150.00 | 320.00 | 330.00 | 350.00 |
| 2021-08-10 | 139220.00 | 140120.00 | 140380.00 | 138020.00 | 138780.00 | 139810.00 | 140030.00 | 137780.00 | 440.00 | 310.00 | 350.00 | 240.00 |
| 2021-08-09 | 144710.00 | 140220.00 | 145030.00 | 139600.00 | 144500.00 | 139870.00 | 144700.00 | 139330.00 | 210.00 | 350.00 | 330.00 | 270.00 |
| 2021-08-06 | 143130.00 | 145190.00 | 145540.00 | 143000.00 | 142730.00 | 144790.00 | 145150.00 | 142730.00 | 400.00 | 400.00 | 390.00 | 270.00 |
| 2021-08-05 | 143090.00 | 142580.00 | 144260.00 | 141800.00 | 143200.00 | 142220.00 | 143970.00 | 141500.00 | -110.00 | 360.00 | 290.00 | 300.00 |
| 2021-08-04 | 142200.00 | 143510.00 | 144200.00 | 141890.00 | 141900.00 | 143220.00 | 143830.00 | 141510.00 | 300.00 | 290.00 | 370.00 | 380.00 |
| 2021-08-03 | 146270.00 | 142270.00 | 146410.00 | 141810.00 | 146370.00 | 141920.00 | 146370.00 | 141400.00 | -100.00 | 350.00 | 40.00 | 410.00 |
| 2021-08-02 | 147160.00 | 146270.00 | 147820.00 | 143690.00 | 146600.00 | 145820.00 | 147370.00 | 143300.00 | 560.00 | 450.00 | 450.00 | 390.00 |
| 2021-07-30 | 147820.00 | 146900.00 | 148780.00 | 145330.00 | 147120.00 | 147130.00 | 148870.00 | 145500.00 | 700.00 | -230.00 | -90.00 | -170.00 |
| 2021-07-29 | 146530.00 | 147500.00 | 147760.00 | 145200.00 | 146750.00 | 147510.00 | 147730.00 | 145240.00 | -220.00 | -10.00 | 30.00 | -40.00 |
| 2021-07-28 | 145300.00 | 146580.00 | 148560.00 | 143970.00 | 145000.00 | 146520.00 | 148550.00 | 143610.00 | 300.00 | 60.00 | 10.00 | 360.00 |
| 2021-07-27 | 145600.00 | 144840.00 | 148030.00 | 144140.00 | 145700.00 | 144760.00 | 148050.00 | 144080.00 | -100.00 | 80.00 | -20.00 | 60.00 |
| 2021-07-26 | 143390.00 | 145720.00 | 146870.00 | 143210.00 | 143360.00 | 145690.00 | 146780.00 | 143150.00 | 30.00 | 30.00 | 90.00 | 60.00 |
| 2021-07-23 | 140350.00 | 143260.00 | 143940.00 | 139730.00 | 139860.00 | 143120.00 | 143860.00 | 139490.00 | 490.00 | 140.00 | 80.00 | 240.00 |
| 2021-07-22 | 136940.00 | 139020.00 | 139480.00 | 136940.00 | 136850.00 | 138650.00 | 139060.00 | 136650.00 | 90.00 | 370.00 | 420.00 | 290.00 |
| 2021-07-21 | 138700.00 | 136830.00 | 139840.00 | 136340.00 | 138580.00 | 136510.00 | 139540.00 | 136090.00 | 120.00 | 320.00 | 300.00 | 250.00 |
| 2021-07-20 | 141130.00 | 138830.00 | 141170.00 | 137380.00 | 140480.00 | 138520.00 | 140600.00 | 137050.00 | 650.00 | 310.00 | 570.00 | 330.00 |
| 2021-07-19 | 141460.00 | 142390.00 | 143780.00 | 141170.00 | 141310.00 | 141960.00 | 143280.00 | 140740.00 | 150.00 | 430.00 | 500.00 | 430.00 |
| 2021-07-16 | 139080.00 | 141370.00 | 143710.00 | 138620.00 | 138610.00 | 140870.00 | 143120.00 | 138220.00 | 470.00 | 500.00 | 590.00 | 400.00 |
| 2021-07-15 | 140080.00 | 139080.00 | 140280.00 | 137120.00 | 139470.00 | 138620.00 | 139700.00 | 136700.00 | 610.00 | 460.00 | 580.00 | 420.00 |
| 2021-07-14 | 139940.00 | 139960.00 | 140460.00 | 138010.00 | 139400.00 | 139400.00 | 139880.00 | 137500.00 | 540.00 | 560.00 | 580.00 | 510.00 |
| 2021-07-13 | 139020.00 | 140500.00 | 141100.00 | 138830.00 | 138180.00 | 139880.00 | 140400.00 | 138150.00 | 840.00 | 620.00 | 700.00 | 680.00 |
| 2021-07-12 | 140300.00 | 139090.00 | 141110.00 | 137880.00 | 139790.00 | 138430.00 | 140420.00 | 137240.00 | 510.00 | 660.00 | 690.00 | 640.00 |
| 2021-07-09 | 136550.00 | 139910.00 | 140300.00 | 135840.00 | 135600.00 | 139170.00 | 139500.00 | 135350.00 | 950.00 | 740.00 | 800.00 | 490.00 |
| 2021-07-08 | 135480.00 | 137050.00 | 137490.00 | 135340.00 | 135500.00 | 136540.00 | 137000.00 | 134930.00 | -20.00 | 510.00 | 490.00 | 410.00 |
| 2021-07-07 | 138010.00 | 135480.00 | 138010.00 | 133160.00 | 137310.00 | 135080.00 | 137560.00 | 132850.00 | 700.00 | 400.00 | 450.00 | 310.00 |
| 2021-07-06 | 136600.00 | 138020.00 | 138790.00 | 135960.00 | 136210.00 | 137570.00 | 138240.00 | 135560.00 | 390.00 | 450.00 | 550.00 | 400.00 |
| 2021-07-05 | 135360.00 | 136900.00 | 137680.00 | 135160.00 | 135200.00 | 136440.00 | 137150.00 | 134780.00 | 160.00 | 460.00 | 530.00 | 380.00 |
| 2021-07-02 | 134500.00 | 134000.00 | 136100.00 | 133550.00 | 134290.00 | 133700.00 | 135690.00 | 133200.00 | 210.00 | 300.00 | 410.00 | 350.00 |
| 2021-07-01 | 137300.00 | 134090.00 | 137590.00 | 133840.00 | 137880.00 | 134270.00 | 137880.00 | 134080.00 | -580.00 | -180.00 | -290.00 | -240.00 |
| 2021-06-30 | 135980.00 | 138060.00 | 138120.00 | 135200.00 | 135290.00 | 138070.00 | 138210.00 | 134810.00 | 690.00 | -10.00 | -90.00 | 390.00 |
| 2021-06-29 | 136810.00 | 135560.00 | 137420.00 | 134520.00 | 137090.00 | 135560.00 | 137670.00 | 134710.00 | -280.00 | 0.00 | -250.00 | -190.00 |
| 2021-06-28 | 138000.00 | 137580.00 | 138750.00 | 136530.00 | 138230.00 | 137640.00 | 138650.00 | 136410.00 | -230.00 | -60.00 | 100.00 | 120.00 |
| 2021-06-25 | 135460.00 | 137570.00 | 139070.00 | 135280.00 | 135500.00 | 137360.00 | 138840.00 | 135130.00 | -40.00 | 210.00 | 230.00 | 150.00 |
| 2021-06-24 | 134130.00 | 134820.00 | 136190.00 | 133610.00 | 133800.00 | 134560.00 | 135770.00 | 133330.00 | 330.00 | 260.00 | 420.00 | 280.00 |
| 2021-06-23 | 132750.00 | 133700.00 | 134280.00 | 132080.00 | 132200.00 | 133190.00 | 133880.00 | 131720.00 | 550.00 | 510.00 | 400.00 | 360.00 |
| 2021-06-22 | 128900.00 | 132750.00 | 132780.00 | 127760.00 | 128500.00 | 132370.00 | 132450.00 | 127620.00 | 400.00 | 380.00 | 330.00 | 140.00 |
| 2021-06-21 | 127910.00 | 128900.00 | 129870.00 | 126840.00 | 127990.00 | 128700.00 | 129610.00 | 126770.00 | -80.00 | 200.00 | 260.00 | 70.00 |
| 2021-06-18 | 127380.00 | 128300.00 | 129360.00 | 126300.00 | 127220.00 | 128130.00 | 129200.00 | 126320.00 | 160.00 | 170.00 | 160.00 | -20.00 |
| 2021-06-17 | 128300.00 | 127720.00 | 129730.00 | 126530.00 | 128500.00 | 127660.00 | 129560.00 | 126500.00 | -200.00 | 60.00 | 170.00 | 30.00 |
| 2021-06-16 | 131790.00 | 128260.00 | 132970.00 | 127800.00 | 131470.00 | 128050.00 | 132680.00 | 127600.00 | 320.00 | 210.00 | 290.00 | 200.00 |
| 2021-06-15 | 135650.00 | 132500.00 | 136260.00 | 131370.00 | 134750.00 | 132090.00 | 135810.00 | 131000.00 | 900.00 | 410.00 | 450.00 | 370.00 |
| 2021-06-11 | 131300.00 | 135350.00 | 135360.00 | 131110.00 | 130960.00 | 134750.00 | 134820.00 | 130820.00 | 340.00 | 600.00 | 540.00 | 290.00 |
| 2021-06-10 | 132990.00 | 131110.00 | 133520.00 | 130540.00 | 132660.00 | 130800.00 | 133240.00 | 130290.00 | 330.00 | 310.00 | 280.00 | 250.00 |
| 2021-06-09 | 130000.00 | 132800.00 | 133390.00 | 129840.00 | 129920.00 | 132440.00 | 133230.00 | 129710.00 | 80.00 | 360.00 | 160.00 | 130.00 |
| 2021-06-08 | 129600.00 | 130080.00 | 131990.00 | 129210.00 | 129350.00 | 129920.00 | 131780.00 | 129110.00 | 250.00 | 160.00 | 210.00 | 100.00 |
| 2021-06-07 | 132120.00 | 129530.00 | 133280.00 | 129410.00 | 131900.00 | 129440.00 | 133060.00 | 129260.00 | 220.00 | 90.00 | 220.00 | 150.00 |
| 2021-06-04 | 131800.00 | 131350.00 | 132270.00 | 130140.00 | 131500.00 | 131090.00 | 132040.00 | 129940.00 | 300.00 | 260.00 | 230.00 | 200.00 |
| 2021-06-03 | 133410.00 | 133140.00 | 135800.00 | 132760.00 | 133130.00 | 132850.00 | 135500.00 | 132500.00 | 280.00 | 290.00 | 300.00 | 260.00 |
| 2021-06-02 | 133810.00 | 133590.00 | 134480.00 | 131720.00 | 134060.00 | 133350.00 | 134210.00 | 131560.00 | -250.00 | 240.00 | 270.00 | 160.00 |
| 2021-06-01 | 132390.00 | 134920.00 | 134990.00 | 131680.00 | 133010.00 | 134640.00 | 134690.00 | 131440.00 | -620.00 | 280.00 | 300.00 | 240.00 |
| 2021-05-31 | 131380.00 | 132890.00 | 133530.00 | 130830.00 | 130800.00 | 132610.00 | 133230.00 | 130800.00 | 580.00 | 280.00 | 300.00 | 30.00 |
| 2021-05-28 | 126880.00 | 132310.00 | 133180.00 | 126540.00 | 126780.00 | 132170.00 | 132910.00 | 126390.00 | 100.00 | 140.00 | 270.00 | 150.00 |
| 2021-05-27 | 125530.00 | 126420.00 | 127470.00 | 124800.00 | 125250.00 | 126220.00 | 127280.00 | 124720.00 | 280.00 | 200.00 | 190.00 | 80.00 |