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
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
导出Excel数据