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
2021-05-26 125220.00 125420.00 126980.00 124540.00 125090.00 125300.00 126860.00 124270.00 130.00 120.00 120.00 270.00
2021-05-25 123880.00 125220.00 126510.00 123810.00 123900.00 125240.00 126460.00 123300.00 -20.00 -20.00 50.00 510.00
2021-05-24 125930.00 123970.00 126330.00 122570.00 125970.00 123880.00 126090.00 122620.00 -40.00 90.00 240.00 -50.00
2021-05-21 127770.00 124270.00 128300.00 124210.00 127990.00 124220.00 128250.00 124160.00 -220.00 50.00 50.00 50.00
2021-05-20 131800.00 128290.00 131800.00 127100.00 131640.00 128210.00 131640.00 127050.00 160.00 80.00 160.00 50.00
2021-05-19 134380.00 132810.00 134380.00 132180.00 134150.00 132600.00 134270.00 132100.00 230.00 210.00 110.00 80.00
2021-05-18 130800.00 134450.00 134840.00 130330.00 130760.00 134150.00 134460.00 130260.00 40.00 300.00 380.00 70.00
2021-05-17 128770.00 130790.00 131980.00 128540.00 128770.00 130620.00 131740.00 128390.00 0.00 170.00 240.00 150.00
2021-05-14 127600.00 128770.00 129340.00 126130.00 127940.00 128600.00 129200.00 126090.00 -340.00 170.00 140.00 40.00
2021-05-13 131550.00 128780.00 132350.00 127820.00 131380.00 128690.00 132150.00 127830.00 170.00 90.00 200.00 -10.00
2021-05-12 132200.00 132890.00 134000.00 131260.00 131890.00 132840.00 133800.00 131260.00 310.00 50.00 200.00 0.00
2021-05-11 133240.00 131690.00 133660.00 129570.00 133360.00 131680.00 133480.00 129480.00 -120.00 10.00 180.00 90.00
2021-05-10 133980.00 133150.00 135570.00 132130.00 133800.00 132900.00 135350.00 132000.00 180.00 250.00 220.00 130.00
2021-05-07 133260.00 133670.00 134360.00 131940.00 133220.00 133370.00 133960.00 131740.00 40.00 300.00 400.00 200.00
2021-05-06 133000.00 132220.00 134240.00 130040.00 132720.00 131900.00 133750.00 129780.00 280.00 320.00 490.00 260.00
2021-04-30 130300.00 131410.00 131800.00 128080.00 130200.00 131080.00 131100.00 127760.00 100.00 330.00 700.00 320.00
2021-04-29 128610.00 129920.00 131280.00 127920.00 128490.00 129600.00 130690.00 127710.00 120.00 320.00 590.00 210.00
2021-04-28 126300.00 127330.00 127470.00 125120.00 126000.00 127090.00 127220.00 125070.00 300.00 240.00 250.00 50.00
2021-04-27 123310.00 126560.00 127200.00 123310.00 123200.00 126240.00 126800.00 123180.00 110.00 320.00 400.00 130.00
2021-04-26 120700.00 123150.00 123370.00 120330.00 120790.00 123100.00 123190.00 120430.00 -90.00 50.00 180.00 -100.00
2021-04-23 119790.00 120240.00 121050.00 118750.00 119790.00 120320.00 121050.00 118870.00 0.00 -80.00 0.00 -120.00
2021-04-22 120580.00 119780.00 121650.00 119060.00 120700.00 119810.00 121710.00 119220.00 -120.00 -30.00 -60.00 -160.00
2021-04-21 120910.00 120850.00 121650.00 119280.00 121050.00 120950.00 121700.00 119470.00 -140.00 -100.00 -50.00 -190.00
2021-04-20 121250.00 120960.00 122100.00 120300.00 121330.00 121040.00 122140.00 120400.00 -80.00 -80.00 -40.00 -100.00
2021-04-19 123770.00 121390.00 123970.00 120310.00 123850.00 121490.00 123950.00 120420.00 -80.00 -100.00 20.00 -110.00
2021-04-16 121230.00 123490.00 124090.00 121130.00 121190.00 123460.00 124000.00 121170.00 40.00 30.00 90.00 -40.00
2021-04-15 122200.00 121350.00 123060.00 120660.00 122400.00 121420.00 123030.00 120820.00 -200.00 -70.00 30.00 -160.00
2021-04-14 122310.00 121520.00 122470.00 120840.00 122400.00 121530.00 122490.00 120920.00 -90.00 -10.00 -20.00 -80.00
2021-04-13 122350.00 121720.00 122840.00 121090.00 122510.00 121790.00 122890.00 121190.00 -160.00 -70.00 -50.00 -100.00
2021-04-12 126430.00 122260.00 126780.00 121920.00 125910.00 122330.00 126690.00 122000.00 520.00 -70.00 90.00 -80.00
2021-04-09 127090.00 126170.00 127750.00 125740.00 127040.00 126100.00 127620.00 125680.00 50.00 70.00 130.00 60.00
2021-04-08 125750.00 126690.00 127040.00 124010.00 125850.00 126510.00 126900.00 124000.00 -100.00 180.00 140.00 10.00
2021-04-07 125500.00 126000.00 126580.00 125050.00 125760.00 125940.00 126480.00 124990.00 -260.00 60.00 100.00 60.00
2021-04-06 123460.00 125080.00 126460.00 123410.00 123670.00 125060.00 126300.00 123400.00 -210.00 20.00 160.00 10.00
2021-04-02 121300.00 123470.00 123950.00 121300.00 121310.00 123230.00 123830.00 121310.00 -10.00 240.00 120.00 -10.00
2021-04-01 121450.00 121010.00 121760.00 120510.00 121630.00 121090.00 121750.00 120540.00 -180.00 -80.00 10.00 -30.00
2021-03-31 123750.00 120650.00 123890.00 119920.00 123480.00 120450.00 123670.00 119800.00 270.00 200.00 220.00 120.00
2021-03-30 123300.00 123500.00 124360.00 122250.00 123230.00 123330.00 124150.00 122080.00 70.00 170.00 210.00 170.00
2021-03-29 123050.00 123750.00 124200.00 122540.00 122990.00 123500.00 123980.00 122340.00 60.00 250.00 220.00 200.00
2021-03-26 119700.00 123190.00 123730.00 119660.00 119570.00 123070.00 123520.00 119570.00 130.00 120.00 210.00 90.00
2021-03-25 121190.00 119900.00 121860.00 119530.00 121000.00 119770.00 121710.00 119400.00 190.00 130.00 150.00 130.00
2021-03-24 124260.00 120820.00 124470.00 120000.00 123930.00 120700.00 124270.00 120090.00 330.00 120.00 200.00 -90.00
2021-03-23 123480.00 124720.00 124760.00 122020.00 123160.00 124550.00 124620.00 121800.00 320.00 170.00 140.00 220.00
2021-03-22 121000.00 122730.00 123370.00 120900.00 120950.00 122530.00 123160.00 120800.00 50.00 200.00 210.00 100.00
2021-03-19 120290.00 120610.00 121260.00 118000.00 120140.00 120480.00 121100.00 118170.00 150.00 130.00 160.00 -170.00
2021-03-18 120410.00 120520.00 122190.00 119500.00 120390.00 120370.00 122000.00 119330.00 20.00 150.00 190.00 170.00
2021-03-17 121100.00 120170.00 121940.00 119740.00 120810.00 120000.00 121770.00 119550.00 290.00 170.00 170.00 190.00
2021-03-16 121830.00 120450.00 122600.00 120150.00 121780.00 120380.00 122360.00 119900.00 50.00 70.00 240.00 250.00
2021-03-15 121300.00 121990.00 122190.00 118750.00 121210.00 121690.00 121950.00 118630.00 90.00 300.00 240.00 120.00
2021-03-12 123070.00 120950.00 123440.00 120390.00 122800.00 120710.00 123300.00 120260.00 270.00 240.00 140.00 130.00
2021-03-11 120550.00 122540.00 123380.00 120350.00 120820.00 122350.00 123200.00 120250.00 -270.00 190.00 180.00 100.00
2021-03-10 119600.00 119770.00 121640.00 118860.00 118900.00 119610.00 121480.00 118750.00 700.00 160.00 160.00 110.00
2021-03-09 121410.00 118600.00 123680.00 118000.00 121450.00 119240.00 123860.00 118690.00 -40.00 -640.00 -180.00 -690.00
2021-03-08 122480.00 121800.00 125100.00 120920.00 122700.00 122070.00 125300.00 121190.00 -220.00 -270.00 -200.00 -270.00
2021-03-05 123490.00 121400.00 123900.00 120170.00 124770.00 121750.00 124770.00 120190.00 -1280.00 -350.00 -870.00 -20.00
2021-03-04 134020.00 130490.00 134020.00 130490.00 133000.00 130510.00 134050.00 130510.00 1020.00 -20.00 -30.00 -20.00
2021-03-03 138600.00 138230.00 139900.00 137130.00 138770.00 138300.00 139860.00 137230.00 -170.00 -70.00 40.00 -100.00
2021-03-02 138640.00 138080.00 139470.00 136010.00 138470.00 138200.00 139600.00 136080.00 170.00 -120.00 -130.00 -70.00
2021-03-01 139220.00 138640.00 141790.00 138000.00 138810.00 138760.00 141690.00 138200.00 410.00 -120.00 100.00 -200.00
2021-02-26 145080.00 140490.00 145510.00 139310.00 145200.00 140490.00 145600.00 139650.00 -120.00 0.00 -90.00 -340.00
2021-02-25 143660.00 144990.00 147670.00 142210.00 143350.00 145080.00 147560.00 142350.00 310.00 -90.00 110.00 -140.00
2021-02-24 143160.00 142340.00 144080.00 141260.00 143500.00 142420.00 144030.00 141400.00 -340.00 -80.00 50.00 -140.00
2021-02-23 146000.00 144970.00 147470.00 143230.00 145990.00 144930.00 147370.00 143460.00 10.00 40.00 100.00 -230.00
2021-02-22 144300.00 146230.00 149350.00 143440.00 144530.00 146270.00 149260.00 143320.00 -230.00 -40.00 90.00 120.00
2021-02-19 139890.00 144050.00 144990.00 139740.00 139200.00 143880.00 144700.00 139200.00 690.00 170.00 290.00 540.00
2021-02-18 137290.00 138590.00 139790.00 137280.00 138150.00 138350.00 139580.00 137000.00 -860.00 240.00 210.00 280.00
2021-02-10 135550.00 136220.00 136470.00 133850.00 135140.00 135810.00 136110.00 133670.00 410.00 410.00 360.00 180.00
2021-02-09 133520.00 135250.00 135770.00 133310.00 133010.00 134970.00 135470.00 133010.00 510.00 280.00 300.00 300.00
2021-02-08 133380.00 133550.00 134460.00 132760.00 133140.00 133350.00 134240.00 132610.00 240.00 200.00 220.00 150.00
2021-02-05 130340.00 132850.00 133280.00 129920.00 130000.00 132730.00 133100.00 129760.00 340.00 120.00 180.00 160.00
2021-02-04 130000.00 130500.00 130850.00 129160.00 129650.00 130310.00 130660.00 129000.00 350.00 190.00 190.00 160.00
2021-02-03 131140.00 129630.00 131740.00 128840.00 130970.00 129460.00 131570.00 128700.00 170.00 170.00 170.00 140.00
2021-02-02 132750.00 131010.00 132770.00 130730.00 132260.00 130880.00 132740.00 130570.00 490.00 130.00 30.00 160.00
2021-02-01 131200.00 132740.00 133300.00 131030.00 130760.00 132500.00 133070.00 130760.00 440.00 240.00 230.00 270.00
2021-01-29 131050.00 130570.00 133070.00 130230.00 131090.00 130400.00 132990.00 130150.00 -40.00 170.00 80.00 80.00
2021-01-28 132980.00 131270.00 132980.00 130710.00 132300.00 131280.00 132580.00 130600.00 680.00 -10.00 400.00 110.00
2021-01-27 134770.00 133710.00 134950.00 133230.00 134500.00 133690.00 134940.00 133120.00 270.00 20.00 10.00 110.00
2021-01-26 135690.00 134000.00 136260.00 133900.00 135240.00 133820.00 135990.00 133700.00 450.00 180.00 270.00 200.00
2021-01-25 132540.00 135930.00 137280.00 132080.00 132700.00 135740.00 136900.00 131910.00 -160.00 190.00 380.00 170.00
2021-01-22 135810.00 133380.00 136370.00 132800.00 135840.00 133110.00 136150.00 132700.00 -30.00 270.00 220.00 100.00
2021-01-21 133690.00 135690.00 136880.00 133000.00 133700.00 135500.00 136520.00 133010.00 -10.00 190.00 360.00 -10.00
2021-01-20 133700.00 134020.00 136700.00 133200.00 133730.00 133880.00 136400.00 133230.00 -30.00 140.00 300.00 -30.00
2021-01-19 134550.00 133460.00 134750.00 132660.00 134300.00 133390.00 134650.00 132670.00 250.00 70.00 100.00 -10.00
2021-01-18 132660.00 134930.00 135180.00 131700.00 132700.00 134850.00 135050.00 131610.00 -40.00 80.00 130.00 90.00
2021-01-15 132660.00 132390.00 136500.00 132000.00 132300.00 132280.00 136130.00 131900.00 360.00 110.00 370.00 100.00
2021-01-14 130800.00 132150.00 132260.00 129000.00 130600.00 131810.00 131880.00 128700.00 200.00 340.00 380.00 300.00
2021-01-13 130040.00 131180.00 131650.00 129290.00 129920.00 130860.00 131530.00 129260.00 120.00 320.00 120.00 30.00
2021-01-12 127060.00 129920.00 130240.00 125700.00 127250.00 129940.00 130180.00 125780.00 -190.00 -20.00 60.00 -80.00
2021-01-11 132400.00 127490.00 132870.00 126800.00 132330.00 127490.00 132900.00 126860.00 70.00 0.00 -30.00 -60.00
2021-01-08 132350.00 132490.00 134490.00 130930.00 132470.00 132580.00 134480.00 131010.00 -120.00 -90.00 10.00 -80.00
2021-01-07 130230.00 133270.00 133950.00 129160.00 130310.00 133470.00 133900.00 129280.00 -80.00 -200.00 50.00 -120.00
2021-01-06 129480.00 129470.00 130740.00 128220.00 129440.00 129580.00 130770.00 128350.00 40.00 -110.00 -30.00 -130.00
2021-01-05 128260.00 129580.00 130250.00 128020.00 128010.00 129280.00 129920.00 127680.00 250.00 300.00 330.00 340.00
2021-01-04 123500.00 128210.00 128950.00 123260.00 122110.00 127980.00 128620.00 122110.00 1390.00 230.00 330.00 1150.00
2020-12-31 124800.00 123580.00 125250.00 123500.00 124240.00 123430.00 124970.00 123310.00 560.00 150.00 280.00 190.00
2020-12-30 126490.00 125250.00 127260.00 124530.00 126050.00 125030.00 126950.00 124260.00 440.00 220.00 310.00 270.00
2020-12-29 128090.00 126790.00 129470.00 126300.00 127590.00 126540.00 129200.00 126020.00 500.00 250.00 270.00 280.00
2020-12-28 127710.00 127800.00 128850.00 126280.00 126900.00 127510.00 128500.00 126000.00 810.00 290.00 350.00 280.00
2020-12-25 125320.00 127520.00 128150.00 125300.00 125010.00 127200.00 127850.00 125000.00 310.00 320.00 300.00 300.00
2020-12-24 124010.00 125140.00 125850.00 124000.00 123640.00 124840.00 125550.00 123610.00 370.00 300.00 300.00 390.00
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