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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-26 | 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 |