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
2020-12-23 126300.00 124010.00 126620.00 121160.00 125940.00 123650.00 126330.00 120780.00 360.00 360.00 290.00 380.00
2020-12-22 131050.00 125430.00 131150.00 124690.00 131480.00 125740.00 131550.00 125100.00 -430.00 -310.00 -400.00 -410.00
2020-12-21 131240.00 132740.00 133280.00 129110.00 131480.00 133050.00 133570.00 129360.00 -240.00 -310.00 -290.00 -250.00
2020-12-18 131060.00 131530.00 132100.00 128900.00 131000.00 131800.00 132280.00 129130.00 60.00 -270.00 -180.00 -230.00
2020-12-17 129490.00 130450.00 130760.00 128650.00 129300.00 130540.00 130910.00 128820.00 190.00 -90.00 -150.00 -170.00
2020-12-16 131500.00 129370.00 134180.00 128260.00 131400.00 129360.00 133980.00 128360.00 100.00 10.00 200.00 -100.00
2020-12-15 132000.00 131480.00 132120.00 129780.00 131900.00 131380.00 131980.00 129730.00 100.00 100.00 140.00 50.00
2020-12-14 128700.00 130930.00 133190.00 127610.00 129000.00 130810.00 132850.00 127500.00 -300.00 120.00 340.00 110.00
2020-12-11 124370.00 129250.00 130880.00 124170.00 124350.00 129300.00 130880.00 124190.00 20.00 -50.00 0.00 -20.00
2020-12-10 121700.00 123580.00 124950.00 121700.00 121880.00 123620.00 125000.00 121880.00 -180.00 -40.00 -50.00 -180.00
2020-12-09 121490.00 121690.00 122470.00 120520.00 121820.00 121880.00 122630.00 120620.00 -330.00 -190.00 -160.00 -100.00
2020-12-08 120510.00 121490.00 122000.00 120100.00 120890.00 121820.00 122190.00 120340.00 -380.00 -330.00 -190.00 -240.00
2020-12-07 118000.00 120990.00 121100.00 117740.00 118200.00 121230.00 121380.00 118000.00 -200.00 -240.00 -280.00 -260.00
2020-12-04 118000.00 117750.00 118280.00 116410.00 118480.00 118010.00 118490.00 116700.00 -480.00 -260.00 -210.00 -290.00
2020-12-03 118850.00 117550.00 119130.00 117120.00 119000.00 117770.00 119300.00 117420.00 -150.00 -220.00 -170.00 -300.00
2020-12-02 119510.00 119730.00 120780.00 119260.00 119680.00 119930.00 120940.00 119410.00 -170.00 -200.00 -160.00 -150.00
2020-12-01 122360.00 119240.00 122730.00 118670.00 122480.00 119470.00 122850.00 118800.00 -120.00 -230.00 -120.00 -130.00
2020-11-30 122600.00 121960.00 123600.00 120400.00 122980.00 122080.00 123680.00 120520.00 -380.00 -120.00 -80.00 -120.00
2020-11-27 120100.00 122850.00 123160.00 119970.00 120040.00 122970.00 123210.00 120040.00 60.00 -120.00 -50.00 -70.00
2020-11-26 119230.00 120750.00 120800.00 118520.00 119490.00 120900.00 120930.00 118600.00 -260.00 -150.00 -130.00 -80.00
2020-11-25 120600.00 119660.00 121640.00 119540.00 120700.00 119780.00 121740.00 119690.00 -100.00 -120.00 -100.00 -150.00
2020-11-24 119090.00 121200.00 121430.00 118560.00 119530.00 121360.00 121590.00 118760.00 -440.00 -160.00 -160.00 -200.00
2020-11-23 117210.00 119780.00 120040.00 117200.00 117810.00 120050.00 120190.00 117430.00 -600.00 -270.00 -150.00 -230.00
2020-11-20 116380.00 116900.00 117960.00 116310.00 116700.00 117110.00 118170.00 116360.00 -320.00 -210.00 -210.00 -50.00
2020-11-19 116380.00 116470.00 117070.00 115150.00 116670.00 116630.00 117210.00 115330.00 -290.00 -160.00 -140.00 -180.00
2020-11-18 116450.00 116280.00 116920.00 115700.00 116480.00 116470.00 116980.00 115740.00 -30.00 -190.00 -60.00 -40.00
2020-11-17 120370.00 116100.00 120440.00 115950.00 120270.00 116120.00 120470.00 116040.00 100.00 -20.00 -30.00 -90.00
2020-11-16 118600.00 120240.00 120940.00 118510.00 118080.00 119650.00 120350.00 118040.00 520.00 590.00 590.00 470.00
2020-11-13 118950.00 118580.00 120140.00 118110.00 118400.00 118080.00 119560.00 117640.00 550.00 500.00 580.00 470.00
2020-11-12 118400.00 119010.00 120380.00 117500.00 118300.00 118600.00 119880.00 117130.00 100.00 410.00 500.00 370.00
2020-11-11 117750.00 118150.00 119390.00 117390.00 117780.00 117760.00 118970.00 117080.00 -30.00 390.00 420.00 310.00
2020-11-10 119330.00 117940.00 119600.00 117000.00 118480.00 117600.00 119270.00 116680.00 850.00 340.00 330.00 320.00
2020-11-09 116840.00 117930.00 118290.00 114020.00 116560.00 117670.00 117890.00 113730.00 280.00 260.00 400.00 290.00
2020-11-06 116860.00 115960.00 117800.00 115800.00 116490.00 115690.00 117480.00 115580.00 370.00 270.00 320.00 220.00
2020-11-05 117000.00 116380.00 117470.00 115500.00 116450.00 116210.00 117200.00 115330.00 550.00 170.00 270.00 170.00
2020-11-04 116870.00 116320.00 117650.00 114760.00 116280.00 116070.00 117370.00 114520.00 590.00 250.00 280.00 240.00
2020-11-03 115510.00 115850.00 116500.00 115320.00 115690.00 116240.00 116820.00 115600.00 -180.00 -390.00 -320.00 -280.00
2020-11-02 116660.00 115510.00 117640.00 115200.00 116900.00 115690.00 117730.00 115500.00 -240.00 -180.00 -90.00 -300.00
2020-10-30 119610.00 116980.00 120810.00 116300.00 119160.00 117070.00 120750.00 116520.00 450.00 -90.00 60.00 -220.00
2020-10-29 123000.00 121620.00 123160.00 120290.00 123000.00 121590.00 123000.00 120300.00 0.00 30.00 160.00 -10.00
2020-10-28 119400.00 125210.00 125670.00 118700.00 119430.00 124820.00 124920.00 118780.00 -30.00 390.00 750.00 -80.00
2020-10-27 117600.00 119390.00 119600.00 117460.00 117700.00 119350.00 119430.00 117510.00 -100.00 40.00 170.00 -50.00
2020-10-26 120200.00 117880.00 120800.00 117580.00 120090.00 117850.00 120640.00 117670.00 110.00 30.00 160.00 -90.00
2020-10-23 119840.00 119840.00 120330.00 119140.00 119550.00 119800.00 120200.00 119120.00 290.00 40.00 130.00 20.00
2020-10-22 121730.00 119860.00 121770.00 119290.00 121650.00 119880.00 121720.00 119300.00 80.00 -20.00 50.00 -10.00
2020-10-21 120570.00 121730.00 122190.00 120430.00 120800.00 121680.00 122100.00 120440.00 -230.00 50.00 90.00 -10.00
2020-10-20 120040.00 120200.00 120410.00 118920.00 120400.00 120220.00 120400.00 119000.00 -360.00 -20.00 10.00 -80.00
2020-10-19 119750.00 119430.00 120950.00 119230.00 119700.00 119130.00 120670.00 118830.00 50.00 300.00 280.00 400.00
2020-10-16 117900.00 119450.00 119680.00 117370.00 118200.00 119290.00 119390.00 117170.00 -300.00 160.00 290.00 200.00
2020-10-15 117650.00 117860.00 119100.00 117240.00 117130.00 117700.00 118850.00 117050.00 520.00 160.00 250.00 190.00
2020-10-14 117060.00 117030.00 117370.00 116100.00 117150.00 116790.00 117170.00 115900.00 -90.00 240.00 200.00 200.00
2020-10-13 117400.00 117100.00 117610.00 116260.00 117350.00 116910.00 117460.00 116130.00 50.00 190.00 150.00 130.00
2020-10-12 116200.00 117080.00 117670.00 115630.00 116330.00 116930.00 117410.00 115520.00 -130.00 150.00 260.00 110.00
2020-10-09 113490.00 115940.00 116180.00 113410.00 113800.00 115840.00 115990.00 113380.00 -310.00 100.00 190.00 30.00
2020-09-30 113720.00 111700.00 114670.00 111670.00 113690.00 111700.00 114570.00 111700.00 30.00 0.00 100.00 -30.00
2020-09-29 113840.00 113850.00 114100.00 112760.00 113680.00 113830.00 114090.00 112800.00 160.00 20.00 10.00 -40.00
2020-09-28 113200.00 113470.00 113810.00 111730.00 113250.00 113410.00 113780.00 111720.00 -50.00 60.00 30.00 10.00
2020-09-25 111500.00 113610.00 113730.00 111350.00 111040.00 113490.00 113600.00 111040.00 460.00 120.00 130.00 310.00
2020-09-24 112000.00 112000.00 113250.00 110900.00 112320.00 112140.00 113390.00 111080.00 -320.00 -140.00 -140.00 -180.00
2020-09-23 113690.00 112770.00 113890.00 111000.00 113700.00 112940.00 114080.00 111150.00 -10.00 -170.00 -190.00 -150.00
2020-09-22 114070.00 113200.00 114430.00 110420.00 114220.00 113400.00 114580.00 110620.00 -150.00 -200.00 -150.00 -200.00
2020-09-21 116350.00 114100.00 116430.00 113810.00 116150.00 114210.00 116520.00 113950.00 200.00 -110.00 -90.00 -140.00
2020-09-18 115560.00 116710.00 117500.00 115300.00 115520.00 116760.00 117530.00 115360.00 40.00 -50.00 -30.00 -60.00
2020-09-17 117600.00 115560.00 118150.00 115260.00 117600.00 115680.00 118150.00 115410.00 0.00 -120.00 0.00 -150.00
2020-09-16 118900.00 117540.00 118920.00 116840.00 118820.00 117590.00 118930.00 116990.00 80.00 -50.00 -10.00 -150.00
2020-09-15 118800.00 118790.00 119470.00 118440.00 118500.00 118820.00 119480.00 118480.00 300.00 -30.00 -10.00 -40.00
2020-09-14 116610.00 118820.00 119000.00 116220.00 116710.00 118850.00 118980.00 116260.00 -100.00 -30.00 20.00 -40.00
2020-09-11 116220.00 116150.00 116980.00 114730.00 116000.00 116160.00 116950.00 114800.00 220.00 -10.00 30.00 -70.00
2020-09-10 116490.00 115770.00 117120.00 115420.00 116500.00 115780.00 117090.00 115480.00 -10.00 -10.00 30.00 -60.00
2020-09-09 118350.00 115850.00 118490.00 115630.00 118430.00 115770.00 118440.00 115770.00 -80.00 80.00 50.00 -140.00
2020-09-08 119260.00 119610.00 120050.00 118600.00 119350.00 119380.00 119730.00 118300.00 -90.00 230.00 320.00 300.00
2020-09-07 119530.00 119080.00 120500.00 118680.00 119510.00 118910.00 120260.00 118400.00 20.00 170.00 240.00 280.00
2020-09-04 119100.00 119250.00 120250.00 117820.00 118940.00 118990.00 120000.00 117600.00 160.00 260.00 250.00 220.00
2020-09-03 122200.00 120010.00 123930.00 119650.00 122060.00 119820.00 123670.00 119440.00 140.00 190.00 260.00 210.00
2020-09-02 122900.00 122180.00 123050.00 121020.00 122660.00 121930.00 122760.00 120800.00 240.00 250.00 290.00 220.00
2020-09-01 121300.00 123080.00 123370.00 120290.00 120780.00 122800.00 123190.00 120030.00 520.00 280.00 180.00 260.00
2020-08-31 121010.00 121240.00 121550.00 120010.00 121100.00 120760.00 121200.00 119780.00 -90.00 480.00 350.00 230.00
2020-08-28 119480.00 120350.00 120400.00 118550.00 119200.00 120120.00 120120.00 118320.00 280.00 230.00 280.00 230.00
2020-08-27 119540.00 119430.00 120750.00 119000.00 119170.00 119250.00 120450.00 118800.00 370.00 180.00 300.00 200.00
2020-08-26 117580.00 119680.00 119940.00 116950.00 117650.00 119470.00 119680.00 116780.00 -70.00 210.00 260.00 170.00
2020-08-25 117450.00 117250.00 118090.00 116400.00 117540.00 117420.00 118210.00 116530.00 -90.00 -170.00 -120.00 -130.00
2020-08-24 114500.00 117160.00 117350.00 114500.00 115100.00 117310.00 117490.00 114850.00 -600.00 -150.00 -140.00 -350.00
2020-08-21 116850.00 115350.00 116920.00 114720.00 116700.00 115460.00 117070.00 114840.00 150.00 -110.00 -150.00 -120.00
2020-08-20 117000.00 115950.00 117300.00 114440.00 117100.00 116130.00 117470.00 114580.00 -100.00 -180.00 -170.00 -140.00
2020-08-19 116400.00 116210.00 117440.00 115570.00 116700.00 116340.00 117540.00 115590.00 -300.00 -130.00 -100.00 -20.00
2020-08-18 116100.00 116150.00 116870.00 115360.00 116340.00 116290.00 116900.00 115470.00 -240.00 -140.00 -30.00 -110.00
2020-08-17 114380.00 115950.00 116090.00 113860.00 114530.00 116080.00 116150.00 113950.00 -150.00 -130.00 -60.00 -90.00
2020-08-14 112400.00 114100.00 114800.00 111750.00 112550.00 114190.00 114960.00 111920.00 -150.00 -90.00 -160.00 -170.00
2020-08-13 112300.00 112560.00 113200.00 111820.00 112430.00 112710.00 113310.00 111970.00 -130.00 -150.00 -110.00 -150.00
2020-08-12 112470.00 112300.00 113550.00 110520.00 112810.00 112480.00 113690.00 110690.00 -340.00 -180.00 -140.00 -170.00
2020-08-11 113700.00 112130.00 114550.00 111880.00 113690.00 112330.00 114710.00 112050.00 10.00 -200.00 -160.00 -170.00
2020-08-10 115150.00 113180.00 115680.00 112060.00 115400.00 113320.00 115900.00 112280.00 -250.00 -140.00 -220.00 -220.00
2020-08-07 114830.00 115080.00 116500.00 113630.00 114800.00 115390.00 116650.00 113800.00 30.00 -310.00 -150.00 -170.00
2020-08-06 113000.00 114540.00 117220.00 112630.00 113400.00 114720.00 117450.00 112820.00 -400.00 -180.00 -230.00 -190.00
2020-08-05 110820.00 112990.00 113050.00 110370.00 110960.00 113090.00 113190.00 110510.00 -140.00 -100.00 -140.00 -140.00
2020-08-04 109560.00 110860.00 111580.00 109560.00 109710.00 111010.00 111590.00 109560.00 -150.00 -150.00 -10.00 0.00
2020-08-03 110450.00 109040.00 110700.00 108220.00 110570.00 109020.00 110580.00 108200.00 -120.00 20.00 120.00 20.00
2020-07-31 110500.00 110440.00 111320.00 108930.00 110360.00 110360.00 111200.00 108830.00 140.00 80.00 120.00 100.00
2020-07-30 109550.00 111340.00 111960.00 109380.00 109650.00 111220.00 111910.00 109290.00 -100.00 120.00 50.00 90.00
2020-07-29 108400.00 109500.00 110520.00 108300.00 108560.00 109550.00 110410.00 108250.00 -160.00 -50.00 110.00 50.00
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