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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |