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：
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。
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-28 | 110000.00 | 108740.00 | 112150.00 | 108400.00 | 110200.00 | 108680.00 | 112000.00 | 108310.00 | -200.00 | 60.00 | 150.00 | 90.00 |
| 2020-07-27 | 107620.00 | 110140.00 | 110810.00 | 107520.00 | 107550.00 | 110000.00 | 110620.00 | 107390.00 | 70.00 | 140.00 | 190.00 | 130.00 |
| 2020-07-24 | 106990.00 | 107620.00 | 109190.00 | 106250.00 | 106750.00 | 107400.00 | 109040.00 | 106140.00 | 240.00 | 220.00 | 150.00 | 110.00 |
| 2020-07-23 | 105900.00 | 106040.00 | 106120.00 | 104640.00 | 105860.00 | 105950.00 | 106070.00 | 104580.00 | 40.00 | 90.00 | 50.00 | 60.00 |
| 2020-07-22 | 106250.00 | 106640.00 | 108450.00 | 106250.00 | 105950.00 | 106480.00 | 108270.00 | 105950.00 | 300.00 | 160.00 | 180.00 | 300.00 |
| 2020-07-21 | 105690.00 | 105970.00 | 106720.00 | 105300.00 | 105510.00 | 105910.00 | 106610.00 | 105190.00 | 180.00 | 60.00 | 110.00 | 110.00 |
| 2020-07-20 | 106390.00 | 105610.00 | 106610.00 | 104320.00 | 106280.00 | 105510.00 | 106540.00 | 104250.00 | 110.00 | 100.00 | 70.00 | 70.00 |
| 2020-07-17 | 106530.00 | 106320.00 | 107350.00 | 106130.00 | 105720.00 | 105860.00 | 106770.00 | 105610.00 | 810.00 | 460.00 | 580.00 | 520.00 |
| 2020-07-16 | 108680.00 | 106170.00 | 108830.00 | 105200.00 | 108070.00 | 105670.00 | 108250.00 | 104760.00 | 610.00 | 500.00 | 580.00 | 440.00 |
| 2020-07-15 | 109000.00 | 108570.00 | 109470.00 | 107700.00 | 108550.00 | 107980.00 | 108880.00 | 107210.00 | 450.00 | 590.00 | 590.00 | 490.00 |
| 2020-07-14 | 108300.00 | 109050.00 | 110190.00 | 107650.00 | 107660.00 | 108520.00 | 109500.00 | 107080.00 | 640.00 | 530.00 | 690.00 | 570.00 |
| 2020-07-13 | 105800.00 | 108510.00 | 109250.00 | 105650.00 | 105120.00 | 107970.00 | 108640.00 | 105120.00 | 680.00 | 540.00 | 610.00 | 530.00 |
| 2020-07-10 | 107900.00 | 105450.00 | 108800.00 | 105060.00 | 106980.00 | 105000.00 | 108080.00 | 104610.00 | 920.00 | 450.00 | 720.00 | 450.00 |
| 2020-07-09 | 107500.00 | 107630.00 | 107830.00 | 106000.00 | 106960.00 | 106950.00 | 107200.00 | 105500.00 | 540.00 | 680.00 | 630.00 | 500.00 |
| 2020-07-08 | 107290.00 | 107530.00 | 108430.00 | 106710.00 | 106870.00 | 106950.00 | 107780.00 | 106200.00 | 420.00 | 580.00 | 650.00 | 510.00 |
| 2020-07-07 | 107430.00 | 107070.00 | 108100.00 | 106520.00 | 106910.00 | 106470.00 | 107470.00 | 105960.00 | 520.00 | 600.00 | 630.00 | 560.00 |
| 2020-07-06 | 106030.00 | 107110.00 | 107500.00 | 104560.00 | 105380.00 | 106440.00 | 106800.00 | 104050.00 | 650.00 | 670.00 | 700.00 | 510.00 |
| 2020-07-03 | 102670.00 | 105240.00 | 105460.00 | 102560.00 | 103250.00 | 105840.00 | 105970.00 | 102930.00 | -580.00 | -600.00 | -510.00 | -370.00 |
| 2020-07-02 | 101400.00 | 102750.00 | 102850.00 | 101060.00 | 101550.00 | 103190.00 | 103250.00 | 101500.00 | -150.00 | -440.00 | -400.00 | -440.00 |
| 2020-07-01 | 103190.00 | 101850.00 | 103190.00 | 101350.00 | 103360.00 | 102240.00 | 103470.00 | 101720.00 | -170.00 | -390.00 | -280.00 | -370.00 |
| 2020-06-30 | 101900.00 | 102780.00 | 103100.00 | 101900.00 | 102900.00 | 103180.00 | 103440.00 | 102360.00 | -1000.00 | -400.00 | -340.00 | -460.00 |
| 2020-06-29 | 101460.00 | 102580.00 | 102940.00 | 100530.00 | 102000.00 | 102910.00 | 103400.00 | 100930.00 | -540.00 | -330.00 | -460.00 | -400.00 |
| 2020-06-24 | 101710.00 | 101640.00 | 102110.00 | 101330.00 | 102260.00 | 102040.00 | 102480.00 | 101780.00 | -550.00 | -400.00 | -370.00 | -450.00 |
| 2020-06-23 | 102000.00 | 101550.00 | 102740.00 | 101240.00 | 102210.00 | 101900.00 | 103090.00 | 101670.00 | -210.00 | -350.00 | -350.00 | -430.00 |
| 2020-06-22 | 104190.00 | 101860.00 | 104250.00 | 101660.00 | 104500.00 | 102370.00 | 104500.00 | 102110.00 | -310.00 | -510.00 | -250.00 | -450.00 |
| 2020-06-19 | 102840.00 | 104200.00 | 104560.00 | 102560.00 | 103380.00 | 104470.00 | 104780.00 | 102880.00 | -540.00 | -270.00 | -220.00 | -320.00 |
| 2020-06-18 | 103400.00 | 103250.00 | 104130.00 | 102600.00 | 103650.00 | 103500.00 | 104380.00 | 102910.00 | -250.00 | -250.00 | -250.00 | -310.00 |
| 2020-06-17 | 103800.00 | 103480.00 | 103880.00 | 102510.00 | 104450.00 | 103760.00 | 104450.00 | 102820.00 | -650.00 | -280.00 | -570.00 | -310.00 |
| 2020-06-16 | 100590.00 | 103630.00 | 103640.00 | 100500.00 | 100770.00 | 103840.00 | 103860.00 | 100770.00 | -180.00 | -210.00 | -220.00 | -270.00 |
| 2020-06-15 | 101930.00 | 100290.00 | 102350.00 | 100220.00 | 102980.00 | 100680.00 | 102980.00 | 100630.00 | -1050.00 | -390.00 | -630.00 | -410.00 |
| 2020-06-12 | 101380.00 | 101740.00 | 102180.00 | 100700.00 | 101360.00 | 101930.00 | 102360.00 | 100920.00 | 20.00 | -190.00 | -180.00 | -220.00 |
| 2020-06-11 | 103860.00 | 101830.00 | 104410.00 | 101400.00 | 104200.00 | 102000.00 | 104690.00 | 101630.00 | -340.00 | -170.00 | -280.00 | -230.00 |
| 2020-06-10 | 104300.00 | 103180.00 | 104390.00 | 102550.00 | 104500.00 | 103430.00 | 104510.00 | 102810.00 | -200.00 | -250.00 | -120.00 | -260.00 |
| 2020-06-09 | 104200.00 | 104700.00 | 105490.00 | 104160.00 | 104500.00 | 104880.00 | 105630.00 | 104350.00 | -300.00 | -180.00 | -140.00 | -190.00 |
| 2020-06-08 | 104000.00 | 103770.00 | 104500.00 | 103230.00 | 104520.00 | 104010.00 | 104680.00 | 103470.00 | -520.00 | -240.00 | -180.00 | -240.00 |
| 2020-06-05 | 102470.00 | 103790.00 | 104070.00 | 102310.00 | 101550.00 | 103540.00 | 103780.00 | 101550.00 | 920.00 | 250.00 | 290.00 | 760.00 |
| 2020-06-04 | 103850.00 | 102190.00 | 103920.00 | 101770.00 | 103780.00 | 101900.00 | 103780.00 | 101530.00 | 70.00 | 290.00 | 140.00 | 240.00 |
| 2020-06-03 | 103690.00 | 103470.00 | 104540.00 | 102920.00 | 103440.00 | 103190.00 | 104230.00 | 102680.00 | 250.00 | 280.00 | 310.00 | 240.00 |
| 2020-06-02 | 102850.00 | 103210.00 | 103280.00 | 102090.00 | 102390.00 | 102910.00 | 102970.00 | 101830.00 | 460.00 | 300.00 | 310.00 | 260.00 |
| 2020-06-01 | 100120.00 | 103250.00 | 104020.00 | 99960.00 | 100020.00 | 102980.00 | 103700.00 | 99790.00 | 100.00 | 270.00 | 320.00 | 170.00 |
| 2020-05-29 | 100660.00 | 100080.00 | 101300.00 | 99850.00 | 100270.00 | 99920.00 | 101070.00 | 99690.00 | 390.00 | 160.00 | 230.00 | 160.00 |
| 2020-05-28 | 99800.00 | 100730.00 | 101100.00 | 99390.00 | 99780.00 | 100540.00 | 100880.00 | 99260.00 | 20.00 | 190.00 | 220.00 | 130.00 |
| 2020-05-27 | 101480.00 | 100000.00 | 101550.00 | 99700.00 | 101190.00 | 99840.00 | 101440.00 | 99590.00 | 290.00 | 160.00 | 110.00 | 110.00 |
| 2020-05-26 | 100650.00 | 100860.00 | 101800.00 | 100560.00 | 101030.00 | 101020.00 | 101900.00 | 100710.00 | -380.00 | -160.00 | -100.00 | -150.00 |
| 2020-05-25 | 100000.00 | 100650.00 | 101490.00 | 100000.00 | 100460.00 | 100770.00 | 101620.00 | 100250.00 | -460.00 | -120.00 | -130.00 | -250.00 |
| 2020-05-22 | 105800.00 | 99760.00 | 106160.00 | 96070.00 | 105810.00 | 99920.00 | 106190.00 | 96060.00 | -10.00 | -160.00 | -30.00 | 10.00 |
| 2020-05-21 | 102520.00 | 105110.00 | 105810.00 | 102290.00 | 102660.00 | 105180.00 | 105780.00 | 102360.00 | -140.00 | -70.00 | 30.00 | -70.00 |
| 2020-05-20 | 102600.00 | 102580.00 | 103120.00 | 102010.00 | 102500.00 | 102660.00 | 103110.00 | 102060.00 | 100.00 | -80.00 | 10.00 | -50.00 |
| 2020-05-19 | 100000.00 | 102080.00 | 102210.00 | 100000.00 | 99910.00 | 102150.00 | 102190.00 | 99910.00 | 90.00 | -70.00 | 20.00 | 90.00 |
| 2020-05-18 | 98810.00 | 99860.00 | 100360.00 | 98150.00 | 99000.00 | 99880.00 | 100360.00 | 98270.00 | -190.00 | -20.00 | 0.00 | -120.00 |
| 2020-05-15 | 100770.00 | 99400.00 | 100800.00 | 99060.00 | 100690.00 | 99440.00 | 100800.00 | 99150.00 | 80.00 | -40.00 | 0.00 | -90.00 |
| 2020-05-14 | 101420.00 | 101170.00 | 101570.00 | 100210.00 | 101010.00 | 101200.00 | 101580.00 | 100260.00 | 410.00 | -30.00 | -10.00 | -50.00 |
| 2020-05-13 | 101450.00 | 101140.00 | 101680.00 | 99720.00 | 101310.00 | 101190.00 | 101690.00 | 99750.00 | 140.00 | -50.00 | -10.00 | -30.00 |
| 2020-05-12 | 101410.00 | 101040.00 | 103050.00 | 100680.00 | 101450.00 | 101150.00 | 103020.00 | 100750.00 | -40.00 | -110.00 | 30.00 | -70.00 |
| 2020-05-11 | 101570.00 | 101610.00 | 103450.00 | 101300.00 | 101410.00 | 101670.00 | 103390.00 | 101400.00 | 160.00 | -60.00 | 60.00 | -100.00 |
| 2020-05-08 | 102280.00 | 101720.00 | 102750.00 | 100390.00 | 99650.00 | 101580.00 | 102500.00 | 99650.00 | 2630.00 | 140.00 | 250.00 | 740.00 |
| 2020-05-07 | 101100.00 | 101890.00 | 102780.00 | 100720.00 | 101370.00 | 101650.00 | 102550.00 | 100430.00 | -270.00 | 240.00 | 230.00 | 290.00 |
| 2020-05-06 | 98960.00 | 101350.00 | 101660.00 | 97800.00 | 99050.00 | 101190.00 | 101490.00 | 97800.00 | -90.00 | 160.00 | 170.00 | 0.00 |
| 2020-04-30 | 101000.00 | 99950.00 | 101310.00 | 99900.00 | 100550.00 | 99950.00 | 101200.00 | 99900.00 | 450.00 | 0.00 | 110.00 | 0.00 |
| 2020-04-29 | 100900.00 | 100010.00 | 101640.00 | 99850.00 | 101280.00 | 100150.00 | 101720.00 | 99980.00 | -380.00 | -140.00 | -80.00 | -130.00 |
| 2020-04-28 | 101110.00 | 100480.00 | 101440.00 | 99290.00 | 101000.00 | 100590.00 | 101560.00 | 99520.00 | 110.00 | -110.00 | -120.00 | -230.00 |
| 2020-04-27 | 101000.00 | 101520.00 | 103780.00 | 100440.00 | 102000.00 | 101580.00 | 103750.00 | 100600.00 | -1000.00 | -60.00 | 30.00 | -160.00 |
| 2020-04-24 | 99110.00 | 99780.00 | 101260.00 | 98760.00 | 99400.00 | 99860.00 | 101390.00 | 98860.00 | -290.00 | -80.00 | -130.00 | -100.00 |
| 2020-04-23 | 98300.00 | 99500.00 | 99670.00 | 98150.00 | 98250.00 | 99650.00 | 99850.00 | 98250.00 | 50.00 | -150.00 | -180.00 | -100.00 |
| 2020-04-22 | 100580.00 | 98050.00 | 100580.00 | 96560.00 | 100520.00 | 98130.00 | 100700.00 | 96720.00 | 60.00 | -80.00 | -120.00 | -160.00 |
| 2020-04-21 | 102030.00 | 100920.00 | 102500.00 | 100020.00 | 102200.00 | 101030.00 | 102580.00 | 100130.00 | -170.00 | -110.00 | -80.00 | -110.00 |
| 2020-04-20 | 98970.00 | 102030.00 | 102300.00 | 97990.00 | 99050.00 | 102100.00 | 102380.00 | 98100.00 | -80.00 | -70.00 | -80.00 | -110.00 |
| 2020-04-17 | 96550.00 | 98970.00 | 99140.00 | 96500.00 | 96900.00 | 99060.00 | 99120.00 | 96670.00 | -350.00 | -90.00 | 20.00 | -170.00 |
| 2020-04-16 | 97100.00 | 95760.00 | 97180.00 | 95700.00 | 96900.00 | 95910.00 | 97280.00 | 95840.00 | 200.00 | -150.00 | -100.00 | -140.00 |
| 2020-04-15 | 97180.00 | 97240.00 | 98700.00 | 96630.00 | 97240.00 | 97320.00 | 98680.00 | 96720.00 | -60.00 | -80.00 | 20.00 | -90.00 |
| 2020-04-14 | 96600.00 | 97160.00 | 97420.00 | 96060.00 | 96510.00 | 97110.00 | 97370.00 | 96000.00 | 90.00 | 50.00 | 50.00 | 60.00 |
| 2020-04-13 | 97100.00 | 96430.00 | 97570.00 | 96020.00 | 97260.00 | 96310.00 | 97470.00 | 96000.00 | -160.00 | 120.00 | 100.00 | 20.00 |
| 2020-04-10 | 95400.00 | 97310.00 | 97840.00 | 95220.00 | 95260.00 | 97270.00 | 97620.00 | 95110.00 | 140.00 | 40.00 | 220.00 | 110.00 |
| 2020-04-09 | 95600.00 | 94970.00 | 95860.00 | 94650.00 | 95410.00 | 94900.00 | 95680.00 | 94570.00 | 190.00 | 70.00 | 180.00 | 80.00 |
| 2020-04-08 | 92960.00 | 95310.00 | 95410.00 | 92440.00 | 92400.00 | 95040.00 | 95200.00 | 92300.00 | 560.00 | 270.00 | 210.00 | 140.00 |
| 2020-04-07 | 93800.00 | 93330.00 | 94420.00 | 92850.00 | 93330.00 | 93160.00 | 94090.00 | 92750.00 | 470.00 | 170.00 | 330.00 | 100.00 |
| 2020-04-03 | 92900.00 | 92640.00 | 93260.00 | 91950.00 | 93120.00 | 92570.00 | 93270.00 | 91970.00 | -220.00 | 70.00 | -10.00 | -20.00 |
| 2020-04-02 | 92350.00 | 92900.00 | 93250.00 | 89550.00 | 92490.00 | 92820.00 | 93130.00 | 89530.00 | -140.00 | 80.00 | 120.00 | 20.00 |
| 2020-04-01 | 92600.00 | 92680.00 | 93290.00 | 92220.00 | 92470.00 | 92600.00 | 93200.00 | 92240.00 | 130.00 | 80.00 | 90.00 | -20.00 |
| 2020-03-31 | 93650.00 | 91830.00 | 93980.00 | 91800.00 | 93260.00 | 91830.00 | 93940.00 | 91800.00 | 390.00 | 0.00 | 40.00 | 0.00 |
| 2020-03-30 | 92980.00 | 93210.00 | 94100.00 | 91520.00 | 92890.00 | 93240.00 | 94120.00 | 91650.00 | 90.00 | -30.00 | -20.00 | -130.00 |
| 2020-03-27 | 92200.00 | 93440.00 | 93460.00 | 91840.00 | 92110.00 | 93470.00 | 93500.00 | 92000.00 | 90.00 | -30.00 | -40.00 | -160.00 |
| 2020-03-26 | 92500.00 | 91580.00 | 93340.00 | 91550.00 | 92820.00 | 91790.00 | 93430.00 | 91710.00 | -320.00 | -210.00 | -90.00 | -160.00 |
| 2020-03-25 | 93500.00 | 91890.00 | 93920.00 | 91190.00 | 93600.00 | 92100.00 | 93980.00 | 91400.00 | -100.00 | -210.00 | -60.00 | -210.00 |
| 2020-03-24 | 92590.00 | 91690.00 | 93800.00 | 91030.00 | 91550.00 | 91670.00 | 93980.00 | 91260.00 | 1040.00 | 20.00 | -180.00 | -230.00 |
| 2020-03-23 | 93000.00 | 91920.00 | 94360.00 | 91230.00 | 94300.00 | 92190.00 | 94670.00 | 91480.00 | -1300.00 | -270.00 | -310.00 | -250.00 |
| 2020-03-20 | 95010.00 | 95850.00 | 96660.00 | 94420.00 | 94630.00 | 96240.00 | 96860.00 | 94630.00 | 380.00 | -390.00 | -200.00 | -210.00 |
| 2020-03-19 | 95050.00 | 95250.00 | 95790.00 | 90600.00 | 95370.00 | 95400.00 | 96080.00 | 90960.00 | -320.00 | -150.00 | -290.00 | -360.00 |
| 2020-03-18 | 98290.00 | 95050.00 | 99800.00 | 94950.00 | 98320.00 | 95370.00 | 99920.00 | 95240.00 | -30.00 | -320.00 | -120.00 | -290.00 |
| 2020-03-17 | 99450.00 | 99550.00 | 100250.00 | 99040.00 | 98800.00 | 99690.00 | 100420.00 | 98800.00 | 650.00 | -140.00 | -170.00 | 240.00 |
| 2020-03-16 | 100000.00 | 99400.00 | 101510.00 | 98820.00 | 99620.00 | 99100.00 | 101330.00 | 98650.00 | 380.00 | 300.00 | 180.00 | 170.00 |
| 2020-03-13 | 97200.00 | 99300.00 | 100350.00 | 96200.00 | 99150.00 | 99180.00 | 100050.00 | 96040.00 | -1950.00 | 120.00 | 300.00 | 160.00 |
| 2020-03-12 | 101000.00 | 100560.00 | 101300.00 | 99860.00 | 100870.00 | 100400.00 | 101050.00 | 99700.00 | 130.00 | 160.00 | 250.00 | 160.00 |
| 2020-03-11 | 103340.00 | 102350.00 | 104420.00 | 102160.00 | 103010.00 | 102130.00 | 104180.00 | 101950.00 | 330.00 | 220.00 | 240.00 | 210.00 |
| 2020-03-10 | 100680.00 | 104210.00 | 104600.00 | 100620.00 | 100970.00 | 103950.00 | 104360.00 | 100470.00 | -290.00 | 260.00 | 240.00 | 150.00 |
| 2020-03-09 | 102170.00 | 99610.00 | 102220.00 | 99320.00 | 101950.00 | 99190.00 | 101950.00 | 98940.00 | 220.00 | 420.00 | 270.00 | 380.00 |
| 2020-03-06 | 103700.00 | 103020.00 | 103800.00 | 102920.00 | 103320.00 | 102570.00 | 103370.00 | 102390.00 | 380.00 | 450.00 | 430.00 | 530.00 |
| 2020-03-05 | 102700.00 | 103400.00 | 104160.00 | 102250.00 | 102250.00 | 102870.00 | 103580.00 | 101720.00 | 450.00 | 530.00 | 580.00 | 530.00 |
| 2020-03-04 | 102920.00 | 102810.00 | 103260.00 | 102350.00 | 102250.00 | 102250.00 | 102830.00 | 101800.00 | 670.00 | 560.00 | 430.00 | 550.00 |
| 2020-03-03 | 102500.00 | 102350.00 | 104370.00 | 102010.00 | 103310.00 | 102870.00 | 104440.00 | 102540.00 | -810.00 | -520.00 | -70.00 | -530.00 |