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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-02 | 98660.00 | 102000.00 | 102200.00 | 98500.00 | 99220.00 | 102480.00 | 102630.00 | 99150.00 | -560.00 | -480.00 | -430.00 | -650.00 |
| 2020-02-28 | 100400.00 | 98250.00 | 100500.00 | 98200.00 | 100950.00 | 99010.00 | 100960.00 | 98940.00 | -550.00 | -760.00 | -460.00 | -740.00 |
| 2020-02-27 | 101050.00 | 100780.00 | 101600.00 | 100380.00 | 101000.00 | 101110.00 | 101910.00 | 100910.00 | 50.00 | -330.00 | -310.00 | -530.00 |
| 2020-02-26 | 102050.00 | 100680.00 | 102580.00 | 100670.00 | 102370.00 | 101020.00 | 102850.00 | 101020.00 | -320.00 | -340.00 | -270.00 | -350.00 |
| 2020-02-25 | 102040.00 | 102670.00 | 102930.00 | 101330.00 | 102350.00 | 102970.00 | 103140.00 | 101760.00 | -310.00 | -300.00 | -210.00 | -430.00 |
| 2020-02-24 | 102000.00 | 102720.00 | 102970.00 | 101020.00 | 102640.00 | 103020.00 | 103250.00 | 101500.00 | -640.00 | -300.00 | -280.00 | -480.00 |
| 2020-02-21 | 103680.00 | 102350.00 | 103930.00 | 102330.00 | 103800.00 | 102700.00 | 104120.00 | 102680.00 | -120.00 | -350.00 | -190.00 | -350.00 |
| 2020-02-20 | 104000.00 | 104080.00 | 104550.00 | 103330.00 | 104130.00 | 104170.00 | 104650.00 | 103610.00 | -130.00 | -90.00 | -100.00 | -280.00 |
| 2020-02-19 | 104430.00 | 103810.00 | 104920.00 | 103650.00 | 104700.00 | 104070.00 | 104990.00 | 103960.00 | -270.00 | -260.00 | -70.00 | -310.00 |
| 2020-02-18 | 105200.00 | 105090.00 | 105590.00 | 103420.00 | 105450.00 | 105140.00 | 105690.00 | 103900.00 | -250.00 | -50.00 | -100.00 | -480.00 |
| 2020-02-17 | 104770.00 | 105210.00 | 105620.00 | 104300.00 | 104410.00 | 105320.00 | 105680.00 | 104410.00 | 360.00 | -110.00 | -60.00 | -110.00 |
| 2020-02-14 | 106120.00 | 104650.00 | 107050.00 | 104570.00 | 105900.00 | 104810.00 | 107000.00 | 104700.00 | 220.00 | -160.00 | 50.00 | -130.00 |
| 2020-02-13 | 105400.00 | 105630.00 | 106300.00 | 104790.00 | 105100.00 | 105680.00 | 106270.00 | 104820.00 | 300.00 | -50.00 | 30.00 | -30.00 |
| 2020-02-12 | 105950.00 | 105130.00 | 106460.00 | 103660.00 | 106000.00 | 105110.00 | 106470.00 | 103750.00 | -50.00 | 20.00 | -10.00 | -90.00 |
| 2020-02-11 | 104310.00 | 106190.00 | 106680.00 | 104300.00 | 104150.00 | 105950.00 | 106380.00 | 104100.00 | 160.00 | 240.00 | 300.00 | 200.00 |
| 2020-02-10 | 103500.00 | 104450.00 | 105220.00 | 103470.00 | 103990.00 | 104280.00 | 105030.00 | 103280.00 | -490.00 | 170.00 | 190.00 | 190.00 |
| 2020-02-07 | 104760.00 | 105260.00 | 105730.00 | 104180.00 | 105250.00 | 105070.00 | 105500.00 | 104050.00 | -490.00 | 190.00 | 230.00 | 130.00 |
| 2020-02-06 | 105400.00 | 105070.00 | 106200.00 | 104760.00 | 105390.00 | 104960.00 | 105990.00 | 104600.00 | 10.00 | 110.00 | 210.00 | 160.00 |
| 2020-02-05 | 103810.00 | 105130.00 | 106000.00 | 103810.00 | 104290.00 | 104880.00 | 105800.00 | 103700.00 | -480.00 | 250.00 | 200.00 | 110.00 |
| 2020-02-04 | 102020.00 | 104420.00 | 104780.00 | 101710.00 | 102470.00 | 104390.00 | 104680.00 | 101770.00 | -450.00 | 30.00 | 100.00 | -60.00 |
| 2020-02-03 | 101030.00 | 102080.00 | 102580.00 | 100710.00 | 101000.00 | 102190.00 | 102450.00 | 100670.00 | 30.00 | -110.00 | 130.00 | 40.00 |
| 2020-01-23 | 108110.00 | 105850.00 | 108330.00 | 105610.00 | 108300.00 | 105690.00 | 108330.00 | 105510.00 | -190.00 | 160.00 | 0.00 | 100.00 |
| 2020-01-22 | 108090.00 | 108380.00 | 109170.00 | 106310.00 | 107630.00 | 108340.00 | 109080.00 | 106160.00 | 460.00 | 40.00 | 90.00 | 150.00 |
| 2020-01-21 | 108310.00 | 107480.00 | 110300.00 | 107000.00 | 108420.00 | 107410.00 | 110110.00 | 107010.00 | -110.00 | 70.00 | 190.00 | -10.00 |
| 2020-01-20 | 108500.00 | 108100.00 | 108800.00 | 107710.00 | 108390.00 | 108090.00 | 108880.00 | 107800.00 | 110.00 | 10.00 | -80.00 | -90.00 |
| 2020-01-17 | 111880.00 | 108440.00 | 111890.00 | 107730.00 | 111760.00 | 108620.00 | 111860.00 | 107860.00 | 120.00 | -180.00 | 30.00 | -130.00 |
| 2020-01-16 | 110000.00 | 111210.00 | 112180.00 | 109750.00 | 109810.00 | 111220.00 | 111970.00 | 109620.00 | 190.00 | -10.00 | 210.00 | 130.00 |
| 2020-01-15 | 108620.00 | 109140.00 | 109930.00 | 108510.00 | 108550.00 | 109020.00 | 109800.00 | 108500.00 | 70.00 | 120.00 | 130.00 | 10.00 |
| 2020-01-14 | 113100.00 | 108900.00 | 113260.00 | 108870.00 | 113090.00 | 108920.00 | 113090.00 | 108890.00 | 10.00 | -20.00 | 170.00 | -20.00 |
| 2020-01-13 | 111930.00 | 113210.00 | 113390.00 | 111410.00 | 111990.00 | 112990.00 | 113150.00 | 111330.00 | -60.00 | 220.00 | 240.00 | 80.00 |
| 2020-01-10 | 111780.00 | 111930.00 | 112290.00 | 111090.00 | 110910.00 | 111790.00 | 112150.00 | 110910.00 | 870.00 | 140.00 | 140.00 | 180.00 |
| 2020-01-09 | 109000.00 | 111540.00 | 111890.00 | 108850.00 | 108930.00 | 111450.00 | 111770.00 | 108900.00 | 70.00 | 90.00 | 120.00 | -50.00 |
| 2020-01-08 | 109060.00 | 109230.00 | 109750.00 | 107810.00 | 109000.00 | 108820.00 | 109390.00 | 107410.00 | 60.00 | 410.00 | 360.00 | 400.00 |
| 2020-01-07 | 108070.00 | 109390.00 | 109480.00 | 107010.00 | 107770.00 | 108990.00 | 109000.00 | 106800.00 | 300.00 | 400.00 | 480.00 | 210.00 |
| 2020-01-06 | 108060.00 | 108190.00 | 108650.00 | 106810.00 | 107700.00 | 107780.00 | 108280.00 | 106420.00 | 360.00 | 410.00 | 370.00 | 390.00 |
| 2020-01-03 | 111650.00 | 107800.00 | 111900.00 | 107680.00 | 110570.00 | 107430.00 | 111480.00 | 107300.00 | 1080.00 | 370.00 | 420.00 | 380.00 |
| 2020-01-02 | 111490.00 | 111310.00 | 112050.00 | 109820.00 | 111000.00 | 110900.00 | 111640.00 | 109550.00 | 490.00 | 410.00 | 410.00 | 270.00 |
| 2019-12-31 | 111810.00 | 112130.00 | 112980.00 | 110610.00 | 111530.00 | 111720.00 | 112550.00 | 110400.00 | 280.00 | 410.00 | 430.00 | 210.00 |
| 2019-12-30 | 110130.00 | 111720.00 | 112230.00 | 110000.00 | 110000.00 | 111470.00 | 111980.00 | 109940.00 | 130.00 | 250.00 | 250.00 | 60.00 |
| 2019-12-27 | 112370.00 | 109890.00 | 112560.00 | 109840.00 | 112500.00 | 109990.00 | 112670.00 | 109960.00 | -130.00 | -100.00 | -110.00 | -120.00 |
| 2019-12-26 | 112030.00 | 112270.00 | 112880.00 | 111690.00 | 112080.00 | 112370.00 | 112980.00 | 111720.00 | -50.00 | -100.00 | -100.00 | -30.00 |
| 2019-12-25 | 112700.00 | 111930.00 | 113050.00 | 111290.00 | 112720.00 | 112090.00 | 113200.00 | 111320.00 | -20.00 | -160.00 | -150.00 | -30.00 |
| 2019-12-24 | 113720.00 | 112720.00 | 114090.00 | 111710.00 | 113850.00 | 112820.00 | 114200.00 | 111740.00 | -130.00 | -100.00 | -110.00 | -30.00 |
| 2019-12-23 | 111970.00 | 113690.00 | 114000.00 | 111890.00 | 111980.00 | 113710.00 | 114030.00 | 111880.00 | -10.00 | -20.00 | -30.00 | 10.00 |
| 2019-12-20 | 111020.00 | 111740.00 | 112560.00 | 110880.00 | 111000.00 | 111710.00 | 112440.00 | 110870.00 | 20.00 | 30.00 | 120.00 | 10.00 |
| 2019-12-19 | 109100.00 | 110880.00 | 111010.00 | 108300.00 | 109000.00 | 110780.00 | 110880.00 | 108270.00 | 100.00 | 100.00 | 130.00 | 30.00 |
| 2019-12-18 | 111090.00 | 108760.00 | 111350.00 | 108510.00 | 111070.00 | 108740.00 | 111300.00 | 108520.00 | 20.00 | 20.00 | 50.00 | -10.00 |
| 2019-12-17 | 110960.00 | 111280.00 | 112300.00 | 110630.00 | 111000.00 | 111280.00 | 112280.00 | 110630.00 | -40.00 | 0.00 | 20.00 | 0.00 |
| 2019-12-16 | 111380.00 | 110720.00 | 112090.00 | 109600.00 | 111400.00 | 110780.00 | 112010.00 | 109670.00 | -20.00 | -60.00 | 80.00 | -70.00 |
| 2019-12-13 | 109860.00 | 110970.00 | 111080.00 | 108840.00 | 109710.00 | 110870.00 | 110940.00 | 108780.00 | 150.00 | 100.00 | 140.00 | 60.00 |
| 2019-12-12 | 108500.00 | 110190.00 | 110570.00 | 108380.00 | 108840.00 | 110150.00 | 110430.00 | 108340.00 | -340.00 | 40.00 | 140.00 | 40.00 |
| 2019-12-11 | 104710.00 | 107990.00 | 108180.00 | 104530.00 | 104700.00 | 107930.00 | 108010.00 | 104500.00 | 10.00 | 60.00 | 170.00 | 30.00 |
| 2019-12-10 | 104800.00 | 105160.00 | 106470.00 | 104480.00 | 104660.00 | 105080.00 | 106370.00 | 104450.00 | 140.00 | 80.00 | 100.00 | 30.00 |
| 2019-12-09 | 106400.00 | 104710.00 | 107680.00 | 104230.00 | 106160.00 | 104660.00 | 107500.00 | 104200.00 | 240.00 | 50.00 | 180.00 | 30.00 |
| 2019-12-06 | 104050.00 | 106240.00 | 106940.00 | 104010.00 | 104080.00 | 106100.00 | 106760.00 | 103920.00 | -30.00 | 140.00 | 180.00 | 90.00 |
| 2019-12-05 | 104400.00 | 103940.00 | 104660.00 | 103750.00 | 104300.00 | 103880.00 | 104510.00 | 103680.00 | 100.00 | 60.00 | 150.00 | 70.00 |
| 2019-12-04 | 107740.00 | 104020.00 | 108020.00 | 103360.00 | 107510.00 | 103890.00 | 107840.00 | 103310.00 | 230.00 | 130.00 | 180.00 | 50.00 |
| 2019-12-03 | 108450.00 | 108240.00 | 108790.00 | 107840.00 | 108230.00 | 108030.00 | 108580.00 | 107700.00 | 220.00 | 210.00 | 210.00 | 140.00 |
| 2019-12-02 | 109520.00 | 108080.00 | 110230.00 | 107580.00 | 109320.00 | 107910.00 | 110160.00 | 107530.00 | 200.00 | 170.00 | 70.00 | 50.00 |
| 2019-11-29 | 111160.00 | 109330.00 | 111520.00 | 109250.00 | 111110.00 | 109340.00 | 111400.00 | 109280.00 | 50.00 | -10.00 | 120.00 | -30.00 |
| 2019-11-28 | 113890.00 | 111530.00 | 114100.00 | 111390.00 | 113810.00 | 111450.00 | 113920.00 | 111320.00 | 80.00 | 80.00 | 180.00 | 70.00 |
| 2019-11-27 | 113880.00 | 114000.00 | 114480.00 | 112550.00 | 113600.00 | 113810.00 | 114190.00 | 112440.00 | 280.00 | 190.00 | 290.00 | 110.00 |
| 2019-11-26 | 114540.00 | 114170.00 | 114910.00 | 113100.00 | 114650.00 | 114350.00 | 115050.00 | 113500.00 | -110.00 | -180.00 | -140.00 | -400.00 |
| 2019-11-25 | 112960.00 | 114060.00 | 115800.00 | 112800.00 | 113200.00 | 114230.00 | 115710.00 | 112960.00 | -240.00 | -170.00 | 90.00 | -160.00 |
| 2019-11-22 | 113980.00 | 113200.00 | 115160.00 | 112850.00 | 114120.00 | 113280.00 | 115070.00 | 112990.00 | -140.00 | -80.00 | 90.00 | -140.00 |
| 2019-11-21 | 113290.00 | 114010.00 | 114800.00 | 112300.00 | 113780.00 | 114120.00 | 114760.00 | 112540.00 | -490.00 | -110.00 | 40.00 | -240.00 |
| 2019-11-20 | 114670.00 | 113500.00 | 116080.00 | 113350.00 | 115370.00 | 113820.00 | 116470.00 | 113800.00 | -700.00 | -320.00 | -390.00 | -450.00 |
| 2019-11-19 | 117190.00 | 115360.00 | 117360.00 | 115010.00 | 118470.00 | 116160.00 | 118880.00 | 116020.00 | -1280.00 | -800.00 | -1520.00 | -1010.00 |
| 2019-11-18 | 118230.00 | 117560.00 | 119250.00 | 115020.00 | 120160.00 | 119020.00 | 120800.00 | 116800.00 | -1930.00 | -1460.00 | -1550.00 | -1780.00 |
| 2019-11-15 | 121310.00 | 118470.00 | 121660.00 | 117760.00 | 123280.00 | 120050.00 | 123500.00 | 119620.00 | -1970.00 | -1580.00 | -1840.00 | -1860.00 |
| 2019-11-14 | 121060.00 | 121560.00 | 122450.00 | 120310.00 | 125850.00 | 126940.00 | 127030.00 | 125340.00 | -4790.00 | -5380.00 | -4580.00 | -5030.00 |
| 2019-11-13 | 121180.00 | 121080.00 | 123220.00 | 120300.00 | 126080.00 | 125340.00 | 126800.00 | 125000.00 | -4900.00 | -4260.00 | -3580.00 | -4700.00 |
| 2019-11-12 | 124050.00 | 121750.00 | 124100.00 | 120500.00 | 130110.00 | 126730.00 | 130130.00 | 126260.00 | -6060.00 | -4980.00 | -6030.00 | -5760.00 |
| 2019-11-11 | 130600.00 | 130400.00 | 132340.00 | 128700.00 | 126170.00 | 124470.00 | 126770.00 | 123950.00 | 4430.00 | 5930.00 | 5570.00 | 4750.00 |
| 2019-11-08 | 131600.00 | 130570.00 | 131970.00 | 130260.00 | 127200.00 | 126290.00 | 127460.00 | 125880.00 | 4400.00 | 4280.00 | 4510.00 | 4380.00 |
| 2019-11-07 | 130580.00 | 131580.00 | 133990.00 | 129470.00 | 126350.00 | 127210.00 | 129590.00 | 125300.00 | 4230.00 | 4370.00 | 4400.00 | 4170.00 |
| 2019-11-06 | 131000.00 | 130320.00 | 131570.00 | 130220.00 | 126700.00 | 126070.00 | 127310.00 | 125940.00 | 4300.00 | 4250.00 | 4260.00 | 4280.00 |
| 2019-11-05 | 133940.00 | 131170.00 | 134070.00 | 130590.00 | 129250.00 | 126940.00 | 129270.00 | 126200.00 | 4690.00 | 4230.00 | 4800.00 | 4390.00 |
| 2019-11-04 | 134110.00 | 134230.00 | 134440.00 | 133260.00 | 130030.00 | 129460.00 | 130190.00 | 128990.00 | 4080.00 | 4770.00 | 4250.00 | 4270.00 |
| 2019-11-01 | 133700.00 | 134560.00 | 134580.00 | 132150.00 | 129980.00 | 130340.00 | 130350.00 | 128350.00 | 3720.00 | 4220.00 | 4230.00 | 3800.00 |
| 2019-10-31 | 134150.00 | 133700.00 | 134970.00 | 133110.00 | 130860.00 | 129700.00 | 131270.00 | 129630.00 | 3290.00 | 4000.00 | 3700.00 | 3480.00 |
| 2019-10-30 | 132880.00 | 134160.00 | 134450.00 | 132260.00 | 129470.00 | 130870.00 | 130960.00 | 129050.00 | 3410.00 | 3290.00 | 3490.00 | 3210.00 |
| 2019-10-29 | 133360.00 | 132640.00 | 136630.00 | 131870.00 | 129610.00 | 129290.00 | 132540.00 | 128140.00 | 3750.00 | 3350.00 | 4090.00 | 3730.00 |
| 2019-10-28 | 133430.00 | 132080.00 | 134390.00 | 131230.00 | 130210.00 | 128540.00 | 130750.00 | 128040.00 | 3220.00 | 3540.00 | 3640.00 | 3190.00 |
| 2019-10-25 | 133800.00 | 133340.00 | 134700.00 | 132150.00 | 130960.00 | 130170.00 | 131940.00 | 129600.00 | 2840.00 | 3170.00 | 2760.00 | 2550.00 |
| 2019-10-24 | 129830.00 | 133080.00 | 134120.00 | 129210.00 | 127400.00 | 130400.00 | 131490.00 | 126860.00 | 2430.00 | 2680.00 | 2630.00 | 2350.00 |
| 2019-10-23 | 125550.00 | 129970.00 | 132210.00 | 125150.00 | 124490.00 | 128440.00 | 130720.00 | 123950.00 | 1060.00 | 1530.00 | 1490.00 | 1200.00 |
| 2019-10-22 | 126630.00 | 125690.00 | 127140.00 | 125330.00 | 125550.00 | 124500.00 | 125990.00 | 124300.00 | 1080.00 | 1190.00 | 1150.00 | 1030.00 |
| 2019-10-21 | 130020.00 | 126390.00 | 130150.00 | 125330.00 | 128660.00 | 125360.00 | 129060.00 | 124370.00 | 1360.00 | 1030.00 | 1090.00 | 960.00 |
| 2019-10-18 | 128750.00 | 129300.00 | 130700.00 | 128160.00 | 130290.00 | 131010.00 | 132200.00 | 129640.00 | -1540.00 | -1710.00 | -1500.00 | -1480.00 |
| 2019-10-17 | 132800.00 | 128750.00 | 133680.00 | 127340.00 | 134300.00 | 130180.00 | 134760.00 | 128860.00 | -1500.00 | -1430.00 | -1080.00 | -1520.00 |
| 2019-10-16 | 132530.00 | 132500.00 | 133310.00 | 131750.00 | 134300.00 | 133820.00 | 134400.00 | 132930.00 | -1770.00 | -1320.00 | -1090.00 | -1180.00 |
| 2019-10-15 | 135110.00 | 131920.00 | 136860.00 | 131380.00 | 136210.00 | 132990.00 | 137640.00 | 132480.00 | -1100.00 | -1070.00 | -780.00 | -1100.00 |
| 2019-10-14 | 138200.00 | 136970.00 | 139810.00 | 136140.00 | 137280.00 | 135770.00 | 138890.00 | 135050.00 | 920.00 | 1200.00 | 920.00 | 1090.00 |
| 2019-10-11 | 137550.00 | 137640.00 | 137850.00 | 135620.00 | 137360.00 | 136900.00 | 137400.00 | 135120.00 | 190.00 | 740.00 | 450.00 | 500.00 |
| 2019-10-10 | 137400.00 | 137510.00 | 137890.00 | 134650.00 | 137200.00 | 137210.00 | 137700.00 | 134490.00 | 200.00 | 300.00 | 190.00 | 160.00 |
| 2019-10-09 | 137060.00 | 136820.00 | 137330.00 | 136230.00 | 137290.00 | 136740.00 | 137380.00 | 136230.00 | -230.00 | 80.00 | -50.00 | 0.00 |
| 2019-10-08 | 138900.00 | 136970.00 | 138980.00 | 134310.00 | 139000.00 | 137000.00 | 139000.00 | 134310.00 | -100.00 | -30.00 | -20.00 | 0.00 |
| 2019-09-30 | 137810.00 | 137480.00 | 137890.00 | 136310.00 | 137850.00 | 137390.00 | 137990.00 | 136440.00 | -40.00 | 90.00 | -100.00 | -130.00 |
| 2019-09-27 | 136800.00 | 137970.00 | 138050.00 | 135940.00 | 136970.00 | 138080.00 | 138090.00 | 136180.00 | -170.00 | -110.00 | -40.00 | -240.00 |