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
2020-03-02 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
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