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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-26 | 136070.00 | 136580.00 | 138240.00 | 136030.00 | 136030.00 | 136760.00 | 138370.00 | 136030.00 | 40.00 | -180.00 | -130.00 | 0.00 |
| 2019-09-25 | 137500.00 | 136080.00 | 137580.00 | 135140.00 | 137280.00 | 135870.00 | 137280.00 | 134810.00 | 220.00 | 210.00 | 300.00 | 330.00 |
| 2019-09-24 | 138950.00 | 138590.00 | 139450.00 | 136140.00 | 138670.00 | 138370.00 | 139270.00 | 136030.00 | 280.00 | 220.00 | 180.00 | 110.00 |
| 2019-09-23 | 139160.00 | 138810.00 | 139960.00 | 137450.00 | 139160.00 | 138650.00 | 139780.00 | 137320.00 | 0.00 | 160.00 | 180.00 | 130.00 |
| 2019-09-20 | 136660.00 | 138370.00 | 138970.00 | 134850.00 | 136540.00 | 138290.00 | 138850.00 | 134850.00 | 120.00 | 80.00 | 120.00 | 0.00 |
| 2019-09-19 | 135760.00 | 136420.00 | 137300.00 | 135440.00 | 135980.00 | 136420.00 | 137230.00 | 135370.00 | -220.00 | 0.00 | 70.00 | 70.00 |
| 2019-09-18 | 134430.00 | 136520.00 | 137350.00 | 133910.00 | 134020.00 | 136480.00 | 137290.00 | 133880.00 | 410.00 | 40.00 | 60.00 | 30.00 |
| 2019-09-17 | 137150.00 | 135110.00 | 139000.00 | 134300.00 | 137120.00 | 135030.00 | 138880.00 | 134260.00 | 30.00 | 80.00 | 120.00 | 40.00 |
| 2019-09-16 | 142880.00 | 137500.00 | 143110.00 | 137000.00 | 142800.00 | 137320.00 | 143100.00 | 136900.00 | 80.00 | 180.00 | 10.00 | 100.00 |
| 2019-09-12 | 144200.00 | 144730.00 | 144820.00 | 142020.00 | 143810.00 | 144590.00 | 144650.00 | 142010.00 | 390.00 | 140.00 | 170.00 | 10.00 |
| 2019-09-11 | 143430.00 | 144000.00 | 144290.00 | 141850.00 | 143400.00 | 143880.00 | 144210.00 | 141840.00 | 30.00 | 120.00 | 80.00 | 10.00 |
| 2019-09-10 | 141950.00 | 144090.00 | 145040.00 | 141430.00 | 141620.00 | 144040.00 | 144850.00 | 141390.00 | 330.00 | 50.00 | 190.00 | 40.00 |
| 2019-09-09 | 139400.00 | 141470.00 | 142270.00 | 138140.00 | 138950.00 | 141490.00 | 142210.00 | 138180.00 | 450.00 | -20.00 | 60.00 | -40.00 |
| 2019-09-06 | 142320.00 | 138590.00 | 142600.00 | 138080.00 | 141890.00 | 138560.00 | 142570.00 | 138040.00 | 430.00 | 30.00 | 30.00 | 40.00 |
| 2019-09-05 | 146480.00 | 142880.00 | 147780.00 | 141510.00 | 146240.00 | 142670.00 | 147750.00 | 141500.00 | 240.00 | 210.00 | 30.00 | 10.00 |
| 2019-09-04 | 145380.00 | 146850.00 | 147970.00 | 143740.00 | 145500.00 | 146820.00 | 147990.00 | 143890.00 | -120.00 | 30.00 | -20.00 | -150.00 |
| 2019-09-03 | 139450.00 | 146720.00 | 149190.00 | 139200.00 | 148850.00 | 146930.00 | 148920.00 | 142500.00 | -9400.00 | -210.00 | 270.00 | -3300.00 |
| 2019-09-02 | 136960.00 | 136960.00 | 136960.00 | 136960.00 | 136630.00 | 136630.00 | 136630.00 | 136630.00 | 330.00 | 330.00 | 330.00 | 330.00 |
| 2019-08-30 | 127370.00 | 130750.00 | 130890.00 | 126930.00 | 127250.00 | 130690.00 | 130760.00 | 126770.00 | 120.00 | 60.00 | 130.00 | 160.00 |
| 2019-08-29 | 126450.00 | 127200.00 | 127580.00 | 125600.00 | 126460.00 | 127340.00 | 127770.00 | 125720.00 | -10.00 | -140.00 | -190.00 | -120.00 |
| 2019-08-28 | 126000.00 | 125740.00 | 126360.00 | 123720.00 | 126120.00 | 125870.00 | 126430.00 | 123790.00 | -120.00 | -130.00 | -70.00 | -70.00 |
| 2019-08-27 | 124380.00 | 125580.00 | 126300.00 | 124380.00 | 124260.00 | 125600.00 | 126290.00 | 124260.00 | 120.00 | -20.00 | 10.00 | 120.00 |
| 2019-08-26 | 123400.00 | 124110.00 | 125450.00 | 122510.00 | 123380.00 | 124090.00 | 125400.00 | 122480.00 | 20.00 | 20.00 | 50.00 | 30.00 |
| 2019-08-23 | 123250.00 | 123930.00 | 123990.00 | 122170.00 | 123100.00 | 123890.00 | 123960.00 | 122150.00 | 150.00 | 40.00 | 30.00 | 20.00 |
| 2019-08-22 | 123430.00 | 122930.00 | 125210.00 | 121770.00 | 123200.00 | 122850.00 | 124960.00 | 121760.00 | 230.00 | 80.00 | 250.00 | 10.00 |
| 2019-08-21 | 123620.00 | 123840.00 | 126630.00 | 122520.00 | 123580.00 | 123850.00 | 126440.00 | 122510.00 | 40.00 | -10.00 | 190.00 | 10.00 |
| 2019-08-20 | 125360.00 | 123390.00 | 125630.00 | 123100.00 | 125250.00 | 123330.00 | 125550.00 | 123100.00 | 110.00 | 60.00 | 80.00 | 0.00 |
| 2019-08-19 | 125560.00 | 125910.00 | 126800.00 | 125040.00 | 125100.00 | 125880.00 | 126600.00 | 125020.00 | 460.00 | 30.00 | 200.00 | 20.00 |
| 2019-08-16 | 124100.00 | 126010.00 | 127700.00 | 123750.00 | 124110.00 | 125850.00 | 127500.00 | 123830.00 | -10.00 | 160.00 | 200.00 | -80.00 |
| 2019-08-15 | 123660.00 | 123700.00 | 124240.00 | 121400.00 | 123890.00 | 123720.00 | 124250.00 | 121560.00 | -230.00 | -20.00 | -10.00 | -160.00 |
| 2019-08-14 | 124380.00 | 124210.00 | 124600.00 | 122480.00 | 124460.00 | 124280.00 | 124720.00 | 122590.00 | -80.00 | -70.00 | -120.00 | -110.00 |
| 2019-08-13 | 122730.00 | 124370.00 | 124700.00 | 122240.00 | 122810.00 | 124460.00 | 124820.00 | 122440.00 | -80.00 | -90.00 | -120.00 | -200.00 |
| 2019-08-12 | 125850.00 | 120980.00 | 128020.00 | 118510.00 | 125880.00 | 121140.00 | 127990.00 | 118670.00 | -30.00 | -160.00 | 30.00 | -160.00 |
| 2019-08-09 | 124160.00 | 126290.00 | 127180.00 | 123550.00 | 124500.00 | 126430.00 | 127300.00 | 123720.00 | -340.00 | -140.00 | -120.00 | -170.00 |
| 2019-08-08 | 116530.00 | 124890.00 | 124890.00 | 114370.00 | 116810.00 | 125030.00 | 125150.00 | 114620.00 | -280.00 | -140.00 | -260.00 | -250.00 |
| 2019-08-07 | 118650.00 | 116500.00 | 119580.00 | 116380.00 | 118990.00 | 116710.00 | 119760.00 | 116640.00 | -340.00 | -210.00 | -180.00 | -260.00 |
| 2019-08-06 | 118600.00 | 118600.00 | 119640.00 | 117460.00 | 118540.00 | 118750.00 | 119740.00 | 117720.00 | 60.00 | -150.00 | -100.00 | -260.00 |
| 2019-08-05 | 114700.00 | 118010.00 | 119360.00 | 113740.00 | 114950.00 | 118180.00 | 119460.00 | 113820.00 | -250.00 | -170.00 | -100.00 | -80.00 |
| 2019-08-02 | 112460.00 | 114660.00 | 116070.00 | 112280.00 | 112650.00 | 114750.00 | 116110.00 | 112370.00 | -190.00 | -90.00 | -40.00 | -90.00 |
| 2019-08-01 | 112530.00 | 112590.00 | 114380.00 | 111810.00 | 112540.00 | 112650.00 | 114450.00 | 111950.00 | -10.00 | -60.00 | -70.00 | -140.00 |
| 2019-07-31 | 112170.00 | 112260.00 | 113650.00 | 111460.00 | 112220.00 | 112350.00 | 113800.00 | 111610.00 | -50.00 | -90.00 | -150.00 | -150.00 |
| 2019-07-30 | 109800.00 | 112570.00 | 113490.00 | 109620.00 | 109770.00 | 112380.00 | 113380.00 | 109490.00 | 30.00 | 190.00 | 110.00 | 130.00 |
| 2019-07-29 | 111140.00 | 109450.00 | 111480.00 | 108920.00 | 110570.00 | 109050.00 | 111110.00 | 108590.00 | 570.00 | 400.00 | 370.00 | 330.00 |
| 2019-07-26 | 109800.00 | 111240.00 | 111790.00 | 109260.00 | 109450.00 | 110910.00 | 111380.00 | 108900.00 | 350.00 | 330.00 | 410.00 | 360.00 |
| 2019-07-25 | 113100.00 | 110040.00 | 113880.00 | 109720.00 | 112780.00 | 109700.00 | 113350.00 | 109400.00 | 320.00 | 340.00 | 530.00 | 320.00 |
| 2019-07-24 | 113270.00 | 112320.00 | 113270.00 | 110750.00 | 112660.00 | 111870.00 | 112800.00 | 110480.00 | 610.00 | 450.00 | 470.00 | 270.00 |
| 2019-07-23 | 113600.00 | 112980.00 | 114100.00 | 112060.00 | 113100.00 | 112610.00 | 113760.00 | 111810.00 | 500.00 | 370.00 | 340.00 | 250.00 |
| 2019-07-22 | 115500.00 | 113170.00 | 116780.00 | 112580.00 | 116000.00 | 113490.00 | 117150.00 | 112850.00 | -500.00 | -320.00 | -370.00 | -270.00 |
| 2019-07-19 | 116190.00 | 118070.00 | 118790.00 | 115970.00 | 116930.00 | 118430.00 | 119240.00 | 116260.00 | -740.00 | -360.00 | -450.00 | -290.00 |
| 2019-07-18 | 111830.00 | 116860.00 | 116870.00 | 110770.00 | 112000.00 | 117090.00 | 117150.00 | 111120.00 | -170.00 | -230.00 | -280.00 | -350.00 |
| 2019-07-17 | 110500.00 | 111040.00 | 111400.00 | 108600.00 | 110680.00 | 111190.00 | 111470.00 | 109140.00 | -180.00 | -150.00 | -70.00 | -540.00 |
| 2019-07-16 | 105920.00 | 109460.00 | 109710.00 | 105300.00 | 106240.00 | 109640.00 | 109890.00 | 105520.00 | -320.00 | -180.00 | -180.00 | -220.00 |
| 2019-07-15 | 103960.00 | 105930.00 | 106620.00 | 103620.00 | 104120.00 | 106180.00 | 106860.00 | 103800.00 | -160.00 | -250.00 | -240.00 | -180.00 |
| 2019-07-12 | 103710.00 | 103840.00 | 104130.00 | 102900.00 | 103950.00 | 104120.00 | 104360.00 | 103100.00 | -240.00 | -280.00 | -230.00 | -200.00 |
| 2019-07-11 | 102250.00 | 103560.00 | 103660.00 | 101910.00 | 102410.00 | 103800.00 | 103880.00 | 102160.00 | -160.00 | -240.00 | -220.00 | -250.00 |
| 2019-07-10 | 100160.00 | 102010.00 | 103160.00 | 99820.00 | 100200.00 | 102180.00 | 103450.00 | 100040.00 | -40.00 | -170.00 | -290.00 | -220.00 |
| 2019-07-09 | 100350.00 | 99940.00 | 100990.00 | 99650.00 | 100510.00 | 100150.00 | 101100.00 | 99850.00 | -160.00 | -210.00 | -110.00 | -200.00 |
| 2019-07-08 | 98000.00 | 100330.00 | 100580.00 | 98000.00 | 98220.00 | 100500.00 | 100720.00 | 98140.00 | -220.00 | -170.00 | -140.00 | -140.00 |
| 2019-07-05 | 98280.00 | 98030.00 | 98900.00 | 97340.00 | 98370.00 | 98230.00 | 99100.00 | 97510.00 | -90.00 | -200.00 | -200.00 | -170.00 |
| 2019-07-04 | 97870.00 | 97820.00 | 98760.00 | 97520.00 | 97850.00 | 98030.00 | 98950.00 | 97780.00 | 20.00 | -210.00 | -190.00 | -260.00 |
| 2019-07-03 | 97460.00 | 97270.00 | 97760.00 | 96630.00 | 97490.00 | 97340.00 | 97880.00 | 96810.00 | -30.00 | -70.00 | -120.00 | -180.00 |
| 2019-07-02 | 99380.00 | 97510.00 | 99380.00 | 97080.00 | 99500.00 | 97590.00 | 99500.00 | 97200.00 | -120.00 | -80.00 | -120.00 | -120.00 |
| 2019-07-01 | 101770.00 | 99670.00 | 102330.00 | 99570.00 | 101620.00 | 99730.00 | 102140.00 | 99600.00 | 150.00 | -60.00 | 190.00 | -30.00 |
| 2019-06-28 | 101870.00 | 101490.00 | 102360.00 | 101120.00 | 101480.00 | 101340.00 | 102020.00 | 101060.00 | 390.00 | 150.00 | 340.00 | 60.00 |
| 2019-06-27 | 100520.00 | 101310.00 | 101820.00 | 100340.00 | 100220.00 | 101000.00 | 101420.00 | 100010.00 | 300.00 | 310.00 | 400.00 | 330.00 |
| 2019-06-26 | 100060.00 | 100070.00 | 101000.00 | 99710.00 | 99870.00 | 99750.00 | 100250.00 | 99350.00 | 190.00 | 320.00 | 750.00 | 360.00 |
| 2019-06-25 | 98750.00 | 99630.00 | 99830.00 | 98100.00 | 98990.00 | 99900.00 | 100110.00 | 98460.00 | -240.00 | -270.00 | -280.00 | -360.00 |
| 2019-06-24 | 98400.00 | 98670.00 | 99000.00 | 98050.00 | 98830.00 | 98800.00 | 99300.00 | 98500.00 | -430.00 | -130.00 | -300.00 | -450.00 |
| 2019-06-21 | 100300.00 | 98310.00 | 100400.00 | 98040.00 | 100560.00 | 98720.00 | 100660.00 | 98340.00 | -260.00 | -410.00 | -260.00 | -300.00 |
| 2019-06-20 | 99340.00 | 99880.00 | 100310.00 | 99140.00 | 100000.00 | 100220.00 | 100650.00 | 99790.00 | -660.00 | -340.00 | -340.00 | -650.00 |
| 2019-06-19 | 99200.00 | 99790.00 | 100950.00 | 98910.00 | 98370.00 | 99060.00 | 100320.00 | 98170.00 | 830.00 | 730.00 | 630.00 | 740.00 |
| 2019-06-18 | 99150.00 | 98930.00 | 99500.00 | 98430.00 | 98550.00 | 98180.00 | 98690.00 | 97700.00 | 600.00 | 750.00 | 810.00 | 730.00 |
| 2019-06-17 | 99890.00 | 99430.00 | 100560.00 | 99370.00 | 99170.00 | 98850.00 | 99830.00 | 98780.00 | 720.00 | 580.00 | 730.00 | 590.00 |
| 2019-06-14 | 100040.00 | 100060.00 | 101360.00 | 99390.00 | 99360.00 | 99380.00 | 100550.00 | 98500.00 | 680.00 | 680.00 | 810.00 | 890.00 |
| 2019-06-13 | 97400.00 | 99950.00 | 100120.00 | 97290.00 | 96690.00 | 99300.00 | 99510.00 | 96680.00 | 710.00 | 650.00 | 610.00 | 610.00 |
| 2019-06-12 | 97430.00 | 97390.00 | 98420.00 | 97240.00 | 97130.00 | 96790.00 | 98180.00 | 96730.00 | 300.00 | 600.00 | 240.00 | 510.00 |
| 2019-06-11 | 96100.00 | 97250.00 | 97870.00 | 95510.00 | 95570.00 | 96860.00 | 97460.00 | 95050.00 | 530.00 | 390.00 | 410.00 | 460.00 |
| 2019-06-10 | 95600.00 | 96230.00 | 96970.00 | 95510.00 | 95240.00 | 95790.00 | 96600.00 | 95210.00 | 360.00 | 440.00 | 370.00 | 300.00 |
| 2019-06-06 | 96300.00 | 95700.00 | 96660.00 | 94280.00 | 96000.00 | 95380.00 | 96490.00 | 94080.00 | 300.00 | 320.00 | 170.00 | 200.00 |
| 2019-06-05 | 96620.00 | 96350.00 | 96880.00 | 95830.00 | 96340.00 | 96200.00 | 96780.00 | 95720.00 | 280.00 | 150.00 | 100.00 | 110.00 |
| 2019-06-04 | 96940.00 | 96710.00 | 97450.00 | 96320.00 | 96800.00 | 96490.00 | 97450.00 | 96170.00 | 140.00 | 220.00 | 0.00 | 150.00 |
| 2019-06-03 | 98250.00 | 97020.00 | 98960.00 | 96900.00 | 98180.00 | 96940.00 | 98830.00 | 96810.00 | 70.00 | 80.00 | 130.00 | 90.00 |
| 2019-05-31 | 98090.00 | 98270.00 | 99200.00 | 97880.00 | 97990.00 | 98160.00 | 99110.00 | 97820.00 | 100.00 | 110.00 | 90.00 | 60.00 |
| 2019-05-30 | 98500.00 | 98190.00 | 98800.00 | 97830.00 | 98400.00 | 98080.00 | 98710.00 | 97730.00 | 100.00 | 110.00 | 90.00 | 100.00 |
| 2019-05-29 | 99870.00 | 98680.00 | 99960.00 | 98310.00 | 99870.00 | 98610.00 | 99880.00 | 98270.00 | 0.00 | 70.00 | 80.00 | 40.00 |
| 2019-05-28 | 100700.00 | 100340.00 | 101570.00 | 100120.00 | 100800.00 | 100270.00 | 101500.00 | 100080.00 | -100.00 | 70.00 | 70.00 | 40.00 |
| 2019-05-27 | 99400.00 | 100660.00 | 101200.00 | 99220.00 | 99500.00 | 100530.00 | 101070.00 | 99200.00 | -100.00 | 130.00 | 130.00 | 20.00 |
| 2019-05-24 | 96700.00 | 99990.00 | 102830.00 | 96100.00 | 96760.00 | 99890.00 | 101150.00 | 96200.00 | -60.00 | 100.00 | 1680.00 | -100.00 |
| 2019-05-23 | 97390.00 | 96640.00 | 97650.00 | 96560.00 | 97480.00 | 96660.00 | 97730.00 | 96630.00 | -90.00 | -20.00 | -80.00 | -70.00 |
| 2019-05-22 | 98080.00 | 97510.00 | 98250.00 | 96880.00 | 98160.00 | 97570.00 | 98270.00 | 96960.00 | -80.00 | -60.00 | -20.00 | -80.00 |
| 2019-05-21 | 97220.00 | 98100.00 | 98900.00 | 97060.00 | 97290.00 | 98090.00 | 98800.00 | 97180.00 | -70.00 | 10.00 | 100.00 | -120.00 |
| 2019-05-20 | 97800.00 | 97330.00 | 98740.00 | 97150.00 | 97830.00 | 97430.00 | 98640.00 | 97280.00 | -30.00 | -100.00 | 100.00 | -130.00 |
| 2019-05-17 | 98250.00 | 97880.00 | 98620.00 | 97680.00 | 98280.00 | 97850.00 | 98450.00 | 97680.00 | -30.00 | 30.00 | 170.00 | 0.00 |
| 2019-05-16 | 96970.00 | 97850.00 | 98250.00 | 96880.00 | 96930.00 | 97780.00 | 98100.00 | 96880.00 | 40.00 | 70.00 | 150.00 | 0.00 |
| 2019-05-15 | 96000.00 | 97220.00 | 97360.00 | 95820.00 | 95750.00 | 97230.00 | 97370.00 | 95700.00 | 250.00 | -10.00 | -10.00 | 120.00 |
| 2019-05-14 | 96360.00 | 95750.00 | 97500.00 | 95310.00 | 96110.00 | 95650.00 | 97370.00 | 95170.00 | 250.00 | 100.00 | 130.00 | 140.00 |
| 2019-05-13 | 96620.00 | 96530.00 | 97240.00 | 95800.00 | 96330.00 | 96370.00 | 97070.00 | 95560.00 | 290.00 | 160.00 | 170.00 | 240.00 |
| 2019-05-10 | 94930.00 | 96690.00 | 96950.00 | 94670.00 | 94700.00 | 96440.00 | 96700.00 | 94540.00 | 230.00 | 250.00 | 250.00 | 130.00 |
| 2019-05-09 | 96150.00 | 95130.00 | 96240.00 | 94900.00 | 95990.00 | 94900.00 | 96050.00 | 94760.00 | 160.00 | 230.00 | 190.00 | 140.00 |
| 2019-05-08 | 96150.00 | 96320.00 | 96660.00 | 95750.00 | 95810.00 | 96180.00 | 96450.00 | 95600.00 | 340.00 | 140.00 | 210.00 | 150.00 |