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
2019-05-07 95920.00 96470.00 96660.00 95650.00 95470.00 96300.00 96490.00 95470.00 450.00 170.00 170.00 180.00
2019-05-06 95900.00 95610.00 100120.00 94890.00 95760.00 95400.00 96570.00 94880.00 140.00 210.00 3550.00 10.00
2019-04-30 98230.00 97810.00 98470.00 97600.00 97900.00 97550.00 98160.00 97300.00 330.00 260.00 310.00 300.00
2019-04-29 97650.00 98460.00 98660.00 97200.00 97120.00 98190.00 98350.00 96870.00 530.00 270.00 310.00 330.00
2019-04-26 97460.00 97770.00 98640.00 97310.00 97170.00 97460.00 98220.00 96960.00 290.00 310.00 420.00 350.00
2019-04-25 97750.00 97700.00 98240.00 97100.00 97320.00 97400.00 97860.00 96790.00 430.00 300.00 380.00 310.00
2019-04-24 98130.00 97590.00 98150.00 97240.00 97920.00 97250.00 97920.00 97000.00 210.00 340.00 230.00 240.00
2019-04-23 98800.00 98440.00 99070.00 98100.00 98330.00 98180.00 98830.00 97910.00 470.00 260.00 240.00 190.00
2019-04-22 99300.00 98550.00 100540.00 98490.00 98940.00 98320.00 100200.00 98290.00 360.00 230.00 340.00 200.00
2019-04-19 98900.00 99230.00 99400.00 98610.00 98540.00 98930.00 99130.00 98430.00 360.00 300.00 270.00 180.00
2019-04-18 101490.00 98840.00 101940.00 98700.00 101110.00 98650.00 101730.00 98540.00 380.00 190.00 210.00 160.00
2019-04-17 102000.00 100990.00 102250.00 100560.00 101830.00 100800.00 102040.00 100430.00 170.00 190.00 210.00 130.00
2019-04-16 101030.00 102270.00 102540.00 100150.00 100680.00 102060.00 102320.00 100070.00 350.00 210.00 220.00 80.00
2019-04-15 101490.00 101080.00 101650.00 100310.00 102000.00 101360.00 102010.00 100500.00 -510.00 -280.00 -360.00 -190.00
2019-04-12 102400.00 100800.00 102620.00 100380.00 102650.00 101140.00 102760.00 100730.00 -250.00 -340.00 -140.00 -350.00
2019-04-11 103110.00 102660.00 103960.00 102210.00 103400.00 102790.00 103980.00 102430.00 -290.00 -130.00 -20.00 -220.00
2019-04-10 103300.00 103310.00 103730.00 102620.00 103450.00 103400.00 103730.00 102800.00 -150.00 -90.00 0.00 -180.00
2019-04-09 103380.00 103420.00 103780.00 102060.00 103030.00 103240.00 103560.00 101760.00 350.00 180.00 220.00 300.00
2019-04-08 102260.00 103100.00 103390.00 102240.00 102180.00 102800.00 103180.00 102000.00 80.00 300.00 210.00 240.00
2019-04-04 103650.00 102850.00 104240.00 102710.00 103570.00 102570.00 104110.00 102510.00 80.00 280.00 130.00 200.00
2019-04-03 101830.00 103770.00 103940.00 101470.00 101610.00 103730.00 103850.00 101260.00 220.00 40.00 90.00 210.00
2019-04-02 102850.00 102230.00 102970.00 101600.00 102820.00 102120.00 102820.00 101360.00 30.00 110.00 150.00 240.00
2019-04-01 101100.00 103130.00 103200.00 100620.00 100990.00 102920.00 103030.00 100290.00 110.00 210.00 170.00 330.00
2019-03-29 100160.00 100600.00 100980.00 99450.00 99680.00 100280.00 100640.00 99110.00 480.00 320.00 340.00 340.00
2019-03-28 101180.00 100180.00 101390.00 99610.00 100940.00 99800.00 101980.00 99520.00 240.00 380.00 -590.00 90.00
2019-03-27 99930.00 100930.00 101690.00 99820.00 99710.00 100760.00 101500.00 99660.00 220.00 170.00 190.00 160.00
2019-03-26 99400.00 99740.00 100000.00 99100.00 99410.00 99640.00 99860.00 99080.00 -10.00 100.00 140.00 20.00
2019-03-25 100560.00 99200.00 100750.00 99150.00 100410.00 99210.00 100670.00 99160.00 150.00 -10.00 80.00 -10.00
2019-03-22 102200.00 100500.00 102550.00 100060.00 102160.00 100410.00 102500.00 100010.00 40.00 90.00 50.00 50.00
2019-03-21 102850.00 102240.00 103310.00 101900.00 102830.00 102160.00 103190.00 101920.00 20.00 80.00 120.00 -20.00
2019-03-20 102350.00 102680.00 102980.00 101990.00 102180.00 102630.00 102920.00 102010.00 170.00 50.00 60.00 -20.00
2019-03-19 100390.00 102290.00 102560.00 100100.00 100210.00 102170.00 102410.00 100000.00 180.00 120.00 150.00 100.00
2019-03-18 100740.00 100060.00 100960.00 99600.00 100510.00 99900.00 100830.00 99640.00 230.00 160.00 130.00 -40.00
2019-03-15 101190.00 100540.00 101560.00 99750.00 100970.00 100530.00 101450.00 99760.00 220.00 10.00 110.00 -10.00
2019-03-14 101270.00 101490.00 102480.00 100840.00 101040.00 101310.00 102300.00 100700.00 230.00 180.00 180.00 140.00
2019-03-13 102820.00 101000.00 103470.00 100500.00 102600.00 100950.00 103180.00 100430.00 220.00 50.00 290.00 70.00
2019-03-12 102130.00 102530.00 102710.00 100940.00 101870.00 102300.00 102440.00 100740.00 260.00 230.00 270.00 200.00
2019-03-11 102220.00 102250.00 102920.00 101700.00 101750.00 102000.00 102560.00 101470.00 470.00 250.00 360.00 230.00
2019-03-08 104320.00 102100.00 104430.00 102000.00 104090.00 101670.00 104160.00 101630.00 230.00 430.00 270.00 370.00
2019-03-07 106230.00 104110.00 106780.00 104100.00 105680.00 103860.00 106300.00 103850.00 550.00 250.00 480.00 250.00
2019-03-06 105580.00 106040.00 106460.00 105350.00 105220.00 105470.00 105940.00 104910.00 360.00 570.00 520.00 440.00
2019-03-05 104600.00 105670.00 105790.00 103450.00 104350.00 105380.00 105380.00 103130.00 250.00 290.00 410.00 320.00
2019-03-04 104690.00 104910.00 105630.00 103920.00 104430.00 104540.00 105250.00 103670.00 260.00 370.00 380.00 250.00
2019-03-01 102810.00 104740.00 104790.00 102230.00 102530.00 104440.00 104580.00 102040.00 280.00 300.00 210.00 190.00
2019-02-28 101500.00 102690.00 102780.00 101300.00 101240.00 102410.00 102480.00 101150.00 260.00 280.00 300.00 150.00
2019-02-27 101760.00 101190.00 102110.00 100830.00 101650.00 101080.00 101940.00 100720.00 110.00 110.00 170.00 110.00
2019-02-26 102700.00 101900.00 102700.00 101020.00 102500.00 101680.00 102500.00 100880.00 200.00 220.00 200.00 140.00
2019-02-25 102930.00 102810.00 103400.00 102200.00 102500.00 102640.00 103100.00 101910.00 430.00 170.00 300.00 290.00
2019-02-22 100910.00 102700.00 102740.00 100610.00 100560.00 102420.00 102420.00 100390.00 350.00 280.00 320.00 220.00
2019-02-21 100900.00 100980.00 101640.00 100410.00 100600.00 100750.00 101460.00 100230.00 300.00 230.00 180.00 180.00
2019-02-20 99050.00 100710.00 100730.00 99000.00 99200.00 100510.00 100540.00 98880.00 -150.00 200.00 190.00 120.00
2019-02-19 98700.00 99160.00 99680.00 98400.00 98590.00 99100.00 99580.00 98320.00 110.00 60.00 100.00 80.00
2019-02-18 97100.00 98390.00 99000.00 96780.00 96970.00 98190.00 98870.00 96750.00 130.00 200.00 130.00 30.00
2019-02-15 99100.00 96650.00 99200.00 96530.00 98880.00 96630.00 99040.00 96490.00 220.00 20.00 160.00 40.00
2019-02-14 98210.00 98890.00 99290.00 97800.00 98150.00 98800.00 99120.00 97660.00 60.00 90.00 170.00 140.00
2019-02-13 99160.00 98350.00 99750.00 97100.00 99050.00 98160.00 99620.00 96990.00 110.00 190.00 130.00 110.00
2019-02-12 100610.00 99180.00 100660.00 98800.00 100240.00 99050.00 100560.00 98690.00 370.00 130.00 100.00 110.00
2019-02-11 100000.00 100350.00 101950.00 99830.00 99420.00 100240.00 101770.00 99420.00 580.00 110.00 180.00 410.00
2019-02-01 97810.00 99450.00 99500.00 97650.00 98420.00 99790.00 99960.00 98190.00 -610.00 -340.00 -460.00 -540.00
2019-01-31 97730.00 97830.00 98480.00 97310.00 98210.00 98370.00 99060.00 97920.00 -480.00 -540.00 -580.00 -610.00
2019-01-30 95450.00 97480.00 97890.00 95360.00 95890.00 98010.00 98330.00 95750.00 -440.00 -530.00 -440.00 -390.00
2019-01-29 95080.00 95180.00 95450.00 94040.00 95380.00 95510.00 95750.00 94390.00 -300.00 -330.00 -300.00 -350.00
2019-01-28 94800.00 95050.00 95970.00 94530.00 95130.00 95380.00 96300.00 94870.00 -330.00 -330.00 -330.00 -340.00
2019-01-25 93520.00 94850.00 95310.00 93370.00 93760.00 95130.00 95570.00 93760.00 -240.00 -280.00 -260.00 -390.00
2019-01-24 93780.00 93590.00 94270.00 93470.00 94090.00 93990.00 94590.00 93860.00 -310.00 -400.00 -320.00 -390.00
2019-01-23 94120.00 93670.00 94550.00 93310.00 94370.00 94010.00 94860.00 93690.00 -250.00 -340.00 -310.00 -380.00
2019-01-22 94780.00 94040.00 95760.00 94040.00 95060.00 94350.00 95980.00 94350.00 -280.00 -310.00 -220.00 -310.00
2019-01-21 94030.00 94980.00 95660.00 93700.00 94150.00 95280.00 95800.00 93980.00 -120.00 -300.00 -140.00 -280.00
2019-01-18 92590.00 94080.00 94130.00 92240.00 92990.00 94270.00 94340.00 92680.00 -400.00 -190.00 -210.00 -440.00
2019-01-17 93100.00 92820.00 93250.00 92560.00 93640.00 93210.00 93660.00 92950.00 -540.00 -390.00 -410.00 -390.00
2019-01-16 92100.00 93230.00 93360.00 91800.00 92290.00 93680.00 93750.00 91930.00 -190.00 -450.00 -390.00 -130.00
2019-01-15 91900.00 92070.00 92260.00 91150.00 91770.00 92160.00 92210.00 91160.00 130.00 -90.00 50.00 -10.00
2019-01-14 91910.00 91700.00 92490.00 91400.00 91740.00 91660.00 92410.00 91380.00 170.00 40.00 80.00 20.00
2019-01-11 91500.00 91720.00 91750.00 90510.00 91410.00 91660.00 91690.00 90510.00 90.00 60.00 60.00 0.00
2019-01-10 91570.00 91560.00 91880.00 91080.00 91550.00 91530.00 91820.00 91060.00 20.00 30.00 60.00 20.00
2019-01-09 90910.00 91340.00 92000.00 90720.00 91000.00 91390.00 92000.00 90740.00 -90.00 -50.00 0.00 -20.00
2019-01-08 90830.00 90830.00 91040.00 90230.00 90770.00 90850.00 91030.00 90250.00 60.00 -20.00 10.00 -20.00
2019-01-07 90240.00 90830.00 91200.00 89810.00 90020.00 90830.00 91210.00 89870.00 220.00 0.00 -10.00 -60.00
2019-01-04 88580.00 89950.00 90030.00 87830.00 88590.00 89960.00 89990.00 87920.00 -10.00 -10.00 40.00 -90.00
2019-01-03 86080.00 88370.00 88580.00 86080.00 86310.00 88390.00 88680.00 86300.00 -230.00 -20.00 -100.00 -220.00
2019-01-02 87530.00 86280.00 88380.00 86210.00 87590.00 86490.00 88350.00 86360.00 -60.00 -210.00 30.00 -150.00
2018-12-28 87930.00 88070.00 88390.00 87530.00 87970.00 88020.00 88380.00 87660.00 -40.00 50.00 10.00 -130.00
2018-12-27 88090.00 87960.00 89100.00 87740.00 88090.00 88000.00 89070.00 87770.00 0.00 -40.00 30.00 -30.00
2018-12-26 88950.00 87870.00 89330.00 87400.00 89030.00 87930.00 89370.00 87670.00 -80.00 -60.00 -40.00 -270.00
2018-12-25 90220.00 88880.00 90400.00 88380.00 90230.00 89000.00 90330.00 88460.00 -10.00 -120.00 70.00 -80.00
2018-12-24 89640.00 90300.00 90860.00 89530.00 89690.00 90260.00 90780.00 89510.00 -50.00 40.00 80.00 20.00
2018-12-21 90210.00 89750.00 90630.00 89360.00 90100.00 89690.00 90470.00 89340.00 110.00 60.00 160.00 20.00
2018-12-20 89500.00 90080.00 90290.00 89210.00 89320.00 89970.00 90130.00 89130.00 180.00 110.00 160.00 80.00
2018-12-19 90430.00 89380.00 91390.00 88960.00 90300.00 89320.00 91190.00 88870.00 130.00 60.00 200.00 90.00
2018-12-18 90620.00 90610.00 91290.00 90320.00 90450.00 90520.00 91160.00 90200.00 170.00 90.00 130.00 120.00
2018-12-17 89050.00 90920.00 91040.00 88900.00 89000.00 90740.00 90850.00 88920.00 50.00 180.00 190.00 -20.00
2018-12-14 89300.00 89060.00 89760.00 88910.00 89610.00 89330.00 89930.00 89210.00 -310.00 -270.00 -170.00 -300.00
2018-12-13 88910.00 89460.00 89660.00 88110.00 89180.00 89680.00 89780.00 88260.00 -270.00 -220.00 -120.00 -150.00
2018-12-12 89180.00 88880.00 89950.00 88690.00 89500.00 89140.00 90100.00 88990.00 -320.00 -260.00 -150.00 -300.00
2018-12-11 89100.00 88830.00 89550.00 88300.00 89510.00 89250.00 89900.00 88790.00 -410.00 -420.00 -350.00 -490.00
2018-12-10 89640.00 89310.00 90140.00 88520.00 89730.00 89770.00 90260.00 88860.00 -90.00 -460.00 -120.00 -340.00
2018-12-07 90000.00 89580.00 90000.00 88300.00 90200.00 89710.00 90300.00 88500.00 -200.00 -130.00 -300.00 -200.00
2018-12-06 90810.00 90340.00 91600.00 90120.00 90930.00 90600.00 91630.00 90100.00 -120.00 -260.00 -30.00 20.00
2018-12-05 92220.00 90930.00 92290.00 90360.00 91930.00 90920.00 92000.00 90120.00 290.00 10.00 290.00 240.00
2018-12-04 92040.00 92020.00 92230.00 91040.00 91720.00 91710.00 91890.00 90810.00 320.00 310.00 340.00 230.00
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