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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |