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
2025-07-11 121200.00 121390.00 121830.00 120410.00 121440.00 121500.00 121950.00 120560.00 -240.00 -110.00 -120.00 -150.00
2025-07-10 119140.00 121140.00 121230.00 118990.00 119360.00 121270.00 121400.00 119070.00 -220.00 -130.00 -170.00 -80.00
2025-07-09 120010.00 119140.00 120350.00 118800.00 120360.00 119230.00 120490.00 118940.00 -350.00 -90.00 -140.00 -140.00
2025-07-08 120860.00 120370.00 121240.00 119980.00 120590.00 120490.00 121330.00 120120.00 270.00 -120.00 -90.00 -140.00
2025-07-07 121730.00 120540.00 121900.00 120200.00 122090.00 120680.00 122090.00 120340.00 -360.00 -140.00 -190.00 -140.00
2025-07-04 121970.00 122270.00 123100.00 121760.00 122080.00 122360.00 123160.00 121870.00 -110.00 -90.00 -60.00 -110.00
2025-07-03 121280.00 121790.00 121930.00 121070.00 121420.00 121880.00 122020.00 121210.00 -140.00 -90.00 -90.00 -140.00
2025-07-02 120660.00 121220.00 121360.00 120310.00 120850.00 121310.00 121480.00 120430.00 -190.00 -90.00 -120.00 -120.00
2025-07-01 120750.00 120720.00 120800.00 120020.00 120900.00 120870.00 120910.00 120120.00 -150.00 -150.00 -110.00 -100.00
2025-06-30 120700.00 120830.00 121410.00 120600.00 120810.00 120910.00 121500.00 120700.00 -110.00 -80.00 -90.00 -100.00
2025-06-27 120550.00 120480.00 121000.00 120340.00 120800.00 120320.00 120820.00 120210.00 -250.00 160.00 180.00 130.00
2025-06-26 118950.00 120830.00 120950.00 118450.00 118880.00 120700.00 120750.00 118510.00 70.00 130.00 200.00 -60.00
2025-06-25 117680.00 118600.00 118600.00 117530.00 117830.00 118670.00 118680.00 117640.00 -150.00 -70.00 -80.00 -110.00
2025-06-24 117440.00 117450.00 117720.00 116860.00 117530.00 117630.00 117840.00 117000.00 -90.00 -180.00 -120.00 -140.00
2025-06-23 118190.00 117440.00 118790.00 116670.00 118300.00 117540.00 118950.00 116820.00 -110.00 -100.00 -160.00 -150.00
2025-06-20 118930.00 118280.00 119270.00 118220.00 119000.00 118420.00 119430.00 118420.00 -70.00 -140.00 -160.00 -200.00
2025-06-19 118550.00 118890.00 119300.00 118460.00 118720.00 119130.00 119440.00 118630.00 -170.00 -240.00 -140.00 -170.00
2025-06-18 118790.00 118480.00 118790.00 118050.00 118840.00 118680.00 118920.00 118230.00 -50.00 -200.00 -130.00 -180.00
2025-06-17 119740.00 118570.00 120050.00 118150.00 120090.00 118750.00 120220.00 118330.00 -350.00 -180.00 -170.00 -180.00
2025-06-16 119800.00 119690.00 120330.00 119040.00 120170.00 119880.00 120470.00 119240.00 -370.00 -190.00 -140.00 -200.00
2025-06-13 120200.00 119920.00 120600.00 119650.00 120550.00 120120.00 120820.00 119880.00 -350.00 -200.00 -220.00 -230.00
2025-06-12 121200.00 120000.00 121340.00 119810.00 121540.00 120200.00 121540.00 120020.00 -340.00 -200.00 -200.00 -210.00
2025-06-11 121300.00 121790.00 121950.00 120990.00 121330.00 122010.00 122120.00 121170.00 -30.00 -220.00 -170.00 -180.00
2025-06-10 122030.00 121390.00 122250.00 121240.00 122460.00 121600.00 122460.00 121460.00 -430.00 -210.00 -210.00 -220.00
2025-06-09 122280.00 122710.00 123180.00 122000.00 122000.00 122870.00 123350.00 122000.00 280.00 -160.00 -170.00 0.00
2025-06-06 122190.00 122200.00 122500.00 121730.00 122300.00 122370.00 122660.00 121920.00 -110.00 -170.00 -160.00 -190.00
2025-06-05 122200.00 121570.00 122220.00 121120.00 122380.00 121780.00 122380.00 121310.00 -180.00 -210.00 -160.00 -190.00
2025-06-04 121250.00 122590.00 122850.00 120930.00 121480.00 122750.00 123020.00 121130.00 -230.00 -160.00 -170.00 -200.00
2025-06-03 121770.00 121250.00 122080.00 121120.00 122010.00 121470.00 122290.00 121350.00 -240.00 -220.00 -210.00 -230.00
2025-05-30 121160.00 121100.00 121620.00 120520.00 121360.00 121350.00 121820.00 120730.00 -200.00 -250.00 -200.00 -210.00
2025-05-29 119640.00 120480.00 120930.00 118630.00 119570.00 120460.00 120860.00 118540.00 70.00 20.00 70.00 90.00
2025-05-28 121990.00 119950.00 122430.00 119590.00 122080.00 119800.00 122290.00 119470.00 -90.00 150.00 140.00 120.00
2025-05-27 122500.00 122170.00 122750.00 122000.00 122800.00 122310.00 122940.00 122150.00 -300.00 -140.00 -190.00 -150.00
2025-05-26 122450.00 122780.00 123290.00 122260.00 122700.00 123000.00 123450.00 122500.00 -250.00 -220.00 -160.00 -240.00
2025-05-23 123100.00 122610.00 123480.00 122420.00 123270.00 122700.00 123640.00 122600.00 -170.00 -90.00 -160.00 -180.00
2025-05-22 123650.00 123400.00 124100.00 123110.00 123400.00 123540.00 124210.00 123250.00 250.00 -140.00 -110.00 -140.00
2025-05-21 123450.00 123280.00 123800.00 122960.00 123660.00 123450.00 123950.00 123150.00 -210.00 -170.00 -150.00 -190.00
2025-05-20 123200.00 122870.00 123760.00 122620.00 123470.00 123050.00 123960.00 122880.00 -270.00 -180.00 -200.00 -260.00
2025-05-19 123660.00 123850.00 124360.00 123400.00 123800.00 124030.00 124550.00 123610.00 -140.00 -180.00 -190.00 -210.00
2025-05-16 123870.00 124060.00 125490.00 123800.00 124140.00 124230.00 125630.00 124050.00 -270.00 -170.00 -140.00 -250.00
2025-05-15 126100.00 123600.00 126300.00 123400.00 126000.00 123810.00 126450.00 123640.00 100.00 -210.00 -150.00 -240.00
2025-05-14 123230.00 125230.00 125390.00 122820.00 124090.00 125410.00 125570.00 123050.00 -860.00 -180.00 -180.00 -230.00
2025-05-13 125370.00 123860.00 125400.00 123150.00 125300.00 124060.00 125490.00 123350.00 70.00 -200.00 -90.00 -200.00
2025-05-12 124150.00 126130.00 126800.00 123910.00 124200.00 126290.00 126900.00 124080.00 -50.00 -160.00 -100.00 -170.00
2025-05-09 123800.00 123450.00 124190.00 123250.00 124180.00 123550.00 124360.00 123470.00 -380.00 -100.00 -170.00 -220.00
2025-05-08 123880.00 123630.00 124540.00 123030.00 123930.00 123830.00 124680.00 123290.00 -50.00 -200.00 -140.00 -260.00
2025-05-07 124430.00 124450.00 124910.00 123100.00 124760.00 124650.00 125050.00 123300.00 -330.00 -200.00 -140.00 -200.00
2025-05-06 123570.00 124630.00 125070.00 123500.00 123670.00 124800.00 125220.00 123670.00 -100.00 -170.00 -150.00 -170.00
2025-04-30 123860.00 123720.00 124850.00 123510.00 124100.00 123880.00 125000.00 123670.00 -240.00 -160.00 -150.00 -160.00
2025-04-29 125260.00 124180.00 125500.00 123600.00 125370.00 124320.00 125640.00 123820.00 -110.00 -140.00 -140.00 -220.00
2025-04-28 125250.00 124690.00 125260.00 123570.00 125200.00 124520.00 125200.00 123400.00 50.00 170.00 60.00 170.00
2025-04-25 126130.00 125800.00 126360.00 125110.00 125990.00 125640.00 126170.00 124980.00 140.00 160.00 190.00 130.00
2025-04-24 126080.00 125770.00 126850.00 124910.00 126500.00 125630.00 126760.00 124800.00 -420.00 140.00 90.00 110.00
2025-04-23 125810.00 126240.00 126400.00 125190.00 125930.00 126320.00 126650.00 125320.00 -120.00 -80.00 -250.00 -130.00
2025-04-22 126010.00 125570.00 126200.00 124890.00 126020.00 125620.00 126270.00 125020.00 -10.00 -50.00 -70.00 -130.00
2025-04-21 125520.00 125930.00 126450.00 124660.00 125380.00 126020.00 126530.00 124780.00 140.00 -90.00 -80.00 -120.00
2025-04-18 125500.00 125600.00 126350.00 124800.00 126000.00 125740.00 126450.00 125040.00 -500.00 -140.00 -100.00 -240.00
2025-04-17 125000.00 126030.00 126400.00 124720.00 125000.00 126190.00 126550.00 124830.00 0.00 -160.00 -150.00 -110.00
2025-04-16 124850.00 124140.00 125690.00 123850.00 125000.00 124290.00 125760.00 123970.00 -150.00 -150.00 -70.00 -120.00
2025-04-15 123480.00 124240.00 124420.00 122710.00 123950.00 124370.00 124500.00 122830.00 -470.00 -130.00 -80.00 -120.00
2025-04-14 123350.00 123090.00 123790.00 122110.00 122800.00 123180.00 123810.00 122250.00 550.00 -90.00 -20.00 -140.00
2025-04-11 121880.00 121300.00 121890.00 120060.00 121680.00 121370.00 121750.00 120150.00 200.00 -70.00 140.00 -90.00
2025-04-10 117000.00 121600.00 121640.00 116880.00 117850.00 121610.00 121630.00 117020.00 -850.00 -10.00 10.00 -140.00
2025-04-09 118820.00 118950.00 119810.00 117400.00 119030.00 119040.00 119930.00 117510.00 -210.00 -90.00 -120.00 -110.00
2025-04-08 118110.00 119280.00 120080.00 117880.00 118400.00 119420.00 120260.00 118000.00 -290.00 -140.00 -180.00 -120.00
2025-04-07 115450.00 118640.00 121670.00 115450.00 115500.00 118770.00 121790.00 115500.00 -50.00 -130.00 -120.00 -50.00
2025-04-03 129140.00 127330.00 129370.00 127180.00 129000.00 127480.00 129530.00 127330.00 140.00 -150.00 -160.00 -150.00
2025-04-02 129800.00 129460.00 130120.00 128720.00 130100.00 129620.00 130290.00 128900.00 -300.00 -160.00 -170.00 -180.00
2025-04-01 128590.00 130360.00 130630.00 120000.00 128770.00 130530.00 130760.00 127420.00 -180.00 -170.00 -130.00 -7420.00
2025-03-31 131920.00 129220.00 132270.00 128480.00 132420.00 129370.00 132420.00 128600.00 -500.00 -150.00 -150.00 -120.00
2025-03-28 130480.00 131600.00 132170.00 129540.00 130470.00 131780.00 132260.00 129750.00 10.00 -180.00 -90.00 -210.00
2025-03-27 129810.00 130030.00 131080.00 129400.00 130350.00 130220.00 131260.00 129600.00 -540.00 -190.00 -180.00 -200.00
2025-03-26 129180.00 129670.00 131150.00 128700.00 129160.00 129820.00 131270.00 128850.00 20.00 -150.00 -120.00 -150.00
2025-03-25 129300.00 129220.00 129480.00 128250.00 129600.00 129410.00 129600.00 128350.00 -300.00 -190.00 -120.00 -100.00
2025-03-24 129500.00 129950.00 130320.00 128640.00 129250.00 130120.00 130440.00 128780.00 250.00 -170.00 -120.00 -140.00
2025-03-21 130090.00 129190.00 130650.00 128800.00 130180.00 129270.00 130780.00 128970.00 -90.00 -80.00 -130.00 -170.00
2025-03-20 132360.00 129670.00 132640.00 128130.00 132740.00 129800.00 132790.00 128300.00 -380.00 -130.00 -150.00 -170.00
2025-03-19 130240.00 131660.00 131850.00 129260.00 130330.00 131890.00 132000.00 129440.00 -90.00 -230.00 -150.00 -180.00
2025-03-18 133860.00 129490.00 133860.00 128830.00 133800.00 129490.00 134050.00 129000.00 60.00 0.00 -190.00 -170.00
2025-03-17 134200.00 133900.00 134380.00 132350.00 134660.00 133930.00 134660.00 132490.00 -460.00 -30.00 -280.00 -140.00
2025-03-14 132500.00 133660.00 135960.00 132200.00 132940.00 133680.00 135990.00 132310.00 -440.00 -20.00 -30.00 -110.00
2025-03-13 134890.00 133310.00 134960.00 132530.00 134050.00 132980.00 134450.00 132220.00 840.00 330.00 510.00 310.00
2025-03-12 132500.00 133680.00 133690.00 131630.00 131890.00 133280.00 133340.00 131340.00 610.00 400.00 350.00 290.00
2025-03-11 133610.00 132990.00 134250.00 130800.00 133240.00 132640.00 133910.00 130500.00 370.00 350.00 340.00 300.00
2025-03-10 130000.00 132680.00 132960.00 129720.00 130110.00 132400.00 132640.00 129410.00 -110.00 280.00 320.00 310.00
2025-03-07 129200.00 129550.00 131770.00 129020.00 128630.00 129200.00 131430.00 128630.00 570.00 350.00 340.00 390.00
2025-03-06 128500.00 128390.00 128890.00 126880.00 128100.00 128080.00 128560.00 126620.00 400.00 310.00 330.00 260.00
2025-03-05 128090.00 128850.00 128900.00 127360.00 127420.00 128480.00 128590.00 127130.00 670.00 370.00 310.00 230.00
2025-03-04 127600.00 127210.00 129150.00 126740.00 127410.00 126910.00 128840.00 126480.00 190.00 300.00 310.00 260.00
2025-03-03 126540.00 127090.00 127370.00 124800.00 126000.00 126870.00 127080.00 124530.00 540.00 220.00 290.00 270.00
2025-02-28 126470.00 126650.00 127820.00 126070.00 126300.00 126390.00 127510.00 126060.00 170.00 260.00 310.00 10.00
2025-02-27 124620.00 125570.00 125800.00 124470.00 124390.00 125320.00 125550.00 124290.00 230.00 250.00 250.00 180.00
2025-02-26 124000.00 124130.00 124670.00 123600.00 123670.00 123750.00 124200.00 123340.00 330.00 380.00 470.00 260.00
2025-02-25 125590.00 124350.00 125760.00 124010.00 125130.00 123930.00 125250.00 123660.00 460.00 420.00 510.00 350.00
2025-02-24 124660.00 125460.00 125860.00 124150.00 124580.00 125940.00 126340.00 124510.00 80.00 -480.00 -480.00 -360.00
2025-02-21 126040.00 124000.00 126260.00 123650.00 127090.00 124400.00 127090.00 124100.00 -1050.00 -400.00 -830.00 -450.00
2025-02-20 123860.00 126140.00 126360.00 123310.00 123720.00 126490.00 126720.00 123720.00 140.00 -350.00 -360.00 -410.00
2025-02-19 123640.00 123830.00 124350.00 123260.00 124100.00 124220.00 124820.00 123650.00 -460.00 -390.00 -470.00 -390.00
2025-02-18 123460.00 123730.00 124530.00 123460.00 124000.00 124160.00 124980.00 124000.00 -540.00 -430.00 -450.00 -540.00
2025-02-17 125080.00 123860.00 125210.00 123260.00 125550.00 124320.00 125700.00 123810.00 -470.00 -460.00 -490.00 -550.00
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