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
2025-02-14 123660.00 124690.00 125080.00 123000.00 124220.00 125220.00 125560.00 123590.00 -560.00 -530.00 -480.00 -590.00
2025-02-13 124030.00 124280.00 124930.00 124010.00 124800.00 124760.00 125470.00 124510.00 -770.00 -480.00 -540.00 -500.00
2025-02-12 123870.00 124550.00 124970.00 123770.00 124600.00 125070.00 125560.00 124300.00 -730.00 -520.00 -590.00 -530.00
2025-02-11 127510.00 124760.00 127560.00 124400.00 127950.00 125300.00 128000.00 124880.00 -440.00 -540.00 -440.00 -480.00
2025-02-10 127190.00 127680.00 127950.00 126320.00 127880.00 128140.00 128400.00 126860.00 -690.00 -460.00 -450.00 -540.00
2025-02-07 126910.00 127190.00 127670.00 126710.00 127460.00 127660.00 128130.00 127220.00 -550.00 -470.00 -460.00 -510.00
2025-02-06 123010.00 127400.00 127430.00 123010.00 124000.00 127820.00 127930.00 123770.00 -990.00 -420.00 -500.00 -760.00
2025-02-05 123300.00 123240.00 123930.00 122610.00 124100.00 123780.00 124530.00 123230.00 -800.00 -540.00 -600.00 -620.00
2025-01-27 124000.00 124150.00 125060.00 123410.00 124760.00 124730.00 125610.00 124060.00 -760.00 -580.00 -550.00 -650.00
2025-01-24 124540.00 123710.00 124600.00 123220.00 124350.00 123410.00 124530.00 123060.00 190.00 300.00 70.00 160.00
2025-01-23 126460.00 124150.00 126550.00 123880.00 126430.00 123960.00 126680.00 123730.00 30.00 190.00 -130.00 150.00
2025-01-22 127980.00 126500.00 128250.00 126120.00 128500.00 126750.00 128540.00 126370.00 -520.00 -250.00 -290.00 -250.00
2025-01-21 126640.00 128090.00 128730.00 126430.00 126600.00 128430.00 129000.00 126600.00 40.00 -340.00 -270.00 -170.00
2025-01-20 128610.00 126640.00 129120.00 126360.00 129310.00 126900.00 129460.00 126650.00 -700.00 -260.00 -340.00 -290.00
2025-01-17 128600.00 128170.00 128760.00 127500.00 129000.00 128490.00 129050.00 127800.00 -400.00 -320.00 -290.00 -300.00
2025-01-16 127560.00 128600.00 128800.00 126850.00 127800.00 128970.00 129100.00 127150.00 -240.00 -370.00 -300.00 -300.00
2025-01-15 127670.00 127560.00 128180.00 126730.00 127800.00 127920.00 128450.00 127070.00 -130.00 -360.00 -270.00 -340.00
2025-01-14 127830.00 127680.00 128420.00 127240.00 128150.00 127900.00 128670.00 127520.00 -320.00 -220.00 -250.00 -280.00
2025-01-13 126200.00 127700.00 127740.00 125730.00 125900.00 127990.00 128000.00 125900.00 300.00 -290.00 -260.00 -170.00
2025-01-10 125300.00 125480.00 126070.00 124650.00 125400.00 125660.00 126290.00 124830.00 -100.00 -180.00 -220.00 -180.00
2025-01-09 125000.00 125510.00 125780.00 123840.00 125020.00 125750.00 126000.00 124110.00 -20.00 -240.00 -220.00 -270.00
2025-01-08 123320.00 125230.00 125600.00 123100.00 123780.00 125500.00 125840.00 123380.00 -460.00 -270.00 -240.00 -280.00
2025-01-07 123500.00 122720.00 124200.00 122530.00 124000.00 123020.00 124400.00 122830.00 -500.00 -300.00 -200.00 -300.00
2025-01-06 122200.00 122260.00 123980.00 120400.00 122650.00 122480.00 124250.00 120720.00 -450.00 -220.00 -270.00 -320.00
2025-01-03 122950.00 122640.00 123860.00 122270.00 123170.00 122990.00 124170.00 122560.00 -220.00 -350.00 -310.00 -290.00
2025-01-02 124500.00 123820.00 125090.00 123500.00 124450.00 124190.00 125340.00 123810.00 50.00 -370.00 -250.00 -310.00
2024-12-31 125620.00 124750.00 125650.00 123870.00 125990.00 125000.00 126050.00 124160.00 -370.00 -250.00 -400.00 -290.00
2024-12-30 124000.00 124820.00 125370.00 123400.00 124350.00 125180.00 125650.00 123720.00 -350.00 -360.00 -280.00 -320.00
2024-12-27 126720.00 124800.00 126930.00 124700.00 126390.00 124530.00 126600.00 124460.00 330.00 270.00 330.00 240.00
2024-12-26 125400.00 126490.00 126720.00 124720.00 125000.00 126170.00 126400.00 124530.00 400.00 320.00 320.00 190.00
2024-12-25 125300.00 125330.00 126170.00 125040.00 125800.00 125050.00 125900.00 124730.00 -500.00 280.00 270.00 310.00
2024-12-24 124430.00 124860.00 125080.00 123610.00 124800.00 125100.00 125290.00 123830.00 -370.00 -240.00 -210.00 -220.00
2024-12-23 122500.00 124960.00 125250.00 122240.00 122360.00 125180.00 125480.00 122320.00 140.00 -220.00 -230.00 -80.00
2024-12-20 122120.00 122410.00 123000.00 121800.00 122330.00 122570.00 123220.00 122010.00 -210.00 -160.00 -220.00 -210.00
2024-12-19 123600.00 122830.00 124480.00 122640.00 123870.00 123020.00 124690.00 122830.00 -270.00 -190.00 -210.00 -190.00
2024-12-18 124570.00 123670.00 125280.00 123300.00 124590.00 123870.00 125530.00 123630.00 -20.00 -200.00 -250.00 -330.00
2024-12-17 126190.00 124200.00 127060.00 124200.00 126370.00 124590.00 127360.00 124510.00 -180.00 -390.00 -300.00 -310.00
2024-12-16 128500.00 126510.00 128840.00 125960.00 129360.00 126800.00 129360.00 126290.00 -860.00 -290.00 -520.00 -330.00
2024-12-13 129760.00 129110.00 129980.00 128470.00 129900.00 129330.00 130220.00 128690.00 -140.00 -220.00 -240.00 -220.00
2024-12-12 125850.00 129610.00 129660.00 125480.00 125900.00 129870.00 129990.00 125800.00 -50.00 -260.00 -330.00 -320.00
2024-12-11 126160.00 125590.00 126510.00 124820.00 126320.00 125900.00 126830.00 125160.00 -160.00 -310.00 -320.00 -340.00
2024-12-10 127000.00 126820.00 128020.00 125970.00 127400.00 127110.00 128370.00 126300.00 -400.00 -290.00 -350.00 -330.00
2024-12-09 126520.00 127000.00 127990.00 126410.00 126890.00 127340.00 128290.00 126710.00 -370.00 -340.00 -300.00 -300.00
2024-12-06 125180.00 126320.00 126380.00 124440.00 125670.00 126710.00 126750.00 124810.00 -490.00 -390.00 -370.00 -370.00
2024-12-05 127630.00 125070.00 127830.00 124880.00 127900.00 125390.00 128130.00 125280.00 -270.00 -320.00 -300.00 -400.00
2024-12-04 126920.00 127890.00 128460.00 126550.00 127260.00 128160.00 128750.00 126860.00 -340.00 -270.00 -290.00 -310.00
2024-12-03 124880.00 126010.00 126150.00 124060.00 125500.00 126360.00 126500.00 124400.00 -620.00 -350.00 -350.00 -340.00
2024-12-02 126010.00 125690.00 126700.00 124450.00 126270.00 125970.00 126980.00 124810.00 -260.00 -280.00 -280.00 -360.00
2024-11-29 127150.00 126010.00 128170.00 125540.00 127020.00 126270.00 128420.00 125830.00 130.00 -260.00 -250.00 -290.00
2024-11-28 126280.00 127000.00 127480.00 125210.00 125810.00 126690.00 127100.00 124950.00 470.00 310.00 380.00 260.00
2024-11-27 127710.00 126520.00 127940.00 125260.00 127600.00 126190.00 127600.00 125000.00 110.00 330.00 340.00 260.00
2024-11-26 127460.00 127510.00 128990.00 127410.00 127630.00 127200.00 128640.00 127060.00 -170.00 310.00 350.00 350.00
2024-11-25 125770.00 126950.00 127580.00 125630.00 126140.00 127250.00 127870.00 125880.00 -370.00 -300.00 -290.00 -250.00
2024-11-22 127710.00 125090.00 127750.00 124600.00 128000.00 125390.00 128000.00 125050.00 -290.00 -300.00 -250.00 -450.00
2024-11-21 127290.00 127760.00 128050.00 126420.00 127570.00 128120.00 128290.00 126660.00 -280.00 -360.00 -240.00 -240.00
2024-11-20 125880.00 126760.00 127100.00 125250.00 125870.00 127060.00 127350.00 125520.00 10.00 -300.00 -250.00 -270.00
2024-11-19 124350.00 125360.00 126180.00 123220.00 124070.00 125580.00 126440.00 123410.00 280.00 -220.00 -260.00 -190.00
2024-11-18 123900.00 124710.00 125310.00 122110.00 124110.00 124890.00 125570.00 122220.00 -210.00 -180.00 -260.00 -110.00
2024-11-15 124010.00 123140.00 124330.00 122800.00 124760.00 123420.00 124760.00 123100.00 -750.00 -280.00 -430.00 -300.00
2024-11-14 125250.00 124880.00 125640.00 124500.00 125740.00 125160.00 125900.00 124840.00 -490.00 -280.00 -260.00 -340.00
2024-11-13 126500.00 125870.00 127380.00 124810.00 126850.00 126120.00 127700.00 125120.00 -350.00 -250.00 -320.00 -310.00
2024-11-12 127300.00 126760.00 128460.00 125920.00 128070.00 127080.00 128780.00 125200.00 -770.00 -320.00 -320.00 720.00
2024-11-11 128200.00 128040.00 129920.00 127120.00 129070.00 128400.00 130240.00 127500.00 -870.00 -360.00 -320.00 -380.00
2024-11-08 127960.00 129580.00 130470.00 127660.00 128150.00 129870.00 130780.00 127960.00 -190.00 -290.00 -310.00 -300.00
2024-11-07 124220.00 127260.00 127500.00 124110.00 124650.00 127560.00 127800.00 124540.00 -430.00 -300.00 -300.00 -430.00
2024-11-06 124760.00 124460.00 127600.00 124110.00 125100.00 124870.00 127920.00 112130.00 -340.00 -410.00 -320.00 11980.00
2024-11-05 124210.00 124520.00 124620.00 123660.00 124780.00 124880.00 124960.00 124110.00 -570.00 -360.00 -340.00 -450.00
2024-11-04 125310.00 124720.00 125900.00 124070.00 125800.00 125190.00 126240.00 124450.00 -490.00 -470.00 -340.00 -380.00
2024-11-01 123720.00 124050.00 124310.00 122270.00 124020.00 124410.00 124640.00 122710.00 -300.00 -360.00 -330.00 -440.00
2024-10-31 124400.00 123840.00 124680.00 123210.00 124900.00 124190.00 125030.00 123640.00 -500.00 -350.00 -350.00 -430.00
2024-10-30 124300.00 124690.00 125120.00 123600.00 124810.00 125160.00 125460.00 124000.00 -510.00 -470.00 -340.00 -400.00
2024-10-29 125700.00 123890.00 126030.00 123750.00 125500.00 123580.00 125710.00 123460.00 200.00 310.00 320.00 290.00
2024-10-28 125480.00 126400.00 126880.00 125480.00 125760.00 126050.00 126600.00 125390.00 -280.00 350.00 280.00 90.00
2024-10-25 126480.00 125870.00 127200.00 125820.00 126660.00 126120.00 127490.00 126100.00 -180.00 -250.00 -290.00 -280.00
2024-10-24 125000.00 126410.00 126700.00 125000.00 125550.00 126670.00 126970.00 125300.00 -550.00 -260.00 -270.00 -300.00
2024-10-23 127480.00 126000.00 127480.00 125660.00 127460.00 126230.00 127640.00 125950.00 20.00 -230.00 -160.00 -290.00
2024-10-22 129720.00 127310.00 130030.00 126010.00 130540.00 127570.00 130540.00 116520.00 -820.00 -260.00 -510.00 9490.00
2024-10-21 129310.00 130720.00 130900.00 127880.00 129410.00 131160.00 131260.00 128280.00 -100.00 -440.00 -360.00 -400.00
2024-10-18 128170.00 128750.00 129830.00 127860.00 128700.00 129150.00 130170.00 128200.00 -530.00 -400.00 -340.00 -340.00
2024-10-17 133050.00 128550.00 133950.00 128400.00 132960.00 128890.00 134300.00 128780.00 90.00 -340.00 -350.00 -380.00
2024-10-16 132660.00 132550.00 133870.00 132350.00 133010.00 132900.00 134220.00 132720.00 -350.00 -350.00 -350.00 -370.00
2024-10-15 134310.00 132680.00 134700.00 132550.00 134210.00 133010.00 135000.00 132950.00 100.00 -330.00 -300.00 -400.00
2024-10-14 135690.00 134610.00 136340.00 134020.00 135910.00 134900.00 136620.00 134410.00 -220.00 -290.00 -280.00 -390.00
2024-10-11 133700.00 134450.00 134760.00 133000.00 133300.00 134780.00 135080.00 133300.00 400.00 -330.00 -320.00 -300.00
2024-10-10 133590.00 132330.00 133600.00 131280.00 134030.00 132620.00 134090.00 131360.00 -440.00 -290.00 -490.00 -80.00
2024-10-09 133980.00 135080.00 135960.00 133720.00 134360.00 135620.00 136310.00 134000.00 -380.00 -540.00 -350.00 -280.00
2024-10-08 138210.00 133020.00 138800.00 132970.00 137790.00 133380.00 139000.00 132940.00 420.00 -360.00 -200.00 30.00
2024-09-30 129360.00 132900.00 132970.00 128550.00 128970.00 132680.00 132680.00 128300.00 390.00 220.00 290.00 250.00
2024-09-27 129050.00 129360.00 129590.00 128040.00 129590.00 128950.00 129590.00 127730.00 -540.00 410.00 0.00 310.00
2024-09-26 128190.00 128540.00 129200.00 127550.00 127800.00 128800.00 129540.00 127800.00 390.00 -260.00 -340.00 -250.00
2024-09-25 126880.00 127460.00 129130.00 126800.00 127500.00 127730.00 129440.00 127060.00 -620.00 -270.00 -310.00 -260.00
2024-09-24 125050.00 126690.00 127070.00 124990.00 125140.00 126990.00 127290.00 125140.00 -90.00 -300.00 -220.00 -150.00
2024-09-23 125930.00 124830.00 126390.00 124230.00 125700.00 125120.00 126660.00 124520.00 230.00 -290.00 -270.00 -290.00
2024-09-20 125500.00 125350.00 126170.00 124780.00 126400.00 125690.00 126500.00 125100.00 -900.00 -340.00 -330.00 -320.00
2024-09-19 124620.00 125920.00 126120.00 123420.00 125050.00 126230.00 126450.00 123740.00 -430.00 -310.00 -330.00 -320.00
2024-09-18 124410.00 124370.00 125280.00 123040.00 125000.00 124690.00 125690.00 123370.00 -590.00 -320.00 -410.00 -330.00
2024-09-13 124420.00 124110.00 124870.00 123530.00 124700.00 124420.00 125230.00 123880.00 -280.00 -310.00 -360.00 -350.00
2024-09-12 122800.00 124300.00 125090.00 121900.00 123300.00 124670.00 125430.00 122300.00 -500.00 -370.00 -340.00 -400.00
2024-09-11 121490.00 123030.00 123300.00 119300.00 121920.00 123420.00 123660.00 119730.00 -430.00 -390.00 -360.00 -430.00
2024-09-10 122240.00 121610.00 122440.00 121000.00 123000.00 121910.00 123000.00 121380.00 -760.00 -300.00 -560.00 -380.00
导出Excel数据