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
2024-09-09 124160.00 122800.00 124350.00 121400.00 124520.00 123130.00 124630.00 121810.00 -360.00 -330.00 -280.00 -410.00
2024-09-06 123680.00 123920.00 124770.00 122100.00 124090.00 124280.00 125090.00 122430.00 -410.00 -360.00 -320.00 -330.00
2024-09-05 125500.00 123450.00 126450.00 123450.00 125500.00 123860.00 126780.00 123830.00 0.00 -410.00 -330.00 -380.00
2024-09-04 128160.00 125500.00 128450.00 125260.00 128350.00 125780.00 128770.00 125610.00 -190.00 -280.00 -320.00 -350.00
2024-09-03 128010.00 128810.00 129420.00 127900.00 128360.00 129170.00 129760.00 128200.00 -350.00 -360.00 -340.00 -300.00
2024-09-02 131280.00 127760.00 131330.00 127500.00 131500.00 128110.00 131630.00 127840.00 -220.00 -350.00 -300.00 -340.00
2024-08-30 131500.00 131510.00 132290.00 131020.00 132130.00 131820.00 132550.00 131320.00 -630.00 -310.00 -260.00 -300.00
2024-08-29 130620.00 131760.00 132240.00 130500.00 130870.00 132030.00 132450.00 130710.00 -250.00 -270.00 -210.00 -210.00
2024-08-28 132760.00 131110.00 132960.00 130690.00 132750.00 130910.00 133260.00 130420.00 10.00 200.00 -300.00 270.00
2024-08-27 131350.00 132030.00 132680.00 130980.00 131180.00 131790.00 132340.00 130700.00 170.00 240.00 340.00 280.00
2024-08-26 130200.00 131350.00 131500.00 129410.00 130920.00 131060.00 131200.00 129120.00 -720.00 290.00 300.00 290.00
2024-08-23 128950.00 130720.00 131000.00 128060.00 128680.00 130950.00 131200.00 128250.00 270.00 -230.00 -200.00 -190.00
2024-08-22 131330.00 128700.00 131550.00 128200.00 131420.00 129010.00 131810.00 128530.00 -90.00 -310.00 -260.00 -330.00
2024-08-21 130740.00 131550.00 131700.00 129920.00 131000.00 131780.00 131980.00 130180.00 -260.00 -230.00 -280.00 -260.00
2024-08-20 130500.00 129320.00 131000.00 129160.00 130550.00 129640.00 131300.00 129500.00 -50.00 -320.00 -300.00 -340.00
2024-08-19 127400.00 130360.00 130500.00 127110.00 127540.00 130550.00 130580.00 127230.00 -140.00 -190.00 -80.00 -120.00
2024-08-16 129910.00 127920.00 130280.00 127800.00 130080.00 128190.00 130400.00 128090.00 -170.00 -270.00 -120.00 -290.00
2024-08-15 128090.00 129450.00 129900.00 127420.00 127900.00 129700.00 130080.00 127710.00 190.00 -250.00 -180.00 -290.00
2024-08-14 128660.00 127240.00 129350.00 126360.00 128900.00 127560.00 129580.00 126700.00 -240.00 -320.00 -230.00 -340.00
2024-08-13 128320.00 128330.00 129920.00 127120.00 128880.00 128530.00 130090.00 127450.00 -560.00 -200.00 -170.00 -330.00
2024-08-12 130870.00 128310.00 130990.00 127320.00 130900.00 128570.00 131230.00 127570.00 -30.00 -260.00 -240.00 -250.00
2024-08-09 127790.00 130900.00 131770.00 127440.00 127670.00 131070.00 131940.00 127670.00 120.00 -170.00 -170.00 -230.00
2024-08-08 128860.00 127180.00 129180.00 126710.00 129390.00 127420.00 129490.00 126930.00 -530.00 -240.00 -310.00 -220.00
2024-08-07 128710.00 129200.00 130560.00 128640.00 129000.00 129500.00 130800.00 128840.00 -290.00 -300.00 -240.00 -200.00
2024-08-06 127970.00 128710.00 129770.00 127700.00 128000.00 128900.00 129820.00 127800.00 -30.00 -190.00 -50.00 -100.00
2024-08-05 131380.00 128580.00 132160.00 128460.00 131400.00 128670.00 132260.00 128560.00 -20.00 -90.00 -100.00 -100.00
2024-08-02 131530.00 130990.00 131750.00 129500.00 131870.00 131080.00 132000.00 129640.00 -340.00 -90.00 -250.00 -140.00
2024-08-01 132530.00 132250.00 133960.00 131720.00 132900.00 132400.00 134180.00 131870.00 -370.00 -150.00 -220.00 -150.00
2024-07-31 126630.00 131840.00 132170.00 126560.00 126550.00 131940.00 132200.00 126550.00 80.00 -100.00 -30.00 10.00
2024-07-30 127250.00 126650.00 128180.00 126560.00 127700.00 126800.00 128270.00 126700.00 -450.00 -150.00 -90.00 -140.00
2024-07-29 126240.00 127260.00 128000.00 126070.00 126110.00 127420.00 128110.00 126110.00 130.00 -160.00 -110.00 -40.00
2024-07-26 124810.00 126700.00 127360.00 124800.00 125250.00 126940.00 127660.00 125180.00 -440.00 -240.00 -300.00 -380.00
2024-07-25 128140.00 124550.00 128290.00 124030.00 128270.00 124810.00 128520.00 124330.00 -130.00 -260.00 -230.00 -300.00
2024-07-24 128000.00 128530.00 129310.00 127430.00 128000.00 128660.00 129560.00 127700.00 0.00 -130.00 -250.00 -270.00
2024-07-23 128460.00 127980.00 129200.00 127700.00 128500.00 128290.00 129480.00 128000.00 -40.00 -310.00 -280.00 -300.00
2024-07-22 129420.00 128610.00 130080.00 128100.00 129310.00 128400.00 129710.00 127970.00 110.00 210.00 370.00 130.00
2024-07-19 130020.00 130170.00 131430.00 129980.00 129870.00 129790.00 131060.00 129700.00 150.00 380.00 370.00 280.00
2024-07-18 132030.00 130740.00 132240.00 129890.00 131690.00 130520.00 131950.00 129650.00 340.00 220.00 290.00 240.00
2024-07-17 133070.00 131810.00 133490.00 131640.00 132750.00 131510.00 133150.00 131400.00 320.00 300.00 340.00 240.00
2024-07-16 133820.00 133980.00 134240.00 132890.00 133310.00 133650.00 133860.00 132600.00 510.00 330.00 380.00 290.00
2024-07-15 135410.00 134330.00 135430.00 133740.00 134930.00 134070.00 135000.00 133350.00 480.00 260.00 430.00 390.00
2024-07-12 134960.00 135010.00 135200.00 132140.00 134390.00 134650.00 134870.00 131880.00 570.00 360.00 330.00 260.00
2024-07-11 134030.00 133880.00 134790.00 133310.00 133960.00 133470.00 134430.00 133050.00 70.00 410.00 360.00 260.00
2024-07-10 136570.00 133740.00 137070.00 133600.00 136210.00 133430.00 136620.00 133310.00 360.00 310.00 450.00 290.00
2024-07-09 138320.00 137430.00 139380.00 136380.00 138000.00 136960.00 138710.00 136050.00 320.00 470.00 670.00 330.00
2024-07-08 138500.00 138610.00 139110.00 137300.00 138180.00 138140.00 138560.00 136870.00 320.00 470.00 550.00 430.00
2024-07-05 137590.00 138090.00 138500.00 136110.00 136810.00 137530.00 138000.00 135800.00 780.00 560.00 500.00 310.00
2024-07-04 139280.00 137590.00 139380.00 137050.00 138880.00 137220.00 138880.00 136620.00 400.00 370.00 500.00 430.00
2024-07-03 138480.00 137880.00 138510.00 136100.00 137880.00 137360.00 137990.00 135600.00 600.00 520.00 520.00 500.00
2024-07-02 137600.00 138020.00 138200.00 137010.00 137110.00 137460.00 137720.00 136580.00 490.00 560.00 480.00 430.00
2024-07-01 135600.00 137000.00 137870.00 134800.00 135470.00 136510.00 137340.00 134500.00 130.00 490.00 530.00 300.00
2024-06-28 135140.00 135480.00 136470.00 134310.00 134980.00 134760.00 136000.00 133750.00 160.00 720.00 470.00 560.00
2024-06-27 135800.00 134110.00 135900.00 133840.00 135750.00 134200.00 136270.00 134120.00 50.00 -90.00 -370.00 -280.00
2024-06-26 134310.00 136040.00 136300.00 132470.00 134770.00 136500.00 136650.00 133010.00 -460.00 -460.00 -350.00 -540.00
2024-06-25 134500.00 135550.00 135780.00 133750.00 135090.00 135950.00 136150.00 134250.00 -590.00 -400.00 -370.00 -500.00
2024-06-24 132950.00 134050.00 135360.00 132830.00 133810.00 134690.00 135860.00 133350.00 -860.00 -640.00 -500.00 -520.00
2024-06-21 135020.00 133510.00 136530.00 133500.00 136230.00 134340.00 137230.00 134300.00 -1210.00 -830.00 -700.00 -800.00
2024-06-20 134300.00 135400.00 135950.00 134150.00 135150.00 136330.00 136800.00 135060.00 -850.00 -930.00 -850.00 -910.00
2024-06-19 133160.00 134470.00 134580.00 132810.00 134090.00 135400.00 135480.00 133800.00 -930.00 -930.00 -900.00 -990.00
2024-06-18 135000.00 133810.00 136650.00 133750.00 135700.00 134690.00 137420.00 134670.00 -700.00 -880.00 -770.00 -920.00
2024-06-17 136000.00 135170.00 137630.00 135010.00 137000.00 136100.00 138520.00 136020.00 -1000.00 -930.00 -890.00 -1010.00
2024-06-14 138520.00 137010.00 138680.00 136130.00 139450.00 138000.00 139480.00 137130.00 -930.00 -990.00 -800.00 -1000.00
2024-06-13 140310.00 138520.00 141180.00 136680.00 141230.00 139470.00 142160.00 137800.00 -920.00 -950.00 -980.00 -1120.00
2024-06-12 138880.00 139770.00 140610.00 138050.00 139670.00 140810.00 141720.00 139050.00 -790.00 -1040.00 -1110.00 -1000.00
2024-06-11 140000.00 139610.00 141690.00 138620.00 142010.00 140520.00 142680.00 139610.00 -2010.00 -910.00 -990.00 -990.00
2024-06-07 142280.00 142770.00 144390.00 141810.00 142800.00 143660.00 145420.00 142800.00 -520.00 -890.00 -1030.00 -990.00
2024-06-06 141500.00 142920.00 143300.00 140140.00 142440.00 143890.00 144360.00 141240.00 -940.00 -970.00 -1060.00 -1100.00
2024-06-05 145000.00 142000.00 145400.00 142000.00 145950.00 143110.00 146650.00 143110.00 -950.00 -1110.00 -1250.00 -1110.00
2024-06-04 147110.00 146580.00 147900.00 145110.00 148140.00 147810.00 149200.00 146360.00 -1030.00 -1230.00 -1300.00 -1250.00
2024-06-03 151650.00 147430.00 152990.00 146030.00 153200.00 148690.00 154330.00 147130.00 -1550.00 -1260.00 -1340.00 -1100.00
2024-05-31 151000.00 151650.00 151780.00 148820.00 151990.00 152960.00 153110.00 150260.00 -990.00 -1310.00 -1330.00 -1440.00
2024-05-30 155010.00 151400.00 155850.00 150720.00 154390.00 150890.00 155160.00 150150.00 620.00 510.00 690.00 570.00
2024-05-29 155660.00 156410.00 157150.00 153210.00 155000.00 155670.00 156340.00 152500.00 660.00 740.00 810.00 710.00
2024-05-28 153980.00 154880.00 156800.00 153320.00 154260.00 155660.00 157500.00 154060.00 -280.00 -780.00 -700.00 -740.00
2024-05-27 151990.00 152930.00 154140.00 151700.00 153030.00 153600.00 154760.00 152540.00 -1040.00 -670.00 -620.00 -840.00
2024-05-24 151510.00 152780.00 153840.00 150530.00 152300.00 153500.00 154510.00 151080.00 -790.00 -720.00 -670.00 -550.00
2024-05-23 154850.00 151410.00 155660.00 150900.00 155060.00 151960.00 156210.00 151480.00 -210.00 -550.00 -550.00 -580.00
2024-05-22 158980.00 157410.00 159910.00 155540.00 159500.00 157950.00 160450.00 156130.00 -520.00 -540.00 -540.00 -590.00
2024-05-21 156600.00 157810.00 160500.00 154810.00 155350.00 158430.00 161130.00 155350.00 1250.00 -620.00 -630.00 -540.00
2024-05-20 155010.00 157390.00 159800.00 154230.00 155850.00 157980.00 160460.00 154840.00 -840.00 -590.00 -660.00 -610.00
2024-05-17 146620.00 153460.00 154690.00 145950.00 146960.00 153990.00 155370.00 146540.00 -340.00 -530.00 -680.00 -590.00
2024-05-16 144870.00 146620.00 147460.00 144300.00 145160.00 147180.00 147960.00 144830.00 -290.00 -560.00 -500.00 -530.00
2024-05-15 144460.00 144380.00 145880.00 142280.00 145110.00 144900.00 146440.00 142920.00 -650.00 -520.00 -560.00 -640.00
2024-05-14 143880.00 144460.00 145650.00 142700.00 144610.00 145040.00 146070.00 143300.00 -730.00 -580.00 -420.00 -600.00
2024-05-13 143920.00 143510.00 144520.00 142000.00 144080.00 144000.00 144990.00 142580.00 -160.00 -490.00 -470.00 -580.00
2024-05-10 141790.00 144760.00 144800.00 141700.00 142060.00 145080.00 145190.00 142060.00 -270.00 -320.00 -390.00 -360.00
2024-05-09 140460.00 141770.00 142470.00 140160.00 140980.00 142340.00 142950.00 140820.00 -520.00 -570.00 -480.00 -660.00
2024-05-08 143580.00 141190.00 144720.00 140650.00 144050.00 141640.00 145200.00 141190.00 -470.00 -450.00 -480.00 -540.00
2024-05-07 145800.00 144170.00 146800.00 143410.00 145200.00 144720.00 147180.00 143910.00 600.00 -550.00 -380.00 -500.00
2024-05-06 143530.00 145040.00 145570.00 142500.00 143490.00 145490.00 146040.00 143020.00 40.00 -450.00 -470.00 -520.00
2024-04-30 143140.00 143140.00 146460.00 142300.00 143750.00 143790.00 146800.00 142820.00 -610.00 -650.00 -340.00 -520.00
2024-04-29 145000.00 142850.00 145580.00 141860.00 146500.00 144110.00 146810.00 143190.00 -1500.00 -1260.00 -1230.00 -1330.00
2024-04-26 143940.00 145870.00 145920.00 142060.00 144890.00 147000.00 147090.00 143310.00 -950.00 -1130.00 -1170.00 -1250.00
2024-04-25 143000.00 143820.00 143890.00 141070.00 143500.00 144850.00 144980.00 142260.00 -500.00 -1030.00 -1090.00 -1190.00
2024-04-24 139970.00 142990.00 143360.00 139130.00 139870.00 142600.00 142880.00 138750.00 100.00 390.00 480.00 380.00
2024-04-23 144110.00 140970.00 146840.00 140800.00 143310.00 140430.00 146300.00 140410.00 800.00 540.00 540.00 390.00
2024-04-22 143400.00 143580.00 148270.00 142500.00 141100.00 143020.00 147560.00 141100.00 2300.00 560.00 710.00 1400.00
2024-04-19 138170.00 140910.00 141160.00 135760.00 138760.00 141500.00 141640.00 136320.00 -590.00 -590.00 -480.00 -560.00
2024-04-18 136790.00 138270.00 138300.00 136200.00 136880.00 138760.00 138770.00 136570.00 -90.00 -490.00 -470.00 -370.00
2024-04-17 134890.00 136100.00 136380.00 133780.00 134990.00 136390.00 136730.00 134100.00 -100.00 -290.00 -350.00 -320.00
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