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
2024-04-16 138250.00 134540.00 138660.00 134120.00 138530.00 134870.00 138960.00 134450.00 -280.00 -330.00 -300.00 -330.00
2024-04-15 138300.00 139240.00 140850.00 135060.00 138570.00 139530.00 141120.00 135400.00 -270.00 -290.00 -270.00 -340.00
2024-04-12 138820.00 138250.00 138990.00 136170.00 138710.00 138560.00 139360.00 136510.00 110.00 -310.00 -370.00 -340.00
2024-04-11 141970.00 139610.00 142000.00 138700.00 142060.00 140000.00 142370.00 139100.00 -90.00 -390.00 -370.00 -400.00
2024-04-10 138500.00 139680.00 139950.00 137950.00 138570.00 140010.00 140300.00 138370.00 -70.00 -330.00 -350.00 -420.00
2024-04-09 137630.00 137090.00 138330.00 135680.00 137990.00 137450.00 138660.00 136060.00 -360.00 -360.00 -330.00 -380.00
2024-04-08 135870.00 136620.00 137540.00 133850.00 136590.00 136950.00 137880.00 134200.00 -720.00 -330.00 -340.00 -350.00
2024-04-03 133430.00 133450.00 134380.00 132600.00 133760.00 133790.00 134720.00 132910.00 -330.00 -340.00 -340.00 -310.00
2024-04-02 130850.00 132590.00 133360.00 130840.00 131780.00 132860.00 133670.00 131360.00 -930.00 -270.00 -310.00 -520.00
2024-04-01 131190.00 131600.00 131680.00 129050.00 131500.00 131980.00 132000.00 129500.00 -310.00 -380.00 -320.00 -450.00
2024-03-29 130810.00 130920.00 131320.00 129620.00 130730.00 131270.00 131600.00 130000.00 80.00 -350.00 -280.00 -380.00
2024-03-28 128990.00 130530.00 130790.00 128600.00 129880.00 130830.00 131140.00 129000.00 -890.00 -300.00 -350.00 -400.00
2024-03-27 131430.00 129510.00 131930.00 128650.00 131800.00 129760.00 132220.00 128930.00 -370.00 -250.00 -290.00 -280.00
2024-03-26 132880.00 131780.00 133940.00 131330.00 133130.00 132040.00 134280.00 131650.00 -250.00 -260.00 -340.00 -320.00
2024-03-25 135110.00 133330.00 135910.00 133000.00 135650.00 133630.00 136150.00 133000.00 -540.00 -300.00 -240.00 0.00
2024-03-22 137600.00 134710.00 137800.00 134210.00 138110.00 134990.00 138110.00 134440.00 -510.00 -280.00 -310.00 -230.00
2024-03-21 136360.00 137980.00 138190.00 135660.00 136010.00 138190.00 138350.00 135890.00 350.00 -210.00 -160.00 -230.00
2024-03-20 137000.00 136560.00 138070.00 135400.00 137190.00 136750.00 138200.00 135390.00 -190.00 -190.00 -130.00 10.00
2024-03-19 139600.00 137460.00 140930.00 137030.00 140550.00 137650.00 141130.00 137200.00 -950.00 -190.00 -200.00 -170.00
2024-03-18 142030.00 139950.00 142220.00 139050.00 142460.00 140150.00 142460.00 139200.00 -430.00 -200.00 -240.00 -150.00
2024-03-15 140230.00 141870.00 142080.00 139350.00 139980.00 142040.00 142200.00 139520.00 250.00 -170.00 -120.00 -170.00
2024-03-14 141420.00 140280.00 143100.00 139960.00 141640.00 140490.00 143190.00 140150.00 -220.00 -210.00 -90.00 -190.00
2024-03-13 140800.00 142050.00 142860.00 139680.00 141020.00 141600.00 142630.00 139380.00 -220.00 450.00 230.00 300.00
2024-03-12 138330.00 140290.00 142000.00 137870.00 137980.00 139910.00 141600.00 137540.00 350.00 380.00 400.00 330.00
2024-03-11 138810.00 137640.00 138950.00 136110.00 138440.00 137300.00 138500.00 135750.00 370.00 340.00 450.00 360.00
2024-03-08 137410.00 138480.00 138500.00 136610.00 136820.00 138090.00 138110.00 136290.00 590.00 390.00 390.00 320.00
2024-03-07 135950.00 136120.00 136660.00 135030.00 135430.00 135740.00 136290.00 134700.00 520.00 380.00 370.00 330.00
2024-03-06 137260.00 135240.00 137470.00 133630.00 137010.00 134900.00 137090.00 133360.00 250.00 340.00 380.00 270.00
2024-03-05 138000.00 136420.00 138470.00 136240.00 137500.00 136120.00 138140.00 135970.00 500.00 300.00 330.00 270.00
2024-03-04 135500.00 136620.00 139040.00 135000.00 135100.00 136350.00 138700.00 134900.00 400.00 270.00 340.00 100.00
2024-03-01 138180.00 137070.00 138660.00 136760.00 137570.00 136790.00 138450.00 136460.00 610.00 280.00 210.00 300.00
2024-02-29 134500.00 137710.00 138660.00 134000.00 133890.00 137340.00 138320.00 133600.00 610.00 370.00 340.00 400.00
2024-02-28 135000.00 134290.00 136660.00 134270.00 134450.00 133640.00 135960.00 133600.00 550.00 650.00 700.00 670.00
2024-02-27 133830.00 134210.00 134470.00 132010.00 131710.00 133530.00 133880.00 131560.00 2120.00 680.00 590.00 450.00
2024-02-26 136000.00 132730.00 136190.00 132450.00 136040.00 133160.00 136560.00 132880.00 -40.00 -430.00 -370.00 -430.00
2024-02-23 132230.00 135620.00 136640.00 132230.00 132800.00 136030.00 137000.00 132430.00 -570.00 -410.00 -360.00 -200.00
2024-02-22 128650.00 131320.00 131470.00 128400.00 128990.00 131730.00 131800.00 128630.00 -340.00 -410.00 -330.00 -230.00
2024-02-21 126630.00 128280.00 128680.00 126030.00 127200.00 128630.00 129000.00 126500.00 -570.00 -350.00 -320.00 -470.00
2024-02-20 126850.00 126570.00 127880.00 126360.00 127100.00 126960.00 128190.00 126700.00 -250.00 -390.00 -310.00 -340.00
2024-02-19 126650.00 125900.00 127200.00 125480.00 127750.00 126300.00 127750.00 125930.00 -1100.00 -400.00 -550.00 -450.00
2024-02-08 125720.00 126250.00 126500.00 124120.00 124650.00 126610.00 126800.00 124650.00 1070.00 -360.00 -300.00 -530.00
2024-02-07 123860.00 124050.00 124750.00 123620.00 124500.00 124480.00 125160.00 124000.00 -640.00 -430.00 -410.00 -380.00
2024-02-06 124860.00 124960.00 125640.00 123760.00 124990.00 125390.00 126000.00 124200.00 -130.00 -430.00 -360.00 -440.00
2024-02-05 126870.00 124860.00 127140.00 122000.00 127220.00 125170.00 127500.00 122310.00 -350.00 -310.00 -360.00 -310.00
2024-02-02 126320.00 126430.00 127300.00 125600.00 126940.00 126870.00 127600.00 126010.00 -620.00 -440.00 -300.00 -410.00
2024-02-01 127530.00 126240.00 127600.00 125780.00 127320.00 126570.00 127920.00 126160.00 210.00 -330.00 -320.00 -380.00
2024-01-31 127000.00 126990.00 127880.00 126280.00 127500.00 127310.00 128160.00 126670.00 -500.00 -320.00 -280.00 -390.00
2024-01-30 129800.00 127190.00 129800.00 126760.00 130000.00 127490.00 130000.00 127050.00 -200.00 -300.00 -200.00 -290.00
2024-01-29 131200.00 129280.00 132350.00 128790.00 131140.00 129430.00 132360.00 129040.00 60.00 -150.00 -10.00 -250.00
2024-01-26 130330.00 130400.00 132130.00 129810.00 130650.00 130560.00 132270.00 130030.00 -320.00 -160.00 -140.00 -220.00
2024-01-25 130370.00 129720.00 130880.00 129030.00 130540.00 129540.00 130670.00 128760.00 -170.00 180.00 210.00 270.00
2024-01-24 130000.00 129780.00 130430.00 128700.00 128100.00 129480.00 130220.00 128100.00 1900.00 300.00 210.00 600.00
2024-01-23 126520.00 129650.00 130060.00 125750.00 125600.00 129790.00 131000.00 125600.00 920.00 -140.00 -940.00 150.00
2024-01-22 127750.00 125940.00 128500.00 125280.00 128500.00 126020.00 128660.00 125540.00 -750.00 -80.00 -160.00 -260.00
2024-01-19 127780.00 127950.00 129300.00 127330.00 128000.00 128120.00 129450.00 127520.00 -220.00 -170.00 -150.00 -190.00
2024-01-18 126000.00 128260.00 128500.00 125610.00 126580.00 128420.00 128650.00 125740.00 -580.00 -160.00 -150.00 -130.00
2024-01-17 127300.00 127030.00 128460.00 126520.00 127300.00 127210.00 128560.00 126600.00 0.00 -180.00 -100.00 -80.00
2024-01-16 126680.00 126850.00 128000.00 126020.00 127390.00 126950.00 128180.00 126200.00 -710.00 -100.00 -180.00 -180.00
2024-01-15 128760.00 127200.00 129020.00 126210.00 128960.00 127330.00 129120.00 126340.00 -200.00 -130.00 -100.00 -130.00
2024-01-12 128700.00 129420.00 129720.00 128230.00 128900.00 129480.00 129770.00 128500.00 -200.00 -60.00 -50.00 -270.00
2024-01-11 124700.00 128970.00 129380.00 124600.00 125000.00 129090.00 129480.00 124930.00 -300.00 -120.00 -100.00 -330.00
2024-01-10 125110.00 124920.00 125550.00 124300.00 125180.00 125070.00 125700.00 124550.00 -70.00 -150.00 -150.00 -250.00
2024-01-09 124380.00 125750.00 126380.00 123500.00 124290.00 125900.00 126480.00 123720.00 90.00 -150.00 -100.00 -220.00
2024-01-08 123300.00 124450.00 125470.00 123110.00 123300.00 124540.00 125610.00 123270.00 0.00 -90.00 -140.00 -160.00
2024-01-05 125400.00 123540.00 125650.00 122750.00 125800.00 123680.00 125800.00 123020.00 -400.00 -140.00 -150.00 -270.00
2024-01-04 126850.00 125400.00 127690.00 124280.00 127100.00 125570.00 127770.00 124520.00 -250.00 -170.00 -80.00 -240.00
2024-01-03 128010.00 128090.00 128980.00 127030.00 127930.00 128220.00 128980.00 127180.00 80.00 -130.00 0.00 -150.00
2024-01-02 125640.00 127510.00 128060.00 125350.00 126000.00 127650.00 128060.00 125410.00 -360.00 -140.00 0.00 -60.00
2023-12-29 129180.00 125210.00 129930.00 125120.00 129010.00 125200.00 129900.00 125180.00 170.00 10.00 30.00 -60.00
2023-12-28 129650.00 129510.00 131370.00 128860.00 129890.00 129480.00 131280.00 128900.00 -240.00 30.00 90.00 -40.00
2023-12-27 129000.00 129550.00 130600.00 128550.00 129870.00 129320.00 130410.00 128550.00 -870.00 230.00 190.00 0.00
2023-12-26 130970.00 129140.00 132000.00 129100.00 130550.00 129130.00 131900.00 129100.00 420.00 10.00 100.00 0.00
2023-12-25 130740.00 130900.00 131780.00 127230.00 129870.00 130980.00 131790.00 127200.00 870.00 -80.00 -10.00 30.00
2023-12-22 130990.00 130740.00 132580.00 130210.00 130500.00 130690.00 132490.00 130160.00 490.00 50.00 90.00 50.00
2023-12-21 131060.00 129830.00 132000.00 128310.00 131000.00 129830.00 131860.00 128200.00 60.00 0.00 140.00 110.00
2023-12-20 132000.00 131200.00 132880.00 130150.00 131800.00 131080.00 132790.00 130110.00 200.00 120.00 90.00 40.00
2023-12-19 132820.00 131070.00 133090.00 128510.00 132680.00 131030.00 132990.00 128550.00 140.00 40.00 100.00 -40.00
2023-12-18 133540.00 133390.00 134200.00 132230.00 133050.00 133290.00 134000.00 132180.00 490.00 100.00 200.00 50.00
2023-12-15 134280.00 132080.00 134500.00 130770.00 133000.00 132060.00 134560.00 131310.00 1280.00 20.00 -60.00 -540.00
2023-12-14 130000.00 132130.00 132960.00 129980.00 129880.00 132010.00 132760.00 129860.00 120.00 120.00 200.00 120.00
2023-12-13 131320.00 130400.00 133170.00 128790.00 131010.00 130250.00 132960.00 128750.00 310.00 150.00 210.00 40.00
2023-12-12 131090.00 131800.00 132880.00 129310.00 130960.00 131710.00 132740.00 129150.00 130.00 90.00 140.00 160.00
2023-12-11 133530.00 132060.00 134760.00 130520.00 133560.00 131960.00 134590.00 130530.00 -30.00 100.00 170.00 -10.00
2023-12-08 129350.00 133820.00 135450.00 127710.00 129860.00 133700.00 135270.00 127680.00 -510.00 120.00 180.00 30.00
2023-12-07 129810.00 130540.00 131760.00 126380.00 129620.00 130410.00 131710.00 126350.00 190.00 130.00 50.00 30.00
2023-12-06 125250.00 130550.00 130840.00 123200.00 125120.00 130450.00 130700.00 123100.00 130.00 100.00 140.00 100.00
2023-12-05 128140.00 125120.00 129640.00 125010.00 127980.00 125100.00 129490.00 125000.00 160.00 20.00 150.00 10.00
2023-12-04 131380.00 128460.00 132170.00 127080.00 130840.00 128370.00 131930.00 126960.00 540.00 90.00 240.00 120.00
2023-12-01 130000.00 129380.00 131760.00 128020.00 130000.00 129300.00 131560.00 127910.00 0.00 80.00 200.00 110.00
2023-11-30 131590.00 131210.00 134670.00 130260.00 131160.00 131070.00 134390.00 130130.00 430.00 140.00 280.00 130.00
2023-11-29 129160.00 131110.00 132680.00 128010.00 129010.00 130860.00 132340.00 127880.00 150.00 250.00 340.00 130.00
2023-11-28 123400.00 129160.00 129850.00 122710.00 123700.00 129010.00 129720.00 122860.00 -300.00 150.00 130.00 -150.00
2023-11-27 127500.00 122780.00 127500.00 121880.00 128000.00 122900.00 128260.00 122110.00 -500.00 -120.00 -760.00 -230.00
2023-11-24 128100.00 129150.00 130190.00 127570.00 127860.00 128700.00 129660.00 127150.00 240.00 450.00 530.00 420.00
2023-11-23 129730.00 127720.00 130550.00 126440.00 128800.00 127210.00 129720.00 125890.00 930.00 510.00 830.00 550.00
2023-11-22 132510.00 129410.00 133980.00 129080.00 131790.00 128650.00 133200.00 128500.00 720.00 760.00 780.00 580.00
2023-11-21 134950.00 132510.00 135730.00 132370.00 134380.00 132030.00 135100.00 132000.00 570.00 480.00 630.00 370.00
2023-11-20 135780.00 134950.00 136700.00 134220.00 135800.00 134400.00 136400.00 133860.00 -20.00 550.00 300.00 360.00
2023-11-17 138000.00 136290.00 138470.00 135010.00 137890.00 136090.00 138210.00 134880.00 110.00 200.00 260.00 130.00
2023-11-16 139220.00 138810.00 139840.00 137600.00 139100.00 138530.00 139600.00 137510.00 120.00 280.00 240.00 90.00
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