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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 138710.00 | 139300.00 | 139910.00 | 138200.00 | 138400.00 | 139020.00 | 139670.00 | 138040.00 | 310.00 | 280.00 | 240.00 | 160.00 |
| 2023-11-14 | 138430.00 | 138270.00 | 139750.00 | 137300.00 | 138260.00 | 138060.00 | 139510.00 | 137300.00 | 170.00 | 210.00 | 240.00 | 0.00 |
| 2023-11-13 | 139110.00 | 139660.00 | 140250.00 | 136600.00 | 139490.00 | 139470.00 | 140060.00 | 136530.00 | -380.00 | 190.00 | 190.00 | 70.00 |
| 2023-11-10 | 141450.00 | 140280.00 | 142660.00 | 139320.00 | 140990.00 | 140110.00 | 142490.00 | 139390.00 | 460.00 | 170.00 | 170.00 | -70.00 |
| 2023-11-09 | 140330.00 | 142270.00 | 142820.00 | 140320.00 | 140100.00 | 142000.00 | 142580.00 | 140070.00 | 230.00 | 270.00 | 240.00 | 250.00 |
| 2023-11-08 | 140470.00 | 141240.00 | 141440.00 | 137000.00 | 140450.00 | 141060.00 | 141160.00 | 137310.00 | 20.00 | 180.00 | 280.00 | -310.00 |
| 2023-11-07 | 143110.00 | 141450.00 | 143680.00 | 140920.00 | 142880.00 | 141300.00 | 143480.00 | 140850.00 | 230.00 | 150.00 | 200.00 | 70.00 |
| 2023-11-06 | 142830.00 | 142840.00 | 143860.00 | 141700.00 | 142660.00 | 142650.00 | 143550.00 | 141500.00 | 170.00 | 190.00 | 310.00 | 200.00 |
| 2023-11-03 | 141570.00 | 142830.00 | 143460.00 | 141110.00 | 141180.00 | 142560.00 | 143100.00 | 140800.00 | 390.00 | 270.00 | 360.00 | 310.00 |
| 2023-11-02 | 141370.00 | 140830.00 | 142840.00 | 140550.00 | 141200.00 | 140590.00 | 142660.00 | 140410.00 | 170.00 | 240.00 | 180.00 | 140.00 |
| 2023-11-01 | 143470.00 | 140640.00 | 143500.00 | 140200.00 | 143250.00 | 140610.00 | 143370.00 | 140220.00 | 220.00 | 30.00 | 130.00 | -20.00 |
| 2023-10-31 | 147300.00 | 143580.00 | 147430.00 | 142620.00 | 147410.00 | 143750.00 | 147490.00 | 142670.00 | -110.00 | -170.00 | -60.00 | -50.00 |
| 2023-10-30 | 146750.00 | 146470.00 | 146980.00 | 145740.00 | 147390.00 | 146550.00 | 147980.00 | 146060.00 | -640.00 | -80.00 | -1000.00 | -320.00 |
| 2023-10-27 | 146700.00 | 145960.00 | 147280.00 | 144820.00 | 145400.00 | 145590.00 | 146100.00 | 143750.00 | 1300.00 | 370.00 | 1180.00 | 1070.00 |
| 2023-10-26 | 148980.00 | 146990.00 | 148980.00 | 145880.00 | 147860.00 | 146000.00 | 148380.00 | 144800.00 | 1120.00 | 990.00 | 600.00 | 1080.00 |
| 2023-10-25 | 146500.00 | 147900.00 | 149060.00 | 146300.00 | 146530.00 | 147390.00 | 148360.00 | 146090.00 | -30.00 | 510.00 | 700.00 | 210.00 |
| 2023-10-24 | 148200.00 | 147560.00 | 148780.00 | 145750.00 | 148030.00 | 147340.00 | 148590.00 | 145810.00 | 170.00 | 220.00 | 190.00 | -60.00 |
| 2023-10-23 | 148170.00 | 148710.00 | 149700.00 | 147440.00 | 147740.00 | 148460.00 | 149500.00 | 147400.00 | 430.00 | 250.00 | 200.00 | 40.00 |
| 2023-10-20 | 149680.00 | 146000.00 | 151670.00 | 145230.00 | 149510.00 | 146030.00 | 151490.00 | 145410.00 | 170.00 | -30.00 | 180.00 | -180.00 |
| 2023-10-19 | 150210.00 | 148920.00 | 152200.00 | 148660.00 | 150000.00 | 149000.00 | 151990.00 | 148770.00 | 210.00 | -80.00 | 210.00 | -110.00 |
| 2023-10-18 | 149760.00 | 149530.00 | 151800.00 | 148970.00 | 150020.00 | 149650.00 | 151760.00 | 149030.00 | -260.00 | -120.00 | 40.00 | -60.00 |
| 2023-10-17 | 152980.00 | 149760.00 | 153260.00 | 149430.00 | 152810.00 | 149910.00 | 153190.00 | 149540.00 | 170.00 | -150.00 | 70.00 | -110.00 |
| 2023-10-16 | 151820.00 | 152380.00 | 153650.00 | 151020.00 | 151400.00 | 152310.00 | 153490.00 | 151020.00 | 420.00 | 70.00 | 160.00 | 0.00 |
| 2023-10-13 | 152330.00 | 151220.00 | 153550.00 | 150400.00 | 152340.00 | 151180.00 | 153360.00 | 150390.00 | -10.00 | 40.00 | 190.00 | 10.00 |
| 2023-10-12 | 149950.00 | 152330.00 | 152630.00 | 147400.00 | 149630.00 | 152310.00 | 152510.00 | 147390.00 | 320.00 | 20.00 | 120.00 | 10.00 |
| 2023-10-11 | 151190.00 | 150710.00 | 151800.00 | 149110.00 | 150850.00 | 150580.00 | 151470.00 | 149000.00 | 340.00 | 130.00 | 330.00 | 110.00 |
| 2023-10-10 | 151970.00 | 151650.00 | 153880.00 | 151300.00 | 151450.00 | 151310.00 | 153600.00 | 150870.00 | 520.00 | 340.00 | 280.00 | 430.00 |
| 2023-10-09 | 150370.00 | 150990.00 | 151680.00 | 148000.00 | 149070.00 | 150750.00 | 151590.00 | 147890.00 | 1300.00 | 240.00 | 90.00 | 110.00 |
| 2023-09-28 | 151520.00 | 151910.00 | 153950.00 | 150820.00 | 151230.00 | 151220.00 | 153970.00 | 150930.00 | 290.00 | 690.00 | -20.00 | -110.00 |
| 2023-09-27 | 154800.00 | 149990.00 | 155000.00 | 149610.00 | 156770.00 | 150090.00 | 156850.00 | 150000.00 | -1970.00 | -100.00 | -1850.00 | -390.00 |
| 2023-09-26 | 156690.00 | 155200.00 | 157640.00 | 155100.00 | 158750.00 | 157080.00 | 158830.00 | 156920.00 | -2060.00 | -1880.00 | -1190.00 | -1820.00 |
| 2023-09-25 | 157210.00 | 158160.00 | 159280.00 | 157210.00 | 157300.00 | 157210.00 | 158420.00 | 156510.00 | -90.00 | 950.00 | 860.00 | 700.00 |
| 2023-09-22 | 156600.00 | 157210.00 | 157900.00 | 156010.00 | 155850.00 | 156660.00 | 157550.00 | 155500.00 | 750.00 | 550.00 | 350.00 | 510.00 |
| 2023-09-21 | 162270.00 | 157480.00 | 162720.00 | 157480.00 | 162750.00 | 157100.00 | 162780.00 | 157100.00 | -480.00 | 380.00 | -60.00 | 380.00 |
| 2023-09-20 | 161500.00 | 163540.00 | 165870.00 | 160950.00 | 161010.00 | 163510.00 | 165670.00 | 161010.00 | 490.00 | 30.00 | 200.00 | -60.00 |
| 2023-09-19 | 162250.00 | 161670.00 | 162730.00 | 160010.00 | 162870.00 | 161660.00 | 162880.00 | 160230.00 | -620.00 | 10.00 | -150.00 | -220.00 |
| 2023-09-18 | 162100.00 | 162900.00 | 163000.00 | 160260.00 | 162040.00 | 163130.00 | 163130.00 | 160560.00 | 60.00 | -230.00 | -130.00 | -300.00 |
| 2023-09-15 | 163090.00 | 162800.00 | 163630.00 | 161820.00 | 163500.00 | 163040.00 | 163870.00 | 162060.00 | -410.00 | -240.00 | -240.00 | -240.00 |
| 2023-09-14 | 161190.00 | 162300.00 | 162360.00 | 159390.00 | 161470.00 | 162500.00 | 162540.00 | 159760.00 | -280.00 | -200.00 | -180.00 | -370.00 |
| 2023-09-13 | 162990.00 | 161600.00 | 163130.00 | 160630.00 | 163000.00 | 161790.00 | 163300.00 | 160850.00 | -10.00 | -190.00 | -170.00 | -220.00 |
| 2023-09-12 | 166450.00 | 162170.00 | 167280.00 | 162020.00 | 166610.00 | 162340.00 | 167470.00 | 162310.00 | -160.00 | -170.00 | -190.00 | -290.00 |
| 2023-09-11 | 165950.00 | 166450.00 | 167280.00 | 165200.00 | 165900.00 | 166620.00 | 167360.00 | 165330.00 | 50.00 | -170.00 | -80.00 | -130.00 |
| 2023-09-08 | 167890.00 | 166220.00 | 168220.00 | 165400.00 | 167600.00 | 166200.00 | 168260.00 | 165500.00 | 290.00 | 20.00 | -40.00 | -100.00 |
| 2023-09-07 | 170210.00 | 167620.00 | 170900.00 | 166600.00 | 170530.00 | 167750.00 | 170990.00 | 166740.00 | -320.00 | -130.00 | -90.00 | -140.00 |
| 2023-09-06 | 172000.00 | 171860.00 | 173980.00 | 171050.00 | 171860.00 | 171950.00 | 173780.00 | 171300.00 | 140.00 | -90.00 | 200.00 | -250.00 |
| 2023-09-05 | 170000.00 | 171800.00 | 171850.00 | 168640.00 | 170170.00 | 171760.00 | 171840.00 | 168580.00 | -170.00 | 40.00 | 10.00 | 60.00 |
| 2023-09-04 | 169780.00 | 170710.00 | 173770.00 | 168700.00 | 169200.00 | 170450.00 | 173280.00 | 168310.00 | 580.00 | 260.00 | 490.00 | 390.00 |
| 2023-09-01 | 164410.00 | 168200.00 | 168460.00 | 163470.00 | 164210.00 | 167870.00 | 168090.00 | 163300.00 | 200.00 | 330.00 | 370.00 | 170.00 |
| 2023-08-31 | 165300.00 | 164840.00 | 166800.00 | 163510.00 | 165300.00 | 164530.00 | 166450.00 | 163270.00 | 0.00 | 310.00 | 350.00 | 240.00 |
| 2023-08-30 | 164950.00 | 165800.00 | 165990.00 | 164630.00 | 164810.00 | 165500.00 | 165590.00 | 164330.00 | 140.00 | 300.00 | 400.00 | 300.00 |
| 2023-08-29 | 167070.00 | 164950.00 | 167780.00 | 164040.00 | 166230.00 | 164640.00 | 167250.00 | 163690.00 | 840.00 | 310.00 | 530.00 | 350.00 |
| 2023-08-28 | 169490.00 | 167070.00 | 171000.00 | 166340.00 | 170300.00 | 167600.00 | 171500.00 | 167000.00 | -810.00 | -530.00 | -500.00 | -660.00 |
| 2023-08-25 | 167980.00 | 169500.00 | 170270.00 | 167500.00 | 168500.00 | 170000.00 | 170730.00 | 168130.00 | -520.00 | -500.00 | -460.00 | -630.00 |
| 2023-08-24 | 169270.00 | 167980.00 | 170490.00 | 167820.00 | 169900.00 | 168800.00 | 170980.00 | 168620.00 | -630.00 | -820.00 | -490.00 | -800.00 |
| 2023-08-23 | 168900.00 | 168590.00 | 169480.00 | 167200.00 | 169950.00 | 169080.00 | 170000.00 | 168200.00 | -1050.00 | -490.00 | -520.00 | -1000.00 |
| 2023-08-22 | 167100.00 | 169340.00 | 169840.00 | 166410.00 | 166610.00 | 168400.00 | 168670.00 | 165530.00 | 490.00 | 940.00 | 1170.00 | 880.00 |
| 2023-08-21 | 166440.00 | 166620.00 | 167970.00 | 166020.00 | 165300.00 | 165500.00 | 166980.00 | 164830.00 | 1140.00 | 1120.00 | 990.00 | 1190.00 |
| 2023-08-18 | 166380.00 | 167170.00 | 168720.00 | 166260.00 | 164500.00 | 165810.00 | 167340.00 | 164500.00 | 1880.00 | 1360.00 | 1380.00 | 1760.00 |
| 2023-08-17 | 163200.00 | 164960.00 | 165300.00 | 163040.00 | 161780.00 | 163670.00 | 163890.00 | 161760.00 | 1420.00 | 1290.00 | 1410.00 | 1280.00 |
| 2023-08-16 | 163330.00 | 162300.00 | 164270.00 | 161230.00 | 162490.00 | 161100.00 | 163140.00 | 160280.00 | 840.00 | 1200.00 | 1130.00 | 950.00 |
| 2023-08-15 | 163050.00 | 164980.00 | 165450.00 | 162030.00 | 161800.00 | 163850.00 | 164290.00 | 160800.00 | 1250.00 | 1130.00 | 1160.00 | 1230.00 |
| 2023-08-14 | 163000.00 | 164710.00 | 167000.00 | 162630.00 | 161300.00 | 163150.00 | 165240.00 | 161010.00 | 1700.00 | 1560.00 | 1760.00 | 1620.00 |
| 2023-08-11 | 164030.00 | 165280.00 | 165670.00 | 163550.00 | 161830.00 | 163510.00 | 163780.00 | 161830.00 | 2200.00 | 1770.00 | 1890.00 | 1720.00 |
| 2023-08-10 | 164500.00 | 163950.00 | 165260.00 | 163040.00 | 162610.00 | 162220.00 | 163500.00 | 161410.00 | 1890.00 | 1730.00 | 1760.00 | 1630.00 |
| 2023-08-09 | 164600.00 | 166580.00 | 166600.00 | 164000.00 | 162440.00 | 164860.00 | 164860.00 | 162070.00 | 2160.00 | 1720.00 | 1740.00 | 1930.00 |
| 2023-08-08 | 167000.00 | 165940.00 | 167630.00 | 165870.00 | 165300.00 | 164050.00 | 165480.00 | 164030.00 | 1700.00 | 1890.00 | 2150.00 | 1840.00 |
| 2023-08-07 | 168110.00 | 166080.00 | 168180.00 | 165480.00 | 166280.00 | 164070.00 | 166280.00 | 163510.00 | 1830.00 | 2010.00 | 1900.00 | 1970.00 |
| 2023-08-04 | 168080.00 | 169970.00 | 171850.00 | 167800.00 | 166010.00 | 167980.00 | 169700.00 | 165900.00 | 2070.00 | 1990.00 | 2150.00 | 1900.00 |
| 2023-08-03 | 170360.00 | 167580.00 | 170360.00 | 166820.00 | 168500.00 | 165870.00 | 168550.00 | 165200.00 | 1860.00 | 1710.00 | 1810.00 | 1620.00 |
| 2023-08-02 | 172000.00 | 172020.00 | 173200.00 | 171420.00 | 170460.00 | 170210.00 | 171350.00 | 169580.00 | 1540.00 | 1810.00 | 1850.00 | 1840.00 |
| 2023-08-01 | 172000.00 | 171270.00 | 173920.00 | 170450.00 | 170340.00 | 169690.00 | 172100.00 | 168730.00 | 1660.00 | 1580.00 | 1820.00 | 1720.00 |
| 2023-07-31 | 171250.00 | 172260.00 | 173470.00 | 170540.00 | 172740.00 | 174700.00 | 175000.00 | 171910.00 | -1490.00 | -2440.00 | -1530.00 | -1370.00 |
| 2023-07-28 | 168940.00 | 170460.00 | 170500.00 | 168120.00 | 169210.00 | 171910.00 | 171930.00 | 169210.00 | -270.00 | -1450.00 | -1430.00 | -1090.00 |
| 2023-07-27 | 171600.00 | 170180.00 | 173250.00 | 169020.00 | 170410.00 | 168400.00 | 172120.00 | 167600.00 | 1190.00 | 1780.00 | 1130.00 | 1420.00 |
| 2023-07-26 | 171470.00 | 172990.00 | 174220.00 | 170390.00 | 170100.00 | 171800.00 | 172450.00 | 168880.00 | 1370.00 | 1190.00 | 1770.00 | 1510.00 |
| 2023-07-25 | 168400.00 | 170930.00 | 172600.00 | 168400.00 | 166220.00 | 168750.00 | 169890.00 | 165900.00 | 2180.00 | 2180.00 | 2710.00 | 2500.00 |
| 2023-07-24 | 169040.00 | 168910.00 | 171490.00 | 167300.00 | 166950.00 | 166220.00 | 168800.00 | 165050.00 | 2090.00 | 2690.00 | 2690.00 | 2250.00 |
| 2023-07-21 | 170900.00 | 170530.00 | 171760.00 | 167890.00 | 167910.00 | 167820.00 | 169050.00 | 165300.00 | 2990.00 | 2710.00 | 2710.00 | 2590.00 |
| 2023-07-20 | 165500.00 | 170490.00 | 171460.00 | 165250.00 | 163310.00 | 167910.00 | 168690.00 | 162850.00 | 2190.00 | 2580.00 | 2770.00 | 2400.00 |
| 2023-07-19 | 163470.00 | 165370.00 | 167460.00 | 163080.00 | 160700.00 | 162920.00 | 164850.00 | 160700.00 | 2770.00 | 2450.00 | 2610.00 | 2380.00 |
| 2023-07-18 | 164330.00 | 164810.00 | 164980.00 | 161130.00 | 161570.00 | 162400.00 | 162480.00 | 159060.00 | 2760.00 | 2410.00 | 2500.00 | 2070.00 |
| 2023-07-17 | 168240.00 | 165080.00 | 170770.00 | 164600.00 | 165300.00 | 162600.00 | 167760.00 | 162010.00 | 2940.00 | 2480.00 | 3010.00 | 2590.00 |
| 2023-07-14 | 166890.00 | 166200.00 | 168350.00 | 165110.00 | 163990.00 | 163990.00 | 166060.00 | 163040.00 | 2900.00 | 2210.00 | 2290.00 | 2070.00 |
| 2023-07-13 | 165500.00 | 166890.00 | 169860.00 | 165500.00 | 164000.00 | 164530.00 | 167420.00 | 163600.00 | 1500.00 | 2360.00 | 2440.00 | 1900.00 |
| 2023-07-12 | 162660.00 | 165090.00 | 165410.00 | 162110.00 | 160500.00 | 163000.00 | 163300.00 | 160250.00 | 2160.00 | 2090.00 | 2110.00 | 1860.00 |
| 2023-07-11 | 161260.00 | 164020.00 | 164500.00 | 161260.00 | 159700.00 | 161970.00 | 162500.00 | 159610.00 | 1560.00 | 2050.00 | 2000.00 | 1650.00 |
| 2023-07-10 | 162550.00 | 161030.00 | 163300.00 | 160550.00 | 160470.00 | 159180.00 | 161440.00 | 158870.00 | 2080.00 | 1850.00 | 1860.00 | 1680.00 |
| 2023-07-07 | 165000.00 | 163440.00 | 166170.00 | 163350.00 | 163000.00 | 161580.00 | 164270.00 | 161450.00 | 2000.00 | 1860.00 | 1900.00 | 1900.00 |
| 2023-07-06 | 158980.00 | 165760.00 | 167080.00 | 158500.00 | 156790.00 | 163860.00 | 164830.00 | 156730.00 | 2190.00 | 1900.00 | 2250.00 | 1770.00 |
| 2023-07-05 | 158950.00 | 158290.00 | 159400.00 | 157000.00 | 157110.00 | 156500.00 | 157650.00 | 155380.00 | 1840.00 | 1790.00 | 1750.00 | 1620.00 |
| 2023-07-04 | 158700.00 | 159500.00 | 160110.00 | 158140.00 | 158230.00 | 157720.00 | 158320.00 | 156500.00 | 470.00 | 1780.00 | 1790.00 | 1640.00 |
| 2023-07-03 | 156800.00 | 159240.00 | 160930.00 | 156600.00 | 154940.00 | 157550.00 | 159100.00 | 154940.00 | 1860.00 | 1690.00 | 1830.00 | 1660.00 |
| 2023-06-30 | 155050.00 | 157500.00 | 158550.00 | 154790.00 | 153020.00 | 155740.00 | 156720.00 | 153020.00 | 2030.00 | 1760.00 | 1830.00 | 1770.00 |
| 2023-06-29 | 155370.00 | 155190.00 | 157000.00 | 153700.00 | 158070.00 | 158280.00 | 160110.00 | 156800.00 | -2700.00 | -3090.00 | -3110.00 | -3100.00 |
| 2023-06-28 | 159150.00 | 157910.00 | 159900.00 | 157000.00 | 161210.00 | 160810.00 | 162610.00 | 159900.00 | -2060.00 | -2900.00 | -2710.00 | -2900.00 |
| 2023-06-27 | 161100.00 | 162410.00 | 162810.00 | 160360.00 | 158250.00 | 159450.00 | 160100.00 | 157350.00 | 2850.00 | 2960.00 | 2710.00 | 3010.00 |
| 2023-06-26 | 165870.00 | 163500.00 | 167490.00 | 162500.00 | 162850.00 | 160660.00 | 164460.00 | 159500.00 | 3020.00 | 2840.00 | 3030.00 | 3000.00 |
| 2023-06-21 | 167170.00 | 167950.00 | 169800.00 | 166500.00 | 163600.00 | 164850.00 | 166680.00 | 163600.00 | 3570.00 | 3100.00 | 3120.00 | 2900.00 |
| 2023-06-20 | 168180.00 | 168410.00 | 169490.00 | 167200.00 | 165990.00 | 165570.00 | 166380.00 | 164300.00 | 2190.00 | 2840.00 | 3110.00 | 2900.00 |
| 2023-06-19 | 173640.00 | 168560.00 | 173890.00 | 167540.00 | 171010.00 | 165700.00 | 171010.00 | 164240.00 | 2630.00 | 2860.00 | 2880.00 | 3300.00 |