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
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
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