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
2023-06-16 172600.00 173320.00 174340.00 171530.00 170000.00 170450.00 171700.00 168500.00 2600.00 2870.00 2640.00 3030.00
2023-06-15 171370.00 171110.00 173390.00 169620.00 167100.00 167860.00 169840.00 166360.00 4270.00 3250.00 3550.00 3260.00
2023-06-14 162810.00 169950.00 171430.00 162810.00 160210.00 166410.00 167700.00 159340.00 2600.00 3540.00 3730.00 3470.00
2023-06-13 163490.00 161310.00 164400.00 159140.00 159310.00 157890.00 160510.00 155820.00 4180.00 3420.00 3890.00 3320.00
2023-06-12 163150.00 163500.00 164660.00 161250.00 159000.00 159570.00 160480.00 157340.00 4150.00 3930.00 4180.00 3910.00
2023-06-09 160270.00 162640.00 162750.00 157210.00 156950.00 159000.00 159000.00 154300.00 3320.00 3640.00 3750.00 2910.00
2023-06-08 159530.00 158980.00 163200.00 158200.00 156300.00 155720.00 159190.00 155000.00 3230.00 3260.00 4010.00 3200.00
2023-06-07 159500.00 159090.00 162460.00 158720.00 155770.00 155370.00 158710.00 155100.00 3730.00 3720.00 3750.00 3620.00
2023-06-06 158650.00 158590.00 160800.00 157200.00 155360.00 155170.00 157400.00 154200.00 3290.00 3420.00 3400.00 3000.00
2023-06-05 162500.00 158160.00 162920.00 156380.00 160090.00 155110.00 160090.00 153660.00 2410.00 3050.00 2830.00 2720.00
2023-06-02 159790.00 163060.00 163450.00 158230.00 157220.00 159620.00 160090.00 155720.00 2570.00 3440.00 3360.00 2510.00
2023-06-01 155000.00 159790.00 159940.00 153050.00 152070.00 157220.00 157220.00 150570.00 2930.00 2570.00 2720.00 2480.00
2023-05-31 163910.00 156100.00 164530.00 155800.00 160010.00 152600.00 160010.00 152200.00 3900.00 3500.00 4520.00 3600.00
2023-05-30 162140.00 163790.00 167500.00 160300.00 167180.00 169120.00 173270.00 165670.00 -5040.00 -5330.00 -5770.00 -5370.00
2023-05-29 163590.00 162140.00 163700.00 158310.00 167000.00 167190.00 170370.00 164010.00 -3410.00 -5050.00 -6670.00 -5700.00
2023-05-26 169680.00 168110.00 170000.00 166230.00 162500.00 162470.00 163220.00 159520.00 7180.00 5640.00 6780.00 6710.00
2023-05-25 166380.00 169080.00 169490.00 162800.00 158480.00 162000.00 162180.00 155440.00 7900.00 7080.00 7310.00 7360.00
2023-05-24 162560.00 167070.00 167420.00 162050.00 157300.00 159280.00 159280.00 156000.00 5260.00 7790.00 8140.00 6050.00
2023-05-23 167150.00 162500.00 168730.00 162400.00 162180.00 156850.00 163860.00 156660.00 4970.00 5650.00 4870.00 5740.00
2023-05-22 169000.00 166310.00 169350.00 164010.00 164010.00 161150.00 165040.00 158670.00 4990.00 5160.00 4310.00 5340.00
2023-05-19 165790.00 167300.00 167320.00 161200.00 161060.00 162650.00 162700.00 157080.00 4730.00 4650.00 4620.00 4120.00
2023-05-18 166310.00 165450.00 168500.00 164120.00 161270.00 161130.00 163750.00 159280.00 5040.00 4320.00 4750.00 4840.00
2023-05-17 165000.00 165300.00 166630.00 162530.00 160000.00 160130.00 161520.00 157040.00 5000.00 5170.00 5110.00 5490.00
2023-05-16 171000.00 165500.00 171490.00 164040.00 167190.00 160670.00 167330.00 159230.00 3810.00 4830.00 4160.00 4810.00
2023-05-15 170000.00 170850.00 172550.00 169100.00 165510.00 166710.00 168650.00 164950.00 4490.00 4140.00 3900.00 4150.00
2023-05-12 168960.00 168910.00 169870.00 167110.00 165300.00 164900.00 166360.00 163250.00 3660.00 4010.00 3510.00 3860.00
2023-05-11 177350.00 169580.00 177920.00 169450.00 173850.00 166050.00 174110.00 166000.00 3500.00 3530.00 3810.00 3450.00
2023-05-10 180450.00 179460.00 180490.00 178000.00 176180.00 175620.00 176370.00 174080.00 4270.00 3840.00 4120.00 3920.00
2023-05-09 185250.00 179710.00 186490.00 179670.00 181200.00 175580.00 182170.00 175510.00 4050.00 4130.00 4320.00 4160.00
2023-05-08 182700.00 185130.00 187200.00 182420.00 178430.00 180710.00 182800.00 177570.00 4270.00 4420.00 4400.00 4850.00
2023-05-05 187800.00 183260.00 187840.00 181020.00 182700.00 178890.00 183040.00 176540.00 5100.00 4370.00 4800.00 4480.00
2023-05-04 185020.00 187280.00 189000.00 184450.00 180000.00 182750.00 184710.00 180000.00 5020.00 4530.00 4290.00 4450.00
2023-04-28 179960.00 182320.00 184600.00 179000.00 175860.00 178000.00 180320.00 175020.00 4100.00 4320.00 4280.00 3980.00
2023-04-27 179860.00 179420.00 181650.00 178420.00 176120.00 175330.00 177730.00 174500.00 3740.00 4090.00 3920.00 3920.00
2023-04-26 181610.00 179570.00 182280.00 176620.00 177430.00 175590.00 178100.00 172340.00 4180.00 3980.00 4180.00 4280.00
2023-04-25 182440.00 183140.00 185070.00 181280.00 185950.00 187750.00 189420.00 185950.00 -3510.00 -4610.00 -4350.00 -4670.00
2023-04-24 185000.00 181900.00 185980.00 180620.00 189780.00 186220.00 190140.00 185390.00 -4780.00 -4320.00 -4160.00 -4770.00
2023-04-21 193030.00 185200.00 193060.00 185030.00 195010.00 189510.00 197750.00 189340.00 -1980.00 -4310.00 -4690.00 -4310.00
2023-04-20 193000.00 195680.00 198880.00 192510.00 188630.00 190410.00 193810.00 187770.00 4370.00 5270.00 5070.00 4740.00
2023-04-19 190360.00 195910.00 197800.00 189790.00 185750.00 190860.00 192950.00 185400.00 4610.00 5050.00 4850.00 4390.00
2023-04-18 190860.00 188720.00 191150.00 185590.00 187000.00 184500.00 187000.00 181230.00 3860.00 4220.00 4150.00 4360.00
2023-04-17 187060.00 189830.00 191630.00 185120.00 182800.00 185840.00 187270.00 181200.00 4260.00 3990.00 4360.00 3920.00
2023-04-14 183010.00 185250.00 186800.00 182000.00 177890.00 181080.00 182500.00 177600.00 5120.00 4170.00 4300.00 4400.00
2023-04-13 181640.00 181290.00 183160.00 180360.00 177400.00 176830.00 178550.00 176050.00 4240.00 4460.00 4610.00 4310.00
2023-04-12 180000.00 182460.00 183800.00 179800.00 174990.00 177850.00 179090.00 174850.00 5010.00 4610.00 4710.00 4950.00
2023-04-11 178310.00 180000.00 180320.00 176000.00 172910.00 175140.00 175290.00 171150.00 5400.00 4860.00 5030.00 4850.00
2023-04-10 177810.00 178530.00 180880.00 176460.00 174500.00 173380.00 175440.00 171760.00 3310.00 5150.00 5440.00 4700.00
2023-04-07 174330.00 179300.00 179970.00 172930.00 169000.00 174280.00 174880.00 169000.00 5330.00 5020.00 5090.00 3930.00
2023-04-06 174200.00 173350.00 175660.00 172000.00 171300.00 169500.00 171840.00 168370.00 2900.00 3850.00 3820.00 3630.00
2023-04-04 180450.00 176860.00 181610.00 175220.00 175990.00 172950.00 177510.00 171590.00 4460.00 3910.00 4100.00 3630.00
2023-04-03 176100.00 179900.00 180980.00 175200.00 171200.00 175800.00 176990.00 171200.00 4900.00 4100.00 3990.00 4000.00
2023-03-31 175800.00 174170.00 177300.00 173210.00 172200.00 170570.00 173700.00 169800.00 3600.00 3600.00 3600.00 3410.00
2023-03-30 180730.00 176580.00 181500.00 175250.00 177420.00 173080.00 177900.00 171820.00 3310.00 3500.00 3600.00 3430.00
2023-03-29 180100.00 179550.00 183500.00 177400.00 182960.00 182780.00 186740.00 180840.00 -2860.00 -3230.00 -3240.00 -3440.00
2023-03-28 179100.00 179060.00 180170.00 176010.00 180000.00 182500.00 183260.00 179160.00 -900.00 -3440.00 -3090.00 -3150.00
2023-03-27 180360.00 177940.00 184700.00 176130.00 178860.00 174400.00 181480.00 172430.00 1500.00 3540.00 3220.00 3700.00
2023-03-24 173570.00 181410.00 182770.00 172650.00 170000.00 177620.00 178870.00 169350.00 3570.00 3790.00 3900.00 3300.00
2023-03-23 176890.00 173060.00 177670.00 171500.00 172920.00 170140.00 174390.00 168820.00 3970.00 2920.00 3280.00 2680.00
2023-03-22 174630.00 177310.00 178070.00 172810.00 171200.00 173970.00 174670.00 169840.00 3430.00 3340.00 3400.00 2970.00
2023-03-21 176000.00 173510.00 177380.00 171880.00 172160.00 170310.00 174060.00 168860.00 3840.00 3200.00 3320.00 3020.00
2023-03-20 175980.00 174860.00 180400.00 174030.00 173960.00 171700.00 177550.00 171000.00 2020.00 3160.00 2850.00 3030.00
2023-03-17 175180.00 175960.00 178900.00 174310.00 172000.00 173470.00 176390.00 171850.00 3180.00 2490.00 2510.00 2460.00
2023-03-16 176600.00 173890.00 178750.00 171350.00 174720.00 171440.00 176550.00 169110.00 1880.00 2450.00 2200.00 2240.00
2023-03-15 179300.00 176560.00 179770.00 176120.00 176880.00 174470.00 177700.00 174110.00 2420.00 2090.00 2070.00 2010.00
2023-03-14 177440.00 177570.00 180040.00 175710.00 174820.00 175570.00 178300.00 173860.00 2620.00 2000.00 1740.00 1850.00
2023-03-13 179670.00 178300.00 181000.00 174070.00 177170.00 176400.00 179490.00 172360.00 2500.00 1900.00 1510.00 1710.00
2023-03-10 185670.00 179670.00 186790.00 179580.00 184230.00 177800.00 184740.00 177800.00 1440.00 1870.00 2050.00 1780.00
2023-03-09 186500.00 186510.00 189170.00 184600.00 184400.00 184520.00 187000.00 182500.00 2100.00 1990.00 2170.00 2100.00
2023-03-08 189000.00 186830.00 189980.00 185580.00 186430.00 184800.00 187800.00 183550.00 2570.00 2030.00 2180.00 2030.00
2023-03-07 188620.00 188780.00 191440.00 187630.00 185520.00 186640.00 189210.00 185520.00 3100.00 2140.00 2230.00 2110.00
2023-03-06 188090.00 188620.00 190980.00 187330.00 185000.00 186420.00 188780.00 185000.00 3090.00 2200.00 2200.00 2330.00
2023-03-03 187610.00 187090.00 188390.00 185200.00 185890.00 185160.00 187500.00 183220.00 1720.00 1930.00 890.00 1980.00
2023-03-02 195600.00 188180.00 197300.00 187200.00 193730.00 186380.00 194880.00 185050.00 1870.00 1800.00 2420.00 2150.00
2023-03-01 196370.00 195620.00 196590.00 192020.00 194050.00 193260.00 194300.00 189700.00 2320.00 2360.00 2290.00 2320.00
2023-02-28 197700.00 197930.00 199480.00 196690.00 202000.00 200520.00 202700.00 199350.00 -4300.00 -2590.00 -3220.00 -2660.00
2023-02-27 197410.00 194910.00 199760.00 193920.00 199170.00 198870.00 202700.00 197920.00 -1760.00 -3960.00 -2940.00 -4000.00
2023-02-24 203500.00 203370.00 203900.00 199170.00 200500.00 199990.00 200580.00 196000.00 3000.00 3380.00 3320.00 3170.00
2023-02-23 207200.00 205430.00 208460.00 204320.00 205470.00 202700.00 205600.00 201580.00 1730.00 2730.00 2860.00 2740.00
2023-02-22 211260.00 207050.00 214130.00 207050.00 208280.00 203800.00 210440.00 203800.00 2980.00 3250.00 3690.00 3250.00
2023-02-21 205000.00 210210.00 211280.00 204860.00 200470.00 206990.00 207500.00 200470.00 4530.00 3220.00 3780.00 4390.00
2023-02-20 203100.00 204500.00 204500.00 200180.00 198540.00 201080.00 201080.00 196590.00 4560.00 3420.00 3420.00 3590.00
2023-02-17 204200.00 203100.00 207400.00 202510.00 201140.00 199460.00 203580.00 198880.00 3060.00 3640.00 3820.00 3630.00
2023-02-16 204700.00 205000.00 205530.00 202410.00 200000.00 201140.00 201720.00 198690.00 4700.00 3860.00 3810.00 3720.00
2023-02-15 206600.00 205060.00 210000.00 203830.00 202900.00 201080.00 206300.00 200040.00 3700.00 3980.00 3700.00 3790.00
2023-02-14 207800.00 207190.00 208470.00 205320.00 205170.00 203430.00 205170.00 201860.00 2630.00 3760.00 3300.00 3460.00
2023-02-13 215280.00 208500.00 216180.00 207120.00 212490.00 204980.00 212650.00 204000.00 2790.00 3520.00 3530.00 3120.00
2023-02-10 209850.00 218560.00 219600.00 209270.00 206950.00 215080.00 216000.00 206000.00 2900.00 3480.00 3600.00 3270.00
2023-02-09 212360.00 210500.00 213070.00 208280.00 208410.00 207390.00 209590.00 205180.00 3950.00 3110.00 3480.00 3100.00
2023-02-08 208780.00 212370.00 213460.00 206990.00 205090.00 209050.00 209940.00 203700.00 3690.00 3320.00 3520.00 3290.00
2023-02-07 211800.00 209850.00 212330.00 207560.00 208900.00 206220.00 209000.00 204380.00 2900.00 3630.00 3330.00 3180.00
2023-02-06 220000.00 213610.00 220170.00 210340.00 217580.00 210180.00 217580.00 207190.00 2420.00 3430.00 2590.00 3150.00
2023-02-03 219110.00 221760.00 223990.00 218930.00 215090.00 218150.00 220470.00 215090.00 4020.00 3610.00 3520.00 3840.00
2023-02-02 224950.00 217980.00 224960.00 215880.00 221980.00 214700.00 221980.00 212620.00 2970.00 3280.00 2980.00 3260.00
2023-02-01 222000.00 225410.00 226700.00 221200.00 218870.00 222200.00 223560.00 218360.00 3130.00 3210.00 3140.00 2840.00
2023-01-31 220800.00 222540.00 224140.00 219220.00 218070.00 219610.00 221020.00 216510.00 2730.00 2930.00 3120.00 2710.00
2023-01-30 217700.00 219960.00 222950.00 216040.00 223460.00 223600.00 226480.00 220100.00 -5760.00 -3640.00 -3530.00 -4060.00
2023-01-20 210850.00 219240.00 219290.00 209150.00 210140.00 223130.00 223490.00 210140.00 710.00 -3890.00 -4200.00 -990.00
2023-01-19 208100.00 214420.00 215500.00 208000.00 204360.00 210790.00 212980.00 204000.00 3740.00 3630.00 2520.00 4000.00
2023-01-18 203250.00 205670.00 207180.00 201530.00 200900.00 201140.00 202880.00 197530.00 2350.00 4530.00 4300.00 4000.00
2023-01-17 204600.00 204800.00 207180.00 202200.00 200590.00 200550.00 203250.00 198320.00 4010.00 4250.00 3930.00 3880.00
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