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
2023-01-16 208200.00 203250.00 208450.00 200700.00 204400.00 199610.00 204840.00 197010.00 3800.00 3640.00 3610.00 3690.00
2023-01-13 203580.00 208370.00 210990.00 203580.00 200500.00 204600.00 206870.00 199150.00 3080.00 3770.00 4120.00 4430.00
2023-01-12 208500.00 203530.00 209970.00 200130.00 206150.00 199730.00 206150.00 196210.00 2350.00 3800.00 3820.00 3920.00
2023-01-11 207560.00 209530.00 210570.00 205320.00 203020.00 205950.00 206750.00 200880.00 4540.00 3580.00 3820.00 4440.00
2023-01-10 209760.00 206020.00 210650.00 204180.00 207000.00 201420.00 207350.00 200050.00 2760.00 4600.00 3300.00 4130.00
2023-01-09 210220.00 212110.00 214250.00 208940.00 207190.00 208590.00 211130.00 205730.00 3030.00 3520.00 3120.00 3210.00
2023-01-06 220290.00 210200.00 222110.00 207500.00 218000.00 207280.00 218880.00 204780.00 2290.00 2920.00 3230.00 2720.00
2023-01-05 226900.00 220290.00 226900.00 220000.00 221500.00 217110.00 223580.00 216800.00 5400.00 3180.00 3320.00 3200.00
2023-01-04 232110.00 229420.00 234870.00 229220.00 228800.00 226420.00 231750.00 226260.00 3310.00 3000.00 3120.00 2960.00
2023-01-03 229800.00 228820.00 229940.00 224810.00 227550.00 225740.00 227550.00 222080.00 2250.00 3080.00 2390.00 2730.00
2022-12-30 227240.00 232000.00 232290.00 226060.00 224910.00 228900.00 229360.00 223570.00 2330.00 3100.00 2930.00 2490.00
2022-12-29 228800.00 228890.00 231000.00 226260.00 227500.00 226290.00 228510.00 223800.00 1300.00 2600.00 2490.00 2460.00
2022-12-28 226800.00 228250.00 229960.00 225850.00 223600.00 225860.00 227380.00 223380.00 3200.00 2390.00 2580.00 2470.00
2022-12-27 218440.00 227750.00 228200.00 216580.00 218400.00 225100.00 225670.00 214500.00 40.00 2650.00 2530.00 2080.00
2022-12-26 217520.00 218690.00 220500.00 216680.00 219830.00 220910.00 222540.00 219060.00 -2310.00 -2220.00 -2040.00 -2380.00
2022-12-23 215950.00 217520.00 218460.00 214510.00 216230.00 219710.00 220650.00 216230.00 -280.00 -2190.00 -2190.00 -1720.00
2022-12-22 217290.00 218960.00 222800.00 214350.00 216500.00 220640.00 224400.00 216500.00 790.00 -1680.00 -1600.00 -2150.00
2022-12-21 218000.00 217780.00 219690.00 216300.00 216780.00 215090.00 217290.00 213600.00 1220.00 2690.00 2400.00 2700.00
2022-12-20 213810.00 215280.00 219700.00 211120.00 211560.00 212080.00 217000.00 208490.00 2250.00 3200.00 2700.00 2630.00
2022-12-19 217860.00 213730.00 219990.00 213360.00 215130.00 210930.00 217280.00 210600.00 2730.00 2800.00 2710.00 2760.00
2022-12-16 218030.00 215610.00 222920.00 213800.00 215000.00 213280.00 219420.00 211230.00 3030.00 2330.00 3500.00 2570.00
2022-12-15 218810.00 217450.00 219120.00 215030.00 215700.00 214850.00 216260.00 212360.00 3110.00 2600.00 2860.00 2670.00
2022-12-14 219990.00 219700.00 222220.00 217000.00 220480.00 217010.00 220480.00 214220.00 -490.00 2690.00 1740.00 2780.00
2022-12-13 219070.00 224180.00 225100.00 219070.00 216770.00 221230.00 222160.00 216110.00 2300.00 2950.00 2940.00 2960.00
2022-12-12 220110.00 218040.00 223840.00 216490.00 218200.00 215150.00 220800.00 213880.00 1910.00 2890.00 3040.00 2610.00
2022-12-09 222000.00 221520.00 224230.00 216220.00 217500.00 218880.00 221720.00 213750.00 4500.00 2640.00 2510.00 2470.00
2022-12-08 208740.00 218810.00 219800.00 208600.00 205080.00 216450.00 216850.00 205080.00 3660.00 2360.00 2950.00 3520.00
2022-12-07 206700.00 207650.00 211990.00 205500.00 204560.00 205520.00 210280.00 203690.00 2140.00 2130.00 1710.00 1810.00
2022-12-06 206200.00 206700.00 208550.00 204800.00 205700.00 205120.00 206910.00 203590.00 500.00 1580.00 1640.00 1210.00
2022-12-05 201370.00 207750.00 211270.00 199100.00 200760.00 206300.00 209650.00 197830.00 610.00 1450.00 1620.00 1270.00
2022-12-02 202440.00 202320.00 202860.00 200210.00 201150.00 201000.00 201310.00 198880.00 1290.00 1320.00 1550.00 1330.00
2022-12-01 200010.00 202440.00 203450.00 199040.00 198670.00 200850.00 201710.00 197470.00 1340.00 1590.00 1740.00 1570.00
2022-11-30 197300.00 200190.00 200700.00 196580.00 198730.00 204900.00 204900.00 198730.00 -1430.00 -4710.00 -4200.00 -2150.00
2022-11-29 192000.00 194950.00 196450.00 191000.00 194130.00 197800.00 198660.00 193700.00 -2130.00 -2850.00 -2210.00 -2700.00
2022-11-28 199620.00 193250.00 199710.00 192600.00 197300.00 190190.00 198220.00 189110.00 2320.00 3060.00 1490.00 3490.00
2022-11-25 199220.00 199620.00 201210.00 196390.00 197130.00 197630.00 199280.00 194160.00 2090.00 1990.00 1930.00 2230.00
2022-11-24 198610.00 198360.00 202790.00 196680.00 195800.00 196050.00 200260.00 194290.00 2810.00 2310.00 2530.00 2390.00
2022-11-23 198990.00 198610.00 203730.00 198000.00 197240.00 196160.00 200680.00 195440.00 1750.00 2450.00 3050.00 2560.00
2022-11-22 196480.00 198230.00 200960.00 195550.00 192400.00 195070.00 197800.00 192400.00 4080.00 3160.00 3160.00 3150.00
2022-11-21 199380.00 197130.00 201330.00 194220.00 195600.00 193970.00 198330.00 191500.00 3780.00 3160.00 3000.00 2720.00
2022-11-18 201250.00 200200.00 203150.00 196500.00 198690.00 197570.00 199720.00 194210.00 2560.00 2630.00 3430.00 2290.00
2022-11-17 204820.00 202520.00 205860.00 198580.00 201680.00 199800.00 203230.00 196100.00 3140.00 2720.00 2630.00 2480.00
2022-11-16 208540.00 206370.00 210800.00 204380.00 205070.00 203890.00 207450.00 201680.00 3470.00 2480.00 3350.00 2700.00
2022-11-15 202000.00 206460.00 207880.00 202000.00 199850.00 203550.00 205000.00 198070.00 2150.00 2910.00 2880.00 3930.00
2022-11-14 206500.00 200570.00 209000.00 199200.00 204010.00 197650.00 206350.00 196010.00 2490.00 2920.00 2650.00 3190.00
2022-11-11 198840.00 206280.00 208950.00 198160.00 195830.00 203210.00 205660.00 195100.00 3010.00 3070.00 3290.00 3060.00
2022-11-10 193940.00 200750.00 201700.00 193570.00 190950.00 197370.00 198440.00 190650.00 2990.00 3380.00 3260.00 2920.00
2022-11-09 192780.00 192980.00 194200.00 190100.00 190000.00 190060.00 191390.00 187560.00 2780.00 2920.00 2810.00 2540.00
2022-11-08 188050.00 192190.00 192780.00 188000.00 186890.00 189380.00 189800.00 184710.00 1160.00 2810.00 2980.00 3290.00
2022-11-07 195210.00 190410.00 198000.00 188610.00 192710.00 187510.00 194750.00 185940.00 2500.00 2900.00 3250.00 2670.00
2022-11-04 190010.00 192310.00 194500.00 188160.00 187860.00 189500.00 191300.00 185220.00 2150.00 2810.00 3200.00 2940.00
2022-11-03 192820.00 191600.00 195000.00 190210.00 190650.00 189040.00 192230.00 187500.00 2170.00 2560.00 2770.00 2710.00
2022-11-02 189800.00 192220.00 194450.00 187600.00 188360.00 189130.00 191300.00 184300.00 1440.00 3090.00 3150.00 3300.00
2022-11-01 179500.00 189200.00 191080.00 178000.00 176860.00 185850.00 187970.00 174500.00 2640.00 3350.00 3110.00 3500.00
2022-10-31 183510.00 178900.00 186100.00 177550.00 185710.00 182400.00 188680.00 181300.00 -2200.00 -3500.00 -2580.00 -3750.00
2022-10-28 185500.00 182200.00 188500.00 181000.00 186970.00 184710.00 190980.00 184040.00 -1470.00 -2510.00 -2480.00 -3040.00
2022-10-27 188730.00 186960.00 190480.00 185620.00 187000.00 184500.00 187990.00 182600.00 1730.00 2460.00 2490.00 3020.00
2022-10-26 188500.00 189200.00 191590.00 187120.00 185990.00 186100.00 188080.00 184480.00 2510.00 3100.00 3510.00 2640.00
2022-10-25 186830.00 189160.00 190590.00 185130.00 184110.00 186190.00 187400.00 182000.00 2720.00 2970.00 3190.00 3130.00
2022-10-24 181700.00 187220.00 188990.00 181180.00 177710.00 183870.00 185360.00 177710.00 3990.00 3350.00 3630.00 3470.00
2022-10-21 188160.00 181400.00 188650.00 181030.00 184000.00 177590.00 184930.00 177460.00 4160.00 3810.00 3720.00 3570.00
2022-10-20 183120.00 188160.00 189980.00 182120.00 179480.00 184500.00 186000.00 178100.00 3640.00 3660.00 3980.00 4020.00
2022-10-19 179680.00 184310.00 185100.00 179680.00 175880.00 180000.00 180790.00 175700.00 3800.00 4310.00 4310.00 3980.00
2022-10-18 182000.00 180100.00 182180.00 178300.00 177300.00 176090.00 178340.00 174540.00 4700.00 4010.00 3840.00 3760.00
2022-10-17 183920.00 181810.00 184210.00 179900.00 179790.00 178060.00 180000.00 176110.00 4130.00 3750.00 4210.00 3790.00
2022-10-14 177000.00 185400.00 186590.00 176000.00 173300.00 180990.00 182350.00 172370.00 3700.00 4410.00 4240.00 3630.00
2022-10-13 178200.00 178910.00 184730.00 177630.00 175210.00 175350.00 180700.00 174400.00 2990.00 3560.00 4030.00 3230.00
2022-10-12 184310.00 179410.00 184950.00 177010.00 180700.00 175960.00 181850.00 173780.00 3610.00 3450.00 3100.00 3230.00
2022-10-11 180100.00 183600.00 185490.00 180100.00 177560.00 180600.00 182090.00 177360.00 2540.00 3000.00 3400.00 2740.00
2022-10-10 182640.00 179200.00 183000.00 176250.00 181310.00 175900.00 181310.00 173140.00 1330.00 3300.00 1690.00 3110.00
2022-09-30 184200.00 184370.00 188220.00 182090.00 186960.00 188410.00 190040.00 185120.00 -2760.00 -4040.00 -1820.00 -3030.00
2022-09-29 177340.00 180220.00 183000.00 177000.00 181000.00 182970.00 185700.00 180650.00 -3660.00 -2750.00 -2700.00 -3650.00
2022-09-28 185800.00 181900.00 186600.00 179220.00 183640.00 176990.00 184500.00 175250.00 2160.00 4910.00 2100.00 3970.00
2022-09-27 185500.00 187330.00 189440.00 182520.00 181500.00 184920.00 186850.00 179990.00 4000.00 2410.00 2590.00 2530.00
2022-09-26 187150.00 187500.00 192400.00 185800.00 186270.00 184400.00 189700.00 183020.00 880.00 3100.00 2700.00 2780.00
2022-09-23 197840.00 192570.00 198790.00 191800.00 194770.00 190100.00 195790.00 189530.00 3070.00 2470.00 3000.00 2270.00
2022-09-22 198770.00 196800.00 200750.00 192160.00 195940.00 193990.00 197390.00 189280.00 2830.00 2810.00 3360.00 2880.00
2022-09-21 194410.00 202000.00 202800.00 194400.00 191800.00 197920.00 199070.00 190760.00 2610.00 4080.00 3730.00 3640.00
2022-09-20 191600.00 195010.00 198600.00 190710.00 188900.00 191090.00 194530.00 187220.00 2700.00 3920.00 4070.00 3490.00
2022-09-19 188990.00 189600.00 198500.00 187400.00 184900.00 185880.00 193990.00 183920.00 4090.00 3720.00 4510.00 3480.00
2022-09-16 185670.00 186860.00 187970.00 183170.00 183800.00 183570.00 184870.00 180230.00 1870.00 3290.00 3100.00 2940.00
2022-09-15 188430.00 189050.00 194400.00 186940.00 184430.00 185700.00 191430.00 184000.00 4000.00 3350.00 2970.00 2940.00
2022-09-14 194000.00 189000.00 194000.00 186580.00 188000.00 186000.00 190800.00 183800.00 6000.00 3000.00 3200.00 2780.00
2022-09-13 192210.00 191800.00 198850.00 188380.00 190500.00 188580.00 193620.00 185020.00 1710.00 3220.00 5230.00 3360.00
2022-09-09 174390.00 189000.00 189680.00 173250.00 172250.00 185500.00 186360.00 170630.00 2140.00 3500.00 3320.00 2620.00
2022-09-08 172830.00 175020.00 177500.00 170440.00 169350.00 172250.00 174500.00 167810.00 3480.00 2770.00 3000.00 2630.00
2022-09-07 174000.00 172330.00 174280.00 170800.00 170990.00 169350.00 171050.00 167750.00 3010.00 2980.00 3230.00 3050.00
2022-09-06 169800.00 174800.00 175000.00 169800.00 167100.00 171910.00 172030.00 166800.00 2700.00 2890.00 2970.00 3000.00
2022-09-05 161500.00 169570.00 170970.00 160820.00 158900.00 166610.00 167920.00 157760.00 2600.00 2960.00 3050.00 3060.00
2022-09-02 164500.00 161610.00 164500.00 159000.00 160720.00 158520.00 161510.00 155880.00 3780.00 3090.00 2990.00 3120.00
2022-09-01 170700.00 165020.00 171790.00 163630.00 166990.00 162060.00 168920.00 160840.00 3710.00 2960.00 2870.00 2790.00
2022-08-31 166190.00 170570.00 172500.00 165940.00 163650.00 167870.00 169660.00 163280.00 2540.00 2700.00 2840.00 2660.00
2022-08-30 165060.00 164960.00 167040.00 162330.00 162800.00 162380.00 164550.00 159740.00 2260.00 2580.00 2490.00 2590.00
2022-08-29 173870.00 165060.00 177790.00 164110.00 175200.00 168130.00 179150.00 167150.00 -1330.00 -3070.00 -1360.00 -3040.00
2022-08-26 174500.00 174200.00 175260.00 172050.00 174550.00 175710.00 176840.00 173810.00 -50.00 -1510.00 -1580.00 -1760.00
2022-08-25 170500.00 175640.00 175860.00 168120.00 173390.00 177390.00 177990.00 170520.00 -2890.00 -1750.00 -2130.00 -2400.00
2022-08-24 176240.00 173690.00 178640.00 171460.00 171940.00 170920.00 174640.00 167650.00 4300.00 2770.00 4000.00 3810.00
2022-08-23 177800.00 177270.00 178980.00 176200.00 173330.00 173090.00 174990.00 172000.00 4470.00 4180.00 3990.00 4200.00
2022-08-22 170000.00 178500.00 179440.00 169990.00 165940.00 174370.00 175020.00 165940.00 4060.00 4130.00 4420.00 4050.00
2022-08-19 171200.00 171580.00 172400.00 169260.00 166540.00 167520.00 168450.00 165550.00 4660.00 4060.00 3950.00 3710.00
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