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
2022-08-18 173200.00 169670.00 175320.00 169070.00 167890.00 165510.00 171260.00 165000.00 5310.00 4160.00 4060.00 4070.00
2022-08-17 175890.00 172680.00 177100.00 172050.00 170010.00 168630.00 173890.00 168040.00 5880.00 4050.00 3210.00 4010.00
2022-08-16 170000.00 173600.00 175480.00 169800.00 167000.00 169940.00 171590.00 165500.00 3000.00 3660.00 3890.00 4300.00
2022-08-15 180000.00 174160.00 180000.00 173000.00 175000.00 169990.00 175000.00 168910.00 5000.00 4170.00 5000.00 4090.00
2022-08-12 178420.00 181200.00 183500.00 178420.00 174330.00 176310.00 178630.00 173920.00 4090.00 4890.00 4870.00 4500.00
2022-08-11 170000.00 177020.00 178100.00 168700.00 163490.00 172270.00 173070.00 163490.00 6510.00 4750.00 5030.00 5210.00
2022-08-10 167430.00 166060.00 169950.00 164690.00 165000.00 161800.00 165930.00 160800.00 2430.00 4260.00 4020.00 3890.00
2022-08-09 168900.00 168470.00 169740.00 165500.00 164870.00 164610.00 165710.00 162030.00 4030.00 3860.00 4030.00 3470.00
2022-08-08 174200.00 169820.00 174900.00 168200.00 170980.00 165950.00 170980.00 164580.00 3220.00 3870.00 3920.00 3620.00
2022-08-05 172000.00 177260.00 179600.00 168090.00 168000.00 172090.00 176180.00 162440.00 4000.00 5170.00 3420.00 5650.00
2022-08-04 174250.00 172280.00 175200.00 170810.00 168220.00 166290.00 169310.00 165180.00 6030.00 5990.00 5890.00 5630.00
2022-08-03 172810.00 174250.00 175800.00 170890.00 168160.00 168460.00 170020.00 165060.00 4650.00 5790.00 5780.00 5830.00
2022-08-02 182500.00 177460.00 182500.00 173200.00 175900.00 171600.00 176220.00 167220.00 6600.00 5860.00 6280.00 5980.00
2022-08-01 172100.00 180390.00 183990.00 171760.00 181500.00 188250.00 191400.00 181500.00 -9400.00 -7860.00 -7410.00 -9740.00
2022-07-29 168000.00 171490.00 173980.00 164100.00 175000.00 181500.00 183000.00 171330.00 -7000.00 -10010.00 -9020.00 -7230.00
2022-07-28 167660.00 169060.00 171950.00 164020.00 172590.00 175970.00 177540.00 169380.00 -4930.00 -6910.00 -5590.00 -5360.00
2022-07-27 180960.00 173060.00 180960.00 170580.00 172000.00 167640.00 173090.00 164340.00 8960.00 5420.00 7870.00 6240.00
2022-07-26 172800.00 180960.00 181000.00 171130.00 165570.00 174360.00 174460.00 164080.00 7230.00 6600.00 6540.00 7050.00
2022-07-25 168200.00 170680.00 174940.00 167000.00 161290.00 163430.00 166980.00 160140.00 6910.00 7250.00 7960.00 6860.00
2022-07-22 167420.00 168200.00 170700.00 165100.00 159000.00 161280.00 163270.00 157460.00 8420.00 6920.00 7430.00 7640.00
2022-07-21 165660.00 167420.00 169000.00 164130.00 159000.00 159650.00 161840.00 156880.00 6660.00 7770.00 7160.00 7250.00
2022-07-20 159900.00 165820.00 166970.00 156080.00 153000.00 159200.00 160650.00 148800.00 6900.00 6620.00 6320.00 7280.00
2022-07-19 155520.00 154880.00 160300.00 152910.00 148210.00 148020.00 154880.00 146000.00 7310.00 6860.00 5420.00 6910.00
2022-07-18 147000.00 153290.00 154380.00 144620.00 138900.00 146420.00 147000.00 138100.00 8100.00 6870.00 7380.00 6520.00
2022-07-15 158300.00 143430.00 158300.00 142500.00 149980.00 136880.00 150480.00 136010.00 8320.00 6550.00 7820.00 6490.00
2022-07-14 168000.00 158560.00 168990.00 157330.00 161990.00 150990.00 161990.00 150300.00 6010.00 7570.00 7000.00 7030.00
2022-07-13 167730.00 169850.00 171450.00 165120.00 159000.00 162500.00 163960.00 158000.00 8730.00 7350.00 7490.00 7120.00
2022-07-12 166850.00 166810.00 172720.00 164890.00 160000.00 159800.00 165310.00 158210.00 6850.00 7010.00 7410.00 6680.00
2022-07-11 160800.00 167680.00 168860.00 159140.00 155100.00 160940.00 162200.00 153340.00 5700.00 6740.00 6660.00 5800.00
2022-07-08 166400.00 160800.00 169300.00 160540.00 159510.00 155020.00 163080.00 154800.00 6890.00 5780.00 6220.00 5740.00
2022-07-07 167520.00 164230.00 167990.00 158000.00 161500.00 158200.00 162000.00 152480.00 6020.00 6030.00 5990.00 5520.00
2022-07-06 165400.00 169370.00 170000.00 160510.00 161600.00 163280.00 164000.00 155380.00 3800.00 6090.00 6000.00 5130.00
2022-07-05 170050.00 168790.00 174000.00 167600.00 165200.00 163520.00 168300.00 162200.00 4850.00 5270.00 5700.00 5400.00
2022-07-04 167010.00 166540.00 171880.00 163940.00 161780.00 161380.00 167000.00 158860.00 5230.00 5160.00 4880.00 5080.00
2022-07-01 171790.00 164990.00 175200.00 162920.00 179790.00 172420.00 180220.00 171000.00 -8000.00 -7430.00 -5020.00 -8080.00
2022-06-30 177780.00 176090.00 179890.00 175010.00 184500.00 181400.00 184500.00 179500.00 -6720.00 -5310.00 -4610.00 -4490.00
2022-06-29 178000.00 170970.00 178000.00 168000.00 181630.00 176610.00 183880.00 174000.00 -3630.00 -5640.00 -5880.00 -6000.00
2022-06-28 179480.00 181620.00 182600.00 172600.00 174580.00 177280.00 178000.00 167880.00 4900.00 4340.00 4600.00 4720.00
2022-06-27 172310.00 179480.00 182130.00 163800.00 168000.00 173900.00 177000.00 157670.00 4310.00 5580.00 5130.00 6130.00
2022-06-24 186100.00 172310.00 189300.00 168000.00 179010.00 167000.00 183000.00 162500.00 7090.00 5310.00 6300.00 5500.00
2022-06-23 191900.00 187140.00 193500.00 183740.00 186000.00 179650.00 187690.00 176530.00 5900.00 7490.00 5810.00 7210.00
2022-06-22 198100.00 191900.00 201750.00 190010.00 193910.00 186590.00 197060.00 184400.00 4190.00 5310.00 4690.00 5610.00
2022-06-21 195690.00 198690.00 204400.00 195290.00 190000.00 193900.00 199000.00 189890.00 5690.00 4790.00 5400.00 5400.00
2022-06-20 197110.00 195290.00 200010.00 193800.00 189200.00 190420.00 194840.00 188950.00 7910.00 4870.00 5170.00 4850.00
2022-06-17 198820.00 197000.00 200290.00 194800.00 195000.00 192130.00 196000.00 191030.00 3820.00 4870.00 4290.00 3770.00
2022-06-16 200300.00 200650.00 206000.00 200010.00 196220.00 196510.00 201950.00 196060.00 4080.00 4140.00 4050.00 3950.00
2022-06-15 202110.00 199160.00 202800.00 196590.00 198500.00 195690.00 199380.00 193770.00 3610.00 3470.00 3420.00 2820.00
2022-06-14 204980.00 204100.00 204980.00 199590.00 199940.00 200330.00 201620.00 196520.00 5040.00 3770.00 3360.00 3070.00
2022-06-13 216000.00 205650.00 216190.00 205010.00 213310.00 202540.00 213310.00 201930.00 2690.00 3110.00 2880.00 3080.00
2022-06-10 217000.00 216780.00 219420.00 213000.00 213700.00 213520.00 215870.00 209650.00 3300.00 3260.00 3550.00 3350.00
2022-06-09 224110.00 218060.00 224770.00 217110.00 221590.00 214730.00 221590.00 213520.00 2520.00 3330.00 3180.00 3590.00
2022-06-08 218990.00 226270.00 226500.00 215190.00 213230.00 221590.00 221700.00 210860.00 5760.00 4680.00 4800.00 4330.00
2022-06-07 220500.00 219500.00 224970.00 219450.00 216120.00 215280.00 220450.00 215140.00 4380.00 4220.00 4520.00 4310.00
2022-06-06 219010.00 218240.00 224300.00 216080.00 212010.00 214170.00 219580.00 211600.00 7000.00 4070.00 4720.00 4480.00
2022-06-02 211500.00 215380.00 218680.00 211500.00 207420.00 211130.00 214000.00 207010.00 4080.00 4250.00 4680.00 4490.00
2022-06-01 215200.00 212440.00 215200.00 208400.00 220660.00 217030.00 220660.00 213500.00 -5460.00 -4590.00 -5460.00 -5100.00
2022-05-31 217730.00 216750.00 220420.00 214830.00 224990.00 220680.00 224990.00 219040.00 -7260.00 -3930.00 -4570.00 -4210.00
2022-05-30 213600.00 221090.00 222010.00 212220.00 209010.00 217730.00 218540.00 209010.00 4590.00 3360.00 3470.00 3210.00
2022-05-27 206500.00 211080.00 213600.00 206300.00 201500.00 206860.00 208600.00 201000.00 5000.00 4220.00 5000.00 5300.00
2022-05-26 203500.00 203970.00 206700.00 200330.00 200000.00 198030.00 200250.00 195290.00 3500.00 5940.00 6450.00 5040.00
2022-05-25 206010.00 202930.00 206500.00 200710.00 198490.00 198000.00 201290.00 196100.00 7520.00 4930.00 5210.00 4610.00
2022-05-24 207750.00 206020.00 211160.00 205160.00 201200.00 199600.00 204410.00 198810.00 6550.00 6420.00 6750.00 6350.00
2022-05-23 211130.00 207750.00 214180.00 206240.00 205500.00 200990.00 206990.00 199330.00 5630.00 6760.00 7190.00 6910.00
2022-05-20 204480.00 212800.00 216000.00 203060.00 196990.00 205920.00 209280.00 195500.00 7490.00 6880.00 6720.00 7560.00
2022-05-19 198870.00 205770.00 208800.00 198660.00 192530.00 198260.00 201950.00 192520.00 6340.00 7510.00 6850.00 6140.00
2022-05-18 204200.00 198860.00 205980.00 196850.00 196940.00 192410.00 200190.00 190160.00 7260.00 6450.00 5790.00 6690.00
2022-05-17 197020.00 204450.00 204660.00 196560.00 193800.00 197940.00 198000.00 192480.00 3220.00 6510.00 6660.00 4080.00
2022-05-16 200000.00 202070.00 205220.00 196500.00 197210.00 197530.00 200580.00 192210.00 2790.00 4540.00 4640.00 4290.00
2022-05-13 200000.00 203600.00 207240.00 194360.00 195580.00 199550.00 203210.00 190580.00 4420.00 4050.00 4030.00 3780.00
2022-05-12 203000.00 200680.00 208830.00 198930.00 199790.00 196580.00 205190.00 194570.00 3210.00 4100.00 3640.00 4360.00
2022-05-11 199360.00 206030.00 208240.00 197630.00 196050.00 201930.00 204350.00 194000.00 3310.00 4100.00 3890.00 3630.00
2022-05-10 201890.00 202400.00 204000.00 196000.00 199990.00 198650.00 200120.00 192340.00 1900.00 3750.00 3880.00 3660.00
2022-05-09 212580.00 209210.00 214560.00 205300.00 209170.00 206020.00 211120.00 202850.00 3410.00 3190.00 3440.00 2450.00
2022-05-06 222000.00 214090.00 222800.00 211220.00 218940.00 211030.00 219960.00 208590.00 3060.00 3060.00 2840.00 2630.00
2022-05-05 227000.00 223310.00 227470.00 217900.00 234990.00 226580.00 234990.00 222560.00 -7990.00 -3270.00 -7520.00 -4660.00
2022-04-29 228000.00 232230.00 233490.00 222890.00 228170.00 236500.00 236500.00 225160.00 -170.00 -4270.00 -3010.00 -2270.00
2022-04-28 227490.00 227280.00 230440.00 224650.00 228600.00 228910.00 231660.00 226780.00 -1110.00 -1630.00 -1220.00 -2130.00
2022-04-27 219200.00 229540.00 231500.00 219200.00 220600.00 227710.00 229600.00 218100.00 -1400.00 1830.00 1900.00 1100.00
2022-04-26 219000.00 222450.00 223780.00 212520.00 219000.00 219530.00 221330.00 210230.00 0.00 2920.00 2450.00 2290.00
2022-04-25 240000.00 221030.00 240190.00 218900.00 236000.00 217340.00 236760.00 216330.00 4000.00 3690.00 3430.00 2570.00
2022-04-22 235930.00 238580.00 241800.00 235790.00 233050.00 235450.00 238500.00 233050.00 2880.00 3130.00 3300.00 2740.00
2022-04-21 234940.00 235930.00 238280.00 232620.00 232000.00 232870.00 235000.00 230000.00 2940.00 3060.00 3280.00 2620.00
2022-04-20 239790.00 233780.00 244200.00 232210.00 239000.00 231200.00 241570.00 230000.00 790.00 2580.00 2630.00 2210.00
2022-04-19 234470.00 239830.00 246000.00 232580.00 236040.00 238000.00 244690.00 231220.00 -1570.00 1830.00 1310.00 1360.00
2022-04-18 230190.00 232140.00 236500.00 227800.00 232370.00 230280.00 234650.00 225900.00 -2180.00 1860.00 1850.00 1900.00
2022-04-15 223480.00 229400.00 231000.00 223480.00 222100.00 227150.00 228800.00 221370.00 1380.00 2250.00 2200.00 2110.00
2022-04-14 221000.00 223880.00 225200.00 217800.00 220020.00 221980.00 223000.00 216100.00 980.00 1900.00 2200.00 1700.00
2022-04-13 212620.00 221050.00 226880.00 211580.00 209550.00 218800.00 224800.00 209550.00 3070.00 2250.00 2080.00 2030.00
2022-04-12 207510.00 212620.00 213500.00 205500.00 207600.00 211270.00 212000.00 204500.00 -90.00 1350.00 1500.00 1000.00
2022-04-11 217700.00 210900.00 218000.00 206580.00 216660.00 209430.00 216660.00 205500.00 1040.00 1470.00 1340.00 1080.00
2022-04-08 214000.00 218170.00 221070.00 213900.00 212160.00 216660.00 219500.00 212160.00 1840.00 1510.00 1570.00 1740.00
2022-04-07 223300.00 213330.00 223300.00 212160.00 222550.00 212170.00 222550.00 211120.00 750.00 1160.00 750.00 1040.00
2022-04-06 221060.00 223300.00 224880.00 215180.00 219500.00 221740.00 223170.00 213500.00 1560.00 1560.00 1710.00 1680.00
2022-04-01 220000.00 217910.00 223380.00 216200.00 218010.00 216380.00 221140.00 214590.00 1990.00 1530.00 2240.00 1610.00
2022-03-31 227600.00 217780.00 229000.00 213840.00 227500.00 217700.00 230000.00 214990.00 100.00 80.00 -1000.00 -1150.00
2022-03-30 217550.00 230050.00 230660.00 213170.00 220960.00 230710.00 231660.00 214010.00 -3410.00 -660.00 -1000.00 -840.00
2022-03-29 227190.00 223130.00 227990.00 215640.00 226000.00 223800.00 229790.00 216800.00 1190.00 -670.00 -1800.00 -1160.00
2022-03-28 240000.00 224480.00 251800.00 218530.00 240000.00 224380.00 249630.00 216200.00 0.00 100.00 2170.00 2330.00
2022-03-25 279990.00 264200.00 281250.00 246010.00 276910.00 261800.00 276910.00 242440.00 3080.00 2400.00 4340.00 3570.00
2022-03-24 226550.00 245740.00 245740.00 226490.00 225020.00 241370.00 241370.00 223000.00 1530.00 4370.00 4370.00 3490.00
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