棕榈油期货跨期套利数据回测

本页面展示棕榈油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

关于棕榈油期货跨期套利的详细数据分析,请查看文章:。

棕榈油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

棕榈油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

棕榈油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
2025-12-08 8780.00 8790.00 8810.00 8760.00 8782.00 8780.00 8796.00 8760.00 -2.00 10.00 14.00 0.00
2025-12-05 8648.00 8770.00 8780.00 8644.00 8680.00 8762.00 8768.00 8668.00 -32.00 8.00 12.00 -24.00
2025-12-04 8736.00 8666.00 8762.00 8626.00 8770.00 8696.00 8784.00 8652.00 -34.00 -30.00 -22.00 -26.00
2025-12-03 8744.00 8730.00 8794.00 8698.00 8758.00 8764.00 8816.00 8710.00 -14.00 -34.00 -22.00 -12.00
2025-12-02 8612.00 8720.00 8726.00 8572.00 8650.00 8742.00 8746.00 8606.00 -38.00 -22.00 -20.00 -34.00
2025-12-01 8638.00 8652.00 8680.00 8592.00 8688.00 8698.00 8708.00 8624.00 -50.00 -46.00 -28.00 -32.00
2025-11-28 8552.00 8626.00 8640.00 8538.00 8602.00 8678.00 8688.00 8598.00 -50.00 -52.00 -48.00 -60.00
2025-11-27 8420.00 8528.00 8542.00 8406.00 8488.00 8590.00 8602.00 8466.00 -68.00 -62.00 -60.00 -60.00
2025-11-26 8312.00 8440.00 8464.00 8304.00 8430.00 8498.00 8522.00 8386.00 -118.00 -58.00 -58.00 -82.00
2025-11-25 8448.00 8360.00 8482.00 8356.00 8542.00 8442.00 8562.00 8430.00 -94.00 -82.00 -80.00 -74.00
2025-11-24 8528.00 8486.00 8546.00 8450.00 8610.00 8576.00 8644.00 8566.00 -82.00 -90.00 -98.00 -116.00
2025-11-21 8656.00 8550.00 8686.00 8514.00 8786.00 8668.00 8808.00 8632.00 -130.00 -118.00 -122.00 -118.00
2025-11-20 8830.00 8646.00 8850.00 8632.00 8920.00 8772.00 8948.00 8758.00 -90.00 -126.00 -98.00 -126.00
2025-11-19 8756.00 8852.00 8906.00 8750.00 8868.00 8942.00 8990.00 8868.00 -112.00 -90.00 -84.00 -118.00
2025-11-18 8694.00 8708.00 8726.00 8652.00 8806.00 8822.00 8838.00 8766.00 -112.00 -114.00 -112.00 -114.00
2025-11-17 8660.00 8680.00 8724.00 8606.00 8774.00 8796.00 8844.00 8738.00 -114.00 -116.00 -120.00 -132.00
2025-11-14 8744.00 8644.00 8750.00 8574.00 8846.00 8760.00 8850.00 8700.00 -102.00 -116.00 -100.00 -126.00
2025-11-13 8714.00 8752.00 8774.00 8642.00 8820.00 8854.00 8874.00 8738.00 -106.00 -102.00 -100.00 -96.00
2025-11-12 8760.00 8744.00 8776.00 8712.00 8842.00 8834.00 8858.00 8810.00 -82.00 -90.00 -82.00 -98.00
2025-11-11 8698.00 8770.00 8850.00 8678.00 8800.00 8854.00 8954.00 8776.00 -102.00 -84.00 -104.00 -98.00
2025-11-10 8650.00 8690.00 8740.00 8614.00 8736.00 8792.00 8836.00 8696.00 -86.00 -102.00 -96.00 -82.00
2025-11-07 8752.00 8660.00 8754.00 8618.00 8814.00 8730.00 8826.00 8704.00 -62.00 -70.00 -72.00 -86.00
2025-11-06 8582.00 8732.00 8756.00 8562.00 8686.00 8798.00 8818.00 8666.00 -104.00 -66.00 -62.00 -104.00
2025-11-05 8590.00 8590.00 8666.00 8570.00 8656.00 8696.00 8768.00 8650.00 -66.00 -106.00 -102.00 -80.00
2025-11-04 8624.00 8616.00 8736.00 8596.00 8678.00 8696.00 8802.00 8646.00 -54.00 -80.00 -66.00 -50.00
2025-11-03 8732.00 8664.00 8754.00 8638.00 8790.00 8722.00 8806.00 8668.00 -58.00 -58.00 -52.00 -30.00
2025-10-31 8850.00 8764.00 8858.00 8720.00 8880.00 8814.00 8908.00 8788.00 -30.00 -50.00 -50.00 -68.00
2025-10-30 8798.00 8828.00 8868.00 8778.00 8850.00 8874.00 8906.00 8828.00 -52.00 -46.00 -38.00 -50.00
2025-10-29 8940.00 8842.00 8940.00 8758.00 8968.00 8890.00 8970.00 8786.00 -28.00 -48.00 -30.00 -28.00
2025-10-28 9080.00 8958.00 9080.00 8954.00 9050.00 8980.00 9060.00 8976.00 30.00 -22.00 20.00 -22.00
2025-10-27 9110.00 9100.00 9150.00 9066.00 9098.00 9080.00 9120.00 9054.00 12.00 20.00 30.00 12.00
2025-10-24 9170.00 9122.00 9174.00 9090.00 9150.00 9104.00 9150.00 9074.00 20.00 18.00 24.00 16.00
2025-10-23 9174.00 9132.00 9176.00 9076.00 9156.00 9108.00 9156.00 9072.00 18.00 24.00 20.00 4.00
2025-10-22 9286.00 9164.00 9296.00 9156.00 9254.00 9138.00 9272.00 9132.00 32.00 26.00 24.00 24.00
2025-10-21 9320.00 9294.00 9400.00 9264.00 9298.00 9282.00 9372.00 9260.00 22.00 12.00 28.00 4.00
2025-10-20 9332.00 9318.00 9412.00 9312.00 9278.00 9296.00 9362.00 9278.00 54.00 22.00 50.00 34.00
2025-10-17 9328.00 9308.00 9392.00 9288.00 9260.00 9264.00 9344.00 9252.00 68.00 44.00 48.00 36.00
2025-10-16 9330.00 9312.00 9374.00 9282.00 9246.00 9258.00 9294.00 9216.00 84.00 54.00 80.00 66.00
2025-10-15 9302.00 9322.00 9376.00 9260.00 9200.00 9238.00 9282.00 9178.00 102.00 84.00 94.00 82.00
2025-10-14 9364.00 9330.00 9438.00 9274.00 9232.00 9222.00 9306.00 9158.00 132.00 108.00 132.00 116.00
2025-10-13 9438.00 9364.00 9446.00 9310.00 9260.00 9224.00 9270.00 9168.00 178.00 140.00 176.00 142.00
2025-10-10 9570.00 9438.00 9608.00 9366.00 9350.00 9266.00 9404.00 9196.00 220.00 172.00 204.00 170.00
2025-10-09 9452.00 9570.00 9580.00 9438.00 9250.00 9360.00 9364.00 9204.00 202.00 210.00 216.00 234.00
2025-09-30 9204.00 9228.00 9234.00 9150.00 9030.00 9036.00 9046.00 8962.00 174.00 192.00 188.00 188.00
2025-09-29 9236.00 9234.00 9280.00 9188.00 9060.00 9060.00 9096.00 9018.00 176.00 174.00 184.00 170.00
2025-09-26 9242.00 9236.00 9318.00 9226.00 9066.00 9052.00 9120.00 9040.00 176.00 184.00 198.00 186.00
2025-09-25 9188.00 9222.00 9264.00 9154.00 8994.00 9030.00 9074.00 8974.00 194.00 192.00 190.00 180.00
2025-09-24 9088.00 9126.00 9142.00 9014.00 8870.00 8944.00 8964.00 8828.00 218.00 182.00 178.00 186.00
2025-09-23 9282.00 9054.00 9294.00 8946.00 9108.00 8856.00 9108.00 8738.00 174.00 198.00 186.00 208.00
2025-09-22 9322.00 9360.00 9400.00 9252.00 9126.00 9154.00 9182.00 9048.00 196.00 206.00 218.00 204.00
2025-09-19 9314.00 9316.00 9380.00 9306.00 9118.00 9114.00 9172.00 9106.00 196.00 202.00 208.00 200.00
2025-09-18 9408.00 9304.00 9428.00 9280.00 9198.00 9108.00 9212.00 9090.00 210.00 196.00 216.00 190.00
2025-09-17 9534.00 9424.00 9570.00 9408.00 9290.00 9212.00 9330.00 9186.00 244.00 212.00 240.00 222.00
2025-09-16 9442.00 9482.00 9528.00 9430.00 9190.00 9252.00 9278.00 9186.00 252.00 230.00 250.00 244.00
2025-09-15 9336.00 9422.00 9442.00 9318.00 9092.00 9174.00 9196.00 9084.00 244.00 248.00 246.00 234.00
2025-09-12 9316.00 9296.00 9426.00 9268.00 9102.00 9062.00 9180.00 9034.00 214.00 234.00 246.00 234.00
2025-09-11 9280.00 9330.00 9334.00 9208.00 9064.00 9114.00 9116.00 9004.00 216.00 216.00 218.00 204.00
2025-09-10 9470.00 9244.00 9472.00 9244.00 9256.00 9040.00 9256.00 9038.00 214.00 204.00 216.00 206.00
2025-09-09 9474.00 9486.00 9506.00 9428.00 9250.00 9266.00 9284.00 9202.00 224.00 220.00 222.00 226.00
2025-09-08 9510.00 9466.00 9514.00 9380.00 9278.00 9254.00 9280.00 9168.00 232.00 212.00 234.00 212.00
2025-09-05 9382.00 9526.00 9554.00 9358.00 9158.00 9294.00 9302.00 9144.00 224.00 232.00 252.00 214.00
2025-09-04 9360.00 9390.00 9450.00 9312.00 9138.00 9174.00 9220.00 9092.00 222.00 216.00 230.00 220.00
2025-09-03 9420.00 9368.00 9498.00 9344.00 9176.00 9148.00 9250.00 9110.00 244.00 220.00 248.00 234.00
2025-09-02 9388.00 9422.00 9508.00 9378.00 9130.00 9176.00 9242.00 9130.00 258.00 246.00 266.00 248.00
2025-09-01 9300.00 9384.00 9392.00 9240.00 9070.00 9134.00 9144.00 9000.00 230.00 250.00 248.00 240.00
2025-08-29 9438.00 9316.00 9446.00 9276.00 9160.00 9078.00 9188.00 9036.00 278.00 238.00 258.00 240.00
2025-08-28 9518.00 9414.00 9540.00 9404.00 9250.00 9154.00 9282.00 9146.00 268.00 260.00 258.00 258.00
2025-08-27 9470.00 9500.00 9572.00 9454.00 9218.00 9248.00 9308.00 9204.00 252.00 252.00 264.00 250.00
2025-08-26 9610.00 9500.00 9618.00 9486.00 9480.00 9424.00 9516.00 9412.00 130.00 76.00 102.00 74.00
2025-08-25 9612.00 9582.00 9688.00 9544.00 9516.00 9488.00 9594.00 9468.00 96.00 94.00 94.00 76.00
2025-08-22 9500.00 9592.00 9608.00 9462.00 9436.00 9510.00 9534.00 9400.00 64.00 82.00 74.00 62.00
2025-08-21 9548.00 9500.00 9636.00 9480.00 9466.00 9436.00 9572.00 9420.00 82.00 64.00 64.00 60.00
2025-08-20 9582.00 9554.00 9594.00 9456.00 9562.00 9486.00 9562.00 9402.00 20.00 68.00 32.00 54.00
2025-08-19 9602.00 9640.00 9736.00 9594.00 9566.00 9588.00 9696.00 9548.00 36.00 52.00 40.00 46.00
2025-08-18 9520.00 9584.00 9672.00 9520.00 9442.00 9534.00 9618.00 9440.00 78.00 50.00 54.00 80.00
2025-08-15 9382.00 9460.00 9484.00 9338.00 9290.00 9394.00 9406.00 9266.00 92.00 66.00 78.00 72.00
2025-08-14 9480.00 9368.00 9538.00 9350.00 9394.00 9294.00 9454.00 9280.00 86.00 74.00 84.00 70.00
2025-08-13 9342.00 9424.00 9462.00 9310.00 9376.00 9490.00 9540.00 9366.00 -34.00 -66.00 -78.00 -56.00
2025-08-12 9246.00 9362.00 9388.00 9224.00 9254.00 9396.00 9432.00 9252.00 -8.00 -34.00 -44.00 -28.00
2025-08-11 8974.00 9218.00 9236.00 8912.00 9000.00 9238.00 9246.00 8944.00 -26.00 -20.00 -10.00 -32.00
2025-08-08 8964.00 8980.00 9058.00 8956.00 8970.00 9000.00 9068.00 8968.00 -6.00 -20.00 -10.00 -12.00
2025-08-07 9000.00 8950.00 9050.00 8920.00 9016.00 8966.00 9056.00 8932.00 -16.00 -16.00 -6.00 -12.00
2025-08-06 9062.00 8970.00 9076.00 8896.00 9044.00 8986.00 9060.00 8916.00 18.00 -16.00 16.00 -20.00
2025-08-05 8808.00 9064.00 9068.00 8806.00 8810.00 9044.00 9046.00 8800.00 -2.00 20.00 22.00 6.00
2025-08-04 8918.00 8838.00 8926.00 8746.00 8946.00 8832.00 8946.00 8756.00 -28.00 6.00 -20.00 -10.00
2025-08-01 8880.00 8910.00 8950.00 8838.00 8878.00 8930.00 8964.00 8868.00 2.00 -20.00 -14.00 -30.00
2025-07-31 8962.00 8900.00 8962.00 8866.00 8960.00 8918.00 8980.00 8884.00 2.00 -18.00 -18.00 -18.00
2025-07-30 8970.00 8982.00 9030.00 8926.00 8990.00 8986.00 9042.00 8958.00 -20.00 -4.00 -12.00 -32.00
2025-07-29 8952.00 8970.00 8996.00 8842.00 8936.00 8968.00 8992.00 8850.00 16.00 2.00 4.00 -8.00
2025-07-28 8936.00 8946.00 8980.00 8828.00 8940.00 8932.00 8962.00 8814.00 -4.00 14.00 18.00 14.00
2025-07-25 9058.00 8936.00 9072.00 8890.00 9050.00 8928.00 9050.00 8884.00 8.00 8.00 22.00 6.00
2025-07-24 9020.00 9104.00 9106.00 8938.00 8988.00 9060.00 9074.00 8920.00 32.00 44.00 32.00 18.00
2025-07-23 8908.00 8994.00 9088.00 8908.00 8900.00 8974.00 9056.00 8880.00 8.00 20.00 32.00 28.00
2025-07-22 8882.00 8926.00 9012.00 8868.00 8838.00 8902.00 8964.00 8826.00 44.00 24.00 48.00 42.00
2025-07-21 8976.00 8910.00 9064.00 8894.00 8950.00 8858.00 9028.00 8856.00 26.00 52.00 36.00 38.00
2025-07-18 8800.00 8964.00 8972.00 8782.00 8780.00 8932.00 8940.00 8766.00 20.00 32.00 32.00 16.00
2025-07-17 8730.00 8796.00 8818.00 8714.00 8702.00 8776.00 8804.00 8700.00 28.00 20.00 14.00 14.00
2025-07-16 8704.00 8722.00 8770.00 8664.00 8670.00 8704.00 8748.00 8644.00 34.00 18.00 22.00 20.00
2025-07-15 8760.00 8708.00 8812.00 8688.00 8732.00 8692.00 8770.00 8668.00 28.00 16.00 42.00 20.00
2025-07-14 8682.00 8748.00 8760.00 8644.00 8650.00 8718.00 8730.00 8618.00 32.00 30.00 30.00 26.00
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