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
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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
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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
2022-03-23 11264.00 11482.00 11508.00 11150.00 10112.00 10214.00 10228.00 9918.00 1152.00 1268.00 1280.00 1232.00
2022-03-22 10876.00 11264.00 11278.00 10818.00 9986.00 10120.00 10162.00 9928.00 890.00 1144.00 1116.00 890.00
2022-03-21 10730.00 10900.00 11110.00 10532.00 9712.00 9988.00 10066.00 9636.00 1018.00 912.00 1044.00 896.00
2022-03-18 11230.00 11058.00 11390.00 10992.00 10000.00 10036.00 10208.00 9930.00 1230.00 1022.00 1182.00 1062.00
2022-03-17 11550.00 10938.00 11640.00 10838.00 10100.00 9822.00 10194.00 9748.00 1450.00 1116.00 1446.00 1090.00
2022-03-16 11060.00 11418.00 11610.00 11000.00 9650.00 9980.00 10070.00 9622.00 1410.00 1438.00 1540.00 1378.00
2022-03-15 11504.00 11012.00 11544.00 10980.00 9924.00 9604.00 9954.00 9600.00 1580.00 1408.00 1590.00 1380.00
2022-03-14 12236.00 11450.00 12260.00 11450.00 10326.00 9866.00 10326.00 9858.00 1910.00 1584.00 1934.00 1592.00
2022-03-11 12400.00 12346.00 12750.00 12136.00 10712.00 10388.00 10886.00 10332.00 1688.00 1958.00 1864.00 1804.00
2022-03-10 12536.00 12254.00 12596.00 11912.00 10800.00 10608.00 10872.00 10340.00 1736.00 1646.00 1724.00 1572.00
2022-03-09 11772.00 12718.00 12718.00 11660.00 10282.00 10996.00 11078.00 10238.00 1490.00 1722.00 1640.00 1422.00
2022-03-08 11856.00 11966.00 12196.00 11388.00 10398.00 10440.00 10546.00 10052.00 1458.00 1526.00 1650.00 1336.00
2022-03-07 11820.00 11912.00 12378.00 11650.00 10380.00 10414.00 10740.00 10252.00 1440.00 1498.00 1638.00 1398.00
2022-03-04 12500.00 11720.00 12596.00 11536.00 10790.00 10210.00 10860.00 10050.00 1710.00 1510.00 1736.00 1486.00
2022-03-03 12242.00 12630.00 12796.00 12206.00 10390.00 10806.00 10900.00 10358.00 1852.00 1824.00 1896.00 1848.00
2022-03-02 12220.00 12340.00 12602.00 12068.00 10400.00 10438.00 10608.00 10200.00 1820.00 1902.00 1994.00 1868.00
2022-03-01 11396.00 12022.00 12054.00 11260.00 9980.00 10246.00 10402.00 9874.00 1416.00 1776.00 1652.00 1386.00
2022-02-28 11100.00 11402.00 11460.00 10866.00 9996.00 9996.00 10036.00 9648.00 1104.00 1406.00 1424.00 1218.00
2022-02-25 11650.00 11360.00 11834.00 11192.00 10322.00 10020.00 10400.00 9884.00 1328.00 1340.00 1434.00 1308.00
2022-02-24 11110.00 11596.00 11620.00 11110.00 9970.00 10296.00 10320.00 9918.00 1140.00 1300.00 1300.00 1192.00
2022-02-23 10670.00 11178.00 11436.00 10552.00 9546.00 9970.00 10188.00 9400.00 1124.00 1208.00 1248.00 1152.00
2022-02-22 10546.00 10770.00 10808.00 10490.00 9460.00 9574.00 9628.00 9400.00 1086.00 1196.00 1180.00 1090.00
2022-02-21 10364.00 10530.00 10620.00 10326.00 9242.00 9428.00 9506.00 9242.00 1122.00 1102.00 1114.00 1084.00
2022-02-18 10160.00 10424.00 10456.00 10160.00 9180.00 9338.00 9382.00 9180.00 980.00 1086.00 1074.00 980.00
2022-02-17 10120.00 10134.00 10192.00 10006.00 9142.00 9154.00 9784.00 9046.00 978.00 980.00 408.00 960.00
2022-02-16 10094.00 10182.00 10192.00 9890.00 10602.00 10654.00 10662.00 10366.00 -508.00 -472.00 -470.00 -476.00
2022-02-15 10070.00 10218.00 10228.00 9984.00 10562.00 10692.00 10692.00 10452.00 -492.00 -474.00 -464.00 -468.00
2022-02-14 9998.00 10086.00 10212.00 9960.00 9084.00 9116.00 9204.00 9010.00 914.00 970.00 1008.00 950.00
2022-02-11 9972.00 9932.00 10030.00 9788.00 9084.00 8988.00 9136.00 8912.00 888.00 944.00 894.00 876.00
2022-02-10 10056.00 9960.00 10128.00 9880.00 9130.00 9064.00 9210.00 8988.00 926.00 896.00 918.00 892.00
2022-02-09 9922.00 9872.00 9924.00 9706.00 9646.00 9590.00 9646.00 9412.00 276.00 282.00 278.00 294.00
2022-02-08 10162.00 9988.00 10232.00 9920.00 9848.00 9686.00 9924.00 9604.00 314.00 302.00 308.00 316.00
2022-02-07 10012.00 10162.00 10404.00 10012.00 10768.00 10868.00 11080.00 10744.00 -756.00 -706.00 -676.00 -732.00
2022-01-28 9774.00 9934.00 9956.00 9774.00 10494.00 10648.00 10692.00 10486.00 -720.00 -714.00 -736.00 -712.00
2022-01-27 9600.00 9752.00 9780.00 9558.00 10250.00 10454.00 10472.00 10250.00 -650.00 -702.00 -692.00 -692.00
2022-01-26 9432.00 9574.00 9594.00 9356.00 10152.00 10262.00 10296.00 10084.00 -720.00 -688.00 -702.00 -728.00
2022-01-25 9460.00 9432.00 9490.00 9316.00 10194.00 10152.00 10218.00 10016.00 -734.00 -720.00 -728.00 -700.00
2022-01-24 9606.00 9470.00 9692.00 9470.00 10320.00 10214.00 10424.00 10214.00 -714.00 -744.00 -732.00 -744.00
2022-01-21 9416.00 9526.00 9548.00 9372.00 10200.00 10262.00 10294.00 10122.00 -784.00 -736.00 -746.00 -750.00
2022-01-20 9286.00 9414.00 9454.00 9280.00 10110.00 10196.00 10254.00 10098.00 -824.00 -782.00 -800.00 -818.00
2022-01-19 9160.00 9286.00 9442.00 9130.00 9968.00 10110.00 10250.00 9938.00 -808.00 -824.00 -808.00 -808.00
2022-01-18 9060.00 9166.00 9188.00 9042.00 9832.00 9994.00 10000.00 9832.00 -772.00 -828.00 -812.00 -790.00
2022-01-17 9050.00 9040.00 9072.00 8830.00 9800.00 9842.00 9846.00 9612.00 -750.00 -802.00 -774.00 -782.00
2022-01-14 9048.00 9062.00 9092.00 8852.00 9770.00 9792.00 9826.00 9598.00 -722.00 -730.00 -734.00 -746.00
2022-01-13 8906.00 8982.00 9078.00 8904.00 9642.00 9740.00 9804.00 9642.00 -736.00 -758.00 -726.00 -738.00
2022-01-12 8964.00 8914.00 9004.00 8832.00 9676.00 9662.00 9726.00 9574.00 -712.00 -748.00 -722.00 -742.00
2022-01-11 8906.00 8924.00 8926.00 8772.00 9606.00 9652.00 9658.00 9498.00 -700.00 -728.00 -732.00 -726.00
2022-01-10 8862.00 8978.00 9014.00 8678.00 9546.00 9674.00 9702.00 9380.00 -684.00 -696.00 -688.00 -702.00
2022-01-07 8780.00 8858.00 8894.00 8744.00 9460.00 9536.00 9566.00 9438.00 -680.00 -678.00 -672.00 -694.00
2022-01-06 8860.00 8728.00 8912.00 8692.00 9726.00 9634.00 9776.00 9584.00 -866.00 -906.00 -864.00 -892.00
2022-01-05 8736.00 8816.00 8920.00 8694.00 9586.00 9696.00 9798.00 9586.00 -850.00 -880.00 -878.00 -892.00
2022-01-04 8610.00 8682.00 8750.00 8552.00 9470.00 9552.00 9614.00 9462.00 -860.00 -870.00 -864.00 -910.00
2021-12-31 8440.00 8550.00 8564.00 8400.00 9340.00 9430.00 9454.00 9292.00 -900.00 -880.00 -890.00 -892.00
2021-12-30 8346.00 8470.00 8512.00 8334.00 9254.00 9360.00 9398.00 9254.00 -908.00 -890.00 -886.00 -920.00
2021-12-29 8536.00 8330.00 8552.00 8296.00 9416.00 9254.00 9452.00 9216.00 -880.00 -924.00 -900.00 -920.00
2021-12-28 8346.00 8472.00 8518.00 8314.00 9252.00 9366.00 9428.00 9252.00 -906.00 -894.00 -910.00 -938.00
2021-12-27 8390.00 8350.00 8416.00 8322.00 9390.00 9286.00 9402.00 9270.00 -1000.00 -936.00 -986.00 -948.00
2021-12-24 8098.00 8390.00 8390.00 8072.00 9246.00 9382.00 9394.00 9182.00 -1148.00 -992.00 -1004.00 -1110.00
2021-12-23 8020.00 8126.00 8188.00 8016.00 9284.00 9258.00 9400.00 9230.00 -1264.00 -1132.00 -1212.00 -1214.00
2021-12-22 7964.00 8026.00 8068.00 7916.00 9202.00 9260.00 9312.00 9184.00 -1238.00 -1234.00 -1244.00 -1268.00
2021-12-21 7690.00 7926.00 7972.00 7680.00 8956.00 9182.00 9220.00 8942.00 -1266.00 -1256.00 -1248.00 -1262.00
2021-12-20 7928.00 7708.00 7970.00 7704.00 9098.00 8964.00 9194.00 8962.00 -1170.00 -1256.00 -1224.00 -1258.00
2021-12-17 7836.00 7974.00 8024.00 7796.00 8940.00 9168.00 9196.00 8928.00 -1104.00 -1194.00 -1172.00 -1132.00
2021-12-16 7634.00 7816.00 7842.00 7634.00 8784.00 8928.00 8962.00 8764.00 -1150.00 -1112.00 -1120.00 -1130.00
2021-12-15 7800.00 7678.00 7862.00 7576.00 8958.00 8814.00 9006.00 8690.00 -1158.00 -1136.00 -1144.00 -1114.00
2021-12-14 7974.00 7828.00 8032.00 7798.00 9050.00 8980.00 9122.00 8958.00 -1076.00 -1152.00 -1090.00 -1160.00
2021-12-13 8094.00 7986.00 8154.00 7888.00 9200.00 9060.00 9264.00 8950.00 -1106.00 -1074.00 -1110.00 -1062.00
2021-12-10 9192.00 9164.00 9352.00 9094.00 8060.00 8036.00 8238.00 7980.00 1132.00 1128.00 1114.00 1114.00
2021-12-09 9370.00 9270.00 9484.00 9262.00 8220.00 8120.00 8362.00 8090.00 1150.00 1150.00 1122.00 1172.00
2021-12-08 9646.00 9370.00 9656.00 9314.00 8484.00 8220.00 8490.00 8176.00 1162.00 1150.00 1166.00 1138.00
2021-12-07 9490.00 9594.00 9716.00 9482.00 8250.00 8418.00 8470.00 8250.00 1240.00 1176.00 1246.00 1232.00
2021-12-06 9492.00 9482.00 9608.00 9464.00 8254.00 8250.00 8376.00 8234.00 1238.00 1232.00 1232.00 1230.00
2021-12-03 9120.00 9482.00 9494.00 9072.00 7866.00 8254.00 8304.00 7828.00 1254.00 1228.00 1190.00 1244.00
2021-12-02 9258.00 9102.00 9290.00 8990.00 8074.00 7872.00 8120.00 7808.00 1184.00 1230.00 1170.00 1182.00
2021-12-01 9046.00 9258.00 9294.00 9002.00 7978.00 8090.00 8134.00 7888.00 1068.00 1168.00 1160.00 1114.00
2021-11-30 9416.00 9146.00 9498.00 9086.00 8360.00 8048.00 8418.00 7998.00 1056.00 1098.00 1080.00 1088.00
2021-11-29 9374.00 9416.00 9648.00 9270.00 8446.00 8372.00 8580.00 8338.00 928.00 1044.00 1068.00 932.00
2021-11-26 9648.00 9468.00 9668.00 9436.00 8572.00 8506.00 8628.00 8456.00 1076.00 962.00 1040.00 980.00
2021-11-25 9610.00 9706.00 9764.00 9552.00 8520.00 8628.00 8688.00 8484.00 1090.00 1078.00 1076.00 1068.00
2021-11-24 9510.00 9584.00 9642.00 9426.00 8350.00 8482.00 8514.00 8280.00 1160.00 1102.00 1128.00 1146.00
2021-11-23 9730.00 9520.00 9932.00 9512.00 8600.00 8370.00 8724.00 8366.00 1130.00 1150.00 1208.00 1146.00
2021-11-22 9880.00 9692.00 10018.00 9654.00 8650.00 8534.00 8812.00 8498.00 1230.00 1158.00 1206.00 1156.00
2021-11-19 9800.00 9978.00 9982.00 9762.00 8666.00 8744.00 8756.00 8612.00 1134.00 1234.00 1226.00 1150.00
2021-11-18 9700.00 9750.00 9788.00 9596.00 8576.00 8626.00 8686.00 8506.00 1124.00 1124.00 1102.00 1090.00
2021-11-17 9532.00 9666.00 9690.00 9460.00 8400.00 8536.00 8546.00 8374.00 1132.00 1130.00 1144.00 1086.00
2021-11-16 9458.00 9490.00 9696.00 9428.00 8386.00 8374.00 8522.00 8318.00 1072.00 1116.00 1174.00 1110.00
2021-11-15 9394.00 9458.00 9636.00 9324.00 8300.00 8380.00 8566.00 8260.00 1094.00 1078.00 1070.00 1064.00
2021-11-12 9358.00 9428.00 9516.00 9270.00 8340.00 8368.00 8456.00 8258.00 1018.00 1060.00 1060.00 1012.00
2021-11-11 9290.00 9358.00 9450.00 9226.00 8320.00 8330.00 8440.00 8244.00 970.00 1028.00 1010.00 982.00
2021-11-10 8970.00 9266.00 9294.00 8916.00 8082.00 8280.00 8298.00 8042.00 888.00 986.00 996.00 874.00
2021-11-09 9254.00 8938.00 9284.00 8830.00 8330.00 8060.00 8336.00 7980.00 924.00 878.00 948.00 850.00
2021-11-08 9430.00 9238.00 9430.00 8740.00 8450.00 8288.00 8458.00 7872.00 980.00 950.00 972.00 868.00
2021-11-05 9610.00 9476.00 9644.00 9340.00 8636.00 8510.00 8672.00 8414.00 974.00 966.00 972.00 926.00
2021-11-04 9932.00 9514.00 9940.00 9494.00 8892.00 8560.00 8900.00 8534.00 1040.00 954.00 1040.00 960.00
2021-11-03 9716.00 9940.00 9966.00 9586.00 8728.00 8892.00 8918.00 8634.00 988.00 1048.00 1048.00 952.00
2021-11-02 9632.00 9686.00 9778.00 9474.00 8646.00 8718.00 8788.00 8534.00 986.00 968.00 990.00 940.00
2021-11-01 9748.00 9574.00 9814.00 9568.00 9540.00 9376.00 9602.00 9370.00 208.00 198.00 212.00 198.00
2021-10-29 9472.00 9770.00 9774.00 9460.00 8594.00 8812.00 8816.00 8586.00 878.00 958.00 958.00 874.00
2021-10-28 9574.00 9442.00 9580.00 9256.00 8748.00 8592.00 8748.00 8428.00 826.00 850.00 832.00 828.00
2021-10-27 9696.00 9578.00 9736.00 9486.00 8874.00 8752.00 8924.00 8696.00 822.00 826.00 812.00 790.00
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