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
2019-09-27 4742.00 4682.00 4744.00 4638.00 5036.00 4968.00 5036.00 4920.00 -294.00 -286.00 -292.00 -282.00
2019-09-26 4716.00 4726.00 4730.00 4682.00 4992.00 5006.00 5014.00 4978.00 -276.00 -280.00 -284.00 -296.00
2019-09-25 4716.00 4720.00 4748.00 4692.00 4992.00 5006.00 5026.00 4978.00 -276.00 -286.00 -278.00 -286.00
2019-09-24 4800.00 4720.00 4802.00 4698.00 5070.00 4998.00 5070.00 4976.00 -270.00 -278.00 -268.00 -278.00
2019-09-23 4802.00 4814.00 4836.00 4784.00 5060.00 5070.00 5092.00 5042.00 -258.00 -256.00 -256.00 -258.00
2019-09-20 4830.00 4790.00 4838.00 4774.00 5088.00 5048.00 5098.00 5030.00 -258.00 -258.00 -260.00 -256.00
2019-09-19 4888.00 4820.00 4916.00 4814.00 5112.00 5080.00 5162.00 5078.00 -224.00 -260.00 -246.00 -264.00
2019-09-18 4990.00 4888.00 5000.00 4886.00 5190.00 5120.00 5210.00 5116.00 -200.00 -232.00 -210.00 -230.00
2019-09-17 4886.00 5016.00 5074.00 4882.00 5102.00 5228.00 5280.00 5102.00 -216.00 -212.00 -206.00 -220.00
2019-09-16 4820.00 4884.00 4944.00 4820.00 5050.00 5104.00 5142.00 5030.00 -230.00 -220.00 -198.00 -210.00
2019-09-12 4826.00 4784.00 4844.00 4766.00 5040.00 4990.00 5044.00 4978.00 -214.00 -206.00 -200.00 -212.00
2019-09-11 4828.00 4848.00 4886.00 4812.00 5028.00 5044.00 5072.00 5006.00 -200.00 -196.00 -186.00 -194.00
2019-09-10 4844.00 4796.00 4900.00 4770.00 5010.00 5000.00 5074.00 4968.00 -166.00 -204.00 -174.00 -198.00
2019-09-09 4812.00 4838.00 4864.00 4808.00 4998.00 5014.00 5056.00 4996.00 -186.00 -176.00 -192.00 -188.00
2019-09-06 4780.00 4794.00 4812.00 4710.00 4992.00 4992.00 5010.00 4912.00 -212.00 -198.00 -198.00 -202.00
2019-09-05 4844.00 4768.00 4854.00 4750.00 5024.00 4978.00 5036.00 4962.00 -180.00 -210.00 -182.00 -212.00
2019-09-04 4790.00 4856.00 4876.00 4782.00 4976.00 5034.00 5046.00 4952.00 -186.00 -178.00 -170.00 -170.00
2019-09-03 4876.00 4838.00 4896.00 4814.00 5050.00 5006.00 5050.00 4980.00 -174.00 -168.00 -154.00 -166.00
2019-09-02 4802.00 4870.00 4884.00 4792.00 4960.00 5034.00 5060.00 4960.00 -158.00 -164.00 -176.00 -168.00
2019-08-30 4838.00 4774.00 4848.00 4758.00 4980.00 4950.00 5016.00 4940.00 -142.00 -176.00 -168.00 -182.00
2019-08-29 4902.00 4852.00 4914.00 4826.00 5046.00 5012.00 5066.00 4982.00 -144.00 -160.00 -152.00 -156.00
2019-08-28 4870.00 4898.00 4918.00 4844.00 5020.00 5046.00 5058.00 4994.00 -150.00 -148.00 -140.00 -150.00
2019-08-27 4966.00 4864.00 4974.00 4858.00 5108.00 5016.00 5118.00 5010.00 -142.00 -152.00 -144.00 -152.00
2019-08-26 4888.00 4988.00 5034.00 4872.00 5000.00 5124.00 5162.00 4992.00 -112.00 -136.00 -128.00 -120.00
2019-08-23 4858.00 4878.00 4904.00 4824.00 4766.00 4814.00 4816.00 4742.00 92.00 64.00 88.00 82.00
2019-08-22 4760.00 4842.00 4856.00 4758.00 4686.00 4746.00 4758.00 4678.00 74.00 96.00 98.00 80.00
2019-08-21 4760.00 4728.00 4784.00 4722.00 4672.00 4648.00 4702.00 4630.00 88.00 80.00 82.00 92.00
2019-08-20 4728.00 4766.00 4770.00 4692.00 4598.00 4678.00 4682.00 4596.00 130.00 88.00 88.00 96.00
2019-08-19 4770.00 4728.00 4792.00 4704.00 4638.00 4608.00 4672.00 4592.00 132.00 120.00 120.00 112.00
2019-08-16 4774.00 4768.00 4848.00 4738.00 4632.00 4648.00 4710.00 4618.00 142.00 120.00 138.00 120.00
2019-08-15 4818.00 4780.00 4848.00 4768.00 4660.00 4646.00 4710.00 4642.00 158.00 134.00 138.00 126.00
2019-08-14 4862.00 4820.00 4864.00 4760.00 4750.00 4676.00 4750.00 4606.00 112.00 144.00 114.00 154.00
2019-08-13 4836.00 4862.00 4872.00 4816.00 4660.00 4722.00 4724.00 4652.00 176.00 140.00 148.00 164.00
2019-08-12 4792.00 4830.00 4864.00 4768.00 4610.00 4664.00 4698.00 4590.00 182.00 166.00 166.00 178.00
2019-08-09 4672.00 4784.00 4826.00 4672.00 4486.00 4612.00 4646.00 4482.00 186.00 172.00 180.00 190.00
2019-08-08 4452.00 4472.00 4490.00 4446.00 4632.00 4662.00 4668.00 4614.00 -180.00 -190.00 -178.00 -168.00
2019-08-07 4456.00 4456.00 4466.00 4422.00 4630.00 4630.00 4636.00 4598.00 -174.00 -174.00 -170.00 -176.00
2019-08-06 4442.00 4460.00 4482.00 4426.00 4618.00 4628.00 4650.00 4606.00 -176.00 -168.00 -168.00 -180.00
2019-08-05 4386.00 4444.00 4456.00 4372.00 4534.00 4612.00 4616.00 4528.00 -148.00 -168.00 -160.00 -156.00
2019-08-02 4340.00 4378.00 4390.00 4332.00 4510.00 4528.00 4550.00 4496.00 -170.00 -150.00 -160.00 -164.00
2019-08-01 4360.00 4338.00 4362.00 4312.00 4530.00 4502.00 4540.00 4492.00 -170.00 -164.00 -178.00 -180.00
2019-07-31 4360.00 4358.00 4378.00 4338.00 4538.00 4534.00 4554.00 4516.00 -178.00 -176.00 -176.00 -178.00
2019-07-30 4366.00 4360.00 4374.00 4354.00 4544.00 4544.00 4568.00 4530.00 -178.00 -184.00 -194.00 -176.00
2019-07-29 4336.00 4358.00 4394.00 4332.00 4514.00 4538.00 4560.00 4506.00 -178.00 -180.00 -166.00 -174.00
2019-07-26 4318.00 4332.00 4348.00 4314.00 4520.00 4502.00 4544.00 4492.00 -202.00 -170.00 -196.00 -178.00
2019-07-25 4302.00 4306.00 4326.00 4288.00 4488.00 4496.00 4522.00 4482.00 -186.00 -190.00 -196.00 -194.00
2019-07-24 4250.00 4300.00 4312.00 4244.00 4418.00 4480.00 4492.00 4406.00 -168.00 -180.00 -180.00 -162.00
2019-07-23 4212.00 4246.00 4260.00 4208.00 4406.00 4414.00 4424.00 4396.00 -194.00 -168.00 -164.00 -188.00
2019-07-22 4190.00 4214.00 4218.00 4174.00 4388.00 4400.00 4406.00 4382.00 -198.00 -186.00 -188.00 -208.00
2019-07-19 4194.00 4190.00 4202.00 4182.00 4412.00 4396.00 4418.00 4396.00 -218.00 -206.00 -216.00 -214.00
2019-07-18 4214.00 4196.00 4222.00 4174.00 4430.00 4416.00 4440.00 4402.00 -216.00 -220.00 -218.00 -228.00
2019-07-17 4216.00 4198.00 4220.00 4182.00 4424.00 4418.00 4430.00 4408.00 -208.00 -220.00 -210.00 -226.00
2019-07-16 4228.00 4220.00 4240.00 4212.00 4442.00 4430.00 4448.00 4422.00 -214.00 -210.00 -208.00 -210.00
2019-07-15 4186.00 4236.00 4254.00 4176.00 4420.00 4446.00 4458.00 4400.00 -234.00 -210.00 -204.00 -224.00
2019-07-12 4200.00 4180.00 4206.00 4164.00 4414.00 4402.00 4420.00 4384.00 -214.00 -222.00 -214.00 -220.00
2019-07-11 4204.00 4198.00 4218.00 4188.00 4412.00 4414.00 4424.00 4404.00 -208.00 -216.00 -206.00 -216.00
2019-07-10 4188.00 4190.00 4224.00 4180.00 4408.00 4404.00 4434.00 4398.00 -220.00 -214.00 -210.00 -218.00
2019-07-09 4238.00 4176.00 4248.00 4172.00 4450.00 4400.00 4464.00 4398.00 -212.00 -224.00 -216.00 -226.00
2019-07-08 4244.00 4238.00 4268.00 4226.00 4450.00 4456.00 4478.00 4444.00 -206.00 -218.00 -210.00 -218.00
2019-07-05 4242.00 4244.00 4290.00 4232.00 4476.00 4452.00 4512.00 4444.00 -234.00 -208.00 -222.00 -212.00
2019-07-04 4240.00 4246.00 4250.00 4222.00 4480.00 4484.00 4484.00 4458.00 -240.00 -238.00 -234.00 -236.00
2019-07-03 4274.00 4230.00 4282.00 4214.00 4488.00 4470.00 4508.00 4460.00 -214.00 -240.00 -226.00 -246.00
2019-07-02 4296.00 4262.00 4304.00 4258.00 4500.00 4488.00 4508.00 4476.00 -204.00 -226.00 -204.00 -218.00
2019-07-01 4286.00 4304.00 4336.00 4226.00 4482.00 4510.00 4530.00 4446.00 -196.00 -206.00 -194.00 -220.00
2019-06-28 4286.00 4286.00 4290.00 4266.00 4484.00 4486.00 4488.00 4470.00 -198.00 -200.00 -198.00 -204.00
2019-06-27 4260.00 4292.00 4314.00 4258.00 4476.00 4486.00 4516.00 4472.00 -216.00 -194.00 -202.00 -214.00
2019-06-26 4290.00 4256.00 4294.00 4244.00 4486.00 4470.00 4498.00 4464.00 -196.00 -214.00 -204.00 -220.00
2019-06-25 4306.00 4300.00 4308.00 4280.00 4506.00 4496.00 4506.00 4482.00 -200.00 -196.00 -198.00 -202.00
2019-06-24 4336.00 4306.00 4344.00 4298.00 4518.00 4500.00 4532.00 4494.00 -182.00 -194.00 -188.00 -196.00
2019-06-21 4350.00 4340.00 4356.00 4326.00 4550.00 4526.00 4552.00 4522.00 -200.00 -186.00 -196.00 -196.00
2019-06-20 4376.00 4350.00 4396.00 4340.00 4562.00 4542.00 4572.00 4534.00 -186.00 -192.00 -176.00 -194.00
2019-06-19 4362.00 4366.00 4374.00 4344.00 4564.00 4550.00 4570.00 4536.00 -202.00 -184.00 -196.00 -192.00
2019-06-18 4378.00 4376.00 4390.00 4368.00 4580.00 4568.00 4586.00 4558.00 -202.00 -192.00 -196.00 -190.00
2019-06-17 4390.00 4372.00 4390.00 4358.00 4580.00 4578.00 4580.00 4560.00 -190.00 -206.00 -190.00 -202.00
2019-06-14 4374.00 4388.00 4410.00 4374.00 4566.00 4574.00 4590.00 4554.00 -192.00 -186.00 -180.00 -180.00
2019-06-13 4344.00 4370.00 4382.00 4338.00 4510.00 4550.00 4558.00 4510.00 -166.00 -180.00 -176.00 -172.00
2019-06-12 4402.00 4344.00 4402.00 4340.00 4556.00 4520.00 4564.00 4514.00 -154.00 -176.00 -162.00 -174.00
2019-06-11 4380.00 4396.00 4418.00 4376.00 4510.00 4560.00 4578.00 4510.00 -130.00 -164.00 -160.00 -134.00
2019-06-10 4376.00 4398.00 4412.00 4362.00 4552.00 4556.00 4572.00 4530.00 -176.00 -158.00 -160.00 -168.00
2019-06-06 4420.00 4390.00 4436.00 4376.00 4576.00 4550.00 4588.00 4534.00 -156.00 -160.00 -152.00 -158.00
2019-06-05 4418.00 4420.00 4438.00 4396.00 4570.00 4578.00 4590.00 4564.00 -152.00 -158.00 -152.00 -168.00
2019-06-04 4380.00 4420.00 4426.00 4372.00 4538.00 4574.00 4584.00 4538.00 -158.00 -154.00 -158.00 -166.00
2019-06-03 4460.00 4378.00 4464.00 4376.00 4618.00 4546.00 4618.00 4546.00 -158.00 -168.00 -154.00 -170.00
2019-05-31 4466.00 4470.00 4492.00 4464.00 4610.00 4622.00 4630.00 4610.00 -144.00 -152.00 -138.00 -146.00
2019-05-30 4512.00 4462.00 4522.00 4446.00 4640.00 4598.00 4654.00 4598.00 -128.00 -136.00 -132.00 -152.00
2019-05-29 4410.00 4510.00 4542.00 4410.00 4566.00 4634.00 4670.00 4562.00 -156.00 -124.00 -128.00 -152.00
2019-05-28 4394.00 4402.00 4406.00 4384.00 4560.00 4550.00 4570.00 4544.00 -166.00 -148.00 -164.00 -160.00
2019-05-27 4380.00 4398.00 4416.00 4364.00 4566.00 4572.00 4584.00 4548.00 -186.00 -174.00 -168.00 -184.00
2019-05-24 4360.00 4368.00 4380.00 4348.00 4550.00 4554.00 4568.00 4540.00 -190.00 -186.00 -188.00 -192.00
2019-05-23 4410.00 4366.00 4434.00 4364.00 4610.00 4558.00 4624.00 4556.00 -200.00 -192.00 -190.00 -192.00
2019-05-22 4476.00 4410.00 4490.00 4400.00 4646.00 4602.00 4656.00 4596.00 -170.00 -192.00 -166.00 -196.00
2019-05-21 4478.00 4486.00 4508.00 4462.00 4654.00 4660.00 4670.00 4640.00 -176.00 -174.00 -162.00 -178.00
2019-05-20 4482.00 4476.00 4500.00 4470.00 4654.00 4646.00 4666.00 4642.00 -172.00 -170.00 -166.00 -172.00
2019-05-17 4490.00 4480.00 4518.00 4470.00 4660.00 4654.00 4680.00 4644.00 -170.00 -174.00 -162.00 -174.00
2019-05-16 4436.00 4478.00 4480.00 4434.00 4630.00 4650.00 4652.00 4622.00 -194.00 -172.00 -172.00 -188.00
2019-05-15 4398.00 4440.00 4448.00 4390.00 4590.00 4626.00 4630.00 4590.00 -192.00 -186.00 -182.00 -200.00
2019-05-14 4382.00 4374.00 4428.00 4364.00 4572.00 4578.00 4616.00 4560.00 -190.00 -204.00 -188.00 -196.00
2019-05-13 4400.00 4382.00 4418.00 4372.00 4590.00 4568.00 4600.00 4560.00 -190.00 -186.00 -182.00 -188.00
2019-05-10 4412.00 4412.00 4428.00 4392.00 4604.00 4598.00 4616.00 4584.00 -192.00 -186.00 -188.00 -192.00
2019-05-09 4422.00 4432.00 4446.00 4404.00 4600.00 4620.00 4628.00 4588.00 -178.00 -188.00 -182.00 -184.00
导出Excel数据