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
2019-05-08 4430.00 4412.00 4450.00 4404.00 4634.00 4600.00 4638.00 4594.00 -204.00 -188.00 -188.00 -190.00
2019-05-07 4372.00 4428.00 4438.00 4370.00 4562.00 4622.00 4628.00 4560.00 -190.00 -194.00 -190.00 -190.00
2019-05-06 4376.00 4384.00 4444.00 4326.00 4598.00 4570.00 4626.00 4502.00 -222.00 -186.00 -182.00 -176.00
2019-04-30 4500.00 4496.00 4510.00 4472.00 4642.00 4662.00 4672.00 4640.00 -142.00 -166.00 -162.00 -168.00
2019-04-29 4504.00 4500.00 4520.00 4492.00 4650.00 4656.00 4666.00 4644.00 -146.00 -156.00 -146.00 -152.00
2019-04-26 4570.00 4504.00 4586.00 4482.00 4324.00 4224.00 4324.00 4214.00 246.00 280.00 262.00 268.00
2019-04-25 4584.00 4578.00 4592.00 4564.00 4328.00 4314.00 4338.00 4310.00 256.00 264.00 254.00 254.00
2019-04-24 4612.00 4570.00 4614.00 4546.00 4372.00 4322.00 4372.00 4308.00 240.00 248.00 242.00 238.00
2019-04-23 4608.00 4604.00 4634.00 4586.00 4380.00 4358.00 4396.00 4338.00 228.00 246.00 238.00 248.00
2019-04-22 4620.00 4616.00 4660.00 4614.00 4380.00 4382.00 4428.00 4380.00 240.00 234.00 232.00 234.00
2019-04-19 4604.00 4616.00 4638.00 4598.00 4398.00 4416.00 4454.00 4398.00 206.00 200.00 184.00 200.00
2019-04-18 4666.00 4590.00 4688.00 4588.00 4460.00 4392.00 4468.00 4390.00 206.00 198.00 220.00 198.00
2019-04-17 4650.00 4670.00 4680.00 4642.00 4436.00 4456.00 4466.00 4424.00 214.00 214.00 214.00 218.00
2019-04-16 4656.00 4644.00 4672.00 4616.00 4450.00 4424.00 4452.00 4406.00 206.00 220.00 220.00 210.00
2019-04-15 4706.00 4668.00 4708.00 4662.00 4466.00 4454.00 4486.00 4450.00 240.00 214.00 222.00 212.00
2019-04-12 4656.00 4702.00 4704.00 4656.00 4458.00 4468.00 4484.00 4442.00 198.00 234.00 220.00 214.00
2019-04-11 4682.00 4672.00 4696.00 4654.00 4456.00 4462.00 4474.00 4440.00 226.00 210.00 222.00 214.00
2019-04-10 4520.00 4466.00 4520.00 4454.00 4740.00 4692.00 4750.00 4686.00 -220.00 -226.00 -230.00 -232.00
2019-04-09 4452.00 4520.00 4526.00 4440.00 4696.00 4754.00 4760.00 4692.00 -244.00 -234.00 -234.00 -252.00
2019-04-08 4478.00 4452.00 4516.00 4446.00 4730.00 4710.00 4746.00 4706.00 -252.00 -258.00 -230.00 -260.00
2019-04-04 4426.00 4456.00 4460.00 4408.00 4700.00 4714.00 4716.00 4672.00 -274.00 -258.00 -256.00 -264.00
2019-04-03 4394.00 4422.00 4462.00 4388.00 4658.00 4694.00 4718.00 4654.00 -264.00 -272.00 -256.00 -266.00
2019-04-02 4346.00 4386.00 4390.00 4330.00 4622.00 4654.00 4656.00 4606.00 -276.00 -268.00 -266.00 -276.00
2019-04-01 4334.00 4346.00 4354.00 4324.00 4610.00 4620.00 4622.00 4594.00 -276.00 -274.00 -268.00 -270.00
2019-03-29 4226.00 4322.00 4404.00 4226.00 4626.00 4594.00 4634.00 4562.00 -400.00 -272.00 -230.00 -336.00
2019-03-28 4444.00 4378.00 4448.00 4364.00 4672.00 4620.00 4674.00 4602.00 -228.00 -242.00 -226.00 -238.00
2019-03-27 4434.00 4438.00 4458.00 4404.00 4680.00 4662.00 4692.00 4638.00 -246.00 -224.00 -234.00 -234.00
2019-03-26 4434.00 4432.00 4462.00 4422.00 4692.00 4670.00 4704.00 4668.00 -258.00 -238.00 -242.00 -246.00
2019-03-25 4456.00 4426.00 4474.00 4408.00 4748.00 4690.00 4760.00 4684.00 -292.00 -264.00 -286.00 -276.00
2019-03-22 4492.00 4466.00 4496.00 4464.00 4766.00 4752.00 4766.00 4740.00 -274.00 -286.00 -270.00 -276.00
2019-03-21 4494.00 4492.00 4502.00 4470.00 4770.00 4762.00 4774.00 4744.00 -276.00 -270.00 -272.00 -274.00
2019-03-20 4456.00 4486.00 4486.00 4446.00 4734.00 4758.00 4758.00 4726.00 -278.00 -272.00 -272.00 -280.00
2019-03-19 4462.00 4438.00 4466.00 4432.00 4730.00 4718.00 4732.00 4708.00 -268.00 -280.00 -266.00 -276.00
2019-03-18 4454.00 4462.00 4480.00 4442.00 4710.00 4722.00 4732.00 4698.00 -256.00 -260.00 -252.00 -256.00
2019-03-15 4474.00 4448.00 4480.00 4426.00 4708.00 4694.00 4718.00 4680.00 -234.00 -246.00 -238.00 -254.00
2019-03-14 4514.00 4474.00 4524.00 4464.00 4716.00 4704.00 4748.00 4696.00 -202.00 -230.00 -224.00 -232.00
2019-03-13 4586.00 4512.00 4610.00 4510.00 4766.00 4714.00 4784.00 4712.00 -180.00 -202.00 -174.00 -202.00
2019-03-12 4580.00 4586.00 4616.00 4556.00 4750.00 4756.00 4780.00 4736.00 -170.00 -170.00 -164.00 -180.00
2019-03-11 4582.00 4584.00 4632.00 4574.00 4760.00 4748.00 4794.00 4746.00 -178.00 -164.00 -162.00 -172.00
2019-03-08 4580.00 4590.00 4616.00 4570.00 4760.00 4770.00 4796.00 4758.00 -180.00 -180.00 -180.00 -188.00
2019-03-07 4628.00 4582.00 4634.00 4570.00 4808.00 4772.00 4812.00 4760.00 -180.00 -190.00 -178.00 -190.00
2019-03-06 4634.00 4618.00 4682.00 4602.00 4798.00 4800.00 4848.00 4784.00 -164.00 -182.00 -166.00 -182.00
2019-03-05 4648.00 4634.00 4654.00 4620.00 4772.00 4788.00 4800.00 4762.00 -124.00 -154.00 -146.00 -142.00
2019-03-04 4648.00 4662.00 4714.00 4588.00 4780.00 4796.00 4828.00 4732.00 -132.00 -134.00 -114.00 -144.00
2019-03-01 4546.00 4620.00 4634.00 4534.00 4670.00 4754.00 4764.00 4660.00 -124.00 -134.00 -130.00 -126.00
2019-02-28 4536.00 4560.00 4570.00 4522.00 4656.00 4682.00 4698.00 4654.00 -120.00 -122.00 -128.00 -132.00
2019-02-27 4576.00 4562.00 4604.00 4558.00 4710.00 4686.00 4722.00 4686.00 -134.00 -124.00 -118.00 -128.00
2019-02-26 4650.00 4570.00 4670.00 4560.00 4758.00 4708.00 4770.00 4700.00 -108.00 -138.00 -100.00 -140.00
2019-02-25 4712.00 4668.00 4732.00 4662.00 4796.00 4772.00 4808.00 4764.00 -84.00 -104.00 -76.00 -102.00
2019-02-22 4732.00 4712.00 4754.00 4698.00 4804.00 4798.00 4824.00 4780.00 -72.00 -86.00 -70.00 -82.00
2019-02-21 4726.00 4708.00 4732.00 4688.00 4788.00 4794.00 4804.00 4756.00 -62.00 -86.00 -72.00 -68.00
2019-02-20 4796.00 4738.00 4800.00 4734.00 4840.00 4796.00 4840.00 4790.00 -44.00 -58.00 -40.00 -56.00
2019-02-19 4778.00 4836.00 4852.00 4772.00 4806.00 4870.00 4878.00 4798.00 -28.00 -34.00 -26.00 -26.00
2019-02-18 4762.00 4780.00 4818.00 4762.00 4806.00 4800.00 4844.00 4794.00 -44.00 -20.00 -26.00 -32.00
2019-02-15 4780.00 4768.00 4788.00 4746.00 4820.00 4802.00 4822.00 4790.00 -40.00 -34.00 -34.00 -44.00
2019-02-14 4762.00 4778.00 4780.00 4754.00 4810.00 4818.00 4822.00 4802.00 -48.00 -40.00 -42.00 -48.00
2019-02-13 4766.00 4778.00 4784.00 4760.00 4818.00 4822.00 4826.00 4806.00 -52.00 -44.00 -42.00 -46.00
2019-02-12 4762.00 4764.00 4780.00 4716.00 4800.00 4810.00 4828.00 4772.00 -38.00 -46.00 -48.00 -56.00
2019-02-11 4802.00 4772.00 4828.00 4762.00 4850.00 4818.00 4872.00 4812.00 -48.00 -46.00 -44.00 -50.00
2019-02-01 4780.00 4780.00 4788.00 4754.00 4826.00 4826.00 4834.00 4806.00 -46.00 -46.00 -46.00 -52.00
2019-01-31 4808.00 4778.00 4812.00 4768.00 4860.00 4824.00 4860.00 4814.00 -52.00 -46.00 -48.00 -46.00
2019-01-30 4812.00 4802.00 4816.00 4760.00 4858.00 4850.00 4864.00 4818.00 -46.00 -48.00 -48.00 -58.00
2019-01-29 4846.00 4822.00 4854.00 4808.00 4886.00 4868.00 4890.00 4852.00 -40.00 -46.00 -36.00 -44.00
2019-01-28 4770.00 4844.00 4860.00 4768.00 4814.00 4882.00 4894.00 4812.00 -44.00 -38.00 -34.00 -44.00
2019-01-25 4786.00 4778.00 4786.00 4754.00 4832.00 4818.00 4832.00 4798.00 -46.00 -40.00 -46.00 -44.00
2019-01-24 4768.00 4780.00 4788.00 4752.00 4808.00 4816.00 4830.00 4798.00 -40.00 -36.00 -42.00 -46.00
2019-01-23 4740.00 4748.00 4784.00 4726.00 4782.00 4794.00 4830.00 4766.00 -42.00 -46.00 -46.00 -40.00
2019-01-22 4752.00 4726.00 4762.00 4712.00 4790.00 4778.00 4808.00 4760.00 -38.00 -52.00 -46.00 -48.00
2019-01-21 4688.00 4752.00 4766.00 4668.00 4718.00 4796.00 4818.00 4712.00 -30.00 -44.00 -52.00 -44.00
2019-01-18 4596.00 4678.00 4680.00 4592.00 4650.00 4714.00 4718.00 4630.00 -54.00 -36.00 -38.00 -38.00
2019-01-17 4612.00 4578.00 4612.00 4568.00 4644.00 4614.00 4644.00 4604.00 -32.00 -36.00 -32.00 -36.00
2019-01-16 4612.00 4616.00 4630.00 4602.00 4644.00 4644.00 4656.00 4630.00 -32.00 -28.00 -26.00 -28.00
2019-01-15 4612.00 4618.00 4630.00 4594.00 4656.00 4648.00 4666.00 4634.00 -44.00 -30.00 -36.00 -40.00
2019-01-14 4628.00 4642.00 4666.00 4592.00 4672.00 4678.00 4706.00 4636.00 -44.00 -36.00 -40.00 -44.00
2019-01-11 4636.00 4634.00 4648.00 4610.00 4670.00 4668.00 4684.00 4652.00 -34.00 -34.00 -36.00 -42.00
2019-01-10 4680.00 4630.00 4702.00 4630.00 4704.00 4670.00 4722.00 4664.00 -24.00 -40.00 -20.00 -34.00
2019-01-09 4654.00 4680.00 4690.00 4646.00 4704.00 4706.00 4724.00 4684.00 -50.00 -26.00 -34.00 -38.00
2019-01-08 4626.00 4666.00 4686.00 4610.00 4686.00 4716.00 4730.00 4662.00 -60.00 -50.00 -44.00 -52.00
2019-01-07 4650.00 4634.00 4666.00 4606.00 4732.00 4690.00 4732.00 4668.00 -82.00 -56.00 -66.00 -62.00
2019-01-04 4610.00 4634.00 4636.00 4598.00 4700.00 4696.00 4700.00 4668.00 -90.00 -62.00 -64.00 -70.00
2019-01-03 4606.00 4630.00 4632.00 4578.00 4680.00 4700.00 4708.00 4658.00 -74.00 -70.00 -76.00 -80.00
2019-01-02 4494.00 4598.00 4598.00 4492.00 4572.00 4670.00 4674.00 4572.00 -78.00 -72.00 -76.00 -80.00
2018-12-28 4502.00 4482.00 4504.00 4472.00 4580.00 4572.00 4596.00 4556.00 -78.00 -90.00 -92.00 -84.00
2018-12-27 4490.00 4504.00 4526.00 4486.00 4566.00 4580.00 4600.00 4564.00 -76.00 -76.00 -74.00 -78.00
2018-12-26 4480.00 4498.00 4508.00 4476.00 4070.00 4054.00 4092.00 4042.00 410.00 444.00 416.00 434.00
2018-12-25 4536.00 4480.00 4548.00 4460.00 4128.00 4072.00 4144.00 4064.00 408.00 408.00 404.00 396.00
2018-12-24 4590.00 4556.00 4606.00 4536.00 4172.00 4150.00 4190.00 4128.00 418.00 406.00 416.00 408.00
2018-12-21 4608.00 4600.00 4626.00 4580.00 4230.00 4182.00 4246.00 4172.00 378.00 418.00 380.00 408.00
2018-12-20 4608.00 4596.00 4646.00 4590.00 4182.00 4218.00 4282.00 4182.00 426.00 378.00 364.00 408.00
2018-12-19 4558.00 4592.00 4596.00 4538.00 4130.00 4170.00 4176.00 4122.00 428.00 422.00 420.00 416.00
2018-12-18 4498.00 4532.00 4536.00 4482.00 4106.00 4110.00 4116.00 4090.00 392.00 422.00 420.00 392.00
2018-12-17 4510.00 4488.00 4522.00 4462.00 4114.00 4098.00 4122.00 4082.00 396.00 390.00 400.00 380.00
2018-12-14 4492.00 4504.00 4520.00 4474.00 4072.00 4114.00 4122.00 4068.00 420.00 390.00 398.00 406.00
2018-12-13 4502.00 4504.00 4534.00 4478.00 4076.00 4090.00 4096.00 4050.00 426.00 414.00 438.00 428.00
2018-12-12 4510.00 4496.00 4512.00 4484.00 4090.00 4064.00 4108.00 4054.00 420.00 432.00 404.00 430.00
2018-12-11 4556.00 4496.00 4564.00 4470.00 4160.00 4080.00 4172.00 4068.00 396.00 416.00 392.00 402.00
2018-12-10 4492.00 4524.00 4538.00 4482.00 4164.00 4144.00 4172.00 4118.00 328.00 380.00 366.00 364.00
2018-12-07 4530.00 4486.00 4538.00 4466.00 4220.00 4152.00 4224.00 4144.00 310.00 334.00 314.00 322.00
2018-12-06 4512.00 4534.00 4556.00 4492.00 4226.00 4220.00 4242.00 4192.00 286.00 314.00 314.00 300.00
2018-12-05 4526.00 4512.00 4538.00 4498.00 4228.00 4222.00 4236.00 4206.00 298.00 290.00 302.00 292.00
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