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
2025-02-14 8924.00 9078.00 9108.00 8900.00 8448.00 8582.00 8584.00 8404.00 476.00 496.00 524.00 496.00
2025-02-13 9110.00 8950.00 9162.00 8914.00 8560.00 8470.00 8588.00 8420.00 550.00 480.00 574.00 494.00
2025-02-12 9098.00 9154.00 9222.00 9052.00 8604.00 8592.00 8618.00 8556.00 494.00 562.00 604.00 496.00
2025-02-11 9006.00 9076.00 9132.00 8974.00 8494.00 8588.00 8614.00 8484.00 512.00 488.00 518.00 490.00
2025-02-10 8878.00 8956.00 8992.00 8848.00 8488.00 8460.00 8508.00 8432.00 390.00 496.00 484.00 416.00
2025-02-07 8722.00 8888.00 8898.00 8710.00 8360.00 8494.00 8506.00 8340.00 362.00 394.00 392.00 370.00
2025-02-06 8576.00 8690.00 8738.00 8540.00 8272.00 8340.00 8356.00 8210.00 304.00 350.00 382.00 330.00
2025-02-05 8532.00 8612.00 8636.00 8488.00 8220.00 8302.00 8322.00 8196.00 312.00 310.00 314.00 292.00
2025-01-27 8294.00 8452.00 8452.00 8280.00 8062.00 8154.00 8154.00 8032.00 232.00 298.00 298.00 248.00
2025-01-24 8280.00 8258.00 8328.00 8234.00 8108.00 8030.00 8108.00 8016.00 172.00 228.00 220.00 218.00
2025-01-23 8372.00 8242.00 8390.00 8224.00 8096.00 8042.00 8110.00 8022.00 276.00 200.00 280.00 202.00
2025-01-22 8454.00 8360.00 8524.00 8354.00 8148.00 8082.00 8222.00 8080.00 306.00 278.00 302.00 274.00
2025-01-21 8410.00 8446.00 8510.00 8390.00 8128.00 8154.00 8218.00 8104.00 282.00 292.00 292.00 286.00
2025-01-20 8372.00 8430.00 8482.00 8302.00 8076.00 8134.00 8176.00 8024.00 296.00 296.00 306.00 278.00
2025-01-17 8300.00 8390.00 8410.00 8232.00 8000.00 8080.00 8092.00 7914.00 300.00 310.00 318.00 318.00
2025-01-16 8488.00 8344.00 8548.00 8292.00 8154.00 8014.00 8204.00 7968.00 334.00 330.00 344.00 324.00
2025-01-15 8696.00 8482.00 8710.00 8468.00 8308.00 8142.00 8330.00 8130.00 388.00 340.00 380.00 338.00
2025-01-14 8730.00 8710.00 8766.00 8668.00 8344.00 8322.00 8380.00 8292.00 386.00 388.00 386.00 376.00
2025-01-13 8558.00 8758.00 8822.00 8556.00 8222.00 8374.00 8456.00 8222.00 336.00 384.00 366.00 334.00
2025-01-10 8438.00 8524.00 8552.00 8404.00 8150.00 8204.00 8224.00 8110.00 288.00 320.00 328.00 294.00
2025-01-09 8648.00 8418.00 8650.00 8408.00 8302.00 8126.00 8306.00 8118.00 346.00 292.00 344.00 290.00
2025-01-08 8712.00 8618.00 8774.00 8608.00 8312.00 8282.00 8380.00 8260.00 400.00 336.00 394.00 348.00
2025-01-07 8534.00 8722.00 8752.00 8460.00 8148.00 8324.00 8336.00 8108.00 386.00 398.00 416.00 352.00
2025-01-06 8540.00 8484.00 8646.00 8478.00 8136.00 8094.00 8216.00 8092.00 404.00 390.00 430.00 386.00
2025-01-03 8470.00 8530.00 8558.00 8372.00 8098.00 8146.00 8198.00 8048.00 372.00 384.00 360.00 324.00
2025-01-02 8660.00 8474.00 8824.00 8458.00 8202.00 8096.00 8372.00 8086.00 458.00 378.00 452.00 372.00
2024-12-31 8720.00 8668.00 8742.00 8608.00 8264.00 8228.00 8278.00 8192.00 456.00 440.00 464.00 416.00
2024-12-30 8820.00 8744.00 8844.00 8684.00 9846.00 9894.00 9900.00 9732.00 -1026.00 -1150.00 -1056.00 -1048.00
2024-12-27 8758.00 8786.00 8828.00 8722.00 9770.00 9834.00 9864.00 9738.00 -1012.00 -1048.00 -1036.00 -1016.00
2024-12-26 8704.00 8740.00 8774.00 8638.00 9672.00 9758.00 9776.00 9638.00 -968.00 -1018.00 -1002.00 -1000.00
2024-12-25 8850.00 8706.00 8888.00 8674.00 9700.00 9690.00 9784.00 9604.00 -850.00 -984.00 -896.00 -930.00
2024-12-24 8844.00 8822.00 8848.00 8736.00 9690.00 9686.00 9692.00 9584.00 -846.00 -864.00 -844.00 -848.00
2024-12-23 8710.00 8812.00 8830.00 8572.00 9442.00 9652.00 9656.00 9286.00 -732.00 -840.00 -826.00 -714.00
2024-12-20 8818.00 8750.00 8840.00 8668.00 9610.00 9470.00 9648.00 9450.00 -792.00 -720.00 -808.00 -782.00
2024-12-19 8950.00 8736.00 8980.00 8720.00 9840.00 9532.00 9860.00 9494.00 -890.00 -796.00 -880.00 -774.00
2024-12-18 9194.00 9004.00 9200.00 8966.00 9950.00 9880.00 10000.00 9854.00 -756.00 -876.00 -800.00 -888.00
2024-12-17 9250.00 9202.00 9276.00 9136.00 9902.00 9960.00 9988.00 9902.00 -652.00 -758.00 -712.00 -766.00
2024-12-16 9314.00 9322.00 9392.00 9214.00 10014.00 10028.00 10096.00 9964.00 -700.00 -706.00 -704.00 -750.00
2024-12-13 9280.00 9266.00 9334.00 9196.00 9980.00 9986.00 10012.00 9914.00 -700.00 -720.00 -678.00 -718.00
2024-12-12 9932.00 9932.00 10000.00 9858.00 9258.00 9216.00 9312.00 9102.00 674.00 716.00 688.00 756.00
2024-12-11 9986.00 10066.00 10082.00 9918.00 9252.00 9352.00 9370.00 9204.00 734.00 714.00 712.00 714.00
2024-12-10 10240.00 9998.00 10326.00 9944.00 9600.00 9292.00 9630.00 9258.00 640.00 706.00 696.00 686.00
2024-12-09 10226.00 10200.00 10338.00 10134.00 9588.00 9542.00 9664.00 9528.00 638.00 658.00 674.00 606.00
2024-12-06 10302.00 10226.00 10316.00 10158.00 9522.00 9600.00 9604.00 9454.00 780.00 626.00 712.00 704.00
2024-12-05 10280.00 10282.00 10416.00 10098.00 9400.00 9500.00 9518.00 9384.00 880.00 782.00 898.00 714.00
2024-12-04 10458.00 10328.00 10518.00 10272.00 9456.00 9454.00 9578.00 9410.00 1002.00 874.00 940.00 862.00
2024-12-03 10178.00 10428.00 10440.00 10158.00 9242.00 9420.00 9424.00 9200.00 936.00 1008.00 1016.00 958.00
2024-12-02 10222.00 10210.00 10300.00 10138.00 9390.00 9280.00 9454.00 9234.00 832.00 930.00 846.00 904.00
2024-11-29 9980.00 10194.00 10222.00 9930.00 9240.00 9380.00 9418.00 9174.00 740.00 814.00 804.00 756.00
2024-11-28 9846.00 9908.00 9960.00 9820.00 9190.00 9174.00 9276.00 9124.00 656.00 734.00 684.00 696.00
2024-11-27 9776.00 9874.00 9880.00 9676.00 9050.00 9202.00 9214.00 9024.00 726.00 672.00 666.00 652.00
2024-11-26 9680.00 9740.00 9846.00 9616.00 8936.00 9032.00 9126.00 8878.00 744.00 708.00 720.00 738.00
2024-11-25 9530.00 9710.00 9728.00 9448.00 8764.00 8972.00 9000.00 8682.00 766.00 738.00 728.00 766.00
2024-11-22 9652.00 9570.00 9668.00 9518.00 8964.00 8806.00 8970.00 8772.00 688.00 764.00 698.00 746.00
2024-11-21 9878.00 9556.00 9886.00 9532.00 9140.00 8854.00 9144.00 8830.00 738.00 702.00 742.00 702.00
2024-11-20 9928.00 9954.00 10002.00 9864.00 9236.00 9210.00 9336.00 9178.00 692.00 744.00 666.00 686.00
2024-11-19 9858.00 9966.00 10086.00 9700.00 9152.00 9288.00 9392.00 8950.00 706.00 678.00 694.00 750.00
2024-11-18 10178.00 9878.00 10186.00 9840.00 9364.00 9192.00 9394.00 9150.00 814.00 686.00 792.00 690.00
2024-11-15 9970.00 10084.00 10118.00 9902.00 9142.00 9290.00 9314.00 9102.00 828.00 794.00 804.00 800.00
2024-11-14 9906.00 9914.00 9962.00 9776.00 9170.00 9082.00 9174.00 8944.00 736.00 832.00 788.00 832.00
2024-11-13 10100.00 9782.00 10200.00 9756.00 9404.00 9016.00 9486.00 9006.00 696.00 766.00 714.00 750.00
2024-11-12 10250.00 10146.00 10344.00 10072.00 9600.00 9446.00 9650.00 9380.00 650.00 700.00 694.00 692.00
2024-11-11 10130.00 10212.00 10328.00 10106.00 9470.00 9568.00 9654.00 9452.00 660.00 644.00 674.00 654.00
2024-11-08 9900.00 10088.00 10124.00 9892.00 9262.00 9422.00 9466.00 9256.00 638.00 666.00 658.00 636.00
2024-11-07 9746.00 9914.00 9992.00 9698.00 9198.00 9274.00 9346.00 9152.00 548.00 640.00 646.00 546.00
2024-11-06 9630.00 9712.00 9768.00 9584.00 9130.00 9166.00 9200.00 9088.00 500.00 546.00 568.00 496.00
2024-11-05 9694.00 9610.00 9752.00 9584.00 9280.00 9134.00 9280.00 9098.00 414.00 476.00 472.00 486.00
2024-11-04 9700.00 9714.00 9754.00 9624.00 9250.00 9260.00 9306.00 9208.00 450.00 454.00 448.00 416.00
2024-11-01 9522.00 9668.00 9680.00 9470.00 9080.00 9238.00 9248.00 9044.00 442.00 430.00 432.00 426.00
2024-10-31 9438.00 9478.00 9492.00 9354.00 8986.00 9036.00 9044.00 8914.00 452.00 442.00 448.00 440.00
2024-10-30 9382.00 9392.00 9418.00 9274.00 8900.00 8938.00 8976.00 8858.00 482.00 454.00 442.00 416.00
2024-10-29 9218.00 9270.00 9346.00 9204.00 8830.00 8836.00 8892.00 8794.00 388.00 434.00 454.00 410.00
2024-10-28 9300.00 9270.00 9366.00 9138.00 8906.00 8864.00 8972.00 8738.00 394.00 406.00 394.00 400.00
2024-10-25 9336.00 9302.00 9474.00 9266.00 8950.00 8902.00 9066.00 8860.00 386.00 400.00 408.00 406.00
2024-10-24 9200.00 9280.00 9282.00 9112.00 8810.00 8890.00 8898.00 8764.00 390.00 390.00 384.00 348.00
2024-10-23 9026.00 9230.00 9232.00 9014.00 8730.00 8870.00 8874.00 8702.00 296.00 360.00 358.00 312.00
2024-10-22 8896.00 8996.00 8996.00 8862.00 8584.00 8684.00 8686.00 8570.00 312.00 312.00 310.00 292.00
2024-10-21 8800.00 8860.00 8886.00 8736.00 8494.00 8570.00 8600.00 8450.00 306.00 290.00 286.00 286.00
2024-10-18 8888.00 8836.00 9092.00 8824.00 8526.00 8524.00 8716.00 8492.00 362.00 312.00 376.00 332.00
2024-10-17 8922.00 8864.00 8990.00 8838.00 8600.00 8526.00 8636.00 8506.00 322.00 338.00 354.00 332.00
2024-10-16 8748.00 8902.00 8968.00 8738.00 8436.00 8564.00 8626.00 8430.00 312.00 338.00 342.00 308.00
2024-10-15 8844.00 8724.00 8876.00 8714.00 8510.00 8416.00 8546.00 8394.00 334.00 308.00 330.00 320.00
2024-10-14 8888.00 8852.00 9046.00 8808.00 8546.00 8520.00 8662.00 8478.00 342.00 332.00 384.00 330.00
2024-10-11 8704.00 8846.00 8910.00 8704.00 8942.00 8506.00 8942.00 8388.00 -238.00 340.00 -32.00 316.00
2024-10-10 8664.00 8690.00 8818.00 8566.00 8296.00 8372.00 8454.00 8236.00 368.00 318.00 364.00 330.00
2024-10-09 8770.00 8690.00 8784.00 8628.00 8356.00 8324.00 8402.00 8234.00 414.00 366.00 382.00 394.00
2024-10-08 8994.00 8746.00 9028.00 8722.00 8786.00 8342.00 8786.00 8306.00 208.00 404.00 242.00 416.00
2024-09-30 8510.00 8568.00 8660.00 8430.00 8206.00 8226.00 8296.00 8116.00 304.00 342.00 364.00 314.00
2024-09-27 8640.00 8616.00 8672.00 8496.00 8322.00 8274.00 8382.00 8202.00 318.00 342.00 290.00 294.00
2024-09-26 8392.00 8530.00 8584.00 8380.00 8150.00 8250.00 8308.00 8126.00 242.00 280.00 276.00 254.00
2024-09-25 8298.00 8386.00 8482.00 8288.00 8126.00 8146.00 8232.00 8110.00 172.00 240.00 250.00 178.00
2024-09-24 8234.00 8258.00 8312.00 8216.00 8072.00 8086.00 8144.00 8056.00 162.00 172.00 168.00 160.00
2024-09-23 8168.00 8228.00 8296.00 8136.00 7990.00 8062.00 8124.00 7952.00 178.00 166.00 172.00 184.00
2024-09-20 8124.00 8180.00 8200.00 8106.00 7946.00 8006.00 8034.00 7918.00 178.00 174.00 166.00 188.00
2024-09-19 7960.00 8166.00 8180.00 7952.00 7810.00 7978.00 7994.00 7804.00 150.00 188.00 186.00 148.00
2024-09-18 7788.00 7952.00 7964.00 7774.00 7618.00 7808.00 7822.00 7618.00 170.00 144.00 142.00 156.00
2024-09-13 7828.00 7766.00 7972.00 7754.00 7718.00 7630.00 7844.00 7620.00 110.00 136.00 128.00 134.00
2024-09-12 7858.00 7828.00 7888.00 7720.00 7752.00 7700.00 7758.00 7604.00 106.00 128.00 130.00 116.00
2024-09-11 7850.00 7880.00 7884.00 7758.00 7732.00 7754.00 7760.00 7652.00 118.00 126.00 124.00 106.00
2024-09-10 7898.00 7840.00 7926.00 7814.00 7772.00 7716.00 7804.00 7702.00 126.00 124.00 122.00 112.00
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