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
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
2024-04-16 7662.00 7606.00 7688.00 7588.00 8050.00 8054.00 8140.00 8034.00 -388.00 -448.00 -452.00 -446.00
2024-04-15 7798.00 7664.00 7980.00 7656.00 8200.00 8084.00 8352.00 8074.00 -402.00 -420.00 -372.00 -418.00
2024-04-12 7862.00 7774.00 7892.00 7752.00 8222.00 8176.00 8262.00 8164.00 -360.00 -402.00 -370.00 -412.00
2024-04-11 7902.00 7892.00 7914.00 7792.00 8252.00 8244.00 8270.00 8174.00 -350.00 -352.00 -356.00 -382.00
2024-04-10 8234.00 8268.00 8284.00 8198.00 7888.00 7880.00 7924.00 7810.00 346.00 388.00 360.00 388.00
2024-04-09 8230.00 8236.00 8278.00 8152.00 7820.00 7876.00 7926.00 7736.00 410.00 360.00 352.00 416.00
2024-04-08 8518.00 8218.00 8528.00 8202.00 7990.00 7788.00 7998.00 7724.00 528.00 430.00 530.00 478.00
2024-04-03 8342.00 8570.00 8572.00 8326.00 7768.00 8048.00 8060.00 7768.00 574.00 522.00 512.00 558.00
2024-04-02 8328.00 8286.00 8356.00 8242.00 7740.00 7726.00 7764.00 7684.00 588.00 560.00 592.00 558.00
2024-04-01 8232.00 8328.00 8338.00 8124.00 7676.00 7738.00 7742.00 7580.00 556.00 590.00 596.00 544.00
2024-03-29 8110.00 8216.00 8218.00 7984.00 7528.00 7652.00 7656.00 7454.00 582.00 564.00 562.00 530.00
2024-03-28 8134.00 8122.00 8172.00 8070.00 7516.00 7520.00 7550.00 7452.00 618.00 602.00 622.00 618.00
2024-03-27 8274.00 8130.00 8336.00 8088.00 7626.00 7512.00 7660.00 7492.00 648.00 618.00 676.00 596.00
2024-03-26 8400.00 8266.00 8424.00 8230.00 7700.00 7618.00 7752.00 7608.00 700.00 648.00 672.00 622.00
2024-03-25 8260.00 8372.00 8386.00 8186.00 7640.00 7682.00 7702.00 7550.00 620.00 690.00 684.00 636.00
2024-03-22 8274.00 8262.00 8396.00 8242.00 7660.00 7642.00 7742.00 7624.00 614.00 620.00 654.00 618.00
2024-03-21 8354.00 8284.00 8462.00 8256.00 7704.00 7678.00 7798.00 7652.00 650.00 606.00 664.00 604.00
2024-03-20 8136.00 8362.00 8384.00 8114.00 7598.00 7726.00 7746.00 7564.00 538.00 636.00 638.00 550.00
2024-03-19 8126.00 8180.00 8220.00 8100.00 7570.00 7630.00 7656.00 7558.00 556.00 550.00 564.00 542.00
2024-03-18 8064.00 8132.00 8336.00 8054.00 7484.00 7570.00 7668.00 7476.00 580.00 562.00 668.00 578.00
2024-03-15 8118.00 8084.00 8220.00 8080.00 7516.00 7488.00 7602.00 7464.00 602.00 596.00 618.00 616.00
2024-03-14 7942.00 8132.00 8172.00 7918.00 7446.00 7530.00 7592.00 7426.00 496.00 602.00 580.00 492.00
2024-03-13 7820.00 7900.00 7904.00 7804.00 7354.00 7422.00 7428.00 7336.00 466.00 478.00 476.00 468.00
2024-03-12 7802.00 7852.00 7872.00 7776.00 7282.00 7378.00 7400.00 7282.00 520.00 474.00 472.00 494.00
2024-03-11 7770.00 7768.00 7806.00 7728.00 7280.00 7264.00 7292.00 7224.00 490.00 504.00 514.00 504.00
2024-03-08 7706.00 7818.00 7820.00 7684.00 7368.00 7316.00 7368.00 7232.00 338.00 502.00 452.00 452.00
2024-03-07 7698.00 7682.00 7734.00 7650.00 7234.00 7238.00 7284.00 7216.00 464.00 444.00 450.00 434.00
2024-03-06 7518.00 7662.00 7684.00 7518.00 7060.00 7202.00 7230.00 7054.00 458.00 460.00 454.00 464.00
2024-03-05 7500.00 7534.00 7558.00 7456.00 7028.00 7068.00 7084.00 6996.00 472.00 466.00 474.00 460.00
2024-03-04 7560.00 7522.00 7560.00 7484.00 7056.00 7044.00 7076.00 7014.00 504.00 478.00 484.00 470.00
2024-03-01 7486.00 7562.00 7570.00 7470.00 7010.00 7074.00 7082.00 6986.00 476.00 488.00 488.00 484.00
2024-02-29 7392.00 7478.00 7494.00 7380.00 6928.00 7000.00 7010.00 6912.00 464.00 478.00 484.00 468.00
2024-02-28 7382.00 7392.00 7436.00 7364.00 6920.00 6932.00 6976.00 6910.00 462.00 460.00 460.00 454.00
2024-02-27 7284.00 7360.00 7376.00 7274.00 6814.00 6902.00 6902.00 6812.00 470.00 458.00 474.00 462.00
2024-02-26 7288.00 7274.00 7328.00 7230.00 6838.00 6814.00 6856.00 6782.00 450.00 460.00 472.00 448.00
2024-02-23 7322.00 7294.00 7330.00 7250.00 6884.00 6846.00 6886.00 6808.00 438.00 448.00 444.00 442.00
2024-02-22 7358.00 7350.00 7396.00 7312.00 6860.00 6904.00 6910.00 6838.00 498.00 446.00 486.00 474.00
2024-02-21 7320.00 7382.00 7412.00 7312.00 6860.00 6888.00 6942.00 6852.00 460.00 494.00 470.00 460.00
2024-02-20 7282.00 7320.00 7368.00 7274.00 6858.00 6874.00 6910.00 6844.00 424.00 446.00 458.00 430.00
2024-02-19 7174.00 7270.00 7280.00 7118.00 6752.00 6842.00 6852.00 6708.00 422.00 428.00 428.00 410.00
2024-02-08 7122.00 7216.00 7228.00 7070.00 6730.00 6794.00 6798.00 6670.00 392.00 422.00 430.00 400.00
2024-02-07 7136.00 7110.00 7156.00 7044.00 6746.00 6724.00 6768.00 6672.00 390.00 386.00 388.00 372.00
2024-02-06 7068.00 7114.00 7166.00 7046.00 6700.00 6736.00 6780.00 6682.00 368.00 378.00 386.00 364.00
2024-02-05 7042.00 7054.00 7084.00 6990.00 6700.00 6690.00 6712.00 6642.00 342.00 364.00 372.00 348.00
2024-02-02 7118.00 7052.00 7142.00 7008.00 6752.00 6700.00 6762.00 6658.00 366.00 352.00 380.00 350.00
2024-02-01 7124.00 7118.00 7136.00 7066.00 6740.00 6740.00 6772.00 6720.00 384.00 378.00 364.00 346.00
2024-01-31 7186.00 7138.00 7274.00 7100.00 6778.00 6766.00 6864.00 6734.00 408.00 372.00 410.00 366.00
2024-01-30 7408.00 7196.00 7420.00 7184.00 6996.00 6796.00 7030.00 6790.00 412.00 400.00 390.00 394.00
2024-01-29 7566.00 7412.00 7568.00 7402.00 7114.00 6988.00 7122.00 6978.00 452.00 424.00 446.00 424.00
2024-01-26 7532.00 7544.00 7598.00 7450.00 7110.00 7108.00 7160.00 7032.00 422.00 436.00 438.00 418.00
2024-01-25 7502.00 7532.00 7574.00 7484.00 7100.00 7110.00 7142.00 7064.00 402.00 422.00 432.00 420.00
2024-01-24 7432.00 7498.00 7520.00 7410.00 7042.00 7102.00 7112.00 7002.00 390.00 396.00 408.00 408.00
2024-01-23 7458.00 7432.00 7542.00 7422.00 7006.00 7020.00 7072.00 6988.00 452.00 412.00 470.00 434.00
2024-01-22 7532.00 7474.00 7564.00 7446.00 7064.00 7016.00 7104.00 7006.00 468.00 458.00 460.00 440.00
2024-01-19 7428.00 7520.00 7532.00 7402.00 6980.00 7056.00 7062.00 6960.00 448.00 464.00 470.00 442.00
2024-01-18 7286.00 7412.00 7416.00 7264.00 6898.00 6968.00 6972.00 6872.00 388.00 444.00 444.00 392.00
2024-01-17 7384.00 7298.00 7444.00 7276.00 6938.00 6908.00 7004.00 6894.00 446.00 390.00 440.00 382.00
2024-01-16 7280.00 7384.00 7390.00 7270.00 6900.00 6920.00 6942.00 6872.00 380.00 464.00 448.00 398.00
2024-01-15 7368.00 7300.00 7384.00 7240.00 7026.00 6928.00 7036.00 6904.00 342.00 372.00 348.00 336.00
2024-01-12 7260.00 7338.00 7344.00 7222.00 7020.00 6992.00 7028.00 6972.00 240.00 346.00 316.00 250.00
2024-01-11 7206.00 7256.00 7292.00 7188.00 7000.00 7018.00 7040.00 6960.00 206.00 238.00 252.00 228.00
2024-01-10 7100.00 7226.00 7260.00 7072.00 6900.00 7010.00 7030.00 6886.00 200.00 216.00 230.00 186.00
2024-01-09 6980.00 7054.00 7076.00 6898.00 6822.00 6876.00 6908.00 6742.00 158.00 178.00 168.00 156.00
2024-01-08 7052.00 7006.00 7090.00 6982.00 6876.00 6832.00 6908.00 6816.00 176.00 174.00 182.00 166.00
2024-01-05 6988.00 7022.00 7066.00 6930.00 6844.00 6854.00 6894.00 6786.00 144.00 168.00 172.00 144.00
2024-01-04 6976.00 6984.00 7020.00 6950.00 6850.00 6846.00 6884.00 6816.00 126.00 138.00 136.00 134.00
2024-01-03 7060.00 6952.00 7074.00 6922.00 6910.00 6828.00 6940.00 6806.00 150.00 124.00 134.00 116.00
2024-01-02 7100.00 7062.00 7142.00 7020.00 7102.00 7046.00 7140.00 7036.00 -2.00 16.00 2.00 -16.00
2023-12-29 7230.00 7086.00 7242.00 7082.00 7202.00 7070.00 7226.00 7068.00 28.00 16.00 16.00 14.00
2023-12-28 7248.00 7234.00 7272.00 7202.00 7194.00 7204.00 7222.00 7162.00 54.00 30.00 50.00 40.00
2023-12-27 7220.00 7284.00 7294.00 7200.00 7206.00 7226.00 7236.00 7146.00 14.00 58.00 58.00 54.00
2023-12-26 7148.00 7186.00 7210.00 7134.00 7100.00 7122.00 7142.00 7076.00 48.00 64.00 68.00 58.00
2023-12-25 7128.00 7140.00 7168.00 6968.00 7088.00 7080.00 7098.00 6920.00 40.00 60.00 70.00 48.00
2023-12-22 7140.00 7126.00 7148.00 6960.00 7096.00 7058.00 7096.00 6916.00 44.00 68.00 52.00 44.00
2023-12-21 7186.00 7168.00 7260.00 7098.00 7150.00 7102.00 7180.00 7044.00 36.00 66.00 80.00 54.00
2023-12-20 7134.00 7164.00 7220.00 7132.00 7098.00 7106.00 7160.00 7094.00 36.00 58.00 60.00 38.00
2023-12-19 7158.00 7152.00 7200.00 7112.00 7114.00 7114.00 7160.00 7080.00 44.00 38.00 40.00 32.00
2023-12-18 7090.00 7164.00 7164.00 6996.00 7040.00 7126.00 7126.00 6970.00 50.00 38.00 38.00 26.00
2023-12-15 7104.00 7070.00 7192.00 7042.00 7066.00 7028.00 7122.00 7000.00 38.00 42.00 70.00 42.00
2023-12-14 7080.00 7070.00 7132.00 7056.00 7030.00 7020.00 7076.00 7002.00 50.00 50.00 56.00 54.00
2023-12-13 7180.00 7076.00 7190.00 7056.00 7110.00 7022.00 7124.00 7004.00 70.00 54.00 66.00 52.00
2023-12-12 7120.00 7136.00 7144.00 7070.00 7198.00 7220.00 7250.00 7166.00 -78.00 -84.00 -106.00 -96.00
2023-12-11 7072.00 7116.00 7134.00 6992.00 7172.00 7212.00 7224.00 7104.00 -100.00 -96.00 -90.00 -112.00
2023-12-08 6940.00 7092.00 7104.00 6930.00 7040.00 7188.00 7198.00 7040.00 -100.00 -96.00 -94.00 -110.00
2023-12-07 6950.00 6916.00 6952.00 6732.00 7100.00 7044.00 7108.00 6860.00 -150.00 -128.00 -156.00 -128.00
2023-12-06 7112.00 6930.00 7114.00 6896.00 7226.00 7070.00 7242.00 7046.00 -114.00 -140.00 -128.00 -150.00
2023-12-05 7208.00 7112.00 7224.00 7092.00 7314.00 7238.00 7348.00 7228.00 -106.00 -126.00 -124.00 -136.00
2023-12-04 7218.00 7208.00 7268.00 7150.00 7416.00 7340.00 7422.00 7300.00 -198.00 -132.00 -154.00 -150.00
2023-12-01 7336.00 7188.00 7380.00 7166.00 7520.00 7358.00 7538.00 7324.00 -184.00 -170.00 -158.00 -158.00
2023-11-30 7270.00 7336.00 7352.00 7260.00 7440.00 7504.00 7516.00 7424.00 -170.00 -168.00 -164.00 -164.00
2023-11-29 7372.00 7248.00 7434.00 7238.00 7524.00 7406.00 7588.00 7402.00 -152.00 -158.00 -154.00 -164.00
2023-11-28 7410.00 7372.00 7460.00 7362.00 7500.00 7514.00 7568.00 7468.00 -90.00 -142.00 -108.00 -106.00
2023-11-27 7310.00 7410.00 7414.00 7252.00 7458.00 7516.00 7524.00 7372.00 -148.00 -106.00 -110.00 -120.00
2023-11-24 7430.00 7338.00 7430.00 7314.00 7578.00 7482.00 7582.00 7456.00 -148.00 -144.00 -152.00 -142.00
2023-11-23 7510.00 7444.00 7524.00 7384.00 7660.00 7580.00 7660.00 7524.00 -150.00 -136.00 -136.00 -140.00
2023-11-22 7428.00 7558.00 7564.00 7368.00 7560.00 7694.00 7702.00 7528.00 -132.00 -136.00 -138.00 -160.00
2023-11-21 7460.00 7418.00 7572.00 7384.00 7636.00 7576.00 7738.00 7562.00 -176.00 -158.00 -166.00 -178.00
2023-11-20 7508.00 7452.00 7514.00 7406.00 7666.00 7626.00 7678.00 7580.00 -158.00 -174.00 -164.00 -174.00
2023-11-17 7590.00 7490.00 7610.00 7418.00 7736.00 7644.00 7770.00 7586.00 -146.00 -154.00 -160.00 -168.00
2023-11-16 7638.00 7600.00 7664.00 7550.00 7780.00 7744.00 7808.00 7704.00 -142.00 -144.00 -144.00 -154.00
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