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
2023-11-15 7502.00 7634.00 7636.00 7496.00 7646.00 7782.00 7788.00 7626.00 -144.00 -148.00 -152.00 -130.00
2023-11-14 7358.00 7484.00 7496.00 7278.00 7482.00 7616.00 7624.00 7414.00 -124.00 -132.00 -128.00 -136.00
2023-11-13 7410.00 7374.00 7450.00 7324.00 7524.00 7500.00 7558.00 7454.00 -114.00 -126.00 -108.00 -130.00
2023-11-10 7284.00 7398.00 7476.00 7268.00 7400.00 7514.00 7560.00 7382.00 -116.00 -116.00 -84.00 -114.00
2023-11-09 7350.00 7280.00 7384.00 7202.00 7476.00 7396.00 7488.00 7340.00 -126.00 -116.00 -104.00 -138.00
2023-11-08 7296.00 7384.00 7414.00 7280.00 7370.00 7476.00 7490.00 7370.00 -74.00 -92.00 -76.00 -90.00
2023-11-07 7358.00 7320.00 7458.00 7316.00 7452.00 7408.00 7520.00 7398.00 -94.00 -88.00 -62.00 -82.00
2023-11-06 7360.00 7350.00 7382.00 7266.00 7418.00 7428.00 7436.00 7328.00 -58.00 -78.00 -54.00 -62.00
2023-11-03 7328.00 7350.00 7378.00 7296.00 7370.00 7394.00 7412.00 7318.00 -42.00 -44.00 -34.00 -22.00
2023-11-02 7146.00 7320.00 7338.00 7066.00 7194.00 7342.00 7360.00 7120.00 -48.00 -22.00 -22.00 -54.00
2023-11-01 7110.00 7146.00 7166.00 7058.00 7184.00 7204.00 7222.00 7122.00 -74.00 -58.00 -56.00 -64.00
2023-10-31 7240.00 7098.00 7250.00 7052.00 7302.00 7158.00 7302.00 7112.00 -62.00 -60.00 -52.00 -60.00
2023-10-30 7280.00 7252.00 7312.00 7236.00 7310.00 7298.00 7352.00 7278.00 -30.00 -46.00 -40.00 -42.00
2023-10-27 7248.00 7260.00 7270.00 7146.00 7260.00 7290.00 7296.00 7184.00 -12.00 -30.00 -26.00 -38.00
2023-10-26 7040.00 7256.00 7258.00 7032.00 7080.00 7282.00 7286.00 7070.00 -40.00 -26.00 -28.00 -38.00
2023-10-25 7086.00 7016.00 7112.00 7006.00 7120.00 7062.00 7152.00 7044.00 -34.00 -46.00 -40.00 -38.00
2023-10-24 7184.00 7080.00 7188.00 7032.00 7204.00 7108.00 7216.00 7056.00 -20.00 -28.00 -28.00 -24.00
2023-10-23 7246.00 7170.00 7266.00 7140.00 7278.00 7206.00 7304.00 7184.00 -32.00 -36.00 -38.00 -44.00
2023-10-20 7300.00 7228.00 7328.00 7190.00 7366.00 7268.00 7384.00 7244.00 -66.00 -40.00 -56.00 -54.00
2023-10-19 7378.00 7334.00 7412.00 7314.00 7426.00 7388.00 7454.00 7358.00 -48.00 -54.00 -42.00 -44.00
2023-10-18 7318.00 7362.00 7422.00 7304.00 7376.00 7398.00 7456.00 7348.00 -58.00 -36.00 -34.00 -44.00
2023-10-17 7346.00 7318.00 7364.00 7282.00 7338.00 7366.00 7386.00 7324.00 8.00 -48.00 -22.00 -42.00
2023-10-16 7312.00 7320.00 7388.00 7282.00 7336.00 7332.00 7388.00 7292.00 -24.00 -12.00 0.00 -10.00
2023-10-13 7176.00 7272.00 7280.00 7116.00 7178.00 7294.00 7302.00 7138.00 -2.00 -22.00 -22.00 -22.00
2023-10-12 7044.00 7144.00 7148.00 7010.00 7060.00 7144.00 7146.00 7030.00 -16.00 0.00 2.00 -20.00
2023-10-11 7076.00 7086.00 7158.00 7032.00 7082.00 7108.00 7176.00 7066.00 -6.00 -22.00 -18.00 -34.00
2023-10-10 7146.00 7076.00 7190.00 6982.00 7192.00 7104.00 7230.00 7028.00 -46.00 -28.00 -40.00 -46.00
2023-10-09 7310.00 7172.00 7324.00 7130.00 7324.00 7208.00 7358.00 7176.00 -14.00 -36.00 -34.00 -46.00
2023-09-28 7336.00 7468.00 7472.00 7320.00 7348.00 7486.00 7490.00 7348.00 -12.00 -18.00 -18.00 -28.00
2023-09-27 7242.00 7320.00 7330.00 7214.00 7296.00 7358.00 7370.00 7262.00 -54.00 -38.00 -40.00 -48.00
2023-09-26 7228.00 7230.00 7298.00 7190.00 7288.00 7284.00 7346.00 7202.00 -60.00 -54.00 -48.00 -12.00
2023-09-25 7272.00 7214.00 7346.00 7176.00 7298.00 7274.00 7366.00 7232.00 -26.00 -60.00 -20.00 -56.00
2023-09-22 7178.00 7242.00 7250.00 7168.00 7220.00 7278.00 7284.00 7216.00 -42.00 -36.00 -34.00 -48.00
2023-09-21 7322.00 7156.00 7338.00 7152.00 7388.00 7200.00 7398.00 7200.00 -66.00 -44.00 -60.00 -48.00
2023-09-20 7310.00 7330.00 7368.00 7264.00 7378.00 7404.00 7424.00 7336.00 -68.00 -74.00 -56.00 -72.00
2023-09-19 7350.00 7266.00 7358.00 7254.00 7466.00 7336.00 7478.00 7324.00 -116.00 -70.00 -120.00 -70.00
2023-09-18 7468.00 7382.00 7468.00 7296.00 7520.00 7476.00 7520.00 7394.00 -52.00 -94.00 -52.00 -98.00
2023-09-15 7480.00 7478.00 7576.00 7448.00 7484.00 7536.00 7598.00 7484.00 -4.00 -58.00 -22.00 -36.00
2023-09-14 7408.00 7472.00 7498.00 7358.00 7396.00 7484.00 7500.00 7362.00 12.00 -12.00 -2.00 -4.00
2023-09-13 7436.00 7368.00 7504.00 7352.00 7416.00 7376.00 7496.00 7362.00 20.00 -8.00 8.00 -10.00
2023-09-12 7420.00 7436.00 7488.00 7402.00 7450.00 7428.00 7494.00 7376.00 -30.00 8.00 -6.00 26.00
2023-09-11 7600.00 7446.00 7680.00 7408.00 7506.00 7422.00 7610.00 7382.00 94.00 24.00 70.00 26.00
2023-09-08 7580.00 7560.00 7600.00 7480.00 7536.00 7504.00 7566.00 7440.00 44.00 56.00 34.00 40.00
2023-09-07 7700.00 7582.00 7732.00 7558.00 7656.00 7548.00 7678.00 7524.00 44.00 34.00 54.00 34.00
2023-09-06 7726.00 7690.00 7816.00 7662.00 7690.00 7634.00 7758.00 7608.00 36.00 56.00 58.00 54.00
2023-09-05 7758.00 7716.00 7786.00 7684.00 7712.00 7668.00 7734.00 7638.00 46.00 48.00 52.00 46.00
2023-09-04 7970.00 7750.00 7984.00 7708.00 7948.00 7716.00 7948.00 7670.00 22.00 34.00 36.00 38.00
2023-09-01 7918.00 7952.00 7980.00 7832.00 7918.00 7908.00 7918.00 7808.00 0.00 44.00 62.00 24.00
2023-08-31 7870.00 7896.00 7966.00 7830.00 7812.00 7858.00 7906.00 7752.00 58.00 38.00 60.00 78.00
2023-08-30 7764.00 7804.00 7882.00 7764.00 7706.00 7730.00 7768.00 7648.00 58.00 74.00 114.00 116.00
2023-08-29 7730.00 7764.00 7852.00 7676.00 7586.00 7656.00 7722.00 7578.00 144.00 108.00 130.00 98.00
2023-08-28 7800.00 7720.00 7922.00 7670.00 7718.00 7614.00 7812.00 7568.00 82.00 106.00 110.00 102.00
2023-08-25 7616.00 7752.00 7784.00 7606.00 7712.00 7774.00 7800.00 7672.00 -96.00 -22.00 -16.00 -66.00
2023-08-24 7560.00 7630.00 7754.00 7528.00 7606.00 7712.00 7800.00 7606.00 -46.00 -82.00 -46.00 -78.00
2023-08-23 7592.00 7574.00 7666.00 7476.00 7620.00 7642.00 7722.00 7576.00 -28.00 -68.00 -56.00 -100.00
2023-08-22 7686.00 7612.00 7694.00 7532.00 7738.00 7680.00 7750.00 7612.00 -52.00 -68.00 -56.00 -80.00
2023-08-21 7582.00 7670.00 7768.00 7550.00 7606.00 7736.00 7812.00 7606.00 -24.00 -66.00 -44.00 -56.00
2023-08-18 7620.00 7614.00 7676.00 7600.00 7598.00 7664.00 7720.00 7598.00 22.00 -50.00 -44.00 2.00
2023-08-17 7568.00 7594.00 7606.00 7504.00 7694.00 7648.00 7694.00 7566.00 -126.00 -54.00 -88.00 -62.00
2023-08-16 7504.00 7526.00 7574.00 7484.00 7588.00 7598.00 7636.00 7548.00 -84.00 -72.00 -62.00 -64.00
2023-08-15 7280.00 7520.00 7544.00 7234.00 7352.00 7588.00 7610.00 7352.00 -72.00 -68.00 -66.00 -118.00
2023-08-14 7402.00 7388.00 7508.00 7344.00 7302.00 7270.00 7394.00 7240.00 100.00 118.00 114.00 104.00
2023-08-11 7428.00 7392.00 7496.00 7344.00 7350.00 7306.00 7454.00 7268.00 78.00 86.00 42.00 76.00
2023-08-10 7480.00 7458.00 7530.00 7402.00 7402.00 7388.00 7436.00 7322.00 78.00 70.00 94.00 80.00
2023-08-09 7290.00 7448.00 7464.00 7268.00 7240.00 7388.00 7400.00 7228.00 50.00 60.00 64.00 40.00
2023-08-08 7412.00 7338.00 7464.00 7288.00 7404.00 7304.00 7448.00 7290.00 8.00 34.00 16.00 -2.00
2023-08-07 7530.00 7470.00 7666.00 7450.00 7510.00 7462.00 7594.00 7444.00 20.00 8.00 72.00 6.00
2023-08-04 7460.00 7530.00 7616.00 7416.00 7442.00 7494.00 7568.00 7412.00 18.00 36.00 48.00 4.00
2023-08-03 7630.00 7442.00 7664.00 7420.00 7592.00 7434.00 7640.00 7426.00 38.00 8.00 24.00 -6.00
2023-08-02 7570.00 7664.00 7680.00 7504.00 7560.00 7622.00 7650.00 7506.00 10.00 42.00 30.00 -2.00
2023-08-01 7448.00 7588.00 7598.00 7428.00 7500.00 7586.00 7592.00 7468.00 -52.00 2.00 6.00 -40.00
2023-07-31 7648.00 7466.00 7668.00 7430.00 7690.00 7502.00 7706.00 7470.00 -42.00 -36.00 -38.00 -40.00
2023-07-28 7738.00 7654.00 7758.00 7566.00 7752.00 7692.00 7774.00 7610.00 -14.00 -38.00 -16.00 -44.00
2023-07-27 7770.00 7736.00 7860.00 7708.00 7748.00 7762.00 7848.00 7724.00 22.00 -26.00 12.00 -16.00
2023-07-26 7656.00 7824.00 7850.00 7636.00 7676.00 7808.00 7830.00 7660.00 -20.00 16.00 20.00 -24.00
2023-07-25 7716.00 7680.00 7776.00 7616.00 7668.00 7696.00 7772.00 7648.00 48.00 -16.00 4.00 -32.00
2023-07-24 7652.00 7528.00 7652.00 7510.00 7664.00 7584.00 7676.00 7560.00 -12.00 -56.00 -24.00 -50.00
2023-07-21 7786.00 7662.00 7808.00 7654.00 7848.00 7700.00 7848.00 7692.00 -62.00 -38.00 -40.00 -38.00
2023-07-20 7718.00 7756.00 7798.00 7688.00 7694.00 7780.00 7784.00 7678.00 24.00 -24.00 14.00 10.00
2023-07-19 7580.00 7668.00 7696.00 7552.00 7570.00 7656.00 7672.00 7532.00 10.00 12.00 24.00 20.00
2023-07-18 7592.00 7558.00 7694.00 7542.00 7528.00 7534.00 7638.00 7500.00 64.00 24.00 56.00 42.00
2023-07-17 7536.00 7564.00 7624.00 7412.00 7520.00 7514.00 7584.00 7400.00 16.00 50.00 40.00 12.00
2023-07-14 7500.00 7482.00 7648.00 7458.00 7446.00 7472.00 7616.00 7432.00 54.00 10.00 32.00 26.00
2023-07-13 7542.00 7426.00 7618.00 7356.00 7536.00 7402.00 7588.00 7344.00 6.00 24.00 30.00 12.00
2023-07-12 7506.00 7514.00 7580.00 7472.00 7508.00 7494.00 7556.00 7452.00 -2.00 20.00 24.00 20.00
2023-07-11 7560.00 7510.00 7686.00 7496.00 7502.00 7486.00 7640.00 7474.00 58.00 24.00 46.00 22.00
2023-07-10 7450.00 7516.00 7536.00 7376.00 7426.00 7480.00 7498.00 7360.00 24.00 36.00 38.00 16.00
2023-07-07 7562.00 7458.00 7580.00 7430.00 7494.00 7432.00 7528.00 7406.00 68.00 26.00 52.00 24.00
2023-07-06 7558.00 7568.00 7618.00 7522.00 7492.00 7528.00 7558.00 7464.00 66.00 40.00 60.00 58.00
2023-07-05 7576.00 7578.00 7648.00 7480.00 7490.00 7508.00 7564.00 7424.00 86.00 70.00 84.00 56.00
2023-07-04 7736.00 7596.00 7738.00 7556.00 7648.00 7516.00 7648.00 7492.00 88.00 80.00 90.00 64.00
2023-07-03 7366.00 7720.00 7744.00 7364.00 7402.00 7804.00 7830.00 7402.00 -36.00 -84.00 -86.00 -38.00
2023-06-30 7280.00 7370.00 7436.00 7268.00 7342.00 7402.00 7482.00 7332.00 -62.00 -32.00 -46.00 -64.00
2023-06-29 7290.00 7312.00 7332.00 7224.00 7234.00 7254.00 7270.00 7182.00 56.00 58.00 62.00 42.00
2023-06-28 7100.00 7348.00 7380.00 7080.00 7120.00 7294.00 7326.00 7050.00 -20.00 54.00 54.00 30.00
2023-06-27 7156.00 7156.00 7250.00 7114.00 7130.00 7134.00 7220.00 7094.00 26.00 22.00 30.00 20.00
2023-06-26 7064.00 7122.00 7162.00 7014.00 7088.00 7108.00 7158.00 7008.00 -24.00 14.00 4.00 6.00
2023-06-21 7190.00 7036.00 7218.00 6964.00 7180.00 7038.00 7206.00 6964.00 10.00 -2.00 12.00 0.00
2023-06-20 7200.00 7236.00 7278.00 7182.00 7208.00 7224.00 7262.00 7160.00 -8.00 12.00 16.00 22.00
2023-06-19 7188.00 7196.00 7274.00 7142.00 7184.00 7172.00 7250.00 7128.00 4.00 24.00 24.00 14.00
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