LPG期货跨期套利数据回测

本页面展示LPG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LPG期货跨期套利的详细数据分析,请查看文章:。

LPG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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LPG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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LPG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
2025-12-08 4278.00 4307.00 4326.00 4278.00 4195.00 4226.00 4242.00 4195.00 83.00 81.00 84.00 83.00
2025-12-05 4317.00 4268.00 4336.00 4252.00 4230.00 4189.00 4259.00 4180.00 87.00 79.00 77.00 72.00
2025-12-04 4300.00 4317.00 4332.00 4275.00 4203.00 4236.00 4250.00 4188.00 97.00 81.00 82.00 87.00
2025-12-03 4320.00 4289.00 4320.00 4269.00 4220.00 4193.00 4229.00 4176.00 100.00 96.00 91.00 93.00
2025-12-02 4342.00 4312.00 4351.00 4308.00 4258.00 4225.00 4266.00 4223.00 84.00 87.00 85.00 85.00
2025-12-01 4370.00 4342.00 4423.00 4321.00 4327.00 4258.00 4354.00 4238.00 43.00 84.00 69.00 83.00
2025-11-28 4275.00 4412.00 4432.00 4268.00 4190.00 4336.00 4351.00 4186.00 85.00 76.00 81.00 82.00
2025-11-27 4288.00 4259.00 4293.00 4245.00 4198.00 4180.00 4205.00 4165.00 90.00 79.00 88.00 80.00
2025-11-26 4200.00 4288.00 4308.00 4197.00 4140.00 4199.00 4217.00 4120.00 60.00 89.00 91.00 77.00
2025-11-25 4213.00 4230.00 4256.00 4209.00 4280.00 4300.00 4322.00 4277.00 -67.00 -70.00 -66.00 -68.00
2025-11-24 4293.00 4205.00 4295.00 4190.00 4320.00 4278.00 4348.00 4264.00 -27.00 -73.00 -53.00 -74.00
2025-11-21 4398.00 4332.00 4406.00 4325.00 4328.00 4272.00 4332.00 4260.00 70.00 60.00 74.00 65.00
2025-11-20 4369.00 4397.00 4421.00 4339.00 4299.00 4322.00 4344.00 4272.00 70.00 75.00 77.00 67.00
2025-11-19 4365.00 4394.00 4423.00 4361.00 4300.00 4327.00 4342.00 4299.00 65.00 67.00 81.00 62.00
2025-11-18 4423.00 4351.00 4429.00 4351.00 4338.00 4290.00 4350.00 4279.00 85.00 61.00 79.00 72.00
2025-11-17 4343.00 4410.00 4422.00 4320.00 4261.00 4321.00 4328.00 4230.00 82.00 89.00 94.00 90.00
2025-11-14 4338.00 4350.00 4406.00 4338.00 4232.00 4256.00 4296.00 4232.00 106.00 94.00 110.00 106.00
2025-11-13 4350.00 4324.00 4353.00 4263.00 4240.00 4223.00 4252.00 4161.00 110.00 101.00 101.00 102.00
2025-11-12 4328.00 4358.00 4368.00 4317.00 4249.00 4257.00 4275.00 4233.00 79.00 101.00 93.00 84.00
2025-11-11 4320.00 4324.00 4355.00 4314.00 4237.00 4234.00 4264.00 4226.00 83.00 90.00 91.00 88.00
2025-11-10 4254.00 4323.00 4330.00 4242.00 4200.00 4239.00 4247.00 4175.00 54.00 84.00 83.00 67.00
2025-11-07 4270.00 4272.00 4284.00 4232.00 4190.00 4200.00 4214.00 4161.00 80.00 72.00 70.00 71.00
2025-11-06 4267.00 4265.00 4278.00 4214.00 4190.00 4194.00 4195.00 4132.00 77.00 71.00 83.00 82.00
2025-11-05 4229.00 4278.00 4306.00 4203.00 4132.00 4190.00 4212.00 4117.00 97.00 88.00 94.00 86.00
2025-11-04 4308.00 4243.00 4308.00 4236.00 4220.00 4162.00 4225.00 4158.00 88.00 81.00 83.00 78.00
2025-11-03 4300.00 4311.00 4340.00 4273.00 4228.00 4233.00 4255.00 4194.00 72.00 78.00 85.00 79.00
2025-10-31 4289.00 4293.00 4330.00 4278.00 4199.00 4213.00 4242.00 4197.00 90.00 80.00 88.00 81.00
2025-10-30 4300.00 4286.00 4312.00 4269.00 4222.00 4204.00 4230.00 4188.00 78.00 82.00 82.00 81.00
2025-10-29 4251.00 4312.00 4331.00 4241.00 4146.00 4228.00 4234.00 4143.00 105.00 84.00 97.00 98.00
2025-10-28 4250.00 4266.00 4283.00 4238.00 4336.00 4342.00 4361.00 4326.00 -86.00 -76.00 -78.00 -88.00
2025-10-27 4258.00 4252.00 4306.00 4232.00 4340.00 4339.00 4375.00 4311.00 -82.00 -87.00 -69.00 -79.00
2025-10-24 4257.00 4258.00 4272.00 4222.00 4378.00 4348.00 4383.00 4342.00 -121.00 -90.00 -111.00 -120.00
2025-10-23 4179.00 4236.00 4247.00 4161.00 4315.00 4356.00 4376.00 4306.00 -136.00 -120.00 -129.00 -145.00
2025-10-22 4108.00 4174.00 4178.00 4086.00 4251.00 4318.00 4322.00 4232.00 -143.00 -144.00 -144.00 -146.00
2025-10-21 4095.00 4091.00 4133.00 4076.00 4231.00 4237.00 4268.00 4222.00 -136.00 -146.00 -135.00 -146.00
2025-10-20 4095.00 4096.00 4135.00 4082.00 4224.00 4238.00 4258.00 4223.00 -129.00 -142.00 -123.00 -141.00
2025-10-17 4268.00 4220.00 4271.00 4217.00 4130.00 4083.00 4146.00 4080.00 138.00 137.00 125.00 137.00
2025-10-16 4165.00 4268.00 4277.00 4134.00 4030.00 4138.00 4141.00 4011.00 135.00 130.00 136.00 123.00
2025-10-15 4115.00 4148.00 4178.00 4105.00 3955.00 4019.00 4032.00 3934.00 160.00 129.00 146.00 171.00
2025-10-14 4072.00 4137.00 4145.00 4072.00 3965.00 3980.00 4006.00 3956.00 107.00 157.00 139.00 116.00
2025-10-13 4053.00 4082.00 4093.00 4047.00 3985.00 3975.00 4003.00 3956.00 68.00 107.00 90.00 91.00
2025-10-10 4079.00 4070.00 4090.00 4039.00 3973.00 3992.00 3994.00 3970.00 106.00 78.00 96.00 69.00
2025-10-09 4122.00 4072.00 4148.00 4048.00 3996.00 3978.00 4054.00 3967.00 126.00 94.00 94.00 81.00
2025-09-30 4280.00 4237.00 4336.00 4220.00 4200.00 4159.00 4240.00 4147.00 80.00 78.00 96.00 73.00
2025-09-29 4302.00 4293.00 4320.00 4276.00 4218.00 4207.00 4241.00 4196.00 84.00 86.00 79.00 80.00
2025-09-26 4267.00 4290.00 4309.00 4254.00 4191.00 4211.00 4234.00 4188.00 76.00 79.00 75.00 66.00
2025-09-25 4254.00 4267.00 4278.00 4236.00 4194.00 4202.00 4209.00 4176.00 60.00 65.00 69.00 60.00
2025-09-24 4256.00 4245.00 4269.00 4242.00 4189.00 4184.00 4207.00 4182.00 67.00 61.00 62.00 60.00
2025-09-23 4258.00 4235.00 4271.00 4223.00 4314.00 4305.00 4340.00 4293.00 -56.00 -70.00 -69.00 -70.00
2025-09-22 4359.00 4274.00 4366.00 4249.00 4425.00 4344.00 4428.00 4318.00 -66.00 -70.00 -62.00 -69.00
2025-09-19 4393.00 4360.00 4401.00 4342.00 4461.00 4425.00 4477.00 4410.00 -68.00 -65.00 -76.00 -68.00
2025-09-18 4498.00 4460.00 4504.00 4430.00 4436.00 4385.00 4441.00 4362.00 62.00 75.00 63.00 68.00
2025-09-17 4477.00 4507.00 4516.00 4453.00 4428.00 4443.00 4456.00 4403.00 49.00 64.00 60.00 50.00
2025-09-16 4514.00 4459.00 4536.00 4457.00 4459.00 4409.00 4476.00 4404.00 55.00 50.00 60.00 53.00
2025-09-15 4488.00 4519.00 4538.00 4483.00 4445.00 4468.00 4485.00 4430.00 43.00 51.00 53.00 53.00
2025-09-12 4454.00 4449.00 4468.00 4427.00 4410.00 4400.00 4418.00 4386.00 44.00 49.00 50.00 41.00
2025-09-11 4462.00 4470.00 4475.00 4437.00 4406.00 4424.00 4432.00 4390.00 56.00 46.00 43.00 47.00
2025-09-10 4398.00 4462.00 4485.00 4377.00 4358.00 4414.00 4435.00 4331.00 40.00 48.00 50.00 46.00
2025-09-09 4440.00 4403.00 4447.00 4390.00 4377.00 4354.00 4388.00 4337.00 63.00 49.00 59.00 53.00
2025-09-08 4369.00 4440.00 4445.00 4339.00 4298.00 4378.00 4382.00 4271.00 71.00 62.00 63.00 68.00
2025-09-05 4361.00 4376.00 4406.00 4353.00 4303.00 4307.00 4333.00 4285.00 58.00 69.00 73.00 68.00
2025-09-04 4396.00 4368.00 4402.00 4362.00 4332.00 4297.00 4332.00 4293.00 64.00 71.00 70.00 69.00
2025-09-03 4421.00 4416.00 4450.00 4414.00 4347.00 4346.00 4377.00 4338.00 74.00 70.00 73.00 76.00
2025-09-02 4404.00 4421.00 4455.00 4404.00 4321.00 4342.00 4363.00 4320.00 83.00 79.00 92.00 84.00
2025-09-01 4403.00 4392.00 4407.00 4327.00 4332.00 4308.00 4332.00 4251.00 71.00 84.00 75.00 76.00
2025-08-29 4414.00 4411.00 4419.00 4332.00 4344.00 4324.00 4344.00 4258.00 70.00 87.00 75.00 74.00
2025-08-28 4410.00 4409.00 4447.00 4401.00 4324.00 4332.00 4355.00 4322.00 86.00 77.00 92.00 79.00
2025-08-27 4429.00 4408.00 4462.00 4407.00 4337.00 4315.00 4369.00 4313.00 92.00 93.00 93.00 94.00
2025-08-26 4447.00 4435.00 4464.00 4430.00 3854.00 3875.00 3881.00 3849.00 593.00 560.00 583.00 581.00
2025-08-25 4399.00 4447.00 4452.00 4388.00 3875.00 3860.00 3899.00 3853.00 524.00 587.00 553.00 535.00
2025-08-22 4381.00 4387.00 4417.00 4362.00 3907.00 3878.00 3920.00 3869.00 474.00 509.00 497.00 493.00
2025-08-21 4370.00 4393.00 4409.00 4360.00 3885.00 3900.00 3926.00 3885.00 485.00 493.00 483.00 475.00
2025-08-20 4295.00 4354.00 4376.00 4266.00 3852.00 3890.00 3902.00 3824.00 443.00 464.00 474.00 442.00
2025-08-19 3855.00 3852.00 3883.00 3837.00 4327.00 4301.00 4344.00 4293.00 -472.00 -449.00 -461.00 -456.00
2025-08-18 3858.00 3851.00 3878.00 3812.00 4323.00 4319.00 4339.00 4280.00 -465.00 -468.00 -461.00 -468.00
2025-08-15 3859.00 3861.00 3895.00 3847.00 4318.00 4332.00 4357.00 4304.00 -459.00 -471.00 -462.00 -457.00
2025-08-14 3832.00 3858.00 3863.00 3807.00 4308.00 4308.00 4312.00 4270.00 -476.00 -450.00 -449.00 -463.00
2025-08-13 3820.00 3828.00 3839.00 3808.00 4287.00 4301.00 4312.00 4283.00 -467.00 -473.00 -473.00 -475.00
2025-08-12 3805.00 3826.00 3845.00 3784.00 4285.00 4307.00 4317.00 4260.00 -480.00 -481.00 -472.00 -476.00
2025-08-11 3791.00 3799.00 3808.00 3768.00 4262.00 4273.00 4282.00 4248.00 -471.00 -474.00 -474.00 -480.00
2025-08-08 3814.00 3774.00 3834.00 3768.00 4282.00 4252.00 4299.00 4242.00 -468.00 -478.00 -465.00 -474.00
2025-08-07 3864.00 3823.00 3875.00 3803.00 4328.00 4291.00 4345.00 4278.00 -464.00 -468.00 -470.00 -475.00
2025-08-06 3830.00 3855.00 3861.00 3814.00 4272.00 4316.00 4338.00 4264.00 -442.00 -461.00 -477.00 -450.00
2025-08-05 3869.00 3845.00 3877.00 3825.00 4290.00 4281.00 4293.00 4262.00 -421.00 -436.00 -416.00 -437.00
2025-08-04 3973.00 3896.00 3987.00 3884.00 4407.00 4309.00 4423.00 4303.00 -434.00 -413.00 -436.00 -419.00
2025-08-01 4003.00 3965.00 4007.00 3963.00 4441.00 4404.00 4449.00 4399.00 -438.00 -439.00 -442.00 -436.00
2025-07-31 4056.00 4003.00 4115.00 3988.00 4469.00 4441.00 4526.00 4431.00 -413.00 -438.00 -411.00 -443.00
2025-07-30 4034.00 4052.00 4064.00 4025.00 4440.00 4471.00 4473.00 4423.00 -406.00 -419.00 -409.00 -398.00
2025-07-29 4001.00 4028.00 4039.00 4001.00 4411.00 4428.00 4450.00 4406.00 -410.00 -400.00 -411.00 -405.00
2025-07-28 4050.00 3992.00 4057.00 3952.00 4461.00 4396.00 4471.00 4375.00 -411.00 -404.00 -414.00 -423.00
2025-07-25 4013.00 4047.00 4067.00 4007.00 4447.00 4468.00 4480.00 4428.00 -434.00 -421.00 -413.00 -421.00
2025-07-24 3960.00 4023.00 4042.00 3951.00 4397.00 4456.00 4470.00 4383.00 -437.00 -433.00 -428.00 -432.00
2025-07-23 3975.00 3967.00 4007.00 3940.00 4000.00 4008.00 4044.00 3980.00 -25.00 -41.00 -37.00 -40.00
2025-07-22 4029.00 3969.00 4047.00 3930.00 4094.00 4007.00 4104.00 3963.00 -65.00 -38.00 -57.00 -33.00
2025-07-21 4058.00 4084.00 4109.00 4031.00 3990.00 4034.00 4054.00 3986.00 68.00 50.00 55.00 45.00
2025-07-18 4084.00 4053.00 4100.00 4027.00 3992.00 3990.00 4007.00 3972.00 92.00 63.00 93.00 55.00
2025-07-17 4092.00 4078.00 4096.00 4063.00 3994.00 3985.00 4009.00 3976.00 98.00 93.00 87.00 87.00
2025-07-16 4120.00 4111.00 4125.00 4095.00 4028.00 4018.00 4035.00 4010.00 92.00 93.00 90.00 85.00
2025-07-15 4203.00 4111.00 4224.00 4106.00 4100.00 4012.00 4118.00 4010.00 103.00 99.00 106.00 96.00
2025-07-14 4160.00 4190.00 4204.00 4156.00 4065.00 4093.00 4107.00 4065.00 95.00 97.00 97.00 91.00
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