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
2022-03-23 6199.00 6163.00 6200.00 6092.00 6409.00 6413.00 6468.00 6354.00 -210.00 -250.00 -268.00 -262.00
2022-03-22 5966.00 6226.00 6266.00 5939.00 6262.00 6485.00 6534.00 6230.00 -296.00 -259.00 -268.00 -291.00
2022-03-21 6081.00 6233.00 6265.00 6003.00 5850.00 5937.00 5994.00 5755.00 231.00 296.00 271.00 248.00
2022-03-18 6031.00 6189.00 6218.00 6008.00 5788.00 5948.00 5976.00 5761.00 243.00 241.00 242.00 247.00
2022-03-17 5946.00 5900.00 5990.00 5808.00 5676.00 5658.00 5754.00 5563.00 270.00 242.00 236.00 245.00
2022-03-16 5794.00 5937.00 5961.00 5760.00 5580.00 5686.00 5723.00 5523.00 214.00 251.00 238.00 237.00
2022-03-15 6024.00 5844.00 6097.00 5786.00 5815.00 5613.00 5837.00 5539.00 209.00 231.00 260.00 247.00
2022-03-14 6390.00 6077.00 6431.00 6074.00 6176.00 5815.00 6176.00 5810.00 214.00 262.00 255.00 264.00
2022-03-11 6475.00 6435.00 6646.00 6274.00 6226.00 6171.00 6380.00 6011.00 249.00 264.00 266.00 263.00
2022-03-10 6700.00 6417.00 6735.00 6339.00 6401.00 6144.00 6447.00 6090.00 299.00 273.00 288.00 249.00
2022-03-09 6856.00 6905.00 6992.00 6736.00 6598.00 6616.00 6713.00 6469.00 258.00 289.00 279.00 267.00
2022-03-08 6935.00 6892.00 6946.00 6570.00 6635.00 6632.00 6680.00 6313.00 300.00 260.00 266.00 257.00
2022-03-07 6550.00 6979.00 7017.00 6513.00 6300.00 6707.00 6743.00 6251.00 250.00 272.00 274.00 262.00
2022-03-04 6659.00 6492.00 6757.00 6409.00 6444.00 6224.00 6468.00 6140.00 215.00 268.00 289.00 269.00
2022-03-03 6560.00 6767.00 6825.00 6534.00 6280.00 6472.00 6534.00 6263.00 280.00 295.00 291.00 271.00
2022-03-02 6305.00 6526.00 6564.00 6208.00 5973.00 6252.00 6292.00 5948.00 332.00 274.00 272.00 260.00
2022-03-01 6178.00 6157.00 6219.00 6048.00 5929.00 5917.00 5979.00 5809.00 249.00 240.00 240.00 239.00
2022-02-28 6180.00 6210.00 6671.00 6025.00 5941.00 5953.00 6355.00 5744.00 239.00 257.00 316.00 281.00
2022-02-25 6350.00 6246.00 6376.00 6115.00 5987.00 5971.00 6119.00 5855.00 363.00 275.00 257.00 260.00
2022-02-24 5838.00 6230.00 6268.00 5770.00 4985.00 5004.00 5124.00 4925.00 853.00 1226.00 1144.00 845.00
2022-02-23 4980.00 4961.00 5052.00 4905.00 5747.00 5838.00 5892.00 5746.00 -767.00 -877.00 -840.00 -841.00
2022-02-22 4808.00 4969.00 5011.00 4807.00 5512.00 5749.00 5757.00 5506.00 -704.00 -780.00 -746.00 -699.00
2022-02-21 4929.00 4808.00 4930.00 4772.00 5655.00 5505.00 5655.00 5466.00 -726.00 -697.00 -725.00 -694.00
2022-02-18 5003.00 4971.00 5066.00 4952.00 5635.00 5685.00 5747.00 5597.00 -632.00 -714.00 -681.00 -645.00
2022-02-17 5036.00 5025.00 5081.00 4842.00 5591.00 5610.00 5659.00 5440.00 -555.00 -585.00 -578.00 -598.00
2022-02-16 4980.00 5005.00 5023.00 4845.00 5523.00 5542.00 5560.00 5439.00 -543.00 -537.00 -537.00 -594.00
2022-02-15 4990.00 5039.00 5057.00 4884.00 5589.00 5613.00 5615.00 5480.00 -599.00 -574.00 -558.00 -596.00
2022-02-14 5001.00 5030.00 5447.00 4938.00 5550.00 5600.00 5914.00 5454.00 -549.00 -570.00 -467.00 -516.00
2022-02-11 5093.00 4974.00 5176.00 4964.00 5600.00 5487.00 5667.00 5477.00 -507.00 -513.00 -491.00 -513.00
2022-02-10 5077.00 5064.00 5134.00 4933.00 5559.00 5568.00 5607.00 5430.00 -482.00 -504.00 -473.00 -497.00
2022-02-09 5100.00 5076.00 5143.00 4988.00 5593.00 5543.00 5605.00 5493.00 -493.00 -467.00 -462.00 -505.00
2022-02-08 5142.00 5161.00 5178.00 5083.00 5682.00 5628.00 5700.00 5583.00 -540.00 -467.00 -522.00 -500.00
2022-02-07 4800.00 5126.00 5126.00 4800.00 5480.00 5682.00 5710.00 5380.00 -680.00 -556.00 -584.00 -580.00
2022-01-28 4553.00 4690.00 4728.00 4553.00 5223.00 5263.00 5303.00 5130.00 -670.00 -573.00 -575.00 -577.00
2022-01-27 4438.00 4530.00 4564.00 4422.00 4575.00 4596.00 4648.00 4530.00 -137.00 -66.00 -84.00 -108.00
2022-01-26 4401.00 4423.00 4457.00 4385.00 4499.00 4555.00 4577.00 4498.00 -98.00 -132.00 -120.00 -113.00
2022-01-25 4502.00 4410.00 4530.00 4356.00 4578.00 4508.00 4622.00 4470.00 -76.00 -98.00 -92.00 -114.00
2022-01-24 4739.00 4515.00 4805.00 4510.00 4786.00 4593.00 4876.00 4587.00 -47.00 -78.00 -71.00 -77.00
2022-01-21 4810.00 4820.00 4880.00 4731.00 4730.00 4739.00 4799.00 4652.00 80.00 81.00 81.00 79.00
2022-01-20 4650.00 4801.00 4818.00 4576.00 4585.00 4734.00 4748.00 4489.00 65.00 67.00 70.00 87.00
2022-01-19 4665.00 4658.00 4777.00 4637.00 4580.00 4581.00 4690.00 4536.00 85.00 77.00 87.00 101.00
2022-01-18 4632.00 4674.00 4741.00 4611.00 4538.00 4580.00 4654.00 4522.00 94.00 94.00 87.00 89.00
2022-01-17 4780.00 4641.00 4801.00 4589.00 4710.00 4546.00 4715.00 4507.00 70.00 95.00 86.00 82.00
2022-01-14 4769.00 4783.00 4822.00 4692.00 4632.00 4682.00 4726.00 4592.00 137.00 101.00 96.00 100.00
2022-01-13 4889.00 4776.00 4985.00 4757.00 4728.00 4640.00 4847.00 4627.00 161.00 136.00 138.00 130.00
2022-01-12 4998.00 4881.00 5040.00 4862.00 4780.00 4713.00 4824.00 4683.00 218.00 168.00 216.00 179.00
2022-01-11 5020.00 4975.00 5025.00 4905.00 4785.00 4749.00 4785.00 4679.00 235.00 226.00 240.00 226.00
2022-01-10 5110.00 5037.00 5119.00 4967.00 4899.00 4784.00 4899.00 4720.00 211.00 253.00 220.00 247.00
2022-01-07 4930.00 5110.00 5129.00 4903.00 4748.00 4890.00 4911.00 4713.00 182.00 220.00 218.00 190.00
2022-01-06 4940.00 4900.00 4986.00 4832.00 4750.00 4708.00 4778.00 4626.00 190.00 192.00 208.00 206.00
2022-01-05 4876.00 4932.00 4945.00 4848.00 4724.00 4741.00 4753.00 4666.00 152.00 191.00 192.00 182.00
2022-01-04 4750.00 4875.00 4889.00 4717.00 4581.00 4697.00 4707.00 4536.00 169.00 178.00 182.00 181.00
2021-12-31 4531.00 4748.00 4752.00 4511.00 4343.00 4566.00 4568.00 4343.00 188.00 182.00 184.00 168.00
2021-12-30 4614.00 4531.00 4647.00 4506.00 4440.00 4363.00 4478.00 4339.00 174.00 168.00 169.00 167.00
2021-12-29 4650.00 4614.00 4709.00 4575.00 4500.00 4450.00 4547.00 4408.00 150.00 164.00 162.00 167.00
2021-12-28 4495.00 4635.00 4654.00 4474.00 4303.00 4470.00 4486.00 4293.00 192.00 165.00 168.00 181.00
2021-12-27 4560.00 4492.00 4640.00 4427.00 4363.00 4302.00 4468.00 4245.00 197.00 190.00 172.00 182.00
2021-12-24 4448.00 4558.00 4560.00 4407.00 4300.00 4388.00 4390.00 4236.00 148.00 170.00 170.00 171.00
2021-12-23 4270.00 4441.00 4456.00 4250.00 4141.00 4308.00 4326.00 4125.00 129.00 133.00 130.00 125.00
2021-12-22 4325.00 4268.00 4398.00 4266.00 4413.00 4366.00 4476.00 4365.00 -88.00 -98.00 -78.00 -99.00
2021-12-21 4160.00 4309.00 4319.00 4144.00 4279.00 4422.00 4438.00 4267.00 -119.00 -113.00 -119.00 -123.00
2021-12-20 4280.00 4175.00 4341.00 4161.00 4401.00 4292.00 4444.00 4280.00 -121.00 -117.00 -103.00 -119.00
2021-12-17 4299.00 4291.00 4477.00 4286.00 4473.00 4418.00 4589.00 4411.00 -174.00 -127.00 -112.00 -125.00
2021-12-16 4373.00 4456.00 4484.00 4373.00 4218.00 4309.00 4317.00 4198.00 155.00 147.00 167.00 175.00
2021-12-15 4407.00 4373.00 4453.00 4342.00 4253.00 4203.00 4284.00 4166.00 154.00 170.00 169.00 176.00
2021-12-14 4420.00 4407.00 4497.00 4353.00 4280.00 4250.00 4321.00 4189.00 140.00 157.00 176.00 164.00
2021-12-13 4400.00 4441.00 4539.00 4384.00 4270.00 4301.00 4378.00 4260.00 130.00 140.00 161.00 124.00
2021-12-10 4315.00 4325.00 4413.00 4277.00 4158.00 4220.00 4280.00 4154.00 157.00 105.00 133.00 123.00
2021-12-09 4550.00 4365.00 4565.00 4354.00 4370.00 4206.00 4375.00 4202.00 180.00 159.00 190.00 152.00
2021-12-08 4520.00 4550.00 4620.00 4426.00 4335.00 4372.00 4434.00 4280.00 185.00 178.00 186.00 146.00
2021-12-07 4397.00 4475.00 4483.00 4374.00 4345.00 4318.00 4347.00 4256.00 52.00 157.00 136.00 118.00
2021-12-06 4171.00 4393.00 4428.00 4118.00 4081.00 4320.00 4352.00 4043.00 90.00 73.00 76.00 75.00
2021-12-03 4250.00 4155.00 4252.00 4103.00 4151.00 4069.00 4165.00 4049.00 99.00 86.00 87.00 54.00
2021-12-02 4312.00 4276.00 4341.00 4225.00 4192.00 4181.00 4228.00 4124.00 120.00 95.00 113.00 101.00
2021-12-01 4322.00 4302.00 4379.00 4260.00 4151.00 4165.00 4244.00 4102.00 171.00 137.00 135.00 158.00
2021-11-30 4615.00 4318.00 4643.00 4305.00 4478.00 4151.00 4478.00 4139.00 137.00 167.00 165.00 166.00
2021-11-29 4500.00 4615.00 4680.00 4490.00 4336.00 4452.00 4525.00 4296.00 164.00 163.00 155.00 194.00
2021-11-26 4809.00 4590.00 4819.00 4556.00 4888.00 4790.00 4910.00 4747.00 -79.00 -200.00 -91.00 -191.00
2021-11-25 4722.00 4801.00 4847.00 4722.00 4848.00 4870.00 4943.00 4843.00 -126.00 -69.00 -96.00 -121.00
2021-11-24 4537.00 4729.00 4734.00 4523.00 4796.00 4892.00 4900.00 4756.00 -259.00 -163.00 -166.00 -233.00
2021-11-23 4750.00 4529.00 4765.00 4515.00 4966.00 4748.00 4966.00 4722.00 -216.00 -219.00 -201.00 -207.00
2021-11-22 4900.00 4930.00 5039.00 4830.00 4680.00 4751.00 4869.00 4669.00 220.00 179.00 170.00 161.00
2021-11-19 4900.00 5022.00 5069.00 4824.00 4677.00 4823.00 4878.00 4630.00 223.00 199.00 191.00 194.00
2021-11-18 4920.00 4875.00 4994.00 4845.00 4780.00 4654.00 4795.00 4624.00 140.00 221.00 199.00 221.00
2021-11-17 4718.00 4915.00 4924.00 4679.00 4609.00 4763.00 4768.00 4531.00 109.00 152.00 156.00 148.00
2021-11-16 4598.00 4718.00 4728.00 4553.00 4499.00 4591.00 4622.00 4458.00 99.00 127.00 106.00 95.00
2021-11-15 4740.00 4612.00 4774.00 4578.00 4646.00 4514.00 4705.00 4505.00 94.00 98.00 69.00 73.00
2021-11-12 4800.00 4783.00 4908.00 4739.00 4745.00 4722.00 4844.00 4696.00 55.00 61.00 64.00 43.00
2021-11-11 4764.00 4825.00 4939.00 4720.00 4691.00 4753.00 4878.00 4655.00 73.00 72.00 61.00 65.00
2021-11-10 4850.00 4785.00 4918.00 4694.00 4837.00 4722.00 4868.00 4651.00 13.00 63.00 50.00 43.00
2021-11-09 4982.00 4878.00 5054.00 4815.00 4914.00 4837.00 4987.00 4781.00 68.00 41.00 67.00 34.00
2021-11-08 4898.00 4982.00 5148.00 4840.00 4872.00 4932.00 5081.00 4788.00 26.00 50.00 67.00 52.00
2021-11-05 4955.00 4897.00 5124.00 4830.00 4917.00 4850.00 5076.00 4810.00 38.00 47.00 48.00 20.00
2021-11-04 5030.00 4904.00 5131.00 4833.00 4990.00 4868.00 5085.00 4775.00 40.00 36.00 46.00 58.00
2021-11-03 5355.00 5109.00 5409.00 5021.00 5330.00 5019.00 5353.00 4961.00 25.00 90.00 56.00 60.00
2021-11-02 5510.00 5357.00 5576.00 5323.00 5480.00 5326.00 5522.00 5262.00 30.00 31.00 54.00 61.00
2021-11-01 5387.00 5479.00 5592.00 5139.00 5390.00 5419.00 5575.00 5128.00 -3.00 60.00 17.00 11.00
2021-10-29 5450.00 5442.00 5491.00 5347.00 5430.00 5412.00 5475.00 5331.00 20.00 30.00 16.00 16.00
2021-10-28 5622.00 5464.00 5649.00 5322.00 5549.00 5436.00 5650.00 5307.00 73.00 28.00 -1.00 15.00
2021-10-27 5908.00 5595.00 5945.00 5560.00 5820.00 5549.00 5876.00 5500.00 88.00 46.00 69.00 60.00
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