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
暂无数据

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
暂无数据

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
2021-10-26 6130.00 5898.00 6155.00 5777.00 6059.00 5826.00 6080.00 5696.00 71.00 72.00 75.00 81.00
2021-10-25 6230.00 6077.00 6260.00 5908.00 6207.00 6001.00 6207.00 5840.00 23.00 76.00 53.00 68.00
2021-10-22 6200.00 6119.00 6292.00 5966.00 6086.00 6050.00 6216.00 5877.00 114.00 69.00 76.00 89.00
2021-10-21 6215.00 6266.00 6520.00 6170.00 6220.00 6252.00 6505.00 6159.00 -5.00 14.00 15.00 11.00
2021-10-20 6462.00 6215.00 6508.00 5974.00 6450.00 6202.00 6491.00 5964.00 12.00 13.00 17.00 10.00
2021-10-19 6589.00 6515.00 6592.00 6361.00 6550.00 6486.00 6590.00 6343.00 39.00 29.00 2.00 18.00
2021-10-18 6420.00 6527.00 6697.00 6303.00 6456.00 6528.00 6698.00 6310.00 -36.00 -1.00 -1.00 -7.00
2021-10-15 6268.00 6425.00 6443.00 6228.00 6350.00 6434.00 6450.00 6240.00 -82.00 -9.00 -7.00 -12.00
2021-10-14 6295.00 6268.00 6388.00 6032.00 6200.00 6276.00 6400.00 6032.00 95.00 -8.00 -12.00 0.00
2021-10-13 6686.00 6249.00 6737.00 6194.00 6719.00 6253.00 6745.00 6199.00 -33.00 -4.00 -8.00 -5.00
2021-10-12 6715.00 6713.00 6836.00 6628.00 6686.00 6706.00 6840.00 6637.00 29.00 7.00 -4.00 -9.00
2021-10-11 6482.00 6755.00 6803.00 6430.00 6482.00 6741.00 6791.00 6437.00 0.00 14.00 12.00 -7.00
2021-10-08 6450.00 6482.00 6657.00 6338.00 6466.00 6482.00 6666.00 6335.00 -16.00 0.00 -9.00 3.00
2021-09-30 6149.00 6234.00 6266.00 6078.00 6100.00 6240.00 6269.00 6068.00 49.00 -6.00 -3.00 10.00
2021-09-29 6229.00 6085.00 6305.00 6039.00 6228.00 6054.00 6297.00 6016.00 1.00 31.00 8.00 23.00
2021-09-28 5963.00 6250.00 6260.00 5880.00 5919.00 6245.00 6255.00 5866.00 44.00 5.00 5.00 14.00
2021-09-27 5790.00 5901.00 6016.00 5733.00 5767.00 5894.00 5993.00 5718.00 23.00 7.00 23.00 15.00
2021-09-24 5782.00 5762.00 5860.00 5657.00 5780.00 5755.00 5849.00 5650.00 2.00 7.00 11.00 7.00
2021-09-23 5724.00 5760.00 5938.00 5680.00 5751.00 5748.00 5908.00 5661.00 -27.00 12.00 30.00 19.00
2021-09-22 5600.00 5724.00 5895.00 5500.00 5595.00 5706.00 5865.00 5471.00 5.00 18.00 30.00 29.00
2021-09-17 5645.00 5705.00 5775.00 5609.00 5606.00 5665.00 5745.00 5584.00 39.00 40.00 30.00 25.00
2021-09-16 5588.00 5675.00 5919.00 5580.00 5595.00 5653.00 5893.00 5559.00 -7.00 22.00 26.00 21.00
2021-09-15 5448.00 5550.00 5581.00 5368.00 5460.00 5564.00 5597.00 5396.00 -12.00 -14.00 -16.00 -28.00
2021-09-14 5426.00 5401.00 5504.00 5367.00 5450.00 5421.00 5518.00 5388.00 -24.00 -20.00 -14.00 -21.00
2021-09-13 5320.00 5402.00 5483.00 5303.00 5385.00 5417.00 5499.00 5320.00 -65.00 -15.00 -16.00 -17.00
2021-09-10 5337.00 5306.00 5491.00 5288.00 5399.00 5325.00 5505.00 5293.00 -62.00 -19.00 -14.00 -5.00
2021-09-09 5360.00 5405.00 5555.00 5321.00 5386.00 5411.00 5576.00 5336.00 -26.00 -6.00 -21.00 -15.00
2021-09-08 5259.00 5353.00 5375.00 5201.00 5299.00 5373.00 5397.00 5223.00 -40.00 -20.00 -22.00 -22.00
2021-09-07 5241.00 5289.00 5322.00 5207.00 5221.00 5312.00 5343.00 5221.00 20.00 -23.00 -21.00 -14.00
2021-09-06 5344.00 5231.00 5355.00 5166.00 5366.00 5249.00 5366.00 5180.00 -22.00 -18.00 -11.00 -14.00
2021-09-03 5222.00 5332.00 5340.00 5175.00 5240.00 5346.00 5348.00 5183.00 -18.00 -14.00 -8.00 -8.00
2021-09-02 5119.00 5202.00 5210.00 5071.00 5129.00 5198.00 5207.00 5073.00 -10.00 4.00 3.00 -2.00
2021-09-01 5083.00 5124.00 5144.00 5039.00 5052.00 5119.00 5143.00 5036.00 31.00 5.00 1.00 3.00
2021-08-31 5138.00 5091.00 5156.00 5056.00 5183.00 5087.00 5183.00 5048.00 -45.00 4.00 -27.00 8.00
2021-08-30 5160.00 5130.00 5189.00 5089.00 5180.00 5120.00 5180.00 5075.00 -20.00 10.00 9.00 14.00
2021-08-27 5015.00 5136.00 5155.00 4961.00 4947.00 5121.00 5138.00 4947.00 68.00 15.00 17.00 14.00
2021-08-26 4950.00 5015.00 5027.00 4921.00 4917.00 5005.00 5012.00 4915.00 33.00 10.00 15.00 6.00
2021-08-25 4985.00 4936.00 5016.00 4927.00 4985.00 4925.00 5002.00 4919.00 0.00 11.00 14.00 8.00
2021-08-24 4956.00 4970.00 5044.00 4933.00 4951.00 4960.00 5020.00 4926.00 5.00 10.00 24.00 7.00
2021-08-23 4896.00 4939.00 4999.00 4856.00 4885.00 4980.00 5018.00 4885.00 11.00 -41.00 -19.00 -29.00
2021-08-20 5017.00 4942.00 5030.00 4911.00 5002.00 4971.00 5022.00 4933.00 15.00 -29.00 8.00 -22.00
2021-08-19 5170.00 5040.00 5198.00 5021.00 5141.00 5032.00 5185.00 5022.00 29.00 8.00 13.00 -1.00
2021-08-18 5110.00 5154.00 5184.00 5073.00 5072.00 5144.00 5175.00 5068.00 38.00 10.00 9.00 5.00
2021-08-17 5144.00 5110.00 5179.00 5056.00 5121.00 5113.00 5182.00 5058.00 23.00 -3.00 -3.00 -2.00
2021-08-16 5218.00 5161.00 5247.00 5132.00 5195.00 5158.00 5234.00 5121.00 23.00 3.00 13.00 11.00
2021-08-13 5197.00 5208.00 5259.00 5150.00 5202.00 5192.00 5221.00 5135.00 -5.00 16.00 38.00 15.00
2021-08-12 5220.00 5217.00 5313.00 5197.00 5206.00 5189.00 5282.00 5162.00 14.00 28.00 31.00 35.00
2021-08-11 5122.00 5255.00 5262.00 5102.00 5085.00 5210.00 5219.00 5050.00 37.00 45.00 43.00 52.00
2021-08-10 4976.00 5122.00 5135.00 4918.00 4874.00 5069.00 5079.00 4874.00 102.00 53.00 56.00 44.00
2021-08-09 4993.00 4989.00 5038.00 4914.00 4954.00 4943.00 5010.00 4882.00 39.00 46.00 28.00 32.00
2021-08-06 4911.00 4985.00 4998.00 4892.00 4884.00 4960.00 4971.00 4864.00 27.00 25.00 27.00 28.00
2021-08-05 4977.00 4900.00 4980.00 4862.00 4934.00 4870.00 4949.00 4839.00 43.00 30.00 31.00 23.00
2021-08-04 4984.00 4987.00 5018.00 4925.00 4975.00 4959.00 4977.00 4900.00 9.00 28.00 41.00 25.00
2021-08-03 5128.00 5032.00 5137.00 5032.00 5050.00 4993.00 5073.00 4991.00 78.00 39.00 64.00 41.00
2021-08-02 5145.00 5116.00 5192.00 5028.00 5070.00 5056.00 5133.00 4978.00 75.00 60.00 59.00 50.00
2021-07-30 5020.00 5145.00 5148.00 4966.00 4940.00 5090.00 5100.00 4924.00 80.00 55.00 48.00 42.00
2021-07-29 4920.00 5002.00 5005.00 4884.00 4875.00 4959.00 4964.00 4839.00 45.00 43.00 41.00 45.00
2021-07-28 4949.00 4920.00 4949.00 4836.00 4900.00 4868.00 4910.00 4790.00 49.00 52.00 39.00 46.00
2021-07-27 4977.00 4949.00 5030.00 4922.00 4944.00 4906.00 4991.00 4884.00 33.00 43.00 39.00 38.00
2021-07-26 4946.00 4963.00 5047.00 4918.00 4943.00 4923.00 5009.00 4884.00 3.00 40.00 38.00 34.00
2021-07-23 4963.00 4968.00 5007.00 4942.00 4982.00 5050.00 5060.00 4982.00 -19.00 -82.00 -53.00 -40.00
2021-07-22 4827.00 4963.00 4978.00 4827.00 4929.00 4998.00 5012.00 4919.00 -102.00 -35.00 -34.00 -92.00
2021-07-21 4800.00 4804.00 4869.00 4781.00 4825.00 4877.00 4950.00 4825.00 -25.00 -73.00 -81.00 -44.00
2021-07-20 4952.00 4822.00 4970.00 4715.00 5000.00 4870.00 5000.00 4751.00 -48.00 -48.00 -30.00 -36.00
2021-07-19 4860.00 5039.00 5059.00 4847.00 4842.00 5039.00 5059.00 4842.00 18.00 0.00 0.00 5.00
2021-07-16 4819.00 4831.00 4882.00 4781.00 4850.00 4858.00 4899.00 4786.00 -31.00 -27.00 -17.00 -5.00
2021-07-15 5009.00 4825.00 5009.00 4816.00 4964.00 4819.00 4980.00 4803.00 45.00 6.00 29.00 13.00
2021-07-14 4893.00 4970.00 5012.00 4893.00 4920.00 4964.00 5008.00 4893.00 -27.00 6.00 4.00 0.00
2021-07-13 4840.00 4942.00 4945.00 4830.00 4835.00 4942.00 4944.00 4828.00 5.00 0.00 1.00 2.00
2021-07-12 4870.00 4842.00 4964.00 4807.00 4900.00 4844.00 4962.00 4811.00 -30.00 -2.00 2.00 -4.00
2021-07-09 4777.00 4834.00 4898.00 4741.00 4825.00 4840.00 4900.00 4751.00 -48.00 -6.00 -2.00 -10.00
2021-07-08 4978.00 4865.00 4996.00 4842.00 4933.00 4871.00 4990.00 4838.00 45.00 -6.00 6.00 4.00
2021-07-07 5074.00 4978.00 5074.00 4924.00 5063.00 4966.00 5063.00 4905.00 11.00 12.00 11.00 19.00
2021-07-06 4994.00 5087.00 5093.00 4947.00 4988.00 5075.00 5083.00 4940.00 6.00 12.00 10.00 7.00
2021-07-05 4943.00 4988.00 4998.00 4900.00 4949.00 4973.00 4979.00 4889.00 -6.00 15.00 19.00 11.00
2021-07-02 4874.00 4943.00 4966.00 4852.00 4866.00 4927.00 4933.00 4836.00 8.00 16.00 33.00 16.00
2021-07-01 4770.00 4833.00 4844.00 4761.00 4780.00 4818.00 4830.00 4758.00 -10.00 15.00 14.00 3.00
2021-06-30 4760.00 4752.00 4800.00 4720.00 4755.00 4746.00 4795.00 4718.00 5.00 6.00 5.00 2.00
2021-06-29 4780.00 4744.00 4795.00 4706.00 4772.00 4738.00 4781.00 4702.00 8.00 6.00 14.00 4.00
2021-06-28 4856.00 4779.00 4877.00 4738.00 4832.00 4765.00 4858.00 4731.00 24.00 14.00 19.00 7.00
2021-06-25 4688.00 4856.00 4868.00 4662.00 4659.00 4831.00 4848.00 4638.00 29.00 25.00 20.00 24.00
2021-06-24 4684.00 4701.00 4749.00 4671.00 4678.00 4676.00 4715.00 4652.00 6.00 25.00 34.00 19.00
2021-06-23 4590.00 4679.00 4682.00 4554.00 4594.00 4668.00 4670.00 4548.00 -4.00 11.00 12.00 6.00
2021-06-22 4516.00 4595.00 4599.00 4480.00 4511.00 4591.00 4592.00 4485.00 5.00 4.00 7.00 -5.00
2021-06-21 4486.00 4519.00 4553.00 4453.00 4475.00 4522.00 4555.00 4456.00 11.00 -3.00 -2.00 -3.00
2021-06-18 4480.00 4486.00 4520.00 4422.00 4431.00 4471.00 4507.00 4415.00 49.00 15.00 13.00 7.00
2021-06-17 4533.00 4480.00 4547.00 4421.00 4516.00 4467.00 4533.00 4428.00 17.00 13.00 14.00 -7.00
2021-06-16 4537.00 4511.00 4542.00 4477.00 4521.00 4494.00 4526.00 4466.00 16.00 17.00 16.00 11.00
2021-06-15 4562.00 4537.00 4578.00 4447.00 4520.00 4521.00 4591.00 4434.00 42.00 16.00 -13.00 13.00
2021-06-11 4400.00 4490.00 4509.00 4400.00 4420.00 4485.00 4496.00 4390.00 -20.00 5.00 13.00 10.00
2021-06-10 4359.00 4392.00 4449.00 4359.00 4370.00 4394.00 4460.00 4370.00 -11.00 -2.00 -11.00 -11.00
2021-06-09 4260.00 4342.00 4350.00 4247.00 4230.00 4349.00 4352.00 4230.00 30.00 -7.00 -2.00 17.00
2021-06-08 4290.00 4260.00 4316.00 4245.00 4346.00 4274.00 4346.00 4260.00 -56.00 -14.00 -30.00 -15.00
2021-06-07 4368.00 4277.00 4412.00 4275.00 4344.00 4295.00 4418.00 4292.00 24.00 -18.00 -6.00 -17.00
2021-06-04 4386.00 4353.00 4396.00 4290.00 4407.00 4359.00 4407.00 4298.00 -21.00 -6.00 -11.00 -8.00
2021-06-03 4385.00 4417.00 4465.00 4316.00 4386.00 4412.00 4465.00 4312.00 -1.00 5.00 0.00 4.00
2021-06-02 4455.00 4385.00 4498.00 4370.00 4463.00 4376.00 4496.00 4369.00 -8.00 9.00 2.00 1.00
2021-06-01 4400.00 4432.00 4445.00 4356.00 4408.00 4430.00 4441.00 4357.00 -8.00 2.00 4.00 -1.00
2021-05-31 4306.00 4392.00 4396.00 4302.00 4360.00 4386.00 4396.00 4318.00 -54.00 6.00 0.00 -16.00
2021-05-28 4130.00 4306.00 4320.00 4130.00 4189.00 4305.00 4327.00 4140.00 -59.00 1.00 -7.00 -10.00
导出Excel数据