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
2021-05-27 4109.00 4175.00 4188.00 4090.00 4117.00 4178.00 4195.00 4108.00 -8.00 -3.00 -7.00 -18.00
2021-05-26 4122.00 4119.00 4148.00 4020.00 4126.00 4109.00 4132.00 4010.00 -4.00 10.00 16.00 10.00
2021-05-25 4174.00 4136.00 4195.00 4112.00 4160.00 4116.00 4163.00 4088.00 14.00 20.00 32.00 24.00
2021-05-24 4090.00 4174.00 4225.00 4055.00 4043.00 4143.00 4191.00 4031.00 47.00 31.00 34.00 24.00
2021-05-21 4060.00 4078.00 4107.00 4028.00 4074.00 4090.00 4106.00 4033.00 -14.00 -12.00 1.00 -5.00
2021-05-20 4088.00 4060.00 4112.00 4001.00 4080.00 4074.00 4122.00 4001.00 8.00 -14.00 -10.00 0.00
2021-05-19 4168.00 4087.00 4180.00 4050.00 4196.00 4099.00 4196.00 4061.00 -28.00 -12.00 -16.00 -11.00
2021-05-18 4248.00 4151.00 4250.00 4120.00 4230.00 4169.00 4250.00 4140.00 18.00 -18.00 0.00 -20.00
2021-05-17 4150.00 4248.00 4328.00 4142.00 4100.00 4252.00 4286.00 4098.00 50.00 -4.00 42.00 44.00
2021-05-14 4124.00 4127.00 4154.00 4067.00 4099.00 4077.00 4103.00 4017.00 25.00 50.00 51.00 50.00
2021-05-13 4162.00 4134.00 4285.00 4081.00 4095.00 4087.00 4206.00 4016.00 67.00 47.00 79.00 65.00
2021-05-12 4059.00 4159.00 4190.00 4032.00 3987.00 4095.00 4095.00 3966.00 72.00 64.00 95.00 66.00
2021-05-11 4066.00 4059.00 4106.00 4010.00 3994.00 3987.00 4032.00 3944.00 72.00 72.00 74.00 66.00
2021-05-10 4052.00 4050.00 4180.00 4015.00 3993.00 3994.00 4099.00 3949.00 59.00 56.00 81.00 66.00
2021-05-07 4026.00 4052.00 4066.00 3974.00 3975.00 3993.00 4000.00 3928.00 51.00 59.00 66.00 46.00
2021-05-06 3990.00 4026.00 4094.00 3906.00 3980.00 3975.00 4017.00 3823.00 10.00 51.00 77.00 83.00
2021-04-30 3836.00 3914.00 3958.00 3780.00 3718.00 3820.00 3859.00 3688.00 118.00 94.00 99.00 92.00
2021-04-29 3679.00 3798.00 3800.00 3658.00 3615.00 3705.00 3705.00 3600.00 64.00 93.00 95.00 58.00
2021-04-28 3681.00 3663.00 3697.00 3650.00 3623.00 3608.00 3637.00 3594.00 58.00 55.00 60.00 56.00
2021-04-27 3666.00 3681.00 3693.00 3633.00 3635.00 3620.00 3643.00 3592.00 31.00 61.00 50.00 41.00
2021-04-26 3653.00 3670.00 3707.00 3635.00 3638.00 3632.00 3672.00 3601.00 15.00 38.00 35.00 34.00
2021-04-23 3656.00 3668.00 3682.00 3650.00 3613.00 3638.00 3648.00 3613.00 43.00 30.00 34.00 37.00
2021-04-22 3700.00 3656.00 3705.00 3656.00 3858.00 3887.00 3898.00 3853.00 -158.00 -231.00 -193.00 -197.00
2021-04-21 3740.00 3736.00 3755.00 3686.00 3885.00 3903.00 3905.00 3855.00 -145.00 -167.00 -150.00 -169.00
2021-04-20 3799.00 3749.00 3799.00 3729.00 3869.00 3898.00 3930.00 3869.00 -70.00 -149.00 -131.00 -140.00
2021-04-19 3810.00 3779.00 3821.00 3720.00 3898.00 3907.00 3922.00 3866.00 -88.00 -128.00 -101.00 -146.00
2021-04-16 3797.00 3810.00 3848.00 3758.00 3901.00 3909.00 3947.00 3875.00 -104.00 -99.00 -99.00 -117.00
2021-04-15 3916.00 3915.00 3934.00 3888.00 3802.00 3798.00 3813.00 3775.00 114.00 117.00 121.00 113.00
2021-04-14 3923.00 3926.00 3955.00 3891.00 3794.00 3780.00 3801.00 3742.00 129.00 146.00 154.00 149.00
2021-04-13 3917.00 3914.00 3937.00 3879.00 3794.00 3794.00 3826.00 3772.00 123.00 120.00 111.00 107.00
2021-04-12 3818.00 3899.00 3921.00 3760.00 3700.00 3791.00 3811.00 3642.00 118.00 108.00 110.00 118.00
2021-04-09 3821.00 3818.00 3833.00 3782.00 3705.00 3700.00 3736.00 3665.00 116.00 118.00 97.00 117.00
2021-04-08 3826.00 3821.00 3875.00 3792.00 3718.00 3707.00 3740.00 3688.00 108.00 114.00 135.00 104.00
2021-04-07 3788.00 3822.00 3835.00 3745.00 3695.00 3718.00 3722.00 3660.00 93.00 104.00 113.00 85.00
2021-04-06 3752.00 3785.00 3795.00 3684.00 3680.00 3695.00 3696.00 3618.00 72.00 90.00 99.00 66.00
2021-04-02 3761.00 3779.00 3800.00 3750.00 3690.00 3706.00 3724.00 3669.00 71.00 73.00 76.00 81.00
2021-04-01 3887.00 3782.00 3914.00 3770.00 3759.00 3694.00 3788.00 3681.00 128.00 88.00 126.00 89.00
2021-03-31 3829.00 3887.00 3909.00 3814.00 3738.00 3754.00 3778.00 3710.00 91.00 133.00 131.00 104.00
2021-03-30 3767.00 3838.00 3845.00 3750.00 3712.00 3738.00 3749.00 3686.00 55.00 100.00 96.00 64.00
2021-03-29 3823.00 3749.00 3920.00 3718.00 3954.00 3950.00 4003.00 3920.00 -131.00 -201.00 -83.00 -202.00
2021-03-26 3862.00 3823.00 3863.00 3783.00 3960.00 3941.00 3974.00 3931.00 -98.00 -118.00 -111.00 -148.00
2021-03-25 3770.00 3867.00 3888.00 3760.00 3939.00 3973.00 4019.00 3939.00 -169.00 -106.00 -131.00 -179.00
2021-03-24 3880.00 3764.00 3920.00 3750.00 3999.00 3946.00 3999.00 3920.00 -119.00 -182.00 -79.00 -170.00
2021-03-23 4065.00 4019.00 4096.00 4010.00 3856.00 3920.00 3934.00 3844.00 209.00 99.00 162.00 166.00
2021-03-22 3989.00 4077.00 4080.00 3955.00 3797.00 3856.00 3877.00 3755.00 192.00 221.00 203.00 200.00
2021-03-19 4075.00 4009.00 4075.00 3956.00 3907.00 3780.00 3949.00 3773.00 168.00 229.00 126.00 183.00
2021-03-18 3998.00 4064.00 4096.00 3993.00 3930.00 3915.00 3980.00 3881.00 68.00 149.00 116.00 112.00
2021-03-17 4050.00 4022.00 4085.00 4004.00 3924.00 3940.00 3988.00 3900.00 126.00 82.00 97.00 104.00
2021-03-16 3995.00 4040.00 4070.00 3971.00 3850.00 3902.00 3913.00 3840.00 145.00 138.00 157.00 131.00
2021-03-15 4030.00 4017.00 4185.00 3992.00 3901.00 3881.00 3994.00 3855.00 129.00 136.00 191.00 137.00
2021-03-12 4056.00 4030.00 4060.00 3970.00 3938.00 3889.00 3948.00 3834.00 118.00 141.00 112.00 136.00
2021-03-11 3952.00 4044.00 4050.00 3934.00 3850.00 3928.00 3929.00 3823.00 102.00 116.00 121.00 111.00
2021-03-10 3913.00 3934.00 3975.00 3878.00 3830.00 3829.00 3889.00 3766.00 83.00 105.00 86.00 112.00
2021-03-09 3876.00 3883.00 3939.00 3804.00 3826.00 3810.00 3859.00 3727.00 50.00 73.00 80.00 77.00
2021-03-08 3998.00 3908.00 4116.00 3893.00 3920.00 3838.00 4030.00 3821.00 78.00 70.00 86.00 72.00
2021-03-05 3870.00 3985.00 4009.00 3852.00 3796.00 3897.00 3918.00 3779.00 74.00 88.00 91.00 73.00
2021-03-04 3990.00 3882.00 4033.00 3872.00 3905.00 3798.00 3938.00 3786.00 85.00 84.00 95.00 86.00
2021-03-03 3948.00 3988.00 4008.00 3928.00 3835.00 3905.00 3920.00 3835.00 113.00 83.00 88.00 93.00
2021-03-02 4071.00 3928.00 4087.00 3856.00 3980.00 3835.00 3994.00 3769.00 91.00 93.00 93.00 87.00
2021-03-01 4012.00 4071.00 4109.00 3915.00 3908.00 3975.00 3995.00 3825.00 104.00 96.00 114.00 90.00
2021-02-26 4071.00 4042.00 4092.00 3964.00 3971.00 3931.00 3987.00 3858.00 100.00 111.00 105.00 106.00
2021-02-25 4030.00 4071.00 4150.00 3978.00 3600.00 3490.00 3645.00 3480.00 430.00 581.00 505.00 498.00
2021-02-24 3930.00 4010.00 4082.00 3913.00 3536.00 3613.00 3764.00 3433.00 394.00 397.00 318.00 480.00
2021-02-23 3440.00 3506.00 3515.00 3421.00 3770.00 3927.00 3942.00 3735.00 -330.00 -421.00 -427.00 -314.00
2021-02-22 3429.00 3468.00 3494.00 3381.00 3728.00 3773.00 3805.00 3688.00 -299.00 -305.00 -311.00 -307.00
2021-02-19 3325.00 3426.00 3449.00 3301.00 3772.00 3728.00 3836.00 3607.00 -447.00 -302.00 -387.00 -306.00
2021-02-18 3350.00 3314.00 3377.00 3289.00 3750.00 3772.00 3826.00 3700.00 -400.00 -458.00 -449.00 -411.00
2021-02-10 3500.00 3264.00 3500.00 3259.00 3893.00 3601.00 3912.00 3581.00 -393.00 -337.00 -412.00 -322.00
2021-02-09 3490.00 3510.00 3544.00 3451.00 3777.00 3893.00 3907.00 3760.00 -287.00 -383.00 -363.00 -309.00
2021-02-08 3480.00 3488.00 3547.00 3441.00 3752.00 3764.00 3816.00 3726.00 -272.00 -276.00 -269.00 -285.00
2021-02-05 3425.00 3480.00 3496.00 3422.00 3660.00 3752.00 3777.00 3638.00 -235.00 -272.00 -281.00 -216.00
2021-02-04 3379.00 3429.00 3443.00 3320.00 3660.00 3660.00 3676.00 3608.00 -281.00 -231.00 -233.00 -288.00
2021-02-03 3406.00 3367.00 3429.00 3327.00 3700.00 3653.00 3711.00 3620.00 -294.00 -286.00 -282.00 -293.00
2021-02-02 3449.00 3397.00 3473.00 3358.00 3701.00 3683.00 3752.00 3634.00 -252.00 -286.00 -279.00 -276.00
2021-02-01 3303.00 3425.00 3445.00 3303.00 3608.00 3701.00 3717.00 3604.00 -305.00 -276.00 -272.00 -301.00
2021-01-29 3302.00 3301.00 3342.00 3253.00 3586.00 3605.00 3626.00 3556.00 -284.00 -304.00 -284.00 -303.00
2021-01-28 3400.00 3299.00 3402.00 3275.00 3620.00 3592.00 3651.00 3556.00 -220.00 -293.00 -249.00 -281.00
2021-01-27 3350.00 3402.00 3434.00 3336.00 3455.00 3498.00 3505.00 3425.00 -105.00 -96.00 -71.00 -89.00
2021-01-26 3430.00 3336.00 3455.00 3331.00 3570.00 3430.00 3590.00 3407.00 -140.00 -94.00 -135.00 -76.00
2021-01-25 3450.00 3432.00 3494.00 3413.00 3643.00 3556.00 3747.00 3544.00 -193.00 -124.00 -253.00 -131.00
2021-01-22 3679.00 3658.00 3708.00 3587.00 3605.00 3490.00 3620.00 3480.00 74.00 168.00 88.00 107.00
2021-01-21 3650.00 3672.00 3759.00 3632.00 3632.00 3620.00 3675.00 3608.00 18.00 52.00 84.00 24.00
2021-01-20 3820.00 3661.00 3821.00 3661.00 3737.00 3632.00 3762.00 3631.00 83.00 29.00 59.00 30.00
2021-01-19 3780.00 3798.00 3815.00 3750.00 3714.00 3737.00 3766.00 3714.00 66.00 61.00 49.00 36.00
2021-01-18 3903.00 3774.00 3907.00 3748.00 3815.00 3734.00 3834.00 3727.00 88.00 40.00 73.00 21.00
2021-01-15 3973.00 3896.00 4021.00 3891.00 3909.00 3819.00 3917.00 3813.00 64.00 77.00 104.00 78.00
2021-01-14 3966.00 3988.00 4069.00 3911.00 3940.00 3898.00 3996.00 3870.00 26.00 90.00 73.00 41.00
2021-01-13 3920.00 3966.00 3988.00 3882.00 3921.00 3935.00 3960.00 3883.00 -1.00 31.00 28.00 -1.00
2021-01-12 3850.00 3904.00 3914.00 3786.00 3870.00 3913.00 3914.00 3805.00 -20.00 -9.00 0.00 -19.00
2021-01-11 3952.00 3857.00 3965.00 3844.00 3920.00 3870.00 3940.00 3844.00 32.00 -13.00 25.00 0.00
2021-01-08 3960.00 3942.00 3973.00 3830.00 3952.00 3927.00 3956.00 3838.00 8.00 15.00 17.00 -8.00
2021-01-07 3945.00 3953.00 4029.00 3933.00 3944.00 3944.00 4000.00 3931.00 1.00 9.00 29.00 2.00
2021-01-06 3960.00 3948.00 4009.00 3922.00 3950.00 3944.00 4008.00 3923.00 10.00 4.00 1.00 -1.00
2021-01-05 3895.00 3945.00 3954.00 3886.00 3901.00 3949.00 3957.00 3892.00 -6.00 -4.00 -3.00 -6.00
2021-01-04 3866.00 3895.00 3929.00 3827.00 3868.00 3901.00 3935.00 3840.00 -2.00 -6.00 -6.00 -13.00
2020-12-31 3768.00 3776.00 3814.00 3720.00 3756.00 3775.00 3807.00 3730.00 12.00 1.00 7.00 -10.00
2020-12-30 3735.00 3768.00 3793.00 3696.00 3795.00 3801.00 3841.00 3761.00 -60.00 -33.00 -48.00 -65.00
2020-12-29 3870.00 3730.00 3901.00 3723.00 3840.00 3781.00 3866.00 3740.00 30.00 -51.00 35.00 -17.00
2020-12-28 3961.00 3869.00 4000.00 3827.00 3887.00 3835.00 3901.00 3800.00 74.00 34.00 99.00 27.00
2020-12-25 3950.00 3960.00 3974.00 3881.00 3848.00 3866.00 3876.00 3803.00 102.00 94.00 98.00 78.00
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