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
2020-12-24 3915.00 3961.00 3966.00 3868.00 3888.00 3920.00 3920.00 3828.00 27.00 41.00 46.00 40.00
2020-12-23 3970.00 3901.00 4006.00 3778.00 3920.00 3860.00 3955.00 3729.00 50.00 41.00 51.00 49.00
2020-12-22 4040.00 3950.00 4062.00 3909.00 4000.00 3903.00 4019.00 3865.00 40.00 47.00 43.00 44.00
2020-12-21 3993.00 4062.00 4150.00 3990.00 3930.00 4019.00 4104.00 3853.00 63.00 43.00 46.00 137.00
2020-12-18 3822.00 3951.00 3997.00 3822.00 3888.00 3993.00 4038.00 3867.00 -66.00 -42.00 -41.00 -45.00
2020-12-17 3869.00 3839.00 3884.00 3783.00 3888.00 3873.00 3906.00 3820.00 -19.00 -34.00 -22.00 -37.00
2020-12-16 3889.00 3860.00 3922.00 3836.00 3885.00 3878.00 3901.00 3851.00 4.00 -18.00 21.00 -15.00
2020-12-15 3900.00 3891.00 3935.00 3866.00 3885.00 3880.00 3915.00 3846.00 15.00 11.00 20.00 20.00
2020-12-14 3830.00 3896.00 3986.00 3798.00 3800.00 3882.00 3958.00 3783.00 30.00 14.00 28.00 15.00
2020-12-11 3736.00 3818.00 3833.00 3720.00 3701.00 3798.00 3809.00 3700.00 35.00 20.00 24.00 20.00
2020-12-10 3711.00 3725.00 3759.00 3690.00 3690.00 3721.00 3742.00 3680.00 21.00 4.00 17.00 10.00
2020-12-09 3874.00 3711.00 3908.00 3695.00 3839.00 3700.00 3852.00 3688.00 35.00 11.00 56.00 7.00
2020-12-08 3879.00 3865.00 3919.00 3851.00 3862.00 3821.00 3877.00 3810.00 17.00 44.00 42.00 41.00
2020-12-07 3689.00 3879.00 3902.00 3686.00 3675.00 3854.00 3875.00 3674.00 14.00 25.00 27.00 12.00
2020-12-04 3668.00 3689.00 3733.00 3632.00 3630.00 3675.00 3710.00 3614.00 38.00 14.00 23.00 18.00
2020-12-03 3725.00 3668.00 3745.00 3660.00 3660.00 3643.00 3706.00 3628.00 65.00 25.00 39.00 32.00
2020-12-02 3720.00 3725.00 3735.00 3644.00 3666.00 3651.00 3686.00 3600.00 54.00 74.00 49.00 44.00
2020-12-01 3698.00 3723.00 3803.00 3697.00 3700.00 3660.00 3744.00 3636.00 -2.00 63.00 59.00 61.00
2020-11-30 3704.00 3695.00 3771.00 3667.00 3675.00 3670.00 3732.00 3636.00 29.00 25.00 39.00 31.00
2020-11-27 3678.00 3700.00 3730.00 3648.00 3578.00 3659.00 3678.00 3577.00 100.00 41.00 52.00 71.00
2020-11-26 3668.00 3665.00 3727.00 3642.00 3655.00 3644.00 3697.00 3621.00 13.00 21.00 30.00 21.00
2020-11-25 3560.00 3670.00 3693.00 3552.00 3550.00 3646.00 3664.00 3543.00 10.00 24.00 29.00 9.00
2020-11-24 3565.00 3560.00 3580.00 3525.00 3552.00 3546.00 3580.00 3513.00 13.00 14.00 0.00 12.00
2020-11-23 3477.00 3544.00 3555.00 3456.00 3490.00 3556.00 3563.00 3471.00 -13.00 -12.00 -8.00 -15.00
2020-11-20 3560.00 3467.00 3569.00 3444.00 3583.00 3481.00 3594.00 3463.00 -23.00 -14.00 -25.00 -19.00
2020-11-19 3649.00 3573.00 3652.00 3553.00 3628.00 3591.00 3650.00 3581.00 21.00 -18.00 2.00 -28.00
2020-11-18 3595.00 3621.00 3636.00 3530.00 3610.00 3628.00 3642.00 3566.00 -15.00 -7.00 -6.00 -36.00
2020-11-17 3567.00 3592.00 3620.00 3523.00 3610.00 3619.00 3650.00 3562.00 -43.00 -27.00 -30.00 -39.00
2020-11-16 3522.00 3567.00 3571.00 3502.00 3528.00 3606.00 3609.00 3528.00 -6.00 -39.00 -38.00 -26.00
2020-11-13 3650.00 3522.00 3676.00 3510.00 3680.00 3558.00 3698.00 3550.00 -30.00 -36.00 -22.00 -40.00
2020-11-12 3560.00 3662.00 3676.00 3560.00 3605.00 3686.00 3705.00 3600.00 -45.00 -24.00 -29.00 -40.00
2020-11-11 3563.00 3571.00 3600.00 3550.00 3592.00 3600.00 3624.00 3577.00 -29.00 -29.00 -24.00 -27.00
2020-11-10 3610.00 3561.00 3666.00 3551.00 3645.00 3588.00 3686.00 3577.00 -35.00 -27.00 -20.00 -26.00
2020-11-09 3746.00 3580.00 3767.00 3569.00 3755.00 3605.00 3766.00 3598.00 -9.00 -25.00 1.00 -29.00
2020-11-06 3754.00 3754.00 3781.00 3701.00 3780.00 3750.00 3782.00 3719.00 -26.00 4.00 -1.00 -18.00
2020-11-05 3838.00 3754.00 3838.00 3716.00 3774.00 3758.00 3835.00 3721.00 64.00 -4.00 3.00 -5.00
2020-11-04 3820.00 3785.00 3833.00 3712.00 3852.00 3793.00 3855.00 3740.00 -32.00 -8.00 -22.00 -28.00
2020-11-03 3900.00 3811.00 3900.00 3780.00 3900.00 3835.00 3910.00 3808.00 0.00 -24.00 -10.00 -28.00
2020-11-02 3895.00 3889.00 3956.00 3836.00 3910.00 3899.00 3946.00 3850.00 -15.00 -10.00 10.00 -14.00
2020-10-30 3719.00 3885.00 3939.00 3655.00 3730.00 3885.00 3948.00 3691.00 -11.00 0.00 -9.00 -36.00
2020-10-29 3700.00 3761.00 3780.00 3672.00 3668.00 3714.00 3733.00 3617.00 32.00 47.00 47.00 55.00
2020-10-28 3745.00 3723.00 3797.00 3681.00 3710.00 3682.00 3734.00 3650.00 35.00 41.00 63.00 31.00
2020-10-27 3829.00 3766.00 3829.00 3743.00 3672.00 3714.00 3747.00 3672.00 157.00 52.00 82.00 71.00
2020-10-26 3799.00 3753.00 3833.00 3726.00 3750.00 3704.00 3778.00 3680.00 49.00 49.00 55.00 46.00
2020-10-23 3730.00 3724.00 3787.00 3690.00 3772.00 3774.00 3824.00 3742.00 -42.00 -50.00 -37.00 -52.00
2020-10-22 3692.00 3723.00 3762.00 3646.00 3742.00 3772.00 3809.00 3695.00 -50.00 -49.00 -47.00 -49.00
2020-10-21 3693.00 3685.00 3719.00 3661.00 3744.00 3737.00 3760.00 3716.00 -51.00 -52.00 -41.00 -55.00
2020-10-20 3680.00 3693.00 3728.00 3660.00 3701.00 3739.00 3772.00 3701.00 -21.00 -46.00 -44.00 -41.00
2020-10-19 3710.00 3680.00 3759.00 3633.00 3600.00 3736.00 3779.00 3600.00 110.00 -56.00 -20.00 33.00
2020-10-16 3784.00 3751.00 3847.00 3735.00 3780.00 3769.00 3853.00 3748.00 4.00 -18.00 -6.00 -13.00
2020-10-15 3746.00 3806.00 3853.00 3716.00 3792.00 3817.00 3868.00 3758.00 -46.00 -11.00 -15.00 -42.00
2020-10-14 3699.00 3737.00 3761.00 3668.00 3780.00 3772.00 3802.00 3724.00 -81.00 -35.00 -41.00 -56.00
2020-10-13 3696.00 3685.00 3725.00 3661.00 3757.00 3746.00 3775.00 3721.00 -61.00 -61.00 -50.00 -60.00
2020-10-12 3570.00 3698.00 3725.00 3554.00 3592.00 3761.00 3778.00 3592.00 -22.00 -63.00 -53.00 -38.00
2020-10-09 3495.00 3560.00 3585.00 3476.00 3570.00 3611.00 3626.00 3536.00 -75.00 -51.00 -41.00 -60.00
2020-09-30 3426.00 3415.00 3435.00 3347.00 3473.00 3452.00 3488.00 3405.00 -47.00 -37.00 -53.00 -58.00
2020-09-29 3450.00 3430.00 3474.00 3421.00 3496.00 3485.00 3513.00 3463.00 -46.00 -55.00 -39.00 -42.00
2020-09-28 3521.00 3446.00 3558.00 3431.00 3520.00 3486.00 3593.00 3476.00 1.00 -40.00 -35.00 -45.00
2020-09-25 3418.00 3508.00 3533.00 3390.00 3432.00 3541.00 3554.00 3428.00 -14.00 -33.00 -21.00 -38.00
2020-09-24 3445.00 3417.00 3498.00 3411.00 3473.00 3452.00 3532.00 3444.00 -28.00 -35.00 -34.00 -33.00
2020-09-23 3421.00 3434.00 3468.00 3372.00 3476.00 3465.00 3500.00 3405.00 -55.00 -31.00 -32.00 -33.00
2020-09-22 3477.00 3418.00 3492.00 3333.00 3523.00 3451.00 3545.00 3380.00 -46.00 -33.00 -53.00 -47.00
2020-09-21 3555.00 3480.00 3596.00 3467.00 3625.00 3528.00 3647.00 3520.00 -70.00 -48.00 -51.00 -53.00
2020-09-18 3455.00 3566.00 3579.00 3410.00 3507.00 3629.00 3641.00 3480.00 -52.00 -63.00 -62.00 -70.00
2020-09-17 3454.00 3447.00 3470.00 3405.00 3520.00 3508.00 3545.00 3475.00 -66.00 -61.00 -75.00 -70.00
2020-09-16 3415.00 3449.00 3477.00 3395.00 3485.00 3523.00 3543.00 3469.00 -70.00 -74.00 -66.00 -74.00
2020-09-15 3425.00 3402.00 3445.00 3377.00 3470.00 3473.00 3508.00 3449.00 -45.00 -71.00 -63.00 -72.00
2020-09-14 3391.00 3425.00 3448.00 3374.00 3450.00 3490.00 3519.00 3447.00 -59.00 -65.00 -71.00 -73.00
2020-09-11 3418.00 3391.00 3460.00 3359.00 3469.00 3464.00 3530.00 3430.00 -51.00 -73.00 -70.00 -71.00
2020-09-10 3525.00 3422.00 3583.00 3379.00 3606.00 3481.00 3656.00 3448.00 -81.00 -59.00 -73.00 -69.00
2020-09-09 3488.00 3519.00 3549.00 3401.00 3550.00 3598.00 3627.00 3471.00 -62.00 -79.00 -78.00 -70.00
2020-09-08 3520.00 3521.00 3563.00 3502.00 3570.00 3586.00 3602.00 3556.00 -50.00 -65.00 -39.00 -54.00
2020-09-07 3560.00 3533.00 3569.00 3434.00 3604.00 3576.00 3610.00 3477.00 -44.00 -43.00 -41.00 -43.00
2020-09-04 3538.00 3558.00 3610.00 3514.00 3577.00 3597.00 3656.00 3571.00 -39.00 -39.00 -46.00 -57.00
2020-09-03 3583.00 3557.00 3609.00 3533.00 3635.00 3613.00 3675.00 3595.00 -52.00 -56.00 -66.00 -62.00
2020-09-02 3689.00 3583.00 3695.00 3548.00 3743.00 3649.00 3753.00 3615.00 -54.00 -66.00 -58.00 -67.00
2020-09-01 3666.00 3682.00 3700.00 3622.00 3741.00 3742.00 3772.00 3690.00 -75.00 -60.00 -72.00 -68.00
2020-08-31 3687.00 3673.00 3764.00 3639.00 3750.00 3746.00 3836.00 3714.00 -63.00 -73.00 -72.00 -75.00
2020-08-28 3632.00 3685.00 3700.00 3620.00 3702.00 3754.00 3763.00 3693.00 -70.00 -69.00 -63.00 -73.00
2020-08-27 3619.00 3631.00 3664.00 3579.00 3661.00 3706.00 3738.00 3657.00 -42.00 -75.00 -74.00 -78.00
2020-08-26 3623.00 3600.00 3629.00 3563.00 3700.00 3675.00 3708.00 3554.00 -77.00 -75.00 -79.00 9.00
2020-08-25 3600.00 3611.00 3636.00 3525.00 3692.00 3693.00 3720.00 3620.00 -92.00 -82.00 -84.00 -95.00
2020-08-24 3585.00 3605.00 3617.00 3565.00 3679.00 3701.00 3709.00 3666.00 -94.00 -96.00 -92.00 -101.00
2020-08-21 3580.00 3602.00 3636.00 3551.00 3700.00 3705.00 3725.00 3648.00 -120.00 -103.00 -89.00 -97.00
2020-08-20 3838.00 3584.00 3871.00 3476.00 3960.00 3679.00 3980.00 3553.00 -122.00 -95.00 -109.00 -77.00
2020-08-19 3868.00 3856.00 3875.00 3790.00 3950.00 3944.00 3953.00 3868.00 -82.00 -88.00 -78.00 -78.00
2020-08-18 3860.00 3865.00 3899.00 3846.00 3925.00 3940.00 3973.00 3918.00 -65.00 -75.00 -74.00 -72.00
2020-08-17 3875.00 3862.00 3956.00 3841.00 3945.00 3933.00 4022.00 3911.00 -70.00 -71.00 -66.00 -70.00
2020-08-14 3854.00 3867.00 3873.00 3814.00 3920.00 3937.00 3940.00 3885.00 -66.00 -70.00 -67.00 -71.00
2020-08-13 3900.00 3841.00 3930.00 3829.00 3977.00 3914.00 3995.00 3900.00 -77.00 -73.00 -65.00 -71.00
2020-08-12 3890.00 3894.00 3905.00 3810.00 3925.00 3961.00 3975.00 3872.00 -35.00 -67.00 -70.00 -62.00
2020-08-11 3930.00 3873.00 3965.00 3861.00 4000.00 3942.00 4030.00 3924.00 -70.00 -69.00 -65.00 -63.00
2020-08-10 3948.00 3924.00 4038.00 3898.00 4019.00 3998.00 4100.00 3964.00 -71.00 -74.00 -62.00 -66.00
2020-08-07 3998.00 3948.00 4036.00 3910.00 4055.00 4012.00 4095.00 3978.00 -57.00 -64.00 -59.00 -68.00
2020-08-06 4000.00 3978.00 4018.00 3926.00 4055.00 4039.00 4084.00 3989.00 -55.00 -61.00 -66.00 -63.00
2020-08-05 3859.00 3977.00 4022.00 3817.00 3928.00 4043.00 4090.00 3890.00 -69.00 -66.00 -68.00 -73.00
2020-08-04 3848.00 3856.00 3910.00 3834.00 3900.00 3930.00 3969.00 3900.00 -52.00 -74.00 -59.00 -66.00
2020-08-03 3826.00 3841.00 3861.00 3760.00 3896.00 3906.00 3925.00 3830.00 -70.00 -65.00 -64.00 -70.00
2020-07-31 3815.00 3826.00 3884.00 3780.00 3912.00 3896.00 3954.00 3842.00 -97.00 -70.00 -70.00 -62.00
2020-07-30 3910.00 3838.00 3926.00 3797.00 4015.00 3931.00 4018.00 3886.00 -105.00 -93.00 -92.00 -89.00
导出Excel数据