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
2025-07-11 4207.00 4156.00 4212.00 4138.00 4097.00 4070.00 4110.00 4055.00 110.00 86.00 102.00 83.00
2025-07-10 4190.00 4214.00 4225.00 4181.00 4088.00 4110.00 4119.00 4078.00 102.00 104.00 106.00 103.00
2025-07-09 4173.00 4192.00 4195.00 4161.00 4082.00 4088.00 4089.00 4064.00 91.00 104.00 106.00 97.00
2025-07-08 4199.00 4170.00 4205.00 4168.00 4089.00 4074.00 4097.00 4065.00 110.00 96.00 108.00 103.00
2025-07-07 4176.00 4189.00 4195.00 4143.00 4089.00 4078.00 4096.00 4049.00 87.00 111.00 99.00 94.00
2025-07-04 4229.00 4180.00 4243.00 4177.00 4123.00 4083.00 4132.00 4082.00 106.00 97.00 111.00 95.00
2025-07-03 4221.00 4218.00 4243.00 4198.00 4120.00 4111.00 4136.00 4100.00 101.00 107.00 107.00 98.00
2025-07-02 4205.00 4211.00 4228.00 4177.00 4103.00 4107.00 4124.00 4077.00 102.00 104.00 104.00 100.00
2025-07-01 4231.00 4200.00 4232.00 4165.00 4125.00 4097.00 4136.00 4072.00 106.00 103.00 96.00 93.00
2025-06-30 4254.00 4222.00 4268.00 4196.00 4162.00 4127.00 4168.00 4106.00 92.00 95.00 100.00 90.00
2025-06-27 4248.00 4254.00 4267.00 4234.00 4144.00 4162.00 4167.00 4131.00 104.00 92.00 100.00 103.00
2025-06-26 4225.00 4263.00 4312.00 4205.00 4139.00 4150.00 4191.00 4114.00 86.00 113.00 121.00 91.00
2025-06-25 4244.00 4226.00 4254.00 4178.00 4270.00 4249.00 4286.00 4206.00 -26.00 -23.00 -32.00 -28.00
2025-06-24 4495.00 4257.00 4506.00 4257.00 4502.00 4275.00 4522.00 4275.00 -7.00 -18.00 -16.00 -18.00
2025-06-23 4528.00 4531.00 4632.00 4501.00 4521.00 4512.00 4614.00 4480.00 7.00 19.00 18.00 21.00
2025-06-20 4539.00 4550.00 4610.00 4518.00 4523.00 4540.00 4572.00 4502.00 16.00 10.00 38.00 16.00
2025-06-19 4500.00 4542.00 4542.00 4486.00 4465.00 4513.00 4513.00 4436.00 35.00 29.00 29.00 50.00
2025-06-18 4399.00 4495.00 4518.00 4385.00 4347.00 4456.00 4471.00 4330.00 52.00 39.00 47.00 55.00
2025-06-17 4365.00 4382.00 4402.00 4315.00 4275.00 4320.00 4338.00 4237.00 90.00 62.00 64.00 78.00
2025-06-16 4366.00 4398.00 4427.00 4299.00 4255.00 4319.00 4337.00 4206.00 111.00 79.00 90.00 93.00
2025-06-13 4137.00 4342.00 4385.00 4120.00 4021.00 4251.00 4274.00 4011.00 116.00 91.00 111.00 109.00
2025-06-12 4154.00 4141.00 4169.00 4129.00 4033.00 4027.00 4054.00 4017.00 121.00 114.00 115.00 112.00
2025-06-11 4120.00 4130.00 4140.00 4092.00 3995.00 4013.00 4023.00 3990.00 125.00 117.00 117.00 102.00
2025-06-10 4128.00 4119.00 4146.00 4074.00 4010.00 4003.00 4036.00 3971.00 118.00 116.00 110.00 103.00
2025-06-09 4101.00 4116.00 4128.00 4082.00 4003.00 3998.00 4023.00 3986.00 98.00 118.00 105.00 96.00
2025-06-06 4095.00 4098.00 4130.00 4072.00 3912.00 3913.00 3940.00 3897.00 183.00 185.00 190.00 175.00
2025-06-05 4085.00 4089.00 4113.00 4076.00 4001.00 3987.00 4015.00 3978.00 84.00 102.00 98.00 98.00
2025-06-04 4081.00 4088.00 4095.00 4039.00 3981.00 3994.00 3999.00 3951.00 100.00 94.00 96.00 88.00
2025-06-03 4025.00 4072.00 4095.00 4025.00 3960.00 3979.00 4004.00 3942.00 65.00 93.00 91.00 83.00
2025-05-30 4097.00 3992.00 4106.00 3990.00 4015.00 3908.00 4021.00 3907.00 82.00 84.00 85.00 83.00
2025-05-29 4111.00 4120.00 4134.00 4074.00 4022.00 4033.00 4047.00 3991.00 89.00 87.00 87.00 83.00
2025-05-28 4092.00 4097.00 4106.00 4068.00 4011.00 4008.00 4025.00 3987.00 81.00 89.00 81.00 81.00
2025-05-27 4071.00 4090.00 4108.00 4061.00 4103.00 4158.00 4175.00 4103.00 -32.00 -68.00 -67.00 -42.00
2025-05-26 4043.00 4062.00 4079.00 4039.00 4097.00 4115.00 4135.00 4093.00 -54.00 -53.00 -56.00 -54.00
2025-05-23 4125.00 4041.00 4140.00 4031.00 4193.00 4095.00 4202.00 4087.00 -68.00 -54.00 -62.00 -56.00
2025-05-22 4237.00 4181.00 4237.00 4177.00 4180.00 4127.00 4180.00 4126.00 57.00 54.00 57.00 51.00
2025-05-21 4215.00 4236.00 4262.00 4215.00 4163.00 4182.00 4195.00 4149.00 52.00 54.00 67.00 66.00
2025-05-20 4274.00 4225.00 4274.00 4214.00 4205.00 4156.00 4208.00 4145.00 69.00 69.00 66.00 69.00
2025-05-19 4283.00 4266.00 4286.00 4245.00 4201.00 4203.00 4218.00 4191.00 82.00 63.00 68.00 54.00
2025-05-16 4263.00 4274.00 4322.00 4251.00 4181.00 4193.00 4241.00 4169.00 82.00 81.00 81.00 82.00
2025-05-15 4350.00 4269.00 4354.00 4266.00 4249.00 4181.00 4259.00 4180.00 101.00 88.00 95.00 86.00
2025-05-14 4312.00 4356.00 4417.00 4303.00 4213.00 4266.00 4318.00 4203.00 99.00 90.00 99.00 100.00
2025-05-13 4383.00 4295.00 4394.00 4260.00 4275.00 4197.00 4309.00 4167.00 108.00 98.00 85.00 93.00
2025-05-12 4385.00 4359.00 4393.00 4335.00 4274.00 4262.00 4288.00 4218.00 111.00 97.00 105.00 117.00
2025-05-09 4390.00 4367.00 4415.00 4355.00 4293.00 4263.00 4317.00 4255.00 97.00 104.00 98.00 100.00
2025-05-08 4439.00 4381.00 4454.00 4368.00 4348.00 4288.00 4365.00 4276.00 91.00 93.00 89.00 92.00
2025-05-07 4459.00 4448.00 4483.00 4430.00 4358.00 4357.00 4386.00 4332.00 101.00 91.00 97.00 98.00
2025-05-06 4368.00 4447.00 4458.00 4325.00 4264.00 4350.00 4354.00 4233.00 104.00 97.00 104.00 92.00
2025-04-30 4389.00 4400.00 4430.00 4363.00 4272.00 4306.00 4335.00 4250.00 117.00 94.00 95.00 113.00
2025-04-29 4407.00 4399.00 4408.00 4355.00 4305.00 4290.00 4309.00 4256.00 102.00 109.00 99.00 99.00
2025-04-28 4370.00 4409.00 4420.00 4359.00 4272.00 4310.00 4320.00 4269.00 98.00 99.00 100.00 90.00
2025-04-25 4428.00 4384.00 4434.00 4381.00 4344.00 4290.00 4344.00 4287.00 84.00 94.00 90.00 94.00
2025-04-24 4440.00 4433.00 4450.00 4407.00 4337.00 4333.00 4350.00 4305.00 103.00 100.00 100.00 102.00
2025-04-23 4403.00 4463.00 4470.00 4372.00 4535.00 4587.00 4591.00 4509.00 -132.00 -124.00 -121.00 -137.00
2025-04-22 4368.00 4397.00 4398.00 4362.00 4510.00 4539.00 4545.00 4508.00 -142.00 -142.00 -147.00 -146.00
2025-04-21 4390.00 4375.00 4402.00 4354.00 4506.00 4511.00 4545.00 4498.00 -116.00 -136.00 -143.00 -144.00
2025-04-18 4504.00 4517.00 4530.00 4480.00 4340.00 4380.00 4387.00 4335.00 164.00 137.00 143.00 145.00
2025-04-17 4460.00 4483.00 4506.00 4446.00 4323.00 4332.00 4356.00 4302.00 137.00 151.00 150.00 144.00
2025-04-16 4402.00 4444.00 4454.00 4399.00 4289.00 4294.00 4328.00 4267.00 113.00 150.00 126.00 132.00
2025-04-15 4497.00 4423.00 4528.00 4418.00 4375.00 4302.00 4395.00 4301.00 122.00 121.00 133.00 117.00
2025-04-14 4376.00 4487.00 4490.00 4337.00 4290.00 4351.00 4355.00 4259.00 86.00 136.00 135.00 78.00
2025-04-11 4450.00 4394.00 4472.00 4367.00 4365.00 4304.00 4373.00 4276.00 85.00 90.00 99.00 91.00
2025-04-10 4300.00 4491.00 4516.00 4272.00 4231.00 4389.00 4442.00 4187.00 69.00 102.00 74.00 85.00
2025-04-09 4503.00 4364.00 4527.00 4342.00 4440.00 4268.00 4455.00 4253.00 63.00 96.00 72.00 89.00
2025-04-08 4598.00 4513.00 4627.00 4505.00 4501.00 4437.00 4531.00 4426.00 97.00 76.00 96.00 79.00
2025-04-07 4750.00 4566.00 4750.00 4472.00 4684.00 4481.00 4686.00 4412.00 66.00 85.00 64.00 60.00
2025-04-03 4642.00 4659.00 4684.00 4617.00 4585.00 4615.00 4636.00 4573.00 57.00 44.00 48.00 44.00
2025-04-02 4617.00 4646.00 4696.00 4595.00 4572.00 4600.00 4645.00 4538.00 45.00 46.00 51.00 57.00
2025-04-01 4611.00 4625.00 4644.00 4579.00 4558.00 4573.00 4586.00 4523.00 53.00 52.00 58.00 56.00
2025-03-31 4603.00 4612.00 4619.00 4565.00 4567.00 4554.00 4567.00 4510.00 36.00 58.00 52.00 55.00
2025-03-28 4620.00 4608.00 4643.00 4603.00 4562.00 4556.00 4579.00 4540.00 58.00 52.00 64.00 63.00
2025-03-27 4643.00 4613.00 4667.00 4604.00 4572.00 4549.00 4587.00 4536.00 71.00 64.00 80.00 68.00
2025-03-26 4599.00 4633.00 4646.00 4587.00 4501.00 4555.00 4566.00 4499.00 98.00 78.00 80.00 88.00
2025-03-25 4579.00 4585.00 4595.00 4545.00 4695.00 4723.00 4729.00 4680.00 -116.00 -138.00 -134.00 -135.00
2025-03-24 4528.00 4571.00 4582.00 4510.00 4682.00 4702.00 4714.00 4647.00 -154.00 -131.00 -132.00 -137.00
2025-03-21 4655.00 4677.00 4713.00 4653.00 4500.00 4534.00 4558.00 4500.00 155.00 143.00 155.00 153.00
2025-03-20 4678.00 4652.00 4695.00 4645.00 4535.00 4503.00 4552.00 4481.00 143.00 149.00 143.00 164.00
2025-03-19 4711.00 4673.00 4721.00 4661.00 4571.00 4535.00 4584.00 4520.00 140.00 138.00 137.00 141.00
2025-03-18 4670.00 4704.00 4725.00 4651.00 4518.00 4565.00 4585.00 4512.00 152.00 139.00 140.00 139.00
2025-03-17 4701.00 4664.00 4704.00 4641.00 4555.00 4514.00 4555.00 4498.00 146.00 150.00 149.00 143.00
2025-03-14 4678.00 4694.00 4705.00 4653.00 4544.00 4559.00 4568.00 4523.00 134.00 135.00 137.00 130.00
2025-03-13 4617.00 4678.00 4696.00 4617.00 4487.00 4544.00 4556.00 4483.00 130.00 134.00 140.00 134.00
2025-03-12 4637.00 4604.00 4650.00 4588.00 4498.00 4475.00 4509.00 4463.00 139.00 129.00 141.00 125.00
2025-03-11 4600.00 4634.00 4641.00 4568.00 4447.00 4495.00 4495.00 4427.00 153.00 139.00 146.00 141.00
2025-03-10 4595.00 4587.00 4619.00 4556.00 4444.00 4449.00 4469.00 4410.00 151.00 138.00 150.00 146.00
2025-03-07 4595.00 4581.00 4634.00 4573.00 4465.00 4433.00 4481.00 4431.00 130.00 148.00 153.00 142.00
2025-03-06 4495.00 4590.00 4601.00 4484.00 4400.00 4459.00 4464.00 4374.00 95.00 131.00 137.00 110.00
2025-03-05 4470.00 4514.00 4525.00 4449.00 4384.00 4422.00 4432.00 4363.00 86.00 92.00 93.00 86.00
2025-03-04 4550.00 4482.00 4555.00 4477.00 4457.00 4396.00 4466.00 4391.00 93.00 86.00 89.00 86.00
2025-03-03 4514.00 4542.00 4556.00 4492.00 4424.00 4455.00 4463.00 4399.00 90.00 87.00 93.00 93.00
2025-02-28 4510.00 4522.00 4548.00 4506.00 4406.00 4424.00 4451.00 4406.00 104.00 98.00 97.00 100.00
2025-02-27 4455.00 4495.00 4506.00 4445.00 4360.00 4405.00 4412.00 4360.00 95.00 90.00 94.00 85.00
2025-02-26 4482.00 4461.00 4518.00 4436.00 4360.00 4379.00 4395.00 4340.00 122.00 82.00 123.00 96.00
2025-02-25 4536.00 4515.00 4552.00 4502.00 4348.00 4380.00 4383.00 4335.00 188.00 135.00 169.00 167.00
2025-02-24 4515.00 4536.00 4579.00 4513.00 4288.00 4347.00 4374.00 4284.00 227.00 189.00 205.00 229.00
2025-02-21 4311.00 4284.00 4325.00 4265.00 4581.00 4518.00 4589.00 4515.00 -270.00 -234.00 -264.00 -250.00
2025-02-20 4378.00 4310.00 4379.00 4305.00 4583.00 4573.00 4597.00 4561.00 -205.00 -263.00 -218.00 -256.00
2025-02-19 4344.00 4355.00 4393.00 4327.00 4587.00 4583.00 4597.00 4551.00 -243.00 -228.00 -204.00 -224.00
2025-02-18 4310.00 4348.00 4358.00 4290.00 4568.00 4584.00 4598.00 4538.00 -258.00 -236.00 -240.00 -248.00
2025-02-17 4288.00 4310.00 4313.00 4266.00 4540.00 4550.00 4578.00 4523.00 -252.00 -240.00 -265.00 -257.00
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