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
2025-02-14 4285.00 4299.00 4336.00 4277.00 4600.00 4560.00 4630.00 4535.00 -315.00 -261.00 -294.00 -258.00
2025-02-13 4381.00 4285.00 4393.00 4261.00 4735.00 4580.00 4739.00 4555.00 -354.00 -295.00 -346.00 -294.00
2025-02-12 4408.00 4403.00 4420.00 4352.00 4730.00 4746.00 4752.00 4694.00 -322.00 -343.00 -332.00 -342.00
2025-02-11 4364.00 4395.00 4395.00 4341.00 4668.00 4724.00 4725.00 4655.00 -304.00 -329.00 -330.00 -314.00
2025-02-10 4374.00 4360.00 4416.00 4346.00 4676.00 4666.00 4698.00 4646.00 -302.00 -306.00 -282.00 -300.00
2025-02-07 4386.00 4368.00 4400.00 4322.00 4676.00 4665.00 4688.00 4632.00 -290.00 -297.00 -288.00 -310.00
2025-02-06 4355.00 4381.00 4425.00 4351.00 4637.00 4672.00 4696.00 4637.00 -282.00 -291.00 -271.00 -286.00
2025-02-05 4290.00 4369.00 4396.00 4290.00 4620.00 4656.00 4700.00 4609.00 -330.00 -287.00 -304.00 -319.00
2025-01-27 4315.00 4287.00 4346.00 4286.00 4629.00 4602.00 4648.00 4597.00 -314.00 -315.00 -302.00 -311.00
2025-01-24 4340.00 4310.00 4354.00 4291.00 4696.00 4614.00 4696.00 4601.00 -356.00 -304.00 -342.00 -310.00
2025-01-23 4390.00 4323.00 4417.00 4308.00 4728.00 4672.00 4745.00 4658.00 -338.00 -349.00 -328.00 -350.00
2025-01-22 4443.00 4399.00 4443.00 4378.00 4761.00 4720.00 4769.00 4703.00 -318.00 -321.00 -326.00 -325.00
2025-01-21 4502.00 4459.00 4510.00 4454.00 4829.00 4781.00 4829.00 4776.00 -327.00 -322.00 -319.00 -322.00
2025-01-20 4555.00 4498.00 4566.00 4466.00 4650.00 4604.00 4652.00 4568.00 -95.00 -106.00 -86.00 -102.00
2025-01-17 4571.00 4565.00 4617.00 4511.00 4676.00 4652.00 4721.00 4637.00 -105.00 -87.00 -104.00 -126.00
2025-01-16 4526.00 4590.00 4603.00 4474.00 4631.00 4688.00 4712.00 4554.00 -105.00 -98.00 -109.00 -80.00
2025-01-15 4661.00 4654.00 4680.00 4602.00 4555.00 4526.00 4555.00 4469.00 106.00 128.00 125.00 133.00
2025-01-14 4595.00 4675.00 4699.00 4585.00 4479.00 4541.00 4564.00 4450.00 116.00 134.00 135.00 135.00
2025-01-13 4519.00 4596.00 4665.00 4463.00 4424.00 4462.00 4545.00 4358.00 95.00 134.00 120.00 105.00
2025-01-10 4458.00 4480.00 4493.00 4444.00 4389.00 4376.00 4401.00 4363.00 69.00 104.00 92.00 81.00
2025-01-09 4396.00 4449.00 4462.00 4379.00 4274.00 4366.00 4377.00 4274.00 122.00 83.00 85.00 105.00
2025-01-08 4396.00 4375.00 4425.00 4366.00 4311.00 4300.00 4340.00 4288.00 85.00 75.00 85.00 78.00
2025-01-07 4443.00 4377.00 4449.00 4323.00 4353.00 4300.00 4359.00 4237.00 90.00 77.00 90.00 86.00
2025-01-06 4462.00 4428.00 4500.00 4413.00 4357.00 4338.00 4390.00 4326.00 105.00 90.00 110.00 87.00
2025-01-03 4517.00 4444.00 4521.00 4441.00 4400.00 4347.00 4404.00 4345.00 117.00 97.00 117.00 96.00
2025-01-02 4539.00 4499.00 4548.00 4470.00 4400.00 4384.00 4405.00 4341.00 139.00 115.00 143.00 129.00
2024-12-31 4359.00 4541.00 4591.00 4359.00 4171.00 4387.00 4436.00 4171.00 188.00 154.00 155.00 188.00
2024-12-30 4346.00 4353.00 4371.00 4329.00 4163.00 4160.00 4173.00 4137.00 183.00 193.00 198.00 192.00
2024-12-27 4360.00 4325.00 4379.00 4320.00 4169.00 4144.00 4187.00 4136.00 191.00 181.00 192.00 184.00
2024-12-26 4310.00 4355.00 4363.00 4306.00 4151.00 4167.00 4174.00 4132.00 159.00 188.00 189.00 174.00
2024-12-25 4320.00 4325.00 4343.00 4303.00 4165.00 4151.00 4179.00 4137.00 155.00 174.00 164.00 166.00
2024-12-24 4251.00 4320.00 4320.00 4242.00 4124.00 4163.00 4164.00 4110.00 127.00 157.00 156.00 132.00
2024-12-23 4279.00 4271.00 4294.00 4237.00 4150.00 4135.00 4157.00 4109.00 129.00 136.00 137.00 128.00
2024-12-20 4302.00 4275.00 4330.00 4255.00 4153.00 4144.00 4184.00 4114.00 149.00 131.00 146.00 141.00
2024-12-19 4311.00 4307.00 4320.00 4252.00 4402.00 4408.00 4418.00 4356.00 -91.00 -101.00 -98.00 -104.00
2024-12-18 4303.00 4294.00 4320.00 4276.00 4398.00 4392.00 4413.00 4375.00 -95.00 -98.00 -93.00 -99.00
2024-12-17 4360.00 4325.00 4360.00 4322.00 4417.00 4412.00 4444.00 4403.00 -57.00 -87.00 -84.00 -81.00
2024-12-16 4382.00 4358.00 4382.00 4293.00 4442.00 4442.00 4456.00 4372.00 -60.00 -84.00 -74.00 -79.00
2024-12-13 4482.00 4451.00 4484.00 4433.00 4400.00 4372.00 4404.00 4353.00 82.00 79.00 80.00 80.00
2024-12-12 4463.00 4482.00 4498.00 4436.00 4377.00 4400.00 4412.00 4343.00 86.00 82.00 86.00 93.00
2024-12-11 4386.00 4460.00 4469.00 4383.00 4292.00 4362.00 4369.00 4288.00 94.00 98.00 100.00 95.00
2024-12-10 4365.00 4386.00 4440.00 4363.00 4263.00 4282.00 4341.00 4259.00 102.00 104.00 99.00 104.00
2024-12-09 4323.00 4355.00 4363.00 4310.00 4210.00 4247.00 4260.00 4210.00 113.00 108.00 103.00 100.00
2024-12-06 4423.00 4315.00 4429.00 4308.00 4362.00 4221.00 4362.00 4215.00 61.00 94.00 67.00 93.00
2024-12-05 4455.00 4417.00 4504.00 4411.00 4389.00 4343.00 4432.00 4335.00 66.00 74.00 72.00 76.00
2024-12-04 4501.00 4446.00 4501.00 4434.00 4424.00 4376.00 4424.00 4366.00 77.00 70.00 77.00 68.00
2024-12-03 4481.00 4480.00 4502.00 4456.00 4383.00 4404.00 4413.00 4372.00 98.00 76.00 89.00 84.00
2024-12-02 4415.00 4471.00 4492.00 4384.00 4323.00 4383.00 4403.00 4299.00 92.00 88.00 89.00 85.00
2024-11-29 4399.00 4419.00 4422.00 4382.00 4308.00 4330.00 4331.00 4291.00 91.00 89.00 91.00 91.00
2024-11-28 4418.00 4378.00 4429.00 4370.00 4325.00 4285.00 4336.00 4280.00 93.00 93.00 93.00 90.00
2024-11-27 4414.00 4418.00 4433.00 4375.00 4315.00 4325.00 4340.00 4291.00 99.00 93.00 93.00 84.00
2024-11-26 4451.00 4414.00 4463.00 4379.00 4348.00 4318.00 4362.00 4283.00 103.00 96.00 101.00 96.00
2024-11-25 4430.00 4444.00 4467.00 4400.00 4507.00 4508.00 4538.00 4484.00 -77.00 -64.00 -71.00 -84.00
2024-11-22 4456.00 4418.00 4458.00 4393.00 4533.00 4504.00 4549.00 4480.00 -77.00 -86.00 -91.00 -87.00
2024-11-21 4416.00 4435.00 4476.00 4400.00 4482.00 4516.00 4547.00 4482.00 -66.00 -81.00 -71.00 -82.00
2024-11-20 4485.00 4478.00 4500.00 4453.00 4371.00 4390.00 4403.00 4338.00 114.00 88.00 97.00 115.00
2024-11-19 4368.00 4485.00 4486.00 4354.00 4240.00 4371.00 4372.00 4237.00 128.00 114.00 114.00 117.00
2024-11-18 4435.00 4359.00 4439.00 4312.00 4320.00 4248.00 4324.00 4208.00 115.00 111.00 115.00 104.00
2024-11-15 4492.00 4415.00 4535.00 4414.00 4372.00 4302.00 4419.00 4302.00 120.00 113.00 116.00 112.00
2024-11-14 4407.00 4464.00 4470.00 4391.00 4310.00 4358.00 4370.00 4305.00 97.00 106.00 100.00 86.00
2024-11-13 4402.00 4408.00 4431.00 4386.00 4326.00 4316.00 4341.00 4300.00 76.00 92.00 90.00 86.00
2024-11-12 4366.00 4410.00 4423.00 4366.00 4296.00 4318.00 4336.00 4285.00 70.00 92.00 87.00 81.00
2024-11-11 4429.00 4408.00 4469.00 4376.00 4339.00 4323.00 4377.00 4295.00 90.00 85.00 92.00 81.00
2024-11-08 4415.00 4445.00 4487.00 4410.00 4332.00 4355.00 4394.00 4331.00 83.00 90.00 93.00 79.00
2024-11-07 4370.00 4428.00 4453.00 4336.00 4292.00 4350.00 4369.00 4261.00 78.00 78.00 84.00 75.00
2024-11-06 4520.00 4375.00 4535.00 4336.00 4443.00 4301.00 4455.00 4268.00 77.00 74.00 80.00 68.00
2024-11-05 4535.00 4513.00 4540.00 4496.00 4448.00 4433.00 4461.00 4420.00 87.00 80.00 79.00 76.00
2024-11-04 4505.00 4515.00 4532.00 4472.00 4436.00 4437.00 4445.00 4399.00 69.00 78.00 87.00 73.00
2024-11-01 4535.00 4517.00 4543.00 4484.00 4438.00 4430.00 4446.00 4400.00 97.00 87.00 97.00 84.00
2024-10-31 4516.00 4524.00 4534.00 4484.00 4431.00 4427.00 4438.00 4405.00 85.00 97.00 96.00 79.00
2024-10-30 4579.00 4510.00 4590.00 4475.00 4484.00 4418.00 4490.00 4393.00 95.00 92.00 100.00 82.00
2024-10-29 4586.00 4561.00 4620.00 4536.00 4513.00 4466.00 4537.00 4452.00 73.00 95.00 83.00 84.00
2024-10-28 4687.00 4632.00 4692.00 4560.00 4599.00 4543.00 4615.00 4492.00 88.00 89.00 77.00 68.00
2024-10-25 4685.00 4664.00 4740.00 4647.00 4600.00 4589.00 4659.00 4577.00 85.00 75.00 81.00 70.00
2024-10-24 4650.00 4685.00 4685.00 4625.00 4743.00 4762.00 4767.00 4715.00 -93.00 -77.00 -82.00 -90.00
2024-10-23 4677.00 4674.00 4714.00 4665.00 4788.00 4760.00 4802.00 4759.00 -111.00 -86.00 -88.00 -94.00
2024-10-22 4687.00 4656.00 4691.00 4620.00 4809.00 4763.00 4809.00 4724.00 -122.00 -107.00 -118.00 -104.00
2024-10-21 4708.00 4662.00 4724.00 4645.00 4771.00 4771.00 4810.00 4752.00 -63.00 -109.00 -86.00 -107.00
2024-10-18 4776.00 4786.00 4795.00 4752.00 4705.00 4715.00 4731.00 4683.00 71.00 71.00 64.00 69.00
2024-10-17 4802.00 4762.00 4837.00 4758.00 4756.00 4701.00 4785.00 4700.00 46.00 61.00 52.00 58.00
2024-10-16 4816.00 4807.00 4849.00 4802.00 4782.00 4750.00 4806.00 4745.00 34.00 57.00 43.00 57.00
2024-10-15 4920.00 4825.00 4939.00 4814.00 4862.00 4791.00 4898.00 4773.00 58.00 34.00 41.00 41.00
2024-10-14 4945.00 4932.00 4972.00 4910.00 4904.00 4882.00 4914.00 4850.00 41.00 50.00 58.00 60.00
2024-10-11 4928.00 4955.00 4982.00 4917.00 4898.00 4909.00 4927.00 4863.00 30.00 46.00 55.00 54.00
2024-10-10 4904.00 4905.00 4967.00 4877.00 4842.00 4853.00 4899.00 4808.00 62.00 52.00 68.00 69.00
2024-10-09 5029.00 4930.00 5030.00 4861.00 4957.00 4870.00 4958.00 4800.00 72.00 60.00 72.00 61.00
2024-10-08 5005.00 5023.00 5078.00 4964.00 4966.00 4953.00 5005.00 4916.00 39.00 70.00 73.00 48.00
2024-09-30 4694.00 4792.00 4817.00 4668.00 4566.00 4715.00 4734.00 4566.00 128.00 77.00 83.00 102.00
2024-09-27 4645.00 4686.00 4703.00 4610.00 4546.00 4585.00 4601.00 4514.00 99.00 101.00 102.00 96.00
2024-09-26 4668.00 4655.00 4720.00 4609.00 4710.00 4694.00 4753.00 4663.00 -42.00 -39.00 -33.00 -54.00
2024-09-25 4666.00 4682.00 4756.00 4666.00 4768.00 4741.00 4814.00 4733.00 -102.00 -59.00 -58.00 -67.00
2024-09-24 4570.00 4656.00 4666.00 4550.00 4689.00 4744.00 4757.00 4672.00 -119.00 -88.00 -91.00 -122.00
2024-09-23 4615.00 4562.00 4630.00 4548.00 4780.00 4690.00 4780.00 4669.00 -165.00 -128.00 -150.00 -121.00
2024-09-20 4792.00 4760.00 4805.00 4738.00 4688.00 4640.00 4697.00 4620.00 104.00 120.00 108.00 118.00
2024-09-19 4744.00 4789.00 4795.00 4716.00 4615.00 4669.00 4676.00 4587.00 129.00 120.00 119.00 129.00
2024-09-18 4760.00 4728.00 4767.00 4687.00 4658.00 4610.00 4664.00 4571.00 102.00 118.00 103.00 116.00
2024-09-13 4701.00 4721.00 4764.00 4695.00 4615.00 4617.00 4668.00 4601.00 86.00 104.00 96.00 94.00
2024-09-12 4728.00 4720.00 4734.00 4578.00 4645.00 4627.00 4645.00 4491.00 83.00 93.00 89.00 87.00
2024-09-11 4741.00 4721.00 4756.00 4641.00 4645.00 4635.00 4664.00 4556.00 96.00 86.00 92.00 85.00
2024-09-10 4830.00 4756.00 4846.00 4741.00 4723.00 4669.00 4750.00 4654.00 107.00 87.00 96.00 87.00
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