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
2024-09-09 4847.00 4813.00 4847.00 4775.00 4760.00 4723.00 4760.00 4687.00 87.00 90.00 87.00 88.00
2024-09-06 4873.00 4848.00 4907.00 4831.00 4756.00 4760.00 4820.00 4739.00 117.00 88.00 87.00 92.00
2024-09-05 4860.00 4848.00 4905.00 4833.00 4770.00 4753.00 4813.00 4744.00 90.00 95.00 92.00 89.00
2024-09-04 4911.00 4850.00 4933.00 4840.00 4879.00 4766.00 4879.00 4752.00 32.00 84.00 54.00 88.00
2024-09-03 5050.00 4983.00 5051.00 4982.00 4952.00 4903.00 4968.00 4901.00 98.00 80.00 83.00 81.00
2024-09-02 5141.00 5032.00 5150.00 5030.00 5047.00 4945.00 5057.00 4943.00 94.00 87.00 93.00 87.00
2024-08-30 5130.00 5141.00 5166.00 5113.00 5044.00 5049.00 5070.00 5021.00 86.00 92.00 96.00 92.00
2024-08-29 5145.00 5130.00 5163.00 5120.00 5047.00 5033.00 5063.00 5025.00 98.00 97.00 100.00 95.00
2024-08-28 5165.00 5160.00 5195.00 5151.00 5077.00 5060.00 5097.00 5059.00 88.00 100.00 98.00 92.00
2024-08-27 5180.00 5181.00 5187.00 5134.00 5080.00 5084.00 5099.00 5051.00 100.00 97.00 88.00 83.00
2024-08-26 5064.00 5140.00 5150.00 5039.00 4959.00 5050.00 5055.00 4951.00 105.00 90.00 95.00 88.00
2024-08-23 5051.00 5027.00 5065.00 5006.00 4974.00 4934.00 4984.00 4919.00 77.00 93.00 81.00 87.00
2024-08-22 5065.00 5031.00 5110.00 5013.00 4573.00 4572.00 4616.00 4560.00 492.00 459.00 494.00 453.00
2024-08-21 5041.00 5056.00 5067.00 5028.00 4538.00 4568.00 4571.00 4519.00 503.00 488.00 496.00 509.00
2024-08-20 5072.00 5041.00 5080.00 4982.00 4510.00 4529.00 4533.00 4486.00 562.00 512.00 547.00 496.00
2024-08-19 4997.00 5050.00 5088.00 4987.00 4470.00 4500.00 4536.00 4451.00 527.00 550.00 552.00 536.00
2024-08-16 5013.00 5043.00 5082.00 5002.00 4494.00 4497.00 4526.00 4471.00 519.00 546.00 556.00 531.00
2024-08-15 4513.00 4477.00 4522.00 4424.00 5070.00 4992.00 5070.00 4953.00 -557.00 -515.00 -548.00 -529.00
2024-08-14 4555.00 4513.00 4564.00 4495.00 5098.00 5065.00 5103.00 5042.00 -543.00 -552.00 -539.00 -547.00
2024-08-13 4570.00 4562.00 4600.00 4550.00 5080.00 5098.00 5128.00 5061.00 -510.00 -536.00 -528.00 -511.00
2024-08-12 4486.00 4560.00 4560.00 4456.00 5008.00 5052.00 5055.00 4955.00 -522.00 -492.00 -495.00 -499.00
2024-08-09 4500.00 4483.00 4546.00 4471.00 5005.00 4994.00 5049.00 4950.00 -505.00 -511.00 -503.00 -479.00
2024-08-08 4519.00 4490.00 4539.00 4481.00 5032.00 4995.00 5037.00 4986.00 -513.00 -505.00 -498.00 -505.00
2024-08-07 4438.00 4479.00 4492.00 4432.00 4980.00 4998.00 5025.00 4967.00 -542.00 -519.00 -533.00 -535.00
2024-08-06 4430.00 4464.00 4509.00 4430.00 4970.00 4990.00 5040.00 4963.00 -540.00 -526.00 -531.00 -533.00
2024-08-05 4574.00 4462.00 4574.00 4455.00 5120.00 4993.00 5120.00 4991.00 -546.00 -531.00 -546.00 -536.00
2024-08-02 4636.00 4617.00 4663.00 4591.00 5159.00 5162.00 5194.00 5132.00 -523.00 -545.00 -531.00 -541.00
2024-08-01 4601.00 4614.00 4620.00 4571.00 5143.00 5158.00 5165.00 5124.00 -542.00 -544.00 -545.00 -553.00
2024-07-31 4500.00 4578.00 4594.00 4481.00 5051.00 5120.00 5138.00 5035.00 -551.00 -542.00 -544.00 -554.00
2024-07-30 4503.00 4506.00 4534.00 4457.00 5090.00 5059.00 5121.00 5041.00 -587.00 -553.00 -587.00 -584.00
2024-07-29 4510.00 4518.00 4565.00 4472.00 5100.00 5104.00 5140.00 5054.00 -590.00 -586.00 -575.00 -582.00
2024-07-26 4478.00 4526.00 4548.00 4456.00 5045.00 5116.00 5130.00 5045.00 -567.00 -590.00 -582.00 -589.00
2024-07-25 4558.00 4488.00 4562.00 4472.00 5162.00 5069.00 5162.00 5051.00 -604.00 -581.00 -600.00 -579.00
2024-07-24 4460.00 4558.00 4599.00 4448.00 5046.00 5139.00 5180.00 5042.00 -586.00 -581.00 -581.00 -594.00
2024-07-23 4432.00 4475.00 4488.00 4422.00 5013.00 5059.00 5070.00 5013.00 -581.00 -584.00 -582.00 -591.00
2024-07-22 4524.00 4450.00 4527.00 4406.00 5215.00 5051.00 5215.00 5030.00 -691.00 -601.00 -688.00 -624.00
2024-07-19 4547.00 4527.00 4563.00 4521.00 5153.00 5138.00 5170.00 5133.00 -606.00 -611.00 -607.00 -612.00
2024-07-18 4540.00 4570.00 4584.00 4526.00 5156.00 5177.00 5185.00 5140.00 -616.00 -607.00 -601.00 -614.00
2024-07-17 4530.00 4521.00 4574.00 4505.00 5138.00 5137.00 5170.00 5088.00 -608.00 -616.00 -596.00 -583.00
2024-07-16 4528.00 4557.00 4569.00 4525.00 5158.00 5162.00 5177.00 5145.00 -630.00 -605.00 -608.00 -620.00
2024-07-15 4560.00 4529.00 4578.00 4521.00 5198.00 5148.00 5198.00 5146.00 -638.00 -619.00 -620.00 -625.00
2024-07-12 4575.00 4571.00 4592.00 4536.00 5188.00 5189.00 5213.00 5155.00 -613.00 -618.00 -621.00 -619.00
2024-07-11 4526.00 4572.00 4596.00 4522.00 5165.00 5197.00 5227.00 5154.00 -639.00 -625.00 -631.00 -632.00
2024-07-10 4576.00 4520.00 4638.00 4509.00 5208.00 5148.00 5227.00 4917.00 -632.00 -628.00 -589.00 -408.00
2024-07-09 4644.00 4592.00 4650.00 4583.00 5222.00 5212.00 5245.00 5196.00 -578.00 -620.00 -595.00 -613.00
2024-07-08 4690.00 4634.00 4700.00 4630.00 5316.00 5229.00 5316.00 5221.00 -626.00 -595.00 -616.00 -591.00
2024-07-05 4749.00 4685.00 4749.00 4663.00 5356.00 5299.00 5357.00 5282.00 -607.00 -614.00 -608.00 -619.00
2024-07-04 4788.00 4747.00 4794.00 4743.00 5351.00 5346.00 5393.00 5342.00 -563.00 -599.00 -599.00 -599.00
2024-07-03 4788.00 4781.00 4802.00 4760.00 5344.00 5359.00 5362.00 5309.00 -556.00 -578.00 -560.00 -549.00
2024-07-02 4705.00 4768.00 4781.00 4689.00 5247.00 5318.00 5324.00 5230.00 -542.00 -550.00 -543.00 -541.00
2024-07-01 4751.00 4705.00 4752.00 4682.00 5252.00 5244.00 5371.00 5213.00 -501.00 -539.00 -619.00 -531.00
2024-06-28 4703.00 4752.00 4764.00 4686.00 5225.00 5271.00 5283.00 5214.00 -522.00 -519.00 -519.00 -528.00
2024-06-27 4695.00 4677.00 4709.00 4660.00 5228.00 5197.00 5300.00 5182.00 -533.00 -520.00 -591.00 -522.00
2024-06-26 4720.00 4698.00 4726.00 4622.00 5215.00 5220.00 5235.00 5153.00 -495.00 -522.00 -509.00 -531.00
2024-06-25 4646.00 4726.00 4727.00 4636.00 5155.00 5234.00 5235.00 5151.00 -509.00 -508.00 -508.00 -515.00
2024-06-24 4655.00 4638.00 4674.00 4604.00 5183.00 5155.00 5189.00 5128.00 -528.00 -517.00 -515.00 -524.00
2024-06-21 4704.00 4661.00 4709.00 4654.00 5213.00 5177.00 5214.00 5171.00 -509.00 -516.00 -505.00 -517.00
2024-06-20 4692.00 4692.00 4709.00 4650.00 5208.00 5198.00 5224.00 5163.00 -516.00 -506.00 -515.00 -513.00
2024-06-19 4557.00 4675.00 4699.00 4556.00 5082.00 5191.00 5207.00 5080.00 -525.00 -516.00 -508.00 -524.00
2024-06-18 4490.00 4557.00 4577.00 4484.00 5041.00 5085.00 5109.00 5022.00 -551.00 -528.00 -532.00 -538.00
2024-06-17 4528.00 4481.00 4586.00 4479.00 5082.00 5022.00 5110.00 5022.00 -554.00 -541.00 -524.00 -543.00
2024-06-14 4498.00 4503.00 4521.00 4440.00 5028.00 5053.00 5069.00 4991.00 -530.00 -550.00 -548.00 -551.00
2024-06-13 4594.00 4493.00 4604.00 4471.00 5097.00 5029.00 5102.00 5003.00 -503.00 -536.00 -498.00 -532.00
2024-06-12 4510.00 4571.00 4574.00 4502.00 4643.00 4717.00 4721.00 4632.00 -133.00 -146.00 -147.00 -130.00
2024-06-11 4479.00 4510.00 4527.00 4461.00 4600.00 4646.00 4654.00 4591.00 -121.00 -136.00 -127.00 -130.00
2024-06-07 4458.00 4444.00 4497.00 4424.00 4605.00 4593.00 4644.00 4578.00 -147.00 -149.00 -147.00 -154.00
2024-06-06 4483.00 4461.00 4507.00 4438.00 4646.00 4612.00 4661.00 4588.00 -163.00 -151.00 -154.00 -150.00
2024-06-05 4525.00 4473.00 4529.00 4464.00 4675.00 4616.00 4684.00 4602.00 -150.00 -143.00 -155.00 -138.00
2024-06-04 4623.00 4535.00 4636.00 4517.00 4755.00 4694.00 4764.00 4684.00 -132.00 -159.00 -128.00 -167.00
2024-06-03 4790.00 4625.00 4813.00 4603.00 4856.00 4756.00 4902.00 4738.00 -66.00 -131.00 -89.00 -135.00
2024-05-31 4778.00 4746.00 4815.00 4711.00 4838.00 4844.00 4892.00 4813.00 -60.00 -98.00 -77.00 -102.00
2024-05-30 4790.00 4778.00 4846.00 4743.00 4845.00 4853.00 4910.00 4816.00 -55.00 -75.00 -64.00 -73.00
2024-05-29 4810.00 4792.00 4810.00 4724.00 4851.00 4851.00 4862.00 4777.00 -41.00 -59.00 -52.00 -53.00
2024-05-28 4800.00 4797.00 4870.00 4783.00 4850.00 4840.00 4916.00 4835.00 -50.00 -43.00 -46.00 -52.00
2024-05-27 4650.00 4779.00 4785.00 4640.00 4751.00 4845.00 4861.00 4717.00 -101.00 -66.00 -76.00 -77.00
2024-05-24 4622.00 4664.00 4675.00 4582.00 4710.00 4738.00 4742.00 4667.00 -88.00 -74.00 -67.00 -85.00
2024-05-23 4742.00 4694.00 4747.00 4675.00 4618.00 4581.00 4650.00 4550.00 124.00 113.00 97.00 125.00
2024-05-22 4770.00 4744.00 4786.00 4737.00 4585.00 4636.00 4650.00 4566.00 185.00 108.00 136.00 171.00
2024-05-21 4762.00 4795.00 4810.00 4749.00 4574.00 4595.00 4612.00 4545.00 188.00 200.00 198.00 204.00
2024-05-20 4670.00 4780.00 4791.00 4670.00 4486.00 4580.00 4588.00 4472.00 184.00 200.00 203.00 198.00
2024-05-17 4524.00 4662.00 4664.00 4518.00 4329.00 4460.00 4461.00 4326.00 195.00 202.00 203.00 192.00
2024-05-16 4458.00 4514.00 4520.00 4447.00 4281.00 4323.00 4325.00 4268.00 177.00 191.00 195.00 179.00
2024-05-15 4438.00 4471.00 4485.00 4430.00 4268.00 4291.00 4299.00 4260.00 170.00 180.00 186.00 170.00
2024-05-14 4485.00 4458.00 4508.00 4443.00 4315.00 4280.00 4319.00 4271.00 170.00 178.00 189.00 172.00
2024-05-13 4508.00 4474.00 4515.00 4435.00 4295.00 4287.00 4314.00 4255.00 213.00 187.00 201.00 180.00
2024-05-10 4501.00 4504.00 4525.00 4468.00 4305.00 4304.00 4317.00 4276.00 196.00 200.00 208.00 192.00
2024-05-09 4520.00 4496.00 4525.00 4465.00 4318.00 4299.00 4326.00 4281.00 202.00 197.00 199.00 184.00
2024-05-08 4483.00 4521.00 4546.00 4475.00 4288.00 4324.00 4343.00 4286.00 195.00 197.00 203.00 189.00
2024-05-07 4468.00 4493.00 4507.00 4448.00 4290.00 4303.00 4314.00 4277.00 178.00 190.00 193.00 171.00
2024-05-06 4458.00 4460.00 4502.00 4423.00 4317.00 4282.00 4317.00 4222.00 141.00 178.00 185.00 201.00
2024-04-30 4640.00 4556.00 4661.00 4552.00 4422.00 4372.00 4452.00 4369.00 218.00 184.00 209.00 183.00
2024-04-29 4656.00 4634.00 4680.00 4598.00 4440.00 4423.00 4467.00 4398.00 216.00 211.00 213.00 200.00
2024-04-26 4634.00 4644.00 4668.00 4592.00 4448.00 4434.00 4469.00 4409.00 186.00 210.00 199.00 183.00
2024-04-25 4639.00 4634.00 4674.00 4603.00 4660.00 4677.00 4709.00 4642.00 -21.00 -43.00 -35.00 -39.00
2024-04-24 4566.00 4631.00 4635.00 4551.00 4611.00 4667.00 4671.00 4591.00 -45.00 -36.00 -36.00 -40.00
2024-04-23 4613.00 4603.00 4645.00 4583.00 4640.00 4639.00 4682.00 4621.00 -27.00 -36.00 -37.00 -38.00
2024-04-22 4612.00 4613.00 4648.00 4586.00 4642.00 4650.00 4681.00 4618.00 -30.00 -37.00 -33.00 -32.00
2024-04-19 4690.00 4686.00 4800.00 4610.00 4632.00 4646.00 4770.00 4579.00 58.00 40.00 30.00 31.00
2024-04-18 4740.00 4678.00 4789.00 4666.00 4689.00 4639.00 4736.00 4631.00 51.00 39.00 53.00 35.00
2024-04-17 4660.00 4756.00 4772.00 4658.00 4635.00 4702.00 4723.00 4624.00 25.00 54.00 49.00 34.00
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