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
2024-04-16 4695.00 4673.00 4760.00 4665.00 4656.00 4638.00 4709.00 4626.00 39.00 35.00 51.00 39.00
2024-04-15 4743.00 4685.00 4761.00 4649.00 4710.00 4647.00 4721.00 4620.00 33.00 38.00 40.00 29.00
2024-04-12 4707.00 4722.00 4729.00 4661.00 4678.00 4688.00 4695.00 4638.00 29.00 34.00 34.00 23.00
2024-04-11 4722.00 4722.00 4742.00 4684.00 4708.00 4692.00 4708.00 4658.00 14.00 30.00 34.00 26.00
2024-04-10 4788.00 4729.00 4788.00 4708.00 4730.00 4699.00 4742.00 4675.00 58.00 30.00 46.00 33.00
2024-04-09 4795.00 4788.00 4813.00 4752.00 4732.00 4746.00 4766.00 4705.00 63.00 42.00 47.00 47.00
2024-04-08 4766.00 4768.00 4785.00 4704.00 4701.00 4713.00 4742.00 4654.00 65.00 55.00 43.00 50.00
2024-04-03 4742.00 4797.00 4820.00 4740.00 4680.00 4748.00 4761.00 4680.00 62.00 49.00 59.00 60.00
2024-04-02 4647.00 4721.00 4740.00 4644.00 4607.00 4669.00 4681.00 4594.00 40.00 52.00 59.00 50.00
2024-04-01 4594.00 4658.00 4669.00 4590.00 4540.00 4607.00 4617.00 4540.00 54.00 51.00 52.00 50.00
2024-03-29 4628.00 4594.00 4638.00 4555.00 4588.00 4545.00 4588.00 4510.00 40.00 49.00 50.00 45.00
2024-03-28 4580.00 4602.00 4623.00 4567.00 4533.00 4548.00 4574.00 4517.00 47.00 54.00 49.00 50.00
2024-03-27 4662.00 4569.00 4670.00 4563.00 4697.00 4605.00 4697.00 4600.00 -35.00 -36.00 -27.00 -37.00
2024-03-26 4666.00 4662.00 4746.00 4656.00 4692.00 4692.00 4763.00 4685.00 -26.00 -30.00 -17.00 -29.00
2024-03-25 4708.00 4666.00 4708.00 4638.00 4736.00 4702.00 4746.00 4675.00 -28.00 -36.00 -38.00 -37.00
2024-03-22 4720.00 4685.00 4732.00 4652.00 4751.00 4723.00 4760.00 4695.00 -31.00 -38.00 -28.00 -43.00
2024-03-21 4737.00 4774.00 4786.00 4689.00 4720.00 4742.00 4771.00 4655.00 17.00 32.00 15.00 34.00
2024-03-20 4799.00 4773.00 4812.00 4748.00 4730.00 4737.00 4760.00 4715.00 69.00 36.00 52.00 33.00
2024-03-19 4790.00 4792.00 4838.00 4760.00 4720.00 4735.00 4778.00 4702.00 70.00 57.00 60.00 58.00
2024-03-18 4716.00 4796.00 4798.00 4657.00 4649.00 4731.00 4731.00 4593.00 67.00 65.00 67.00 64.00
2024-03-15 4705.00 4711.00 4746.00 4697.00 4639.00 4645.00 4675.00 4615.00 66.00 66.00 71.00 82.00
2024-03-14 4665.00 4689.00 4719.00 4644.00 4565.00 4609.00 4635.00 4557.00 100.00 80.00 84.00 87.00
2024-03-13 4604.00 4626.00 4646.00 4592.00 4528.00 4540.00 4559.00 4519.00 76.00 86.00 87.00 73.00
2024-03-12 4608.00 4604.00 4635.00 4567.00 4520.00 4529.00 4556.00 4496.00 88.00 75.00 79.00 71.00
2024-03-11 4679.00 4608.00 4679.00 4595.00 4592.00 4528.00 4592.00 4520.00 87.00 80.00 87.00 75.00
2024-03-08 4723.00 4702.00 4738.00 4677.00 4628.00 4616.00 4644.00 4590.00 95.00 86.00 94.00 87.00
2024-03-07 4710.00 4723.00 4755.00 4694.00 4625.00 4633.00 4661.00 4604.00 85.00 90.00 94.00 90.00
2024-03-06 4733.00 4711.00 4752.00 4677.00 4640.00 4615.00 4647.00 4587.00 93.00 96.00 105.00 90.00
2024-03-05 4769.00 4749.00 4812.00 4735.00 4654.00 4643.00 4700.00 4629.00 115.00 106.00 112.00 106.00
2024-03-04 4785.00 4767.00 4795.00 4732.00 4675.00 4656.00 4678.00 4627.00 110.00 111.00 117.00 105.00
2024-03-01 4662.00 4747.00 4778.00 4660.00 4298.00 4400.00 4400.00 4126.00 364.00 347.00 378.00 534.00
2024-02-29 4689.00 4662.00 4741.00 4632.00 4146.00 4293.00 4427.00 4053.00 543.00 369.00 314.00 579.00
2024-02-28 4187.00 4137.00 4198.00 4135.00 4686.00 4693.00 4735.00 4669.00 -499.00 -556.00 -537.00 -534.00
2024-02-27 4136.00 4182.00 4197.00 4123.00 4636.00 4698.00 4700.00 4606.00 -500.00 -516.00 -503.00 -483.00
2024-02-26 4151.00 4139.00 4184.00 4055.00 4685.00 4622.00 4710.00 4595.00 -534.00 -483.00 -526.00 -540.00
2024-02-23 4237.00 4188.00 4251.00 4155.00 4690.00 4707.00 4741.00 4675.00 -453.00 -519.00 -490.00 -520.00
2024-02-22 4205.00 4233.00 4236.00 4175.00 4706.00 4713.00 4719.00 4680.00 -501.00 -480.00 -483.00 -505.00
2024-02-21 4222.00 4205.00 4267.00 4157.00 4661.00 4699.00 4744.00 4644.00 -439.00 -494.00 -477.00 -487.00
2024-02-20 4156.00 4236.00 4254.00 4156.00 4675.00 4693.00 4725.00 4665.00 -519.00 -457.00 -471.00 -509.00
2024-02-19 4206.00 4143.00 4255.00 4103.00 4715.00 4655.00 4728.00 4618.00 -509.00 -512.00 -473.00 -515.00
2024-02-08 4178.00 4158.00 4196.00 4125.00 4627.00 4630.00 4664.00 4588.00 -449.00 -472.00 -468.00 -463.00
2024-02-07 4198.00 4158.00 4237.00 4144.00 4660.00 4615.00 4734.00 4594.00 -462.00 -457.00 -497.00 -450.00
2024-02-06 4132.00 4181.00 4192.00 4118.00 4594.00 4637.00 4645.00 4593.00 -462.00 -456.00 -453.00 -475.00
2024-02-05 4112.00 4135.00 4148.00 4065.00 4611.00 4594.00 4628.00 4518.00 -499.00 -459.00 -480.00 -453.00
2024-02-02 4158.00 4128.00 4194.00 4103.00 4711.00 4624.00 4740.00 4606.00 -553.00 -496.00 -546.00 -503.00
2024-02-01 4130.00 4140.00 4176.00 4100.00 4700.00 4717.00 4770.00 4676.00 -570.00 -577.00 -594.00 -576.00
2024-01-31 4349.00 4123.00 4349.00 4055.00 4859.00 4693.00 4866.00 4632.00 -510.00 -570.00 -517.00 -577.00
2024-01-30 4301.00 4352.00 4382.00 4293.00 4854.00 4876.00 4925.00 4833.00 -553.00 -524.00 -543.00 -540.00
2024-01-29 4325.00 4325.00 4335.00 4216.00 4841.00 4868.00 4880.00 4761.00 -516.00 -543.00 -545.00 -545.00
2024-01-26 4359.00 4342.00 4375.00 4318.00 4410.00 4403.00 4428.00 4380.00 -51.00 -61.00 -53.00 -62.00
2024-01-25 4291.00 4349.00 4370.00 4290.00 4360.00 4405.00 4428.00 4360.00 -69.00 -56.00 -58.00 -70.00
2024-01-24 4268.00 4288.00 4300.00 4233.00 4352.00 4366.00 4382.00 4319.00 -84.00 -78.00 -82.00 -86.00
2024-01-23 4287.00 4290.00 4314.00 4253.00 4398.00 4379.00 4415.00 4361.00 -111.00 -89.00 -101.00 -108.00
2024-01-22 4365.00 4387.00 4413.00 4313.00 4251.00 4263.00 4302.00 4204.00 114.00 124.00 111.00 109.00
2024-01-19 4345.00 4365.00 4384.00 4331.00 4245.00 4254.00 4268.00 4227.00 100.00 111.00 116.00 104.00
2024-01-18 4300.00 4360.00 4379.00 4286.00 4218.00 4241.00 4260.00 4188.00 82.00 119.00 119.00 98.00
2024-01-17 4389.00 4354.00 4422.00 4333.00 4292.00 4247.00 4332.00 4235.00 97.00 107.00 90.00 98.00
2024-01-16 4312.00 4375.00 4378.00 4301.00 4222.00 4280.00 4280.00 4215.00 90.00 95.00 98.00 86.00
2024-01-15 4375.00 4339.00 4390.00 4282.00 4292.00 4250.00 4293.00 4199.00 83.00 89.00 97.00 83.00
2024-01-12 4408.00 4354.00 4422.00 4343.00 4283.00 4256.00 4306.00 4235.00 125.00 98.00 116.00 108.00
2024-01-11 4400.00 4384.00 4432.00 4312.00 4320.00 4263.00 4320.00 4211.00 80.00 121.00 112.00 101.00
2024-01-10 4522.00 4429.00 4538.00 4417.00 4394.00 4317.00 4405.00 4298.00 128.00 112.00 133.00 119.00
2024-01-09 4542.00 4472.00 4575.00 4451.00 4410.00 4347.00 4441.00 4326.00 132.00 125.00 134.00 125.00
2024-01-08 4655.00 4580.00 4664.00 4572.00 4545.00 4446.00 4545.00 4433.00 110.00 134.00 119.00 139.00
2024-01-05 4804.00 4658.00 4804.00 4613.00 4701.00 4532.00 4705.00 4516.00 103.00 126.00 99.00 97.00
2024-01-04 4888.00 4799.00 4897.00 4764.00 4779.00 4698.00 4779.00 4664.00 109.00 101.00 118.00 100.00
2024-01-03 4985.00 4868.00 4998.00 4853.00 4851.00 4745.00 4859.00 4731.00 134.00 123.00 139.00 122.00
2024-01-02 4816.00 4980.00 5030.00 4816.00 4690.00 4835.00 4883.00 4690.00 126.00 145.00 147.00 126.00
2023-12-29 4843.00 4796.00 4858.00 4751.00 4701.00 4668.00 4717.00 4624.00 142.00 128.00 141.00 127.00
2023-12-28 4834.00 4865.00 4888.00 4810.00 4693.00 4724.00 4739.00 4669.00 141.00 141.00 149.00 141.00
2023-12-27 4786.00 4848.00 4880.00 4786.00 4630.00 4701.00 4725.00 4626.00 156.00 147.00 155.00 160.00
2023-12-26 4827.00 4779.00 4829.00 4728.00 4632.00 4616.00 4667.00 4573.00 195.00 163.00 162.00 155.00
2023-12-25 4798.00 4811.00 4886.00 4758.00 4633.00 4648.00 4719.00 4595.00 165.00 163.00 167.00 163.00
2023-12-22 4730.00 4809.00 4852.00 4694.00 4842.00 4898.00 4945.00 4810.00 -112.00 -89.00 -93.00 -116.00
2023-12-21 4774.00 4774.00 4833.00 4724.00 4871.00 4870.00 4930.00 4826.00 -97.00 -96.00 -97.00 -102.00
2023-12-20 4770.00 4847.00 4893.00 4766.00 4662.00 4747.00 4784.00 4637.00 108.00 100.00 109.00 129.00
2023-12-19 4749.00 4799.00 4848.00 4747.00 4621.00 4671.00 4726.00 4614.00 128.00 128.00 122.00 133.00
2023-12-18 4789.00 4749.00 4805.00 4654.00 4647.00 4611.00 4667.00 4539.00 142.00 138.00 138.00 115.00
2023-12-15 4830.00 4771.00 4830.00 4751.00 4688.00 4637.00 4690.00 4621.00 142.00 134.00 140.00 130.00
2023-12-14 4740.00 4791.00 4831.00 4702.00 4600.00 4649.00 4685.00 4571.00 140.00 142.00 146.00 131.00
2023-12-13 4725.00 4712.00 4781.00 4636.00 4634.00 4568.00 4662.00 4520.00 91.00 144.00 119.00 116.00
2023-12-12 4801.00 4790.00 4833.00 4720.00 4670.00 4667.00 4700.00 4591.00 131.00 123.00 133.00 129.00
2023-12-11 4830.00 4841.00 4902.00 4804.00 4705.00 4695.00 4757.00 4656.00 125.00 146.00 145.00 148.00
2023-12-08 4595.00 4820.00 4874.00 4580.00 4496.00 4695.00 4752.00 4463.00 99.00 125.00 122.00 117.00
2023-12-07 4660.00 4550.00 4717.00 4506.00 4541.00 4436.00 4592.00 4401.00 119.00 114.00 125.00 105.00
2023-12-06 4657.00 4680.00 4707.00 4625.00 4535.00 4562.00 4585.00 4507.00 122.00 118.00 122.00 118.00
2023-12-05 4635.00 4672.00 4708.00 4618.00 4506.00 4545.00 4586.00 4502.00 129.00 127.00 122.00 116.00
2023-12-04 4739.00 4622.00 4739.00 4578.00 4615.00 4503.00 4630.00 4474.00 124.00 119.00 109.00 104.00
2023-12-01 4825.00 4732.00 4862.00 4711.00 4710.00 4626.00 4747.00 4602.00 115.00 106.00 115.00 109.00
2023-11-30 4788.00 4806.00 4825.00 4732.00 4691.00 4693.00 4713.00 4626.00 97.00 113.00 112.00 106.00
2023-11-29 4841.00 4773.00 4876.00 4771.00 4726.00 4665.00 4753.00 4663.00 115.00 108.00 123.00 108.00
2023-11-28 4796.00 4820.00 4848.00 4757.00 4699.00 4703.00 4725.00 4651.00 97.00 117.00 123.00 106.00
2023-11-27 4846.00 4807.00 4860.00 4726.00 4758.00 4698.00 4758.00 4625.00 88.00 109.00 102.00 101.00
2023-11-24 4861.00 4860.00 4892.00 4821.00 4904.00 4920.00 4953.00 4877.00 -43.00 -60.00 -61.00 -56.00
2023-11-23 4852.00 4837.00 4894.00 4738.00 4905.00 4888.00 4944.00 4785.00 -53.00 -51.00 -50.00 -47.00
2023-11-22 4930.00 4916.00 4990.00 4838.00 4977.00 4963.00 5055.00 4882.00 -47.00 -47.00 -65.00 -44.00
2023-11-21 5189.00 4917.00 5200.00 4910.00 5222.00 4976.00 5237.00 4970.00 -33.00 -59.00 -37.00 -60.00
2023-11-20 5130.00 5197.00 5224.00 5103.00 5079.00 5161.00 5169.00 5037.00 51.00 36.00 55.00 66.00
2023-11-17 5179.00 5101.00 5208.00 5044.00 5120.00 5043.00 5171.00 5013.00 59.00 58.00 37.00 31.00
2023-11-16 5250.00 5185.00 5250.00 5139.00 5210.00 5145.00 5210.00 5107.00 40.00 40.00 40.00 32.00
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