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
2023-11-15 5228.00 5262.00 5273.00 5186.00 5176.00 5225.00 5233.00 5138.00 52.00 37.00 40.00 48.00
2023-11-14 5225.00 5254.00 5288.00 5214.00 5162.00 5196.00 5220.00 5153.00 63.00 58.00 68.00 61.00
2023-11-13 5298.00 5210.00 5333.00 5162.00 5222.00 5148.00 5265.00 5116.00 76.00 62.00 68.00 46.00
2023-11-10 5255.00 5283.00 5378.00 5243.00 5178.00 5208.00 5283.00 5167.00 77.00 75.00 95.00 76.00
2023-11-09 5088.00 5235.00 5245.00 5076.00 5030.00 5157.00 5161.00 5018.00 58.00 78.00 84.00 58.00
2023-11-08 5102.00 5130.00 5146.00 5041.00 5035.00 5066.00 5081.00 4987.00 67.00 64.00 65.00 54.00
2023-11-07 5228.00 5115.00 5229.00 5108.00 5122.00 5059.00 5150.00 5050.00 106.00 56.00 79.00 58.00
2023-11-06 5260.00 5217.00 5268.00 5141.00 5160.00 5143.00 5189.00 5075.00 100.00 74.00 79.00 66.00
2023-11-03 5220.00 5248.00 5276.00 5177.00 5130.00 5172.00 5194.00 5100.00 90.00 76.00 82.00 77.00
2023-11-02 5286.00 5229.00 5294.00 5206.00 5190.00 5142.00 5199.00 5114.00 96.00 87.00 95.00 92.00
2023-11-01 5193.00 5238.00 5262.00 5147.00 5065.00 5146.00 5167.00 5059.00 128.00 92.00 95.00 88.00
2023-10-31 5108.00 5158.00 5160.00 5007.00 5053.00 5068.00 5071.00 4938.00 55.00 90.00 89.00 69.00
2023-10-30 5143.00 5136.00 5215.00 5105.00 5029.00 5058.00 5113.00 5011.00 114.00 78.00 102.00 94.00
2023-10-27 4982.00 5142.00 5155.00 4962.00 5078.00 5224.00 5229.00 5064.00 -96.00 -82.00 -74.00 -102.00
2023-10-26 5052.00 5033.00 5104.00 4996.00 5145.00 5125.00 5200.00 5093.00 -93.00 -92.00 -96.00 -97.00
2023-10-25 5210.00 5116.00 5210.00 5103.00 5113.00 5024.00 5117.00 5004.00 97.00 92.00 93.00 99.00
2023-10-24 5258.00 5220.00 5309.00 5155.00 5160.00 5125.00 5207.00 5066.00 98.00 95.00 102.00 89.00
2023-10-23 5177.00 5236.00 5260.00 5103.00 5110.00 5136.00 5160.00 5021.00 67.00 100.00 100.00 82.00
2023-10-20 5126.00 5170.00 5223.00 5045.00 5057.00 5085.00 5142.00 4972.00 69.00 85.00 81.00 73.00
2023-10-19 5170.00 5155.00 5202.00 5119.00 5069.00 5085.00 5112.00 5043.00 101.00 70.00 90.00 76.00
2023-10-18 5094.00 5151.00 5202.00 5034.00 4988.00 5069.00 5119.00 4956.00 106.00 82.00 83.00 78.00
2023-10-17 5179.00 5083.00 5180.00 5009.00 5100.00 5004.00 5120.00 4942.00 79.00 79.00 60.00 67.00
2023-10-16 5225.00 5163.00 5248.00 5138.00 5106.00 5106.00 5189.00 5079.00 119.00 57.00 59.00 59.00
2023-10-13 5150.00 5112.00 5162.00 5055.00 5076.00 5034.00 5076.00 4973.00 74.00 78.00 86.00 82.00
2023-10-12 5150.00 5084.00 5173.00 5008.00 5099.00 5001.00 5099.00 4926.00 51.00 83.00 74.00 82.00
2023-10-11 5311.00 5207.00 5312.00 5163.00 5223.00 5131.00 5223.00 5100.00 88.00 76.00 89.00 63.00
2023-10-10 5408.00 5311.00 5409.00 5263.00 5330.00 5210.00 5330.00 5176.00 78.00 101.00 79.00 87.00
2023-10-09 5500.00 5404.00 5573.00 5347.00 5498.00 5325.00 5498.00 5280.00 2.00 79.00 75.00 67.00
2023-09-28 5486.00 5681.00 5692.00 5432.00 5464.00 5599.00 5600.00 5367.00 22.00 82.00 92.00 65.00
2023-09-27 5431.00 5458.00 5496.00 5332.00 5468.00 5496.00 5538.00 5400.00 -37.00 -38.00 -42.00 -68.00
2023-09-26 5630.00 5415.00 5630.00 5385.00 5665.00 5465.00 5673.00 5434.00 -35.00 -50.00 -43.00 -49.00
2023-09-25 5726.00 5655.00 5740.00 5633.00 5758.00 5696.00 5789.00 5683.00 -32.00 -41.00 -49.00 -50.00
2023-09-22 5566.00 5689.00 5713.00 5561.00 5683.00 5742.00 5758.00 5655.00 -117.00 -53.00 -45.00 -94.00
2023-09-21 5700.00 5633.00 5757.00 5630.00 5619.00 5527.00 5678.00 5525.00 81.00 106.00 79.00 105.00
2023-09-20 5820.00 5711.00 5864.00 5663.00 5740.00 5620.00 5792.00 5580.00 80.00 91.00 72.00 83.00
2023-09-19 5676.00 5780.00 5808.00 5655.00 5573.00 5712.00 5730.00 5562.00 103.00 68.00 78.00 93.00
2023-09-18 5665.00 5661.00 5692.00 5580.00 5589.00 5566.00 5595.00 5503.00 76.00 95.00 97.00 77.00
2023-09-15 5744.00 5695.00 5775.00 5670.00 5626.00 5600.00 5662.00 5565.00 118.00 95.00 113.00 105.00
2023-09-14 5690.00 5687.00 5706.00 5584.00 5575.00 5583.00 5598.00 5474.00 115.00 104.00 108.00 110.00
2023-09-13 5716.00 5678.00 5818.00 5636.00 5598.00 5562.00 5678.00 5522.00 118.00 116.00 140.00 114.00
2023-09-12 5600.00 5679.00 5715.00 5600.00 5464.00 5553.00 5586.00 5455.00 136.00 126.00 129.00 145.00
2023-09-11 5580.00 5595.00 5740.00 5550.00 5437.00 5448.00 5570.00 5402.00 143.00 147.00 170.00 148.00
2023-09-08 5656.00 5551.00 5668.00 5524.00 5500.00 5402.00 5528.00 5384.00 156.00 149.00 140.00 140.00
2023-09-07 5733.00 5640.00 5740.00 5578.00 5593.00 5503.00 5596.00 5441.00 140.00 137.00 144.00 137.00
2023-09-06 5655.00 5763.00 5795.00 5641.00 5532.00 5615.00 5647.00 5507.00 123.00 148.00 148.00 134.00
2023-09-05 5614.00 5662.00 5699.00 5554.00 5498.00 5528.00 5567.00 5437.00 116.00 134.00 132.00 117.00
2023-09-04 5510.00 5613.00 5655.00 5505.00 5391.00 5490.00 5527.00 5386.00 119.00 123.00 128.00 119.00
2023-09-01 5394.00 5492.00 5517.00 5369.00 5274.00 5372.00 5394.00 5248.00 120.00 120.00 123.00 121.00
2023-08-31 5320.00 5365.00 5405.00 5320.00 5230.00 5250.00 5285.00 5208.00 90.00 115.00 120.00 112.00
2023-08-30 5221.00 5308.00 5318.00 5202.00 5115.00 5205.00 5215.00 5086.00 106.00 103.00 103.00 116.00
2023-08-29 5282.00 5215.00 5293.00 5160.00 4710.00 4619.00 4736.00 4570.00 572.00 596.00 557.00 590.00
2023-08-28 5172.00 5287.00 5290.00 5154.00 4405.00 4745.00 4746.00 4405.00 767.00 542.00 544.00 749.00
2023-08-25 5080.00 5130.00 5156.00 5063.00 4442.00 4393.00 4482.00 4366.00 638.00 737.00 674.00 697.00
2023-08-24 4509.00 4442.00 4545.00 4433.00 5090.00 5073.00 5159.00 5062.00 -581.00 -631.00 -614.00 -629.00
2023-08-23 4548.00 4532.00 4580.00 4460.00 5080.00 5120.00 5146.00 5048.00 -532.00 -588.00 -566.00 -588.00
2023-08-22 4504.00 4546.00 4700.00 4481.00 5020.00 5084.00 5125.00 5015.00 -516.00 -538.00 -425.00 -534.00
2023-08-21 4502.00 4471.00 4551.00 4400.00 4920.00 4992.00 4998.00 4878.00 -418.00 -521.00 -447.00 -478.00
2023-08-18 4468.00 4531.00 4585.00 4444.00 4882.00 4936.00 4982.00 4869.00 -414.00 -405.00 -397.00 -425.00
2023-08-17 4468.00 4451.00 4481.00 4370.00 4938.00 4866.00 4942.00 4810.00 -470.00 -415.00 -461.00 -440.00
2023-08-16 4430.00 4464.00 4495.00 4406.00 4972.00 4920.00 4988.00 4911.00 -542.00 -456.00 -493.00 -505.00
2023-08-15 4391.00 4468.00 4479.00 4377.00 4970.00 5008.00 5020.00 4956.00 -579.00 -540.00 -541.00 -579.00
2023-08-14 4330.00 4378.00 4455.00 4325.00 4960.00 4973.00 5010.00 4930.00 -630.00 -595.00 -555.00 -605.00
2023-08-11 4329.00 4319.00 4363.00 4254.00 4993.00 4948.00 5005.00 4946.00 -664.00 -629.00 -642.00 -692.00
2023-08-10 4129.00 4289.00 4289.00 4106.00 4935.00 5005.00 5049.00 4891.00 -806.00 -716.00 -760.00 -785.00
2023-08-09 4019.00 4078.00 4082.00 3962.00 4855.00 4894.00 4902.00 4816.00 -836.00 -816.00 -820.00 -854.00
2023-08-08 4062.00 4053.00 4113.00 4053.00 4889.00 4893.00 4938.00 4883.00 -827.00 -840.00 -825.00 -830.00
2023-08-07 3993.00 4051.00 4098.00 3969.00 4925.00 4896.00 4940.00 4837.00 -932.00 -845.00 -842.00 -868.00
2023-08-04 3980.00 3975.00 4002.00 3930.00 4907.00 4907.00 4960.00 4885.00 -927.00 -932.00 -958.00 -955.00
2023-08-03 4100.00 3941.00 4108.00 3886.00 4972.00 4882.00 4972.00 4846.00 -872.00 -941.00 -864.00 -960.00
2023-08-02 4165.00 4113.00 4165.00 4107.00 4996.00 4958.00 4997.00 4935.00 -831.00 -845.00 -832.00 -828.00
2023-08-01 4155.00 4175.00 4188.00 4091.00 4954.00 5004.00 5014.00 4906.00 -799.00 -829.00 -826.00 -815.00
2023-07-31 4152.00 4107.00 4195.00 4085.00 4956.00 4906.00 4981.00 4887.00 -804.00 -799.00 -786.00 -802.00
2023-07-28 3976.00 4138.00 4141.00 3976.00 4801.00 4943.00 4957.00 4799.00 -825.00 -805.00 -816.00 -823.00
2023-07-27 3960.00 3963.00 3986.00 3900.00 4712.00 4775.00 4821.00 4686.00 -752.00 -812.00 -835.00 -786.00
2023-07-26 3950.00 3970.00 3994.00 3941.00 4670.00 4727.00 4728.00 4661.00 -720.00 -757.00 -734.00 -720.00
2023-07-25 3909.00 3954.00 3956.00 3859.00 4650.00 4681.00 4687.00 4596.00 -741.00 -727.00 -731.00 -737.00
2023-07-24 3920.00 3890.00 3984.00 3824.00 4618.00 4611.00 4694.00 4580.00 -698.00 -721.00 -710.00 -756.00
2023-07-21 3925.00 3907.00 3940.00 3871.00 4621.00 4613.00 4630.00 4577.00 -696.00 -706.00 -690.00 -706.00
2023-07-20 3890.00 3922.00 3946.00 3874.00 4600.00 4617.00 4655.00 4577.00 -710.00 -695.00 -709.00 -703.00
2023-07-19 3818.00 3874.00 3880.00 3818.00 4533.00 4575.00 4581.00 4527.00 -715.00 -701.00 -701.00 -709.00
2023-07-18 3809.00 3836.00 3842.00 3780.00 4506.00 4538.00 4540.00 4486.00 -697.00 -702.00 -698.00 -706.00
2023-07-17 3912.00 3808.00 3926.00 3784.00 4600.00 4509.00 4600.00 4484.00 -688.00 -701.00 -674.00 -700.00
2023-07-14 3920.00 3912.00 3957.00 3893.00 4584.00 4591.00 4650.00 4563.00 -664.00 -679.00 -693.00 -670.00
2023-07-13 3932.00 3912.00 3946.00 3877.00 4605.00 4585.00 4614.00 4539.00 -673.00 -673.00 -668.00 -662.00
2023-07-12 3850.00 3922.00 3927.00 3823.00 4530.00 4595.00 4597.00 4529.00 -680.00 -673.00 -670.00 -706.00
2023-07-11 3755.00 3824.00 3838.00 3702.00 3782.00 3854.00 3868.00 3734.00 -27.00 -30.00 -30.00 -32.00
2023-07-10 3691.00 3755.00 3790.00 3691.00 3732.00 3781.00 3815.00 3727.00 -41.00 -26.00 -25.00 -36.00
2023-07-07 3662.00 3689.00 3716.00 3652.00 3705.00 3730.00 3759.00 3703.00 -43.00 -41.00 -43.00 -51.00
2023-07-06 3678.00 3670.00 3679.00 3652.00 3718.00 3718.00 3735.00 3705.00 -40.00 -48.00 -56.00 -53.00
2023-07-05 3710.00 3664.00 3718.00 3636.00 3764.00 3721.00 3768.00 3696.00 -54.00 -57.00 -50.00 -60.00
2023-07-04 3685.00 3700.00 3730.00 3672.00 3745.00 3752.00 3780.00 3728.00 -60.00 -52.00 -50.00 -56.00
2023-07-03 3663.00 3668.00 3695.00 3661.00 3727.00 3730.00 3765.00 3721.00 -64.00 -62.00 -70.00 -60.00
2023-06-30 3665.00 3675.00 3728.00 3655.00 3771.00 3744.00 3799.00 3731.00 -106.00 -69.00 -71.00 -76.00
2023-06-29 3639.00 3682.00 3701.00 3633.00 3758.00 3771.00 3800.00 3747.00 -119.00 -89.00 -99.00 -114.00
2023-06-28 3645.00 3653.00 3674.00 3637.00 3766.00 3764.00 3791.00 3758.00 -121.00 -111.00 -117.00 -121.00
2023-06-27 3660.00 3671.00 3688.00 3646.00 3768.00 3789.00 3804.00 3763.00 -108.00 -118.00 -116.00 -117.00
2023-06-26 3725.00 3659.00 3766.00 3630.00 3843.00 3770.00 3879.00 3743.00 -118.00 -111.00 -113.00 -113.00
2023-06-21 3752.00 3758.00 3779.00 3738.00 3857.00 3868.00 3893.00 3850.00 -105.00 -110.00 -114.00 -112.00
2023-06-20 3710.00 3770.00 3832.00 3703.00 3830.00 3879.00 3948.00 3821.00 -120.00 -109.00 -116.00 -118.00
2023-06-19 3715.00 3677.00 3725.00 3622.00 3905.00 3890.00 3915.00 3852.00 -190.00 -213.00 -190.00 -230.00
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