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
2023-06-16 3650.00 3699.00 3708.00 3636.00 3830.00 3886.00 3890.00 3830.00 -180.00 -187.00 -182.00 -194.00
2023-06-15 3853.00 3837.00 3883.00 3804.00 3656.00 3643.00 3685.00 3608.00 197.00 194.00 198.00 196.00
2023-06-14 3821.00 3844.00 3872.00 3816.00 3582.00 3643.00 3668.00 3582.00 239.00 201.00 204.00 234.00
2023-06-13 3815.00 3800.00 3831.00 3758.00 3598.00 3561.00 3605.00 3547.00 217.00 239.00 226.00 211.00
2023-06-12 3847.00 3843.00 3878.00 3768.00 3660.00 3619.00 3679.00 3556.00 187.00 224.00 199.00 212.00
2023-06-09 3878.00 3837.00 3887.00 3806.00 3689.00 3644.00 3689.00 3621.00 189.00 193.00 198.00 185.00
2023-06-08 3897.00 3864.00 3930.00 3842.00 3680.00 3663.00 3728.00 3650.00 217.00 201.00 202.00 192.00
2023-06-07 3869.00 3855.00 3904.00 3826.00 3679.00 3669.00 3713.00 3648.00 190.00 186.00 191.00 178.00
2023-06-06 3891.00 3878.00 3926.00 3860.00 3720.00 3689.00 3741.00 3687.00 171.00 189.00 185.00 173.00
2023-06-05 3915.00 3870.00 3952.00 3852.00 3736.00 3688.00 3756.00 3666.00 179.00 182.00 196.00 186.00
2023-06-02 3888.00 3905.00 3937.00 3844.00 3680.00 3718.00 3739.00 3664.00 208.00 187.00 198.00 180.00
2023-06-01 3744.00 3889.00 3903.00 3738.00 3588.00 3698.00 3706.00 3580.00 156.00 191.00 197.00 158.00
2023-05-31 3990.00 3813.00 4000.00 3813.00 3842.00 3650.00 3842.00 3644.00 148.00 163.00 158.00 169.00
2023-05-30 4110.00 4103.00 4140.00 4065.00 3904.00 3894.00 3937.00 3861.00 206.00 209.00 203.00 204.00
2023-05-29 4121.00 4136.00 4165.00 4062.00 3903.00 3928.00 3960.00 3888.00 218.00 208.00 205.00 174.00
2023-05-26 4200.00 4090.00 4200.00 4021.00 3999.00 3892.00 3999.00 3850.00 201.00 198.00 201.00 171.00
2023-05-25 4171.00 4222.00 4249.00 4171.00 4020.00 4012.00 4050.00 3995.00 151.00 210.00 199.00 176.00
2023-05-24 4086.00 4195.00 4205.00 4071.00 3915.00 4004.00 4015.00 3904.00 171.00 191.00 190.00 167.00
2023-05-23 4135.00 4061.00 4135.00 4034.00 4248.00 4178.00 4248.00 4142.00 -113.00 -117.00 -113.00 -108.00
2023-05-22 4185.00 4095.00 4230.00 4071.00 4267.00 4205.00 4313.00 4183.00 -82.00 -110.00 -83.00 -112.00
2023-05-19 4140.00 4249.00 4250.00 4083.00 4066.00 4165.00 4167.00 3995.00 74.00 84.00 83.00 88.00
2023-05-18 4174.00 4164.00 4222.00 4152.00 4071.00 4086.00 4130.00 4060.00 103.00 78.00 92.00 92.00
2023-05-17 4145.00 4162.00 4207.00 4136.00 4035.00 4053.00 4104.00 4011.00 110.00 109.00 103.00 125.00
2023-05-16 4163.00 4137.00 4168.00 4104.00 4054.00 4032.00 4095.00 4022.00 109.00 105.00 73.00 82.00
2023-05-15 4167.00 4123.00 4218.00 4071.00 4096.00 4047.00 4137.00 4003.00 71.00 76.00 81.00 68.00
2023-05-12 4295.00 4149.00 4300.00 4147.00 4210.00 4080.00 4223.00 4071.00 85.00 69.00 77.00 76.00
2023-05-11 4341.00 4315.00 4362.00 4289.00 4268.00 4243.00 4287.00 4226.00 73.00 72.00 75.00 63.00
2023-05-10 4273.00 4326.00 4356.00 4273.00 4250.00 4261.00 4299.00 4232.00 23.00 65.00 57.00 41.00
2023-05-09 4338.00 4294.00 4375.00 4285.00 4288.00 4244.00 4322.00 4235.00 50.00 50.00 53.00 50.00
2023-05-08 4297.00 4317.00 4338.00 4273.00 4225.00 4266.00 4286.00 4224.00 72.00 51.00 52.00 49.00
2023-05-05 4302.00 4274.00 4305.00 4211.00 4228.00 4215.00 4234.00 4151.00 74.00 59.00 71.00 60.00
2023-05-04 4246.00 4301.00 4342.00 4226.00 4120.00 4233.00 4274.00 4120.00 126.00 68.00 68.00 106.00
2023-04-28 4516.00 4473.00 4523.00 4454.00 4467.00 4411.00 4473.00 4399.00 49.00 62.00 50.00 55.00
2023-04-27 4669.00 4515.00 4669.00 4511.00 4612.00 4467.00 4613.00 4467.00 57.00 48.00 56.00 44.00
2023-04-26 4732.00 4685.00 4750.00 4652.00 4526.00 4480.00 4533.00 4466.00 206.00 205.00 217.00 186.00
2023-04-25 4646.00 4766.00 4780.00 4641.00 4704.00 4801.00 4825.00 4704.00 -58.00 -35.00 -45.00 -63.00
2023-04-24 4680.00 4627.00 4707.00 4580.00 4725.00 4689.00 4758.00 4641.00 -45.00 -62.00 -51.00 -61.00
2023-04-21 4600.00 4668.00 4693.00 4595.00 4665.00 4712.00 4737.00 4643.00 -65.00 -44.00 -44.00 -48.00
2023-04-20 4610.00 4609.00 4633.00 4561.00 4632.00 4649.00 4672.00 4607.00 -22.00 -40.00 -39.00 -46.00
2023-04-19 4718.00 4667.00 4752.00 4659.00 4662.00 4633.00 4729.00 4628.00 56.00 34.00 23.00 31.00
2023-04-18 4716.00 4722.00 4755.00 4669.00 4690.00 4680.00 4717.00 4623.00 26.00 42.00 38.00 46.00
2023-04-17 4745.00 4741.00 4745.00 4680.00 4652.00 4692.00 4700.00 4621.00 93.00 49.00 45.00 59.00
2023-04-14 4724.00 4734.00 4776.00 4712.00 4680.00 4681.00 4725.00 4658.00 44.00 53.00 51.00 54.00
2023-04-13 4675.00 4753.00 4787.00 4675.00 4605.00 4685.00 4713.00 4605.00 70.00 68.00 74.00 70.00
2023-04-12 4573.00 4662.00 4669.00 4555.00 4505.00 4593.00 4600.00 4494.00 68.00 69.00 69.00 61.00
2023-04-11 4538.00 4577.00 4605.00 4515.00 4450.00 4514.00 4539.00 4450.00 88.00 63.00 66.00 65.00
2023-04-10 4630.00 4529.00 4642.00 4499.00 4512.00 4462.00 4565.00 4435.00 118.00 67.00 77.00 64.00
2023-04-07 4639.00 4590.00 4652.00 4552.00 4570.00 4514.00 4584.00 4481.00 69.00 76.00 68.00 71.00
2023-04-06 4615.00 4630.00 4657.00 4590.00 4590.00 4562.00 4590.00 4530.00 25.00 68.00 67.00 60.00
2023-04-04 4618.00 4671.00 4706.00 4608.00 4550.00 4595.00 4619.00 4530.00 68.00 76.00 87.00 78.00
2023-04-03 4474.00 4610.00 4654.00 4406.00 4396.00 4530.00 4571.00 4327.00 78.00 80.00 83.00 79.00
2023-03-31 4510.00 4470.00 4548.00 4460.00 4430.00 4381.00 4447.00 4375.00 80.00 89.00 101.00 85.00
2023-03-30 4534.00 4506.00 4570.00 4481.00 4430.00 4412.00 4465.00 4388.00 104.00 94.00 105.00 93.00
2023-03-29 4496.00 4519.00 4550.00 4439.00 4433.00 4418.00 4453.00 4346.00 63.00 101.00 97.00 93.00
2023-03-28 4500.00 4515.00 4544.00 4476.00 4400.00 4420.00 4449.00 4384.00 100.00 95.00 95.00 92.00
2023-03-27 4454.00 4480.00 4498.00 4422.00 4500.00 4576.00 4587.00 4500.00 -46.00 -96.00 -89.00 -78.00
2023-03-24 4425.00 4504.00 4532.00 4416.00 4527.00 4592.00 4613.00 4503.00 -102.00 -88.00 -81.00 -87.00
2023-03-23 4428.00 4415.00 4446.00 4400.00 4562.00 4509.00 4569.00 4501.00 -134.00 -94.00 -123.00 -101.00
2023-03-22 4390.00 4427.00 4464.00 4373.00 4558.00 4547.00 4593.00 4494.00 -168.00 -120.00 -129.00 -121.00
2023-03-21 4386.00 4360.00 4397.00 4327.00 4531.00 4510.00 4535.00 4477.00 -145.00 -150.00 -138.00 -150.00
2023-03-20 4385.00 4359.00 4442.00 4338.00 4500.00 4500.00 4567.00 4468.00 -115.00 -141.00 -125.00 -130.00
2023-03-17 4540.00 4513.00 4551.00 4434.00 4398.00 4383.00 4426.00 4296.00 142.00 130.00 125.00 138.00
2023-03-16 4612.00 4544.00 4639.00 4521.00 4468.00 4395.00 4504.00 4383.00 144.00 149.00 135.00 138.00
2023-03-15 4740.00 4691.00 4763.00 4683.00 4601.00 4550.00 4633.00 4546.00 139.00 141.00 130.00 137.00
2023-03-14 4855.00 4742.00 4864.00 4692.00 4700.00 4616.00 4736.00 4571.00 155.00 126.00 128.00 121.00
2023-03-13 4952.00 4952.00 4987.00 4912.00 4830.00 4820.00 4852.00 4784.00 122.00 132.00 135.00 128.00
2023-03-10 4962.00 4953.00 4996.00 4932.00 4831.00 4832.00 4878.00 4817.00 131.00 121.00 118.00 115.00
2023-03-09 5084.00 4962.00 5089.00 4931.00 4963.00 4842.00 4963.00 4818.00 121.00 120.00 126.00 113.00
2023-03-08 5110.00 5084.00 5142.00 5052.00 4984.00 4956.00 5003.00 4920.00 126.00 128.00 139.00 132.00
2023-03-07 5055.00 5119.00 5149.00 5028.00 4918.00 4978.00 5008.00 4887.00 137.00 141.00 141.00 141.00
2023-03-06 5080.00 5068.00 5143.00 5034.00 4952.00 4921.00 4990.00 4890.00 128.00 147.00 153.00 144.00
2023-03-03 5050.00 5085.00 5117.00 5012.00 4915.00 4942.00 4970.00 4871.00 135.00 143.00 147.00 141.00
2023-03-02 5075.00 5057.00 5090.00 5022.00 4920.00 4912.00 4943.00 4873.00 155.00 145.00 147.00 149.00
2023-03-01 4950.00 5071.00 5075.00 4944.00 4818.00 4921.00 4924.00 4810.00 132.00 150.00 151.00 134.00
2023-02-28 4924.00 4931.00 4938.00 4851.00 4749.00 4801.00 4805.00 4720.00 175.00 130.00 133.00 131.00
2023-02-27 4921.00 4902.00 4959.00 4874.00 4670.00 4662.00 4698.00 4586.00 251.00 240.00 261.00 288.00
2023-02-24 4900.00 4936.00 4938.00 4854.00 4450.00 4666.00 4671.00 4420.00 450.00 270.00 267.00 434.00
2023-02-23 5070.00 4900.00 5079.00 4893.00 4583.00 4461.00 4588.00 4460.00 487.00 439.00 491.00 433.00
2023-02-22 4594.00 4563.00 4596.00 4526.00 5076.00 5058.00 5114.00 5026.00 -482.00 -495.00 -518.00 -500.00
2023-02-21 4580.00 4578.00 4614.00 4550.00 5043.00 5072.00 5130.00 5022.00 -463.00 -494.00 -516.00 -472.00
2023-02-20 4629.00 4564.00 4629.00 4512.00 5009.00 5028.00 5029.00 4955.00 -380.00 -464.00 -400.00 -443.00
2023-02-17 4596.00 4649.00 4676.00 4570.00 5035.00 5043.00 5150.00 5009.00 -439.00 -394.00 -474.00 -439.00
2023-02-16 4570.00 4596.00 4622.00 4537.00 4960.00 5021.00 5040.00 4960.00 -390.00 -425.00 -418.00 -423.00
2023-02-15 4630.00 4550.00 4635.00 4525.00 5020.00 4945.00 5033.00 4936.00 -390.00 -395.00 -398.00 -411.00
2023-02-14 4785.00 4654.00 4815.00 4640.00 5121.00 5054.00 5154.00 5015.00 -336.00 -400.00 -339.00 -375.00
2023-02-13 4830.00 4770.00 4915.00 4763.00 5140.00 5110.00 5215.00 5105.00 -310.00 -340.00 -300.00 -342.00
2023-02-10 4820.00 4789.00 4874.00 4741.00 5100.00 5114.00 5148.00 5061.00 -280.00 -325.00 -274.00 -320.00
2023-02-09 4822.00 4790.00 4844.00 4736.00 5081.00 5084.00 5096.00 5006.00 -259.00 -294.00 -252.00 -270.00
2023-02-08 4781.00 4848.00 4860.00 4723.00 5010.00 5077.00 5086.00 4950.00 -229.00 -229.00 -226.00 -227.00
2023-02-07 4929.00 4795.00 4960.00 4758.00 5090.00 5008.00 5107.00 4982.00 -161.00 -213.00 -147.00 -224.00
2023-02-06 4920.00 4936.00 5063.00 4901.00 5075.00 5082.00 5178.00 5044.00 -155.00 -146.00 -115.00 -143.00
2023-02-03 4904.00 4908.00 4920.00 4826.00 5041.00 5060.00 5060.00 4935.00 -137.00 -152.00 -140.00 -109.00
2023-02-02 4978.00 4926.00 4996.00 4905.00 5215.00 5080.00 5243.00 5063.00 -237.00 -154.00 -247.00 -158.00
2023-02-01 5000.00 4980.00 5040.00 4876.00 5341.00 5253.00 5341.00 5163.00 -341.00 -273.00 -301.00 -287.00
2023-01-31 5079.00 5074.00 5127.00 5026.00 5388.00 5363.00 5420.00 5337.00 -309.00 -289.00 -293.00 -311.00
2023-01-30 5150.00 5055.00 5170.00 5003.00 5293.00 5227.00 5293.00 5170.00 -143.00 -172.00 -123.00 -167.00
2023-01-20 4719.00 4871.00 4875.00 4705.00 4850.00 5022.00 5024.00 4818.00 -131.00 -151.00 -149.00 -113.00
2023-01-19 4620.00 4745.00 4762.00 4612.00 4700.00 4848.00 4872.00 4696.00 -80.00 -103.00 -110.00 -84.00
2023-01-18 4514.00 4603.00 4611.00 4513.00 4591.00 4692.00 4696.00 4579.00 -77.00 -89.00 -85.00 -66.00
2023-01-17 4604.00 4575.00 4653.00 4553.00 4490.00 4501.00 4538.00 4459.00 114.00 74.00 115.00 94.00
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