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
暂无数据

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
暂无数据

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
2023-01-16 4582.00 4618.00 4684.00 4488.00 4440.00 4476.00 4518.00 4331.00 142.00 142.00 166.00 157.00
2023-01-13 4570.00 4609.00 4656.00 4542.00 4388.00 4450.00 4471.00 4362.00 182.00 159.00 185.00 180.00
2023-01-12 4504.00 4557.00 4568.00 4481.00 4260.00 4361.00 4369.00 4248.00 244.00 196.00 199.00 233.00
2023-01-11 4477.00 4494.00 4546.00 4437.00 4210.00 4248.00 4286.00 4189.00 267.00 246.00 260.00 248.00
2023-01-10 4312.00 4448.00 4482.00 4303.00 4112.00 4217.00 4246.00 4104.00 200.00 231.00 236.00 199.00
2023-01-09 4236.00 4296.00 4318.00 4213.00 4050.00 4101.00 4122.00 4042.00 186.00 195.00 196.00 171.00
2023-01-06 4265.00 4244.00 4279.00 4202.00 4088.00 4060.00 4103.00 4036.00 177.00 184.00 176.00 166.00
2023-01-05 4270.00 4264.00 4298.00 4148.00 4126.00 4091.00 4136.00 4002.00 144.00 173.00 162.00 146.00
2023-01-04 4325.00 4293.00 4347.00 4265.00 4160.00 4143.00 4186.00 4120.00 165.00 150.00 161.00 145.00
2023-01-03 4251.00 4321.00 4332.00 4199.00 4084.00 4162.00 4174.00 4060.00 167.00 159.00 158.00 139.00
2022-12-30 4255.00 4238.00 4269.00 4191.00 4100.00 4093.00 4117.00 4051.00 155.00 145.00 152.00 140.00
2022-12-29 4294.00 4255.00 4315.00 4226.00 4130.00 4100.00 4152.00 4081.00 164.00 155.00 163.00 145.00
2022-12-28 4385.00 4294.00 4390.00 4273.00 4192.00 4132.00 4207.00 4117.00 193.00 162.00 183.00 156.00
2022-12-27 4320.00 4383.00 4397.00 4315.00 4509.00 4538.00 4555.00 4486.00 -189.00 -155.00 -158.00 -171.00
2022-12-26 4292.00 4322.00 4336.00 4269.00 4538.00 4496.00 4538.00 4465.00 -246.00 -174.00 -202.00 -196.00
2022-12-23 4285.00 4299.00 4334.00 4201.00 4471.00 4471.00 4515.00 4406.00 -186.00 -172.00 -181.00 -205.00
2022-12-22 4505.00 4454.00 4526.00 4442.00 4291.00 4269.00 4320.00 4260.00 214.00 185.00 206.00 182.00
2022-12-21 4485.00 4491.00 4524.00 4421.00 4348.00 4264.00 4348.00 4228.00 137.00 227.00 176.00 193.00
2022-12-20 4468.00 4492.00 4546.00 4468.00 4301.00 4329.00 4375.00 4301.00 167.00 163.00 171.00 167.00
2022-12-19 4530.00 4484.00 4571.00 4462.00 4360.00 4310.00 4405.00 4307.00 170.00 174.00 166.00 155.00
2022-12-16 4608.00 4545.00 4622.00 4505.00 4436.00 4382.00 4473.00 4342.00 172.00 163.00 149.00 163.00
2022-12-15 4641.00 4600.00 4669.00 4477.00 4482.00 4435.00 4512.00 4341.00 159.00 165.00 157.00 136.00
2022-12-14 4654.00 4617.00 4692.00 4605.00 4437.00 4455.00 4508.00 4431.00 217.00 162.00 184.00 174.00
2022-12-13 4437.00 4636.00 4649.00 4421.00 4286.00 4458.00 4463.00 4279.00 151.00 178.00 186.00 142.00
2022-12-12 4672.00 4436.00 4705.00 4413.00 4475.00 4295.00 4536.00 4276.00 197.00 141.00 169.00 137.00
2022-12-09 4694.00 4663.00 4719.00 4621.00 4481.00 4479.00 4532.00 4449.00 213.00 184.00 187.00 172.00
2022-12-08 4660.00 4654.00 4696.00 4631.00 4495.00 4474.00 4534.00 4456.00 165.00 180.00 162.00 175.00
2022-12-07 4650.00 4637.00 4706.00 4627.00 4480.00 4497.00 4553.00 4480.00 170.00 140.00 153.00 147.00
2022-12-06 4741.00 4671.00 4768.00 4612.00 4608.00 4528.00 4633.00 4488.00 133.00 143.00 135.00 124.00
2022-12-05 4888.00 4730.00 4897.00 4713.00 4698.00 4600.00 4750.00 4591.00 190.00 130.00 147.00 122.00
2022-12-02 4950.00 4908.00 4975.00 4881.00 4795.00 4764.00 4812.00 4732.00 155.00 144.00 163.00 149.00
2022-12-01 4851.00 4928.00 4957.00 4823.00 4702.00 4774.00 4797.00 4649.00 149.00 154.00 160.00 174.00
2022-11-30 4771.00 4840.00 4843.00 4751.00 4664.00 4688.00 4695.00 4603.00 107.00 152.00 148.00 148.00
2022-11-29 4780.00 4781.00 4893.00 4741.00 4878.00 4902.00 4998.00 4854.00 -98.00 -121.00 -105.00 -113.00
2022-11-28 4860.00 4786.00 4872.00 4738.00 4956.00 4885.00 4962.00 4854.00 -96.00 -99.00 -90.00 -116.00
2022-11-25 4795.00 4846.00 4847.00 4705.00 4888.00 4932.00 4936.00 4848.00 -93.00 -86.00 -89.00 -143.00
2022-11-24 4818.00 4766.00 4840.00 4745.00 4925.00 4885.00 4935.00 4847.00 -107.00 -119.00 -95.00 -102.00
2022-11-23 4880.00 4869.00 4919.00 4842.00 5015.00 4946.00 5025.00 4924.00 -135.00 -77.00 -106.00 -82.00
2022-11-22 4917.00 4967.00 4993.00 4895.00 4848.00 4859.00 4889.00 4778.00 69.00 108.00 104.00 117.00
2022-11-21 4936.00 4918.00 4962.00 4884.00 4843.00 4840.00 4888.00 4804.00 93.00 78.00 74.00 80.00
2022-11-18 5000.00 4952.00 5017.00 4895.00 4903.00 4865.00 4938.00 4815.00 97.00 87.00 79.00 80.00
2022-11-17 4966.00 4975.00 4996.00 4947.00 4892.00 4894.00 4924.00 4878.00 74.00 81.00 72.00 69.00
2022-11-16 5096.00 4960.00 5108.00 4937.00 5000.00 4903.00 5024.00 4881.00 96.00 57.00 84.00 56.00
2022-11-15 5050.00 5111.00 5153.00 5020.00 4990.00 5015.00 5055.00 4938.00 60.00 96.00 98.00 82.00
2022-11-14 5228.00 5077.00 5241.00 5053.00 5141.00 5000.00 5154.00 4981.00 87.00 77.00 87.00 72.00
2022-11-11 5180.00 5218.00 5292.00 5162.00 5041.00 5129.00 5166.00 5039.00 139.00 89.00 126.00 123.00
2022-11-10 5215.00 5177.00 5260.00 5133.00 5081.00 5051.00 5137.00 5004.00 134.00 126.00 123.00 129.00
2022-11-09 5265.00 5228.00 5275.00 5176.00 5132.00 5108.00 5160.00 5060.00 133.00 120.00 115.00 116.00
2022-11-08 5265.00 5270.00 5295.00 5166.00 5103.00 5147.00 5155.00 5040.00 162.00 123.00 140.00 126.00
2022-11-07 5343.00 5250.00 5373.00 5222.00 5230.00 5105.00 5238.00 5082.00 113.00 145.00 135.00 140.00
2022-11-04 5280.00 5323.00 5363.00 5200.00 5171.00 5196.00 5231.00 5082.00 109.00 127.00 132.00 118.00
2022-11-03 5322.00 5325.00 5378.00 5300.00 5176.00 5199.00 5248.00 5170.00 146.00 126.00 130.00 130.00
2022-11-02 5288.00 5322.00 5356.00 5233.00 5145.00 5190.00 5220.00 5095.00 143.00 132.00 136.00 138.00
2022-11-01 5140.00 5247.00 5256.00 5065.00 5012.00 5119.00 5126.00 4932.00 128.00 128.00 130.00 133.00
2022-10-31 5190.00 5149.00 5281.00 5100.00 5033.00 5018.00 5130.00 4958.00 157.00 131.00 151.00 142.00
2022-10-28 5200.00 5179.00 5248.00 5147.00 5320.00 5277.00 5344.00 5255.00 -120.00 -98.00 -96.00 -108.00
2022-10-27 5160.00 5162.00 5200.00 5111.00 5235.00 5291.00 5308.00 5235.00 -75.00 -129.00 -108.00 -124.00
2022-10-26 5160.00 5251.00 5284.00 5160.00 5007.00 5127.00 5160.00 4990.00 153.00 124.00 124.00 170.00
2022-10-25 5130.00 5172.00 5183.00 5100.00 4968.00 4989.00 5013.00 4909.00 162.00 183.00 170.00 191.00
2022-10-24 5066.00 5162.00 5200.00 5058.00 4893.00 4989.00 5023.00 4890.00 173.00 173.00 177.00 168.00
2022-10-21 5161.00 5063.00 5229.00 5034.00 4984.00 4894.00 5033.00 4868.00 177.00 169.00 196.00 166.00
2022-10-20 5110.00 5183.00 5227.00 5069.00 4940.00 5000.00 5045.00 4898.00 170.00 183.00 182.00 171.00
2022-10-19 4990.00 5098.00 5117.00 4990.00 4848.00 4923.00 4928.00 4826.00 142.00 175.00 189.00 164.00
2022-10-18 4899.00 5027.00 5028.00 4850.00 4771.00 4860.00 4868.00 4730.00 128.00 167.00 160.00 120.00
2022-10-17 5006.00 4885.00 5008.00 4827.00 4900.00 4782.00 4910.00 4739.00 106.00 103.00 98.00 88.00
2022-10-14 5028.00 5028.00 5062.00 4969.00 4945.00 4931.00 4972.00 4886.00 83.00 97.00 90.00 83.00
2022-10-13 5095.00 5062.00 5135.00 5030.00 4987.00 4969.00 5021.00 4947.00 108.00 93.00 114.00 83.00
2022-10-12 5108.00 5109.00 5127.00 5052.00 5014.00 5003.00 5029.00 4948.00 94.00 106.00 98.00 104.00
2022-10-11 5060.00 5125.00 5142.00 5025.00 4948.00 4942.00 4961.00 4877.00 112.00 183.00 181.00 148.00
2022-10-10 5100.00 5083.00 5128.00 5001.00 4851.00 4923.00 4947.00 4809.00 249.00 160.00 181.00 192.00
2022-09-30 4978.00 4875.00 4996.00 4861.00 4809.00 4715.00 4842.00 4712.00 169.00 160.00 154.00 149.00
2022-09-29 4968.00 4954.00 5058.00 4914.00 4843.00 4801.00 4866.00 4761.00 125.00 153.00 192.00 153.00
2022-09-28 4960.00 4929.00 4995.00 4904.00 5125.00 5082.00 5133.00 5066.00 -165.00 -153.00 -138.00 -162.00
2022-09-27 5050.00 4955.00 5104.00 4908.00 5242.00 5107.00 5289.00 5000.00 -192.00 -152.00 -185.00 -92.00
2022-09-26 5045.00 5024.00 5189.00 5020.00 5320.00 5222.00 5377.00 5203.00 -275.00 -198.00 -188.00 -183.00
2022-09-23 5456.00 5297.00 5464.00 5290.00 5280.00 5138.00 5323.00 5125.00 176.00 159.00 141.00 165.00
2022-09-22 5488.00 5426.00 5549.00 5370.00 5410.00 5289.00 5449.00 5240.00 78.00 137.00 100.00 130.00
2022-09-21 5554.00 5508.00 5564.00 5450.00 5500.00 5417.00 5510.00 5357.00 54.00 91.00 54.00 93.00
2022-09-20 5380.00 5538.00 5592.00 5361.00 5371.00 5485.00 5548.00 5330.00 9.00 53.00 44.00 31.00
2022-09-19 5538.00 5404.00 5576.00 5356.00 5519.00 5375.00 5544.00 5320.00 19.00 29.00 32.00 36.00
2022-09-16 5505.00 5562.00 5603.00 5424.00 5450.00 5511.00 5554.00 5396.00 55.00 51.00 49.00 28.00
2022-09-15 5543.00 5522.00 5625.00 5511.00 5520.00 5485.00 5581.00 5476.00 23.00 37.00 44.00 35.00
2022-09-14 5533.00 5526.00 5595.00 5490.00 5497.00 5487.00 5540.00 5451.00 36.00 39.00 55.00 39.00
2022-09-13 5546.00 5548.00 5728.00 5517.00 5571.00 5501.00 5658.00 5465.00 -25.00 47.00 70.00 52.00
2022-09-09 5478.00 5484.00 5552.00 5461.00 5480.00 5447.00 5509.00 5424.00 -2.00 37.00 43.00 37.00
2022-09-08 5475.00 5499.00 5570.00 5424.00 5440.00 5464.00 5528.00 5393.00 35.00 35.00 42.00 31.00
2022-09-07 5500.00 5459.00 5530.00 5420.00 5496.00 5426.00 5497.00 5391.00 4.00 33.00 33.00 29.00
2022-09-06 5641.00 5553.00 5663.00 5455.00 5624.00 5516.00 5624.00 5412.00 17.00 37.00 39.00 43.00
2022-09-05 5533.00 5641.00 5674.00 5475.00 5510.00 5597.00 5631.00 5446.00 23.00 44.00 43.00 29.00
2022-09-02 5490.00 5518.00 5549.00 5463.00 5468.00 5482.00 5513.00 5423.00 22.00 36.00 36.00 40.00
2022-09-01 5589.00 5491.00 5644.00 5454.00 5553.00 5454.00 5599.00 5415.00 36.00 37.00 45.00 39.00
2022-08-31 5691.00 5674.00 5697.00 5618.00 5648.00 5625.00 5653.00 5572.00 43.00 49.00 44.00 46.00
2022-08-30 5676.00 5732.00 5756.00 5636.00 5624.00 5686.00 5701.00 5574.00 52.00 46.00 55.00 62.00
2022-08-29 5679.00 5676.00 5762.00 5622.00 5614.00 5612.00 5680.00 5551.00 65.00 64.00 82.00 71.00
2022-08-26 5711.00 5707.00 5735.00 5666.00 5755.00 5726.00 5762.00 5697.00 -44.00 -19.00 -27.00 -31.00
2022-08-25 5670.00 5736.00 5788.00 5649.00 5750.00 5769.00 5812.00 5691.00 -80.00 -33.00 -24.00 -42.00
2022-08-24 5514.00 5667.00 5676.00 5497.00 5586.00 5743.00 5759.00 5554.00 -72.00 -76.00 -83.00 -57.00
2022-08-23 5449.00 5514.00 5584.00 5369.00 5478.00 5565.00 5640.00 5446.00 -29.00 -51.00 -56.00 -77.00
2022-08-22 5275.00 5397.00 5418.00 5273.00 5415.00 5473.00 5495.00 5372.00 -140.00 -76.00 -77.00 -99.00
2022-08-19 5365.00 5395.00 5413.00 5343.00 5274.00 5280.00 5309.00 5225.00 91.00 115.00 104.00 118.00
导出Excel数据