丁二烯胶期货跨期套利数据回测

本页面展示丁二烯胶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

关于丁二烯胶期货跨期套利的详细数据分析,请查看文章:。

丁二烯胶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
2025 18.60 -300.00 310.00 20.52 -200.00 250.00 20.97 -205.00 200.00 16.83 -195.00 240.00
2024 20.27 -310.00 495.00 23.37 -200.00 360.00 26.55 -195.00 415.00 15.04 -175.00 310.00
2023 123.81 -135.00 1330.00 93.76 -90.00 520.00 98.62 -55.00 595.00 108.52 -80.00 1225.00

丁二烯胶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
2025-12 20.00 20.00 20.00 0.00 0.00 0.00 5.00 5.00 5.00 -10.00 -10.00 -10.00
2025-11 -17.00 -125.00 120.00 0.75 -80.00 90.00 -3.25 -95.00 85.00 -5.00 -90.00 85.00
2025-10 25.88 -95.00 110.00 27.35 -95.00 100.00 24.71 -105.00 75.00 13.24 -115.00 95.00
2025-09 3.64 -50.00 45.00 8.86 -55.00 45.00 8.41 -70.00 45.00 3.64 -65.00 40.00
2025-08 16.19 -65.00 60.00 8.57 -20.00 40.00 12.38 -15.00 40.00 6.90 -15.00 30.00
2025-07 44.35 -25.00 115.00 41.74 -35.00 100.00 44.78 -30.00 115.00 39.13 -30.00 85.00
2025-06 130.50 -145.00 225.00 128.25 -120.00 190.00 123.00 -115.00 200.00 135.75 -155.00 200.00
2025-05 -44.21 -300.00 245.00 -41.32 -200.00 175.00 -40.79 -205.00 195.00 -42.63 -195.00 175.00
2025-04 -16.19 -215.00 310.00 6.43 -160.00 160.00 3.81 -160.00 100.00 0.00 -150.00 200.00
2025-03 2.86 -140.00 90.00 4.52 -25.00 40.00 8.57 -25.00 55.00 -0.24 -25.00 40.00
2025-02 28.33 -50.00 140.00 35.83 -40.00 250.00 36.67 -50.00 170.00 33.33 -60.00 240.00
2025-01 30.56 -90.00 195.00 3.61 -65.00 220.00 10.83 -35.00 190.00 -1.11 -145.00 150.00
2024-12 -12.27 -180.00 90.00 2.05 -30.00 50.00 1.59 -30.00 45.00 -2.27 -45.00 80.00
2024-11 13.57 -60.00 105.00 -11.90 -50.00 50.00 -7.14 -55.00 35.00 -14.29 -140.00 155.00
2024-10 19.44 -150.00 220.00 40.83 -125.00 180.00 38.89 -120.00 235.00 44.44 -145.00 145.00
2024-09 18.68 -85.00 285.00 9.74 -60.00 120.00 3.42 -90.00 125.00 10.79 -60.00 95.00
2024-08 17.95 -80.00 180.00 22.27 -55.00 90.00 18.64 -55.00 70.00 14.32 -60.00 80.00
2024-07 10.87 -195.00 235.00 10.00 -160.00 165.00 12.17 -170.00 150.00 -4.35 -155.00 155.00
2024-06 101.84 -50.00 495.00 107.37 -20.00 360.00 124.47 -25.00 415.00 68.42 -75.00 185.00
2024-05 98.25 -230.00 350.00 106.25 -200.00 300.00 110.75 -195.00 325.00 96.75 -175.00 310.00
2024-04 -16.00 -185.00 100.00 -4.75 -175.00 45.00 -0.50 -150.00 50.00 -15.00 -170.00 50.00
2024-03 -3.33 -115.00 150.00 5.95 -70.00 90.00 16.67 -55.00 85.00 -1.43 -65.00 70.00
2024-02 -10.00 -100.00 110.00 -20.00 -55.00 60.00 -2.33 -55.00 85.00 -29.67 -80.00 60.00
2024-01 8.18 -310.00 105.00 14.77 -60.00 65.00 9.09 -180.00 70.00 14.09 -45.00 60.00
2023-12 -13.33 -105.00 100.00 -26.90 -90.00 45.00 -16.43 -50.00 80.00 -20.48 -65.00 45.00
2023-11 129.77 -135.00 1195.00 65.00 -70.00 175.00 74.09 -55.00 190.00 101.14 -80.00 710.00
2023-10 247.06 65.00 1330.00 166.18 90.00 265.00 172.94 95.00 260.00 222.35 80.00 1225.00
2023-09 211.00 90.00 470.00 225.75 80.00 520.00 225.25 80.00 595.00 217.50 70.00 390.00
2023-08 74.78 10.00 220.00 61.09 5.00 130.00 65.87 25.00 150.00 56.30 30.00 110.00
2023-07 142.50 90.00 195.00 117.50 105.00 130.00 55.00 15.00 95.00 87.50 60.00 115.00

丁二烯胶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
2025-12-01 10415.00 10370.00 10420.00 10300.00 10395.00 10370.00 10415.00 10310.00 20.00 0.00 5.00 -10.00
2025-11-28 10425.00 10415.00 10470.00 10360.00 10375.00 10420.00 10480.00 10360.00 50.00 -5.00 -10.00 0.00
2025-11-27 10335.00 10400.00 10425.00 10280.00 10325.00 10395.00 10415.00 10275.00 10.00 5.00 10.00 5.00
2025-11-26 10240.00 10360.00 10425.00 10180.00 10260.00 10355.00 10405.00 10165.00 -20.00 5.00 20.00 15.00
2025-11-25 10370.00 10270.00 10395.00 10260.00 10330.00 10255.00 10385.00 10250.00 40.00 15.00 10.00 10.00
2025-11-24 10400.00 10395.00 10450.00 10240.00 10355.00 10375.00 10430.00 10215.00 45.00 20.00 20.00 25.00
2025-11-21 10530.00 10385.00 10650.00 10325.00 10510.00 10355.00 10620.00 10300.00 20.00 30.00 30.00 25.00
2025-11-20 10650.00 10520.00 10665.00 10500.00 10655.00 10490.00 10655.00 10475.00 -5.00 30.00 10.00 25.00
2025-11-19 10490.00 10705.00 10715.00 10490.00 10530.00 10665.00 10680.00 10490.00 -40.00 40.00 35.00 0.00
2025-11-18 10475.00 10505.00 10655.00 10430.00 10545.00 10510.00 10655.00 10435.00 -70.00 -5.00 0.00 -5.00
2025-11-17 10425.00 10455.00 10485.00 10315.00 10500.00 10495.00 10500.00 10335.00 -75.00 -40.00 -15.00 -20.00
2025-11-14 10540.00 10445.00 10550.00 10425.00 10530.00 10455.00 10555.00 10440.00 10.00 -10.00 -5.00 -15.00
2025-11-13 10400.00 10480.00 10490.00 10365.00 10455.00 10480.00 10505.00 10380.00 -55.00 0.00 -15.00 -15.00
2025-11-12 10250.00 10430.00 10480.00 10240.00 10325.00 10465.00 10510.00 10315.00 -75.00 -35.00 -30.00 -75.00
2025-11-11 10250.00 10240.00 10335.00 10220.00 10310.00 10305.00 10400.00 10275.00 -60.00 -65.00 -65.00 -55.00
2025-11-10 10170.00 10275.00 10295.00 10135.00 10280.00 10345.00 10365.00 10210.00 -110.00 -70.00 -70.00 -75.00
2025-11-07 10280.00 10190.00 10310.00 10170.00 10405.00 10255.00 10405.00 10240.00 -125.00 -65.00 -95.00 -70.00
2025-11-06 10185.00 10305.00 10320.00 10110.00 10270.00 10385.00 10405.00 10200.00 -85.00 -80.00 -85.00 -90.00
2025-11-05 10200.00 10235.00 10285.00 10055.00 10080.00 10145.00 10200.00 9990.00 120.00 90.00 85.00 65.00
2025-11-04 10355.00 10205.00 10375.00 10175.00 10300.00 10115.00 10305.00 10090.00 55.00 90.00 70.00 85.00
2025-11-03 10590.00 10360.00 10600.00 10295.00 10560.00 10295.00 10565.00 10230.00 30.00 65.00 35.00 65.00
2025-10-31 10755.00 10585.00 10795.00 10575.00 10750.00 10550.00 10750.00 10545.00 5.00 35.00 45.00 30.00
2025-10-30 10770.00 10800.00 10855.00 10690.00 10760.00 10775.00 10830.00 10685.00 10.00 25.00 25.00 5.00
2025-10-29 10750.00 10795.00 10845.00 10525.00 10750.00 10770.00 10820.00 10520.00 0.00 25.00 25.00 5.00
2025-10-28 11040.00 10805.00 11040.00 10770.00 10970.00 10785.00 10990.00 10765.00 70.00 20.00 50.00 5.00
2025-10-27 11100.00 10995.00 11155.00 10895.00 11035.00 10970.00 11130.00 10875.00 65.00 25.00 25.00 20.00
2025-10-24 11150.00 11120.00 11240.00 11070.00 11100.00 11095.00 11215.00 11050.00 50.00 25.00 25.00 20.00
2025-10-23 11015.00 11120.00 11180.00 11010.00 11000.00 11095.00 11155.00 10980.00 15.00 25.00 25.00 30.00
2025-10-22 11035.00 11050.00 11065.00 10970.00 11020.00 11025.00 11045.00 10955.00 15.00 25.00 20.00 15.00
2025-10-21 10850.00 11040.00 11120.00 10790.00 10935.00 11110.00 11205.00 10890.00 -85.00 -70.00 -85.00 -100.00
2025-10-20 10850.00 10840.00 10955.00 10800.00 10945.00 10935.00 11060.00 10915.00 -95.00 -95.00 -105.00 -115.00
2025-10-17 11070.00 10925.00 11140.00 10885.00 10980.00 10825.00 11065.00 10790.00 90.00 100.00 75.00 95.00
2025-10-16 10905.00 11135.00 11155.00 10865.00 10835.00 11050.00 11085.00 10805.00 70.00 85.00 70.00 60.00
2025-10-15 10765.00 10895.00 10915.00 10730.00 10700.00 10835.00 10855.00 10665.00 65.00 60.00 60.00 65.00
2025-10-14 10860.00 10780.00 10930.00 10715.00 10870.00 10745.00 10920.00 10685.00 -10.00 35.00 10.00 30.00
2025-10-13 11150.00 10920.00 11180.00 10790.00 11105.00 10875.00 11130.00 10765.00 45.00 45.00 50.00 25.00
2025-10-10 11320.00 11220.00 11330.00 11180.00 11210.00 11170.00 11275.00 11140.00 110.00 50.00 55.00 40.00
2025-10-09 11145.00 11325.00 11335.00 11120.00 11125.00 11275.00 11285.00 11125.00 20.00 50.00 50.00 -5.00
2025-09-30 11325.00 11100.00 11335.00 11100.00 11340.00 11110.00 11340.00 11100.00 -15.00 -10.00 -5.00 0.00
2025-09-29 11435.00 11340.00 11450.00 11175.00 11400.00 11320.00 11405.00 11175.00 35.00 20.00 45.00 0.00
2025-09-26 11505.00 11430.00 11520.00 11225.00 11515.00 11405.00 11520.00 11235.00 -10.00 25.00 0.00 -10.00
2025-09-25 11530.00 11545.00 11620.00 11510.00 11520.00 11540.00 11605.00 11500.00 10.00 5.00 15.00 10.00
2025-09-24 11430.00 11520.00 11650.00 11420.00 11440.00 11515.00 11620.00 11410.00 -10.00 5.00 30.00 10.00
2025-09-23 11470.00 11430.00 11595.00 11385.00 11465.00 11415.00 11565.00 11370.00 5.00 15.00 30.00 15.00
2025-09-22 11450.00 11505.00 11555.00 11405.00 11455.00 11490.00 11530.00 11395.00 -5.00 15.00 25.00 10.00
2025-09-19 11475.00 11445.00 11540.00 11415.00 11460.00 11435.00 11550.00 11415.00 15.00 10.00 -10.00 0.00
2025-09-18 11570.00 11415.00 11590.00 11355.00 11610.00 11470.00 11660.00 11420.00 -40.00 -55.00 -70.00 -65.00
2025-09-17 11695.00 11590.00 11725.00 11545.00 11710.00 11630.00 11755.00 11585.00 -15.00 -40.00 -30.00 -40.00
2025-09-16 11665.00 11675.00 11725.00 11600.00 11715.00 11710.00 11760.00 11640.00 -50.00 -35.00 -35.00 -40.00
2025-09-15 11655.00 11705.00 11705.00 11545.00 11620.00 11665.00 11670.00 11505.00 35.00 40.00 35.00 40.00
2025-09-12 11650.00 11615.00 11660.00 11465.00 11610.00 11570.00 11630.00 11435.00 40.00 45.00 30.00 30.00
2025-09-11 11720.00 11655.00 11770.00 11550.00 11730.00 11625.00 11745.00 11520.00 -10.00 30.00 25.00 30.00
2025-09-10 11705.00 11720.00 11785.00 11660.00 11710.00 11695.00 11765.00 11640.00 -5.00 25.00 20.00 20.00
2025-09-09 12020.00 11690.00 12025.00 11630.00 12040.00 11675.00 12040.00 11625.00 -20.00 15.00 -15.00 5.00
2025-09-08 12185.00 12030.00 12210.00 11930.00 12205.00 12015.00 12205.00 11920.00 -20.00 15.00 5.00 10.00
2025-09-05 11810.00 12210.00 12255.00 11685.00 11780.00 12205.00 12250.00 11670.00 30.00 5.00 5.00 15.00
2025-09-04 11885.00 11810.00 11920.00 11695.00 11840.00 11780.00 11910.00 11685.00 45.00 30.00 10.00 10.00
2025-09-03 11825.00 11885.00 12005.00 11810.00 11820.00 11875.00 11990.00 11800.00 5.00 10.00 15.00 10.00
2025-09-02 11915.00 11820.00 12000.00 11780.00 11895.00 11805.00 11970.00 11765.00 20.00 15.00 30.00 15.00
2025-09-01 11920.00 11895.00 12040.00 11765.00 11880.00 11885.00 12010.00 11760.00 40.00 10.00 30.00 5.00
2025-08-29 11970.00 11900.00 11985.00 11805.00 12000.00 11880.00 12000.00 11775.00 -30.00 20.00 -15.00 30.00
2025-08-28 11735.00 11980.00 12060.00 11700.00 11685.00 11940.00 12020.00 11675.00 50.00 40.00 40.00 25.00
2025-08-27 11830.00 11710.00 11945.00 11670.00 11805.00 11685.00 11915.00 11655.00 25.00 25.00 30.00 15.00
2025-08-26 12000.00 11845.00 12120.00 11840.00 11985.00 11830.00 12090.00 11825.00 15.00 15.00 30.00 15.00
2025-08-25 11720.00 12010.00 12095.00 11690.00 11670.00 11985.00 12070.00 11670.00 50.00 25.00 25.00 20.00
2025-08-22 11780.00 11660.00 11835.00 11590.00 11755.00 11680.00 11810.00 11585.00 25.00 -20.00 25.00 5.00
2025-08-21 11750.00 11775.00 11865.00 11710.00 11735.00 11755.00 11840.00 11680.00 15.00 20.00 25.00 30.00
2025-08-20 11790.00 11715.00 11820.00 11355.00 11785.00 11705.00 11810.00 11365.00 5.00 10.00 10.00 -10.00
2025-08-19 11825.00 11840.00 11980.00 11765.00 11800.00 11830.00 11960.00 11755.00 25.00 10.00 20.00 10.00
2025-08-18 11850.00 11800.00 11920.00 11720.00 11835.00 11805.00 11925.00 11735.00 15.00 -5.00 -5.00 -15.00
2025-08-15 11650.00 11815.00 11820.00 11600.00 11650.00 11820.00 11830.00 11615.00 0.00 -5.00 -10.00 -15.00
2025-08-14 11720.00 11645.00 11890.00 11635.00 11750.00 11645.00 11895.00 11630.00 -30.00 0.00 -5.00 5.00
2025-08-13 11855.00 11750.00 11985.00 11745.00 11810.00 11765.00 11970.00 11750.00 45.00 -15.00 15.00 -5.00
2025-08-12 11785.00 11825.00 11835.00 11705.00 11850.00 11820.00 11850.00 11715.00 -65.00 5.00 -15.00 -10.00
2025-08-11 11530.00 11785.00 11870.00 11500.00 11510.00 11785.00 11840.00 11485.00 20.00 0.00 30.00 15.00
2025-08-08 11515.00 11515.00 11575.00 11440.00 11495.00 11500.00 11555.00 11430.00 20.00 15.00 20.00 10.00
2025-08-07 11520.00 11535.00 11615.00 11430.00 11515.00 11510.00 11605.00 11435.00 5.00 25.00 10.00 -5.00
2025-08-06 11500.00 11505.00 11590.00 11450.00 11505.00 11500.00 11590.00 11460.00 -5.00 5.00 0.00 -10.00
2025-08-05 11445.00 11515.00 11540.00 11405.00 11385.00 11520.00 11545.00 11385.00 60.00 -5.00 -5.00 20.00
2025-08-04 11475.00 11395.00 11500.00 11315.00 11420.00 11390.00 11485.00 11320.00 55.00 5.00 15.00 -5.00
2025-08-01 11500.00 11455.00 11550.00 11380.00 11460.00 11445.00 11530.00 11360.00 40.00 10.00 20.00 20.00
2025-07-31 11785.00 11495.00 11785.00 11460.00 11750.00 11480.00 11760.00 11450.00 35.00 15.00 25.00 10.00
2025-07-30 11850.00 11775.00 11950.00 11740.00 11820.00 11750.00 11935.00 11720.00 30.00 25.00 15.00 20.00
2025-07-29 11950.00 11835.00 11980.00 11710.00 11965.00 11805.00 11965.00 11680.00 -15.00 30.00 15.00 30.00
2025-07-28 12415.00 11955.00 12415.00 11860.00 12315.00 11920.00 12385.00 11840.00 100.00 35.00 30.00 20.00
2025-07-25 12305.00 12415.00 12525.00 12145.00 12260.00 12385.00 12490.00 12130.00 45.00 30.00 35.00 15.00
2025-07-24 11900.00 12285.00 12350.00 11855.00 11920.00 12260.00 12325.00 11855.00 -20.00 25.00 25.00 0.00
2025-07-23 12100.00 11875.00 12155.00 11820.00 12125.00 11910.00 12185.00 11850.00 -25.00 -35.00 -30.00 -30.00
2025-07-22 11990.00 12100.00 12175.00 11920.00 11995.00 12115.00 12175.00 11870.00 -5.00 -15.00 0.00 50.00
2025-07-21 11750.00 11995.00 12060.00 11710.00 11710.00 11970.00 12045.00 11685.00 40.00 25.00 15.00 25.00
2025-07-18 11590.00 11720.00 11790.00 11570.00 11535.00 11695.00 11770.00 11535.00 55.00 25.00 20.00 35.00
2025-07-17 11490.00 11570.00 11615.00 11435.00 11430.00 11545.00 11575.00 11400.00 60.00 25.00 40.00 35.00
2025-07-16 11545.00 11525.00 11580.00 11390.00 11475.00 11450.00 11525.00 11355.00 70.00 75.00 55.00 35.00
2025-07-15 11630.00 11535.00 11730.00 11460.00 11600.00 11480.00 11715.00 11415.00 30.00 55.00 15.00 45.00
2025-07-14 11605.00 11625.00 11650.00 11530.00 11590.00 11605.00 11620.00 11490.00 15.00 20.00 30.00 40.00
2025-07-11 11550.00 11615.00 11685.00 11545.00 11540.00 11585.00 11660.00 11510.00 10.00 30.00 25.00 35.00
2025-07-10 11290.00 11615.00 11635.00 11255.00 11250.00 11565.00 11585.00 11195.00 40.00 50.00 50.00 60.00
2025-07-09 11295.00 11310.00 11395.00 11265.00 11220.00 11240.00 11320.00 11200.00 75.00 70.00 75.00 65.00
2025-07-08 11040.00 11305.00 11395.00 10965.00 11000.00 11220.00 11300.00 10900.00 40.00 85.00 95.00 65.00
2025-07-07 11250.00 11000.00 11260.00 10935.00 11180.00 10930.00 11180.00 10880.00 70.00 70.00 80.00 55.00
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