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 18.21 -300.00 310.00 19.89 -200.00 250.00 20.46 -205.00 200.00 16.42 -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 4.17 -40.00 30.00 -6.67 -25.00 5.00 -0.83 -20.00 15.00 -3.33 -20.00 15.00
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
2025-07-11 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
2025-07-04 11210.00 11275.00 11365.00 11195.00 11145.00 11200.00 11265.00 11130.00 65.00 75.00 100.00 65.00
2025-07-03 11270.00 11185.00 11380.00 11145.00 11180.00 11125.00 11290.00 11075.00 90.00 60.00 90.00 70.00
2025-07-02 11280.00 11260.00 11305.00 11110.00 11165.00 11175.00 11195.00 11025.00 115.00 85.00 110.00 85.00
2025-07-01 11240.00 11260.00 11320.00 11075.00 11140.00 11160.00 11205.00 11005.00 100.00 100.00 115.00 70.00
2025-06-30 11260.00 11250.00 11380.00 11195.00 11135.00 11140.00 11260.00 11095.00 125.00 110.00 120.00 100.00
2025-06-27 11185.00 11275.00 11315.00 11135.00 11330.00 11335.00 11380.00 11205.00 -145.00 -60.00 -65.00 -70.00
2025-06-26 11050.00 11195.00 11200.00 11005.00 11190.00 11315.00 11315.00 11160.00 -140.00 -120.00 -115.00 -155.00
2025-06-25 11215.00 11225.00 11320.00 11200.00 11000.00 11075.00 11140.00 11000.00 215.00 150.00 180.00 200.00
2025-06-24 11535.00 11230.00 11580.00 11175.00 11450.00 11050.00 11470.00 11020.00 85.00 180.00 110.00 155.00
2025-06-23 11580.00 11575.00 11805.00 11480.00 11450.00 11455.00 11670.00 11345.00 130.00 120.00 135.00 135.00
2025-06-20 11780.00 11630.00 11915.00 11595.00 11635.00 11470.00 11780.00 11440.00 145.00 160.00 135.00 155.00
2025-06-19 11750.00 11770.00 11810.00 11665.00 11630.00 11630.00 11685.00 11520.00 120.00 140.00 125.00 145.00
2025-06-18 11560.00 11740.00 11750.00 11520.00 11355.00 11620.00 11620.00 11355.00 205.00 120.00 130.00 165.00
2025-06-17 11500.00 11485.00 11560.00 11380.00 11345.00 11325.00 11425.00 11255.00 155.00 160.00 135.00 125.00
2025-06-16 11420.00 11565.00 11645.00 11270.00 11250.00 11410.00 11485.00 11100.00 170.00 155.00 160.00 170.00
2025-06-13 11015.00 11390.00 11560.00 10960.00 10845.00 11210.00 11420.00 10780.00 170.00 180.00 140.00 180.00
2025-06-12 11260.00 11035.00 11350.00 11025.00 11070.00 10845.00 11150.00 10840.00 190.00 190.00 200.00 185.00
2025-06-11 11240.00 11225.00 11300.00 11030.00 11080.00 11045.00 11125.00 10845.00 160.00 180.00 175.00 185.00
2025-06-10 11290.00 11230.00 11385.00 11180.00 11115.00 11060.00 11200.00 10990.00 175.00 170.00 185.00 190.00
2025-06-09 11300.00 11270.00 11300.00 11180.00 11110.00 11105.00 11135.00 11000.00 190.00 165.00 165.00 180.00
2025-06-06 10960.00 11300.00 11395.00 10960.00 10800.00 11155.00 11270.00 10800.00 160.00 145.00 125.00 160.00
2025-06-05 11055.00 10960.00 11090.00 10925.00 10970.00 10835.00 10980.00 10760.00 85.00 125.00 110.00 165.00
2025-06-04 10925.00 11095.00 11120.00 10885.00 10700.00 10935.00 10960.00 10700.00 225.00 160.00 160.00 185.00
2025-06-03 11115.00 10875.00 11175.00 10755.00 10925.00 10740.00 11025.00 10595.00 190.00 135.00 150.00 160.00
2025-05-30 11300.00 11145.00 11360.00 11100.00 11055.00 10995.00 11195.00 10930.00 245.00 150.00 165.00 170.00
2025-05-29 11200.00 11345.00 11470.00 11195.00 11020.00 11170.00 11275.00 11020.00 180.00 175.00 195.00 175.00
2025-05-28 11625.00 11150.00 11635.00 11090.00 11575.00 11095.00 11575.00 11075.00 50.00 55.00 60.00 15.00
2025-05-27 11595.00 11645.00 11645.00 11520.00 11480.00 11575.00 11575.00 11430.00 115.00 70.00 70.00 90.00
2025-05-26 11695.00 11545.00 11755.00 11425.00 11595.00 11480.00 11665.00 11345.00 100.00 65.00 90.00 80.00
2025-05-23 12015.00 11750.00 12080.00 11730.00 11940.00 11665.00 11940.00 11640.00 75.00 85.00 140.00 90.00
2025-05-22 11940.00 11895.00 12070.00 11885.00 12080.00 12030.00 12195.00 12015.00 -140.00 -135.00 -125.00 -130.00
2025-05-21 12055.00 11900.00 12090.00 11850.00 12110.00 12015.00 12185.00 11945.00 -55.00 -115.00 -95.00 -95.00
2025-05-20 12255.00 12070.00 12260.00 11990.00 12270.00 12150.00 12340.00 12070.00 -15.00 -80.00 -80.00 -80.00
2025-05-19 12155.00 12240.00 12410.00 12105.00 12220.00 12320.00 12515.00 12195.00 -65.00 -80.00 -105.00 -90.00
2025-05-16 12215.00 12160.00 12385.00 12105.00 12305.00 12235.00 12525.00 12175.00 -90.00 -75.00 -140.00 -70.00
2025-05-15 12350.00 12260.00 12445.00 12180.00 12650.00 12355.00 12650.00 12255.00 -300.00 -95.00 -205.00 -75.00
2025-05-14 12270.00 12380.00 12475.00 12135.00 12520.00 12580.00 12650.00 12330.00 -250.00 -200.00 -175.00 -195.00
2025-05-13 11955.00 12205.00 12340.00 11725.00 12250.00 12375.00 12505.00 11875.00 -295.00 -170.00 -165.00 -150.00
2025-05-12 11505.00 11820.00 11880.00 11215.00 11570.00 11965.00 12015.00 11330.00 -65.00 -145.00 -135.00 -115.00
2025-05-09 11380.00 11450.00 11535.00 11350.00 11425.00 11550.00 11610.00 11415.00 -45.00 -100.00 -75.00 -65.00
2025-05-08 11310.00 11370.00 11385.00 11165.00 11400.00 11435.00 11450.00 11260.00 -90.00 -65.00 -65.00 -95.00
2025-05-07 11340.00 11375.00 11440.00 11215.00 11355.00 11425.00 11515.00 11305.00 -15.00 -50.00 -75.00 -90.00
2025-05-06 11020.00 11315.00 11380.00 10890.00 11200.00 11390.00 11435.00 11070.00 -180.00 -75.00 -55.00 -180.00
2025-04-30 11215.00 11080.00 11370.00 11075.00 11310.00 11240.00 11480.00 11225.00 -95.00 -160.00 -110.00 -150.00
2025-04-29 11360.00 11225.00 11385.00 11155.00 11490.00 11350.00 11545.00 11295.00 -130.00 -125.00 -160.00 -140.00
2025-04-28 11305.00 11360.00 11540.00 11260.00 11380.00 11430.00 11560.00 11335.00 -75.00 -70.00 -20.00 -75.00
2025-04-25 11240.00 11335.00 11515.00 11190.00 11355.00 11400.00 11520.00 11245.00 -115.00 -65.00 -5.00 -55.00
2025-04-24 11230.00 11235.00 11260.00 11050.00 11340.00 11305.00 11345.00 11200.00 -110.00 -70.00 -85.00 -150.00
2025-04-23 10900.00 11295.00 11355.00 10895.00 11115.00 11370.00 11435.00 11040.00 -215.00 -75.00 -80.00 -145.00
2025-04-22 11215.00 11100.00 11215.00 11035.00 11100.00 10940.00 11115.00 10895.00 115.00 160.00 100.00 140.00
2025-04-21 10960.00 11195.00 11245.00 10775.00 10940.00 11120.00 11180.00 10715.00 20.00 75.00 65.00 60.00
2025-04-18 11120.00 11025.00 11180.00 10820.00 11085.00 10945.00 11155.00 10750.00 35.00 80.00 25.00 70.00
2025-04-17 11100.00 11115.00 11285.00 10935.00 11110.00 11065.00 11245.00 10905.00 -10.00 50.00 40.00 30.00
2025-04-16 11425.00 11045.00 11495.00 10955.00 11420.00 11000.00 11470.00 10940.00 5.00 45.00 25.00 15.00
2025-04-15 11680.00 11410.00 11730.00 11395.00 11650.00 11370.00 11710.00 11365.00 30.00 40.00 20.00 30.00
2025-04-14 11730.00 11675.00 11830.00 11630.00 11750.00 11670.00 11825.00 11610.00 -20.00 5.00 5.00 20.00
2025-04-11 11695.00 11775.00 11795.00 11505.00 11750.00 11755.00 11780.00 11515.00 -55.00 20.00 15.00 -10.00
2025-04-10 11300.00 11760.00 12120.00 10955.00 10990.00 11755.00 12150.00 10955.00 310.00 5.00 -30.00 0.00
2025-04-09 11925.00 11350.00 11975.00 11350.00 11900.00 11310.00 11935.00 11300.00 25.00 40.00 40.00 50.00
2025-04-08 11700.00 11925.00 12430.00 11700.00 11910.00 11880.00 12365.00 11500.00 -210.00 45.00 65.00 200.00
2025-04-07 12555.00 12555.00 12555.00 12555.00 12510.00 12510.00 12510.00 12510.00 45.00 45.00 45.00 45.00
2025-04-03 13835.00 13170.00 13835.00 13165.00 13780.00 13150.00 13795.00 13145.00 55.00 20.00 40.00 20.00
2025-04-02 13605.00 13800.00 13835.00 13570.00 13585.00 13755.00 13790.00 13540.00 20.00 45.00 45.00 30.00
2025-04-01 13555.00 13600.00 13635.00 13465.00 13520.00 13575.00 13595.00 13450.00 35.00 25.00 40.00 15.00
2025-03-31 13585.00 13535.00 13680.00 13470.00 13525.00 13515.00 13630.00 13440.00 60.00 20.00 50.00 30.00
2025-03-28 13620.00 13560.00 13670.00 13525.00 13550.00 13520.00 13635.00 13485.00 70.00 40.00 35.00 40.00
2025-03-27 13510.00 13635.00 13695.00 13465.00 13475.00 13595.00 13640.00 13445.00 35.00 40.00 55.00 20.00
2025-03-26 13630.00 13485.00 13630.00 13425.00 13585.00 13470.00 13615.00 13420.00 45.00 15.00 15.00 5.00
2025-03-25 13650.00 13560.00 13730.00 13525.00 13705.00 13540.00 13710.00 13520.00 -55.00 20.00 20.00 5.00
2025-03-24 13570.00 13680.00 13705.00 13510.00 13620.00 13655.00 13685.00 13505.00 -50.00 25.00 20.00 5.00
2025-03-21 13655.00 13580.00 13720.00 13525.00 13650.00 13575.00 13705.00 13525.00 5.00 5.00 15.00 0.00
2025-03-20 13845.00 13685.00 13845.00 13565.00 13790.00 13680.00 13835.00 13565.00 55.00 5.00 10.00 0.00
2025-03-19 13890.00 13855.00 13900.00 13710.00 13900.00 13825.00 13900.00 13710.00 -10.00 30.00 0.00 0.00
2025-03-18 13750.00 13880.00 13885.00 13680.00 13775.00 13860.00 13875.00 13685.00 -25.00 20.00 10.00 -5.00
2025-03-17 13775.00 13705.00 13930.00 13605.00 13720.00 13705.00 13920.00 13595.00 55.00 0.00 10.00 10.00
2025-03-14 13760.00 13750.00 13900.00 13715.00 13760.00 13770.00 13920.00 13720.00 0.00 -20.00 -20.00 -5.00
2025-03-13 13850.00 13720.00 13880.00 13635.00 13830.00 13745.00 13890.00 13650.00 20.00 -25.00 -10.00 -15.00
2025-03-12 13770.00 13825.00 13895.00 13655.00 13680.00 13835.00 13900.00 13670.00 90.00 -10.00 -5.00 -15.00
2025-03-11 13355.00 13700.00 13730.00 13355.00 13495.00 13710.00 13730.00 13370.00 -140.00 -10.00 0.00 -15.00
2025-03-10 13615.00 13400.00 13665.00 13400.00 13600.00 13410.00 13675.00 13400.00 15.00 -10.00 -10.00 0.00
2025-03-07 13685.00 13610.00 13785.00 13600.00 13710.00 13620.00 13785.00 13600.00 -25.00 -10.00 0.00 0.00
2025-03-06 13635.00 13700.00 13735.00 13500.00 13700.00 13710.00 13725.00 13510.00 -65.00 -10.00 10.00 -10.00
2025-03-05 13715.00 13650.00 13765.00 13540.00 13765.00 13650.00 13790.00 13565.00 -50.00 0.00 -25.00 -25.00
2025-03-04 14000.00 13765.00 14015.00 13760.00 13980.00 13780.00 14025.00 13775.00 20.00 -15.00 -10.00 -15.00
2025-03-03 14100.00 14005.00 14260.00 13975.00 14090.00 14020.00 14250.00 13990.00 10.00 -15.00 10.00 -15.00
2025-02-28 13850.00 14100.00 14135.00 13790.00 13900.00 14110.00 14150.00 13805.00 -50.00 -10.00 -15.00 -15.00
2025-02-27 13880.00 13840.00 13940.00 13745.00 13780.00 13850.00 13955.00 13750.00 100.00 -10.00 -15.00 -5.00
2025-02-26 13770.00 13810.00 13855.00 13520.00 13755.00 13815.00 13865.00 13540.00 15.00 -5.00 -10.00 -20.00
2025-02-25 13580.00 13765.00 13790.00 13580.00 13615.00 13800.00 13820.00 13605.00 -35.00 -35.00 -30.00 -25.00
2025-02-24 13750.00 13620.00 13795.00 13580.00 13780.00 13660.00 13845.00 13620.00 -30.00 -40.00 -50.00 -40.00
2025-02-21 13950.00 13750.00 14115.00 13710.00 13970.00 13780.00 14150.00 13770.00 -20.00 -30.00 -35.00 -60.00
2025-02-20 14000.00 13965.00 14050.00 13915.00 14000.00 13945.00 14030.00 13890.00 0.00 20.00 20.00 25.00
2025-02-19 14040.00 14005.00 14070.00 13805.00 13950.00 13980.00 14045.00 13740.00 90.00 25.00 25.00 65.00
2025-02-18 14145.00 14060.00 14205.00 13985.00 14190.00 13990.00 14190.00 13930.00 -45.00 70.00 15.00 55.00
2025-02-17 14450.00 14185.00 14450.00 14125.00 14325.00 14130.00 14380.00 14100.00 125.00 55.00 70.00 25.00
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