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
2025-02-07 14635.00 14780.00 15015.00 14590.00 14520.00 14725.00 14905.00 14475.00 115.00 55.00 110.00 115.00
2025-02-06 14540.00 14635.00 14690.00 14340.00 14420.00 14490.00 14535.00 14175.00 120.00 145.00 155.00 165.00
2025-02-05 14700.00 14630.00 14730.00 14390.00 14560.00 14380.00 14560.00 14150.00 140.00 250.00 170.00 240.00
2025-01-27 14745.00 14780.00 14850.00 14560.00 14660.00 14560.00 14660.00 14410.00 85.00 220.00 190.00 150.00
2025-01-24 14715.00 14825.00 14925.00 14510.00 14785.00 14860.00 14940.00 14655.00 -70.00 -35.00 -15.00 -145.00
2025-01-23 14980.00 14770.00 15215.00 14715.00 14850.00 14835.00 15185.00 14770.00 130.00 -65.00 30.00 -55.00
2025-01-22 14975.00 14930.00 14980.00 14710.00 14935.00 14890.00 14935.00 14680.00 40.00 40.00 45.00 30.00
2025-01-21 14820.00 14985.00 15175.00 14770.00 14750.00 14955.00 15135.00 14735.00 70.00 30.00 40.00 35.00
2025-01-20 14840.00 14755.00 15040.00 14715.00 14765.00 14730.00 15000.00 14705.00 75.00 25.00 40.00 10.00
2025-01-17 14600.00 14845.00 14975.00 14520.00 14490.00 14805.00 14945.00 14490.00 110.00 40.00 30.00 30.00
2025-01-16 14295.00 14600.00 14870.00 14220.00 14180.00 14575.00 14840.00 14170.00 115.00 25.00 30.00 50.00
2025-01-15 14385.00 14260.00 14385.00 14120.00 14365.00 14275.00 14380.00 14145.00 20.00 -15.00 5.00 -25.00
2025-01-14 14235.00 14330.00 14400.00 14105.00 14280.00 14365.00 14435.00 14130.00 -45.00 -35.00 -35.00 -25.00
2025-01-13 13620.00 14250.00 14380.00 13590.00 13670.00 14280.00 14415.00 13610.00 -50.00 -30.00 -35.00 -20.00
2025-01-10 13540.00 13600.00 13710.00 13370.00 13570.00 13610.00 13730.00 13390.00 -30.00 -10.00 -20.00 -20.00
2025-01-09 13455.00 13535.00 13565.00 13325.00 13505.00 13565.00 13590.00 13350.00 -50.00 -30.00 -25.00 -25.00
2025-01-08 13725.00 13490.00 13750.00 13465.00 13750.00 13510.00 13765.00 13470.00 -25.00 -20.00 -15.00 -5.00
2025-01-07 13540.00 13725.00 13770.00 13490.00 13630.00 13730.00 13790.00 13520.00 -90.00 -5.00 -20.00 -30.00
2025-01-06 13305.00 13460.00 13535.00 13185.00 13240.00 13485.00 13555.00 13205.00 65.00 -25.00 -20.00 -20.00
2025-01-03 13200.00 13305.00 13360.00 12850.00 13195.00 13330.00 13385.00 12875.00 5.00 -25.00 -25.00 -25.00
2025-01-02 13195.00 13140.00 13260.00 13070.00 13000.00 13160.00 13265.00 13000.00 195.00 -20.00 -5.00 70.00
2024-12-31 13025.00 13105.00 13200.00 13025.00 13205.00 13090.00 13205.00 13070.00 -180.00 15.00 -5.00 -45.00
2024-12-30 13030.00 13090.00 13120.00 12860.00 13050.00 13095.00 13125.00 12870.00 -20.00 -5.00 -5.00 -10.00
2024-12-27 13090.00 13005.00 13130.00 12930.00 13125.00 13035.00 13160.00 12950.00 -35.00 -30.00 -30.00 -20.00
2024-12-26 13305.00 13085.00 13335.00 13075.00 13320.00 13100.00 13345.00 13090.00 -15.00 -15.00 -10.00 -15.00
2024-12-25 13645.00 13290.00 13645.00 13290.00 13605.00 13305.00 13650.00 13300.00 40.00 -15.00 -5.00 -10.00
2024-12-24 13415.00 13600.00 13600.00 13385.00 13500.00 13615.00 13625.00 13410.00 -85.00 -15.00 -25.00 -25.00
2024-12-23 13315.00 13500.00 13550.00 13105.00 13390.00 13530.00 13565.00 13130.00 -75.00 -30.00 -15.00 -25.00
2024-12-20 13400.00 13355.00 13670.00 13315.00 13485.00 13365.00 13685.00 13345.00 -85.00 -10.00 -15.00 -30.00
2024-12-19 13435.00 13405.00 13640.00 13345.00 13450.00 13430.00 13645.00 13370.00 -15.00 -25.00 -5.00 -25.00
2024-12-18 13530.00 13435.00 13560.00 13305.00 13530.00 13450.00 13560.00 13320.00 0.00 -15.00 0.00 -15.00
2024-12-17 13580.00 13550.00 13645.00 13470.00 13550.00 13560.00 13650.00 13480.00 30.00 -10.00 -5.00 -10.00
2024-12-16 13455.00 13585.00 13655.00 13420.00 13455.00 13600.00 13655.00 13440.00 0.00 -15.00 0.00 -20.00
2024-12-13 13630.00 13445.00 13660.00 13320.00 13640.00 13455.00 13680.00 13350.00 -10.00 -10.00 -20.00 -30.00
2024-12-12 13780.00 13645.00 13795.00 13465.00 13770.00 13600.00 13770.00 13440.00 10.00 45.00 25.00 25.00
2024-12-11 13650.00 13810.00 13820.00 13585.00 13560.00 13765.00 13775.00 13550.00 90.00 45.00 45.00 35.00
2024-12-10 13505.00 13610.00 13910.00 13450.00 13645.00 13575.00 13865.00 13435.00 -140.00 35.00 45.00 15.00
2024-12-09 13350.00 13405.00 13420.00 13040.00 13330.00 13385.00 13395.00 13030.00 20.00 20.00 25.00 10.00
2024-12-06 13160.00 13380.00 13465.00 13100.00 13140.00 13380.00 13480.00 13085.00 20.00 0.00 -15.00 15.00
2024-12-05 13370.00 13100.00 13370.00 12980.00 13305.00 13095.00 13375.00 12995.00 65.00 5.00 -5.00 -15.00
2024-12-04 13630.00 13375.00 13650.00 13255.00 13655.00 13375.00 13655.00 13270.00 -25.00 0.00 -5.00 -15.00
2024-12-03 13405.00 13650.00 13750.00 13330.00 13340.00 13625.00 13735.00 13250.00 65.00 25.00 15.00 80.00
2024-12-02 13385.00 13365.00 13650.00 13285.00 13310.00 13315.00 13605.00 13205.00 75.00 50.00 45.00 80.00
2024-11-29 12905.00 13345.00 13415.00 12895.00 12870.00 13350.00 13435.00 12870.00 35.00 -5.00 -20.00 25.00
2024-11-28 12950.00 12910.00 12965.00 12800.00 12900.00 12925.00 12995.00 12820.00 50.00 -15.00 -30.00 -20.00
2024-11-27 12770.00 12950.00 12960.00 12715.00 12825.00 12980.00 12995.00 12760.00 -55.00 -30.00 -35.00 -45.00
2024-11-26 12780.00 12770.00 12865.00 12655.00 12785.00 12815.00 12915.00 12715.00 -5.00 -45.00 -50.00 -60.00
2024-11-25 12720.00 12770.00 12815.00 12580.00 12705.00 12820.00 12870.00 12640.00 15.00 -50.00 -55.00 -60.00
2024-11-22 13205.00 12690.00 13285.00 12660.00 13235.00 12740.00 13320.00 12730.00 -30.00 -50.00 -35.00 -70.00
2024-11-21 13210.00 13180.00 13330.00 13085.00 13250.00 13230.00 13360.00 13135.00 -40.00 -50.00 -30.00 -50.00
2024-11-20 13070.00 13245.00 13275.00 13045.00 13130.00 13280.00 13300.00 13100.00 -60.00 -35.00 -25.00 -55.00
2024-11-19 13150.00 13140.00 13210.00 13005.00 13120.00 13175.00 13240.00 13045.00 30.00 -35.00 -30.00 -40.00
2024-11-18 13215.00 13120.00 13310.00 13035.00 13220.00 13160.00 13315.00 13060.00 -5.00 -40.00 -5.00 -25.00
2024-11-15 13440.00 13175.00 13460.00 13120.00 13450.00 13200.00 13455.00 13150.00 -10.00 -25.00 5.00 -30.00
2024-11-14 13570.00 13395.00 13730.00 13155.00 13525.00 13400.00 13715.00 13295.00 45.00 -5.00 15.00 -140.00
2024-11-13 13520.00 13570.00 13635.00 13425.00 13430.00 13565.00 13615.00 13430.00 90.00 5.00 20.00 -5.00
2024-11-12 13815.00 13485.00 13845.00 13395.00 13810.00 13480.00 13840.00 13385.00 5.00 5.00 5.00 10.00
2024-11-11 13950.00 13865.00 14140.00 13820.00 13910.00 13875.00 14145.00 13820.00 40.00 -10.00 -5.00 0.00
2024-11-08 14385.00 14010.00 14630.00 14000.00 14365.00 14010.00 14630.00 13980.00 20.00 0.00 0.00 20.00
2024-11-07 14535.00 14385.00 14635.00 14290.00 14500.00 14365.00 14600.00 14270.00 35.00 20.00 35.00 20.00
2024-11-06 14300.00 14485.00 14645.00 14250.00 14285.00 14460.00 14620.00 14225.00 15.00 25.00 25.00 25.00
2024-11-05 14350.00 14350.00 14400.00 14215.00 14245.00 14300.00 14365.00 14190.00 105.00 50.00 35.00 25.00
2024-11-04 14515.00 14340.00 14540.00 14205.00 14500.00 14315.00 14520.00 14050.00 15.00 25.00 20.00 155.00
2024-11-01 14670.00 14505.00 14775.00 14430.00 14680.00 14490.00 14765.00 14410.00 -10.00 15.00 10.00 20.00
2024-10-31 14830.00 14750.00 14830.00 14660.00 14930.00 14800.00 14930.00 14725.00 -100.00 -50.00 -100.00 -65.00
2024-10-30 14850.00 14845.00 14940.00 14675.00 15000.00 14880.00 15000.00 14720.00 -150.00 -35.00 -60.00 -45.00
2024-10-29 14880.00 14920.00 15025.00 14695.00 14970.00 14960.00 15055.00 14785.00 -90.00 -40.00 -30.00 -90.00
2024-10-28 15000.00 14950.00 15200.00 14920.00 15055.00 14990.00 15220.00 14955.00 -55.00 -40.00 -20.00 -35.00
2024-10-25 15150.00 15005.00 15230.00 14905.00 15200.00 15105.00 15330.00 15015.00 -50.00 -100.00 -100.00 -110.00
2024-10-24 15170.00 15155.00 15200.00 14975.00 15305.00 15280.00 15320.00 15120.00 -135.00 -125.00 -120.00 -145.00
2024-10-23 15315.00 15335.00 15605.00 15305.00 15280.00 15240.00 15540.00 15190.00 35.00 95.00 65.00 115.00
2024-10-22 15320.00 15395.00 15420.00 15105.00 15100.00 15280.00 15300.00 14985.00 220.00 115.00 120.00 120.00
2024-10-21 15580.00 15205.00 15580.00 15010.00 15400.00 15090.00 15410.00 14890.00 180.00 115.00 170.00 120.00
2024-10-18 15250.00 15560.00 15620.00 15250.00 15290.00 15410.00 15495.00 15165.00 -40.00 150.00 125.00 85.00
2024-10-17 15405.00 15325.00 15540.00 15245.00 15360.00 15215.00 15425.00 15100.00 45.00 110.00 115.00 145.00
2024-10-16 15800.00 15460.00 15845.00 15355.00 15745.00 15355.00 15760.00 15230.00 55.00 105.00 85.00 125.00
2024-10-15 15920.00 15815.00 15960.00 15675.00 15700.00 15745.00 15880.00 15605.00 220.00 70.00 80.00 70.00
2024-10-14 15580.00 15825.00 15980.00 15475.00 15510.00 15755.00 15870.00 15425.00 70.00 70.00 110.00 50.00
2024-10-11 15415.00 15560.00 15625.00 15390.00 15390.00 15490.00 15575.00 15310.00 25.00 70.00 50.00 80.00
2024-10-10 16220.00 15340.00 16220.00 15310.00 16200.00 15300.00 16200.00 15190.00 20.00 40.00 20.00 120.00
2024-10-09 16285.00 16220.00 16650.00 16220.00 16110.00 16215.00 16415.00 16090.00 175.00 5.00 235.00 130.00
2024-10-08 16570.00 16285.00 16600.00 16090.00 16645.00 16105.00 16645.00 15960.00 -75.00 180.00 -45.00 130.00
2024-09-30 15695.00 16385.00 16480.00 15630.00 15595.00 16330.00 16405.00 15545.00 100.00 55.00 75.00 85.00
2024-09-27 15935.00 15700.00 15995.00 15575.00 15650.00 15590.00 15870.00 15490.00 285.00 110.00 125.00 85.00
2024-09-26 15720.00 15820.00 16190.00 15670.00 15655.00 15700.00 16095.00 15575.00 65.00 120.00 95.00 95.00
2024-09-25 15940.00 15775.00 16580.00 15725.00 15850.00 15770.00 16540.00 15725.00 90.00 5.00 40.00 0.00
2024-09-24 15395.00 15865.00 15875.00 15340.00 15390.00 15855.00 15860.00 15360.00 5.00 10.00 15.00 -20.00
2024-09-23 15800.00 15355.00 15820.00 15265.00 15840.00 15345.00 15840.00 15285.00 -40.00 10.00 -20.00 -20.00
2024-09-20 16160.00 15870.00 16185.00 15845.00 16240.00 15880.00 16240.00 15840.00 -80.00 -10.00 -55.00 5.00
2024-09-19 15820.00 16125.00 16240.00 15795.00 15850.00 16185.00 16290.00 15845.00 -30.00 -60.00 -50.00 -50.00
2024-09-18 15835.00 15870.00 15970.00 15725.00 15875.00 15910.00 16060.00 15785.00 -40.00 -40.00 -90.00 -60.00
2024-09-13 15385.00 15370.00 15565.00 15275.00 15470.00 15410.00 15595.00 15330.00 -85.00 -40.00 -30.00 -55.00
2024-09-12 15050.00 15375.00 15405.00 15040.00 15050.00 15410.00 15420.00 15050.00 0.00 -35.00 -15.00 -10.00
2024-09-11 14965.00 14975.00 15080.00 14860.00 14935.00 14980.00 15095.00 14875.00 30.00 -5.00 -15.00 -15.00
2024-09-10 15020.00 14950.00 15145.00 14900.00 15050.00 14940.00 15145.00 14880.00 -30.00 10.00 0.00 20.00
2024-09-09 14960.00 14980.00 15065.00 14750.00 14900.00 14970.00 15050.00 14745.00 60.00 10.00 15.00 5.00
2024-09-06 14735.00 14935.00 14950.00 14695.00 14720.00 14925.00 14945.00 14680.00 15.00 10.00 5.00 15.00
2024-09-05 14595.00 14705.00 14820.00 14580.00 14585.00 14700.00 14820.00 14580.00 10.00 5.00 0.00 0.00
2024-09-04 14695.00 14585.00 14765.00 14570.00 14680.00 14585.00 14745.00 14550.00 15.00 0.00 20.00 20.00
2024-09-03 14920.00 14725.00 14960.00 14690.00 14985.00 14705.00 14985.00 14615.00 -65.00 20.00 -25.00 75.00
导出Excel数据