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
暂无数据

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
暂无数据

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
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
2024-09-02 15120.00 14925.00 15130.00 14860.00 15070.00 14915.00 15155.00 14830.00 50.00 10.00 -25.00 30.00
2024-08-30 15150.00 15120.00 15215.00 15025.00 15170.00 15125.00 15210.00 15030.00 -20.00 -5.00 5.00 -5.00
2024-08-29 15190.00 15155.00 15360.00 15100.00 15170.00 15145.00 15320.00 15070.00 20.00 10.00 40.00 30.00
2024-08-28 15020.00 15215.00 15450.00 14990.00 14990.00 15170.00 15425.00 14985.00 30.00 45.00 25.00 5.00
2024-08-27 14825.00 15010.00 15025.00 14740.00 14820.00 14990.00 15015.00 14735.00 5.00 20.00 10.00 5.00
2024-08-26 14700.00 14810.00 14820.00 14615.00 14610.00 14720.00 14755.00 14570.00 90.00 90.00 65.00 45.00
2024-08-23 14590.00 14675.00 14760.00 14565.00 14515.00 14630.00 14710.00 14515.00 75.00 45.00 50.00 50.00
2024-08-22 14650.00 14595.00 14685.00 14510.00 14600.00 14555.00 14645.00 14505.00 50.00 40.00 40.00 5.00
2024-08-21 14570.00 14610.00 14650.00 14525.00 14615.00 14595.00 14640.00 14525.00 -45.00 15.00 10.00 0.00
2024-08-20 14435.00 14605.00 14660.00 14350.00 14480.00 14605.00 14655.00 14345.00 -45.00 0.00 5.00 5.00
2024-08-19 14190.00 14435.00 14455.00 14120.00 14230.00 14440.00 14460.00 14155.00 -40.00 -5.00 -5.00 -35.00
2024-08-16 14350.00 14210.00 14395.00 14205.00 14350.00 14230.00 14395.00 14230.00 0.00 -20.00 0.00 -25.00
2024-08-15 14155.00 14345.00 14385.00 14060.00 14190.00 14350.00 14410.00 14120.00 -35.00 -5.00 -25.00 -60.00
2024-08-14 14275.00 14135.00 14290.00 14115.00 14290.00 14190.00 14345.00 14170.00 -15.00 -55.00 -55.00 -55.00
2024-08-13 14100.00 14275.00 14310.00 14060.00 14180.00 14300.00 14330.00 14110.00 -80.00 -25.00 -20.00 -50.00
2024-08-12 14135.00 14150.00 14170.00 13950.00 14070.00 14100.00 14130.00 13900.00 65.00 50.00 40.00 50.00
2024-08-09 14050.00 14115.00 14235.00 13995.00 14025.00 14070.00 14195.00 13965.00 25.00 45.00 40.00 30.00
2024-08-08 14055.00 14050.00 14205.00 13970.00 14060.00 14025.00 14190.00 13930.00 -5.00 25.00 15.00 40.00
2024-08-07 13940.00 14035.00 14065.00 13840.00 13760.00 14005.00 14035.00 13760.00 180.00 30.00 30.00 80.00
2024-08-06 14020.00 13895.00 14070.00 13795.00 13950.00 13825.00 14000.00 13735.00 70.00 70.00 70.00 60.00
2024-08-05 14230.00 14060.00 14320.00 14020.00 14240.00 14000.00 14315.00 13960.00 -10.00 60.00 5.00 60.00
2024-08-02 14240.00 14310.00 14430.00 14225.00 14220.00 14270.00 14400.00 14180.00 20.00 40.00 30.00 45.00
2024-08-01 14360.00 14245.00 14420.00 14240.00 14300.00 14225.00 14385.00 14205.00 60.00 20.00 35.00 35.00
2024-07-31 14195.00 14340.00 14385.00 14070.00 14125.00 14285.00 14350.00 14030.00 70.00 55.00 35.00 40.00
2024-07-30 14440.00 14185.00 14500.00 14140.00 14405.00 14140.00 14480.00 14120.00 35.00 45.00 20.00 20.00
2024-07-29 14630.00 14485.00 14695.00 14425.00 14630.00 14450.00 14635.00 14380.00 0.00 35.00 60.00 45.00
2024-07-26 14645.00 14655.00 14930.00 14640.00 14790.00 14765.00 15000.00 14730.00 -145.00 -110.00 -70.00 -90.00
2024-07-25 14895.00 14635.00 14905.00 14600.00 14965.00 14795.00 14990.00 14745.00 -70.00 -160.00 -85.00 -145.00
2024-07-24 14560.00 14885.00 14945.00 14560.00 14715.00 14965.00 15030.00 14715.00 -155.00 -80.00 -85.00 -155.00
2024-07-23 14720.00 14585.00 14820.00 14570.00 14825.00 14710.00 14920.00 14710.00 -105.00 -125.00 -100.00 -140.00
2024-07-22 14735.00 14720.00 14955.00 14670.00 14805.00 14825.00 15055.00 14765.00 -70.00 -105.00 -100.00 -95.00
2024-07-19 14605.00 14670.00 14720.00 14460.00 14700.00 14780.00 14790.00 14600.00 -95.00 -110.00 -70.00 -140.00
2024-07-18 14600.00 14685.00 14700.00 14500.00 14705.00 14770.00 14795.00 14605.00 -105.00 -85.00 -95.00 -105.00
2024-07-17 14550.00 14600.00 14725.00 14500.00 14670.00 14700.00 14810.00 14625.00 -120.00 -100.00 -85.00 -125.00
2024-07-16 14495.00 14535.00 14560.00 14375.00 14690.00 14665.00 14730.00 14525.00 -195.00 -130.00 -170.00 -150.00
2024-07-15 14780.00 14640.00 14855.00 14555.00 14545.00 14500.00 14715.00 14400.00 235.00 140.00 140.00 155.00
2024-07-12 14800.00 14685.00 14860.00 14655.00 14625.00 14535.00 14745.00 14530.00 175.00 150.00 115.00 125.00
2024-07-11 14680.00 14770.00 14860.00 14680.00 14600.00 14625.00 14755.00 14590.00 80.00 145.00 105.00 90.00
2024-07-10 15045.00 14640.00 15045.00 14540.00 14930.00 14545.00 14960.00 14455.00 115.00 95.00 85.00 85.00
2024-07-09 14950.00 15055.00 15090.00 14810.00 14845.00 14965.00 15010.00 14700.00 105.00 90.00 80.00 110.00
2024-07-08 14750.00 14920.00 14945.00 14675.00 14735.00 14845.00 14870.00 14615.00 15.00 75.00 75.00 60.00
2024-07-05 14985.00 14720.00 15020.00 14715.00 14895.00 14670.00 14995.00 14645.00 90.00 50.00 25.00 70.00
2024-07-04 15170.00 14985.00 15245.00 14860.00 15150.00 14940.00 15165.00 14905.00 20.00 45.00 80.00 -45.00
2024-07-03 15215.00 15185.00 15230.00 14975.00 15150.00 15130.00 15155.00 14890.00 65.00 55.00 75.00 85.00
2024-07-02 15045.00 15175.00 15240.00 14930.00 14890.00 15085.00 15145.00 14810.00 155.00 90.00 95.00 120.00
2024-07-01 14950.00 15000.00 15080.00 14705.00 14800.00 14835.00 14930.00 14620.00 150.00 165.00 150.00 85.00
2024-06-28 14880.00 14835.00 14920.00 14640.00 14850.00 14795.00 14945.00 14715.00 30.00 40.00 -25.00 -75.00
2024-06-27 15130.00 14805.00 15160.00 14715.00 15180.00 14820.00 15180.00 14765.00 -50.00 -15.00 -20.00 -50.00
2024-06-26 15280.00 15155.00 15320.00 14890.00 15290.00 15100.00 15290.00 14835.00 -10.00 55.00 30.00 55.00
2024-06-25 15080.00 15335.00 15455.00 14925.00 15005.00 15290.00 15435.00 14910.00 75.00 45.00 20.00 15.00
2024-06-24 15180.00 15020.00 15505.00 15000.00 15080.00 14915.00 15330.00 14910.00 100.00 105.00 175.00 90.00
2024-06-21 15240.00 15205.00 15450.00 15070.00 15200.00 15035.00 15320.00 14945.00 40.00 170.00 130.00 125.00
2024-06-20 15255.00 15170.00 15485.00 15080.00 15105.00 15050.00 15315.00 14970.00 150.00 120.00 170.00 110.00
2024-06-19 15005.00 15225.00 15320.00 14885.00 14940.00 15075.00 15160.00 14745.00 65.00 150.00 160.00 140.00
2024-06-18 15245.00 15090.00 15640.00 14995.00 15050.00 14930.00 15395.00 14855.00 195.00 160.00 245.00 140.00
2024-06-17 15400.00 15220.00 15540.00 15150.00 15300.00 15015.00 15350.00 14965.00 100.00 205.00 190.00 185.00
2024-06-14 15830.00 15465.00 16120.00 15360.00 15660.00 15340.00 15865.00 15210.00 170.00 125.00 255.00 150.00
2024-06-13 16645.00 15830.00 16715.00 15390.00 16150.00 15700.00 16300.00 15250.00 495.00 130.00 415.00 140.00
2024-06-12 15395.00 16555.00 16630.00 15315.00 15200.00 16195.00 16295.00 15200.00 195.00 360.00 335.00 115.00
2024-06-11 15850.00 15340.00 16360.00 15265.00 15680.00 15205.00 16230.00 15115.00 170.00 135.00 130.00 150.00
2024-06-07 15050.00 15790.00 16010.00 14930.00 14850.00 15600.00 15925.00 14850.00 200.00 190.00 85.00 80.00
2024-06-06 14375.00 14935.00 14960.00 14255.00 14360.00 14830.00 14865.00 14255.00 15.00 105.00 95.00 0.00
2024-06-05 14220.00 14315.00 14465.00 14140.00 14195.00 14325.00 14455.00 14150.00 25.00 -10.00 10.00 -10.00
2024-06-04 14245.00 14255.00 14260.00 13990.00 14270.00 14265.00 14270.00 14025.00 -25.00 -10.00 -10.00 -35.00
2024-06-03 14380.00 14220.00 14485.00 14065.00 14385.00 14240.00 14510.00 14090.00 -5.00 -20.00 -25.00 -25.00
2024-05-31 14510.00 14340.00 14840.00 14170.00 14580.00 14350.00 14830.00 14195.00 -70.00 -10.00 10.00 -25.00
2024-05-30 14395.00 14505.00 14625.00 14230.00 14420.00 14535.00 14650.00 14280.00 -25.00 -30.00 -25.00 -50.00
2024-05-29 13960.00 14395.00 14395.00 13885.00 13975.00 14400.00 14400.00 13905.00 -15.00 -5.00 -5.00 -20.00
2024-05-28 13760.00 13880.00 14260.00 13760.00 13450.00 13580.00 13935.00 13450.00 310.00 300.00 325.00 310.00
2024-05-27 13820.00 13750.00 13935.00 13665.00 13470.00 13455.00 13650.00 13380.00 350.00 295.00 285.00 285.00
2024-05-24 13570.00 13760.00 13960.00 13565.00 13300.00 13475.00 13655.00 13300.00 270.00 285.00 305.00 265.00
2024-05-23 13660.00 13570.00 13870.00 13510.00 13375.00 13300.00 13575.00 13260.00 285.00 270.00 295.00 250.00
2024-05-22 13680.00 13670.00 13770.00 13505.00 13375.00 13395.00 13500.00 13235.00 305.00 275.00 270.00 270.00
2024-05-21 13740.00 13665.00 13935.00 13595.00 13470.00 13395.00 13650.00 13320.00 270.00 270.00 285.00 275.00
2024-05-20 13520.00 13735.00 13740.00 13435.00 13315.00 13465.00 13485.00 13190.00 205.00 270.00 255.00 245.00
2024-05-17 13480.00 13515.00 13535.00 13415.00 13315.00 13285.00 13315.00 13175.00 165.00 230.00 220.00 240.00
2024-05-16 13320.00 13480.00 13535.00 13200.00 13085.00 13270.00 13315.00 12995.00 235.00 210.00 220.00 205.00
2024-05-15 13210.00 13325.00 13340.00 13130.00 13015.00 13120.00 13125.00 12965.00 195.00 205.00 215.00 165.00
2024-05-14 13420.00 13205.00 13585.00 13200.00 13175.00 13020.00 13325.00 13005.00 245.00 185.00 260.00 195.00
2024-05-13 13270.00 13380.00 13390.00 13015.00 13140.00 13170.00 13170.00 12890.00 130.00 210.00 220.00 125.00
2024-05-10 13050.00 13100.00 13200.00 13045.00 13220.00 13275.00 13395.00 13220.00 -170.00 -175.00 -195.00 -175.00
2024-05-09 13095.00 13020.00 13115.00 12930.00 13290.00 13180.00 13295.00 13105.00 -195.00 -160.00 -180.00 -175.00
2024-05-08 13070.00 13095.00 13200.00 13065.00 13300.00 13295.00 13390.00 13235.00 -230.00 -200.00 -190.00 -170.00
2024-05-07 12960.00 13095.00 13210.00 12935.00 13050.00 13235.00 13395.00 13050.00 -90.00 -140.00 -185.00 -115.00
2024-05-06 12915.00 12920.00 13020.00 12870.00 13120.00 13080.00 13190.00 13035.00 -205.00 -160.00 -170.00 -165.00
2024-04-30 13150.00 12975.00 13345.00 12940.00 13305.00 13150.00 13495.00 13110.00 -155.00 -175.00 -150.00 -170.00
2024-04-29 12980.00 13115.00 13175.00 12950.00 13165.00 13160.00 13210.00 13010.00 -185.00 -45.00 -35.00 -60.00
2024-04-26 12910.00 13150.00 13170.00 12675.00 12950.00 13195.00 13210.00 12755.00 -40.00 -45.00 -40.00 -80.00
2024-04-25 12835.00 12940.00 12940.00 12715.00 12800.00 12910.00 12915.00 12710.00 35.00 30.00 25.00 5.00
2024-04-24 12820.00 12795.00 12905.00 12750.00 12830.00 12800.00 12890.00 12725.00 -10.00 -5.00 15.00 25.00
2024-04-23 12900.00 12835.00 12960.00 12800.00 12930.00 12820.00 12985.00 12810.00 -30.00 15.00 -25.00 -10.00
2024-04-22 13185.00 12930.00 13250.00 12910.00 13165.00 12950.00 13235.00 12945.00 20.00 -20.00 15.00 -35.00
2024-04-19 13230.00 13170.00 13375.00 13080.00 13230.00 13170.00 13335.00 13080.00 0.00 0.00 40.00 0.00
2024-04-18 13250.00 13225.00 13275.00 13030.00 13185.00 13230.00 13250.00 13055.00 65.00 -5.00 25.00 -25.00
2024-04-17 13070.00 13220.00 13245.00 13025.00 13080.00 13185.00 13245.00 13045.00 -10.00 35.00 0.00 -20.00
导出Excel数据