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
2024-04-09 13530.00 13765.00 13795.00 13530.00 13550.00 13720.00 13745.00 13510.00 -20.00 45.00 50.00 20.00
2024-04-08 13280.00 13570.00 13615.00 13070.00 13250.00 13545.00 13570.00 13020.00 30.00 25.00 45.00 50.00
2024-04-03 13430.00 13270.00 13620.00 13265.00 13400.00 13275.00 13590.00 13255.00 30.00 -5.00 30.00 10.00
2024-04-02 13540.00 13420.00 13580.00 13365.00 13550.00 13405.00 13565.00 13350.00 -10.00 15.00 15.00 15.00
2024-04-01 13350.00 13575.00 13590.00 13340.00 13370.00 13550.00 13575.00 13340.00 -20.00 25.00 15.00 0.00
2024-03-29 13280.00 13340.00 13390.00 13185.00 13390.00 13325.00 13395.00 13210.00 -110.00 15.00 -5.00 -25.00
2024-03-28 13290.00 13290.00 13330.00 13175.00 13215.00 13240.00 13270.00 13120.00 75.00 50.00 60.00 55.00
2024-03-27 13430.00 13300.00 13525.00 13190.00 13360.00 13215.00 13440.00 13120.00 70.00 85.00 85.00 70.00
2024-03-26 13520.00 13425.00 13610.00 13385.00 13370.00 13345.00 13540.00 13315.00 150.00 80.00 70.00 70.00
2024-03-25 13580.00 13500.00 13680.00 13420.00 13495.00 13410.00 13605.00 13350.00 85.00 90.00 75.00 70.00
2024-03-22 13580.00 13520.00 13690.00 13360.00 13560.00 13455.00 13630.00 13295.00 20.00 65.00 60.00 65.00
2024-03-21 13900.00 13595.00 13900.00 13560.00 13850.00 13520.00 13850.00 13490.00 50.00 75.00 50.00 70.00
2024-03-20 13930.00 13935.00 14110.00 13830.00 13850.00 13890.00 14050.00 13765.00 80.00 45.00 60.00 65.00
2024-03-19 14120.00 13900.00 14180.00 13735.00 14115.00 13960.00 14200.00 13800.00 5.00 -60.00 -20.00 -65.00
2024-03-18 13535.00 14120.00 14545.00 13390.00 13620.00 14110.00 14490.00 13450.00 -85.00 10.00 55.00 -60.00
2024-03-15 13300.00 13535.00 13540.00 13255.00 13385.00 13590.00 13595.00 13280.00 -85.00 -55.00 -55.00 -25.00
2024-03-14 13210.00 13300.00 13470.00 13075.00 13270.00 13370.00 13495.00 13130.00 -60.00 -70.00 -25.00 -55.00
2024-03-13 13140.00 13170.00 13325.00 13090.00 13175.00 13230.00 13350.00 13145.00 -35.00 -60.00 -25.00 -55.00
2024-03-12 13185.00 13090.00 13295.00 13070.00 13300.00 13140.00 13325.00 13125.00 -115.00 -50.00 -30.00 -55.00
2024-03-11 13415.00 13240.00 13470.00 13150.00 13420.00 13285.00 13460.00 13205.00 -5.00 -45.00 10.00 -55.00
2024-03-08 13125.00 13405.00 13470.00 13050.00 13145.00 13395.00 13465.00 13075.00 -20.00 10.00 5.00 -25.00
2024-03-07 13210.00 13120.00 13275.00 13035.00 13255.00 13145.00 13280.00 13060.00 -45.00 -25.00 -5.00 -25.00
2024-03-06 13060.00 13200.00 13255.00 13000.00 13010.00 13205.00 13260.00 13010.00 50.00 -5.00 -5.00 -10.00
2024-03-05 13130.00 12980.00 13180.00 12970.00 13190.00 13000.00 13190.00 12980.00 -60.00 -20.00 -10.00 -10.00
2024-03-04 13200.00 13140.00 13320.00 13085.00 13205.00 13155.00 13310.00 13105.00 -5.00 -15.00 10.00 -20.00
2024-03-01 13295.00 13205.00 13365.00 13120.00 13325.00 13200.00 13375.00 13130.00 -30.00 5.00 -10.00 -10.00
2024-02-29 13485.00 13295.00 13485.00 13150.00 13380.00 13290.00 13440.00 13160.00 105.00 5.00 45.00 -10.00
2024-02-28 13510.00 13430.00 13635.00 13375.00 13480.00 13445.00 13635.00 13395.00 30.00 -15.00 0.00 -20.00
2024-02-27 13285.00 13505.00 13690.00 13215.00 13175.00 13445.00 13620.00 13155.00 110.00 60.00 70.00 60.00
2024-02-26 13090.00 13175.00 13315.00 13070.00 13190.00 13225.00 13370.00 13150.00 -100.00 -50.00 -55.00 -80.00
2024-02-23 13100.00 13140.00 13185.00 12985.00 13175.00 13190.00 13240.00 13050.00 -75.00 -50.00 -55.00 -65.00
2024-02-22 12895.00 13075.00 13120.00 12880.00 12950.00 13110.00 13145.00 12910.00 -55.00 -35.00 -25.00 -30.00
2024-02-21 12880.00 12910.00 13035.00 12805.00 12920.00 12930.00 13040.00 12840.00 -40.00 -20.00 -5.00 -35.00
2024-02-20 12825.00 12885.00 12960.00 12795.00 12900.00 12915.00 12970.00 12825.00 -75.00 -30.00 -10.00 -30.00
2024-02-19 12880.00 12835.00 13000.00 12725.00 12900.00 12880.00 12995.00 12755.00 -20.00 -45.00 5.00 -30.00
2024-02-08 12800.00 12635.00 12845.00 12545.00 12750.00 12690.00 12760.00 12550.00 50.00 -55.00 85.00 -5.00
2024-02-07 12370.00 12790.00 12790.00 12350.00 12395.00 12740.00 12755.00 12390.00 -25.00 50.00 35.00 -40.00
2024-02-06 12500.00 12360.00 12545.00 12350.00 12520.00 12390.00 12580.00 12390.00 -20.00 -30.00 -35.00 -40.00
2024-02-05 12380.00 12485.00 12585.00 12320.00 12395.00 12520.00 12630.00 12380.00 -15.00 -35.00 -45.00 -60.00
2024-02-02 12590.00 12390.00 12610.00 12280.00 12605.00 12420.00 12640.00 12315.00 -15.00 -30.00 -30.00 -35.00
2024-02-01 12640.00 12585.00 12650.00 12520.00 12645.00 12605.00 12665.00 12545.00 -5.00 -20.00 -15.00 -25.00
2024-01-31 12500.00 12600.00 12640.00 12390.00 12450.00 12605.00 12660.00 12420.00 50.00 -5.00 -20.00 -30.00
2024-01-30 12455.00 12420.00 12525.00 12360.00 12550.00 12445.00 12550.00 12400.00 -95.00 -25.00 -25.00 -40.00
2024-01-29 12190.00 12460.00 12620.00 12190.00 12500.00 12490.00 12620.00 12215.00 -310.00 -30.00 0.00 -25.00
2024-01-26 12215.00 12180.00 12275.00 12135.00 12140.00 12135.00 12210.00 12090.00 75.00 45.00 65.00 45.00
2024-01-25 12160.00 12210.00 12250.00 12100.00 12190.00 12220.00 12255.00 12120.00 -30.00 -10.00 -5.00 -20.00
2024-01-24 11995.00 12155.00 12160.00 11995.00 12055.00 12155.00 12170.00 12020.00 -60.00 0.00 -10.00 -25.00
2024-01-23 11955.00 11985.00 12025.00 11855.00 11980.00 11940.00 11990.00 11805.00 -25.00 45.00 35.00 50.00
2024-01-22 12170.00 11960.00 12195.00 11885.00 12145.00 11980.00 12185.00 11840.00 25.00 -20.00 10.00 45.00
2024-01-19 12140.00 12175.00 12220.00 12030.00 12065.00 12140.00 12190.00 12020.00 75.00 35.00 30.00 10.00
2024-01-18 12140.00 12170.00 12270.00 12015.00 12155.00 12155.00 12250.00 12015.00 -15.00 15.00 20.00 0.00
2024-01-17 12370.00 12140.00 12395.00 12140.00 12350.00 12155.00 12390.00 12130.00 20.00 -15.00 5.00 10.00
2024-01-16 12300.00 12360.00 12415.00 12200.00 12270.00 12305.00 12380.00 12165.00 30.00 55.00 35.00 35.00
2024-01-15 12390.00 12320.00 12440.00 12300.00 12310.00 12270.00 12390.00 12255.00 80.00 50.00 50.00 45.00
2024-01-12 12270.00 12355.00 12405.00 12240.00 12205.00 12310.00 12370.00 12200.00 65.00 45.00 35.00 40.00
2024-01-11 12155.00 12215.00 12255.00 12050.00 12150.00 12195.00 12230.00 12020.00 5.00 20.00 25.00 30.00
2024-01-10 12040.00 12080.00 12120.00 11925.00 12070.00 12140.00 12155.00 11960.00 -30.00 -60.00 -35.00 -35.00
2024-01-09 12125.00 12025.00 12240.00 11950.00 12075.00 11995.00 12205.00 11915.00 50.00 30.00 35.00 35.00
2024-01-08 12400.00 12120.00 12425.00 12015.00 12400.00 12095.00 12605.00 11980.00 0.00 25.00 -180.00 35.00
2024-01-05 12385.00 12400.00 12660.00 12260.00 12280.00 12360.00 12610.00 12215.00 105.00 40.00 50.00 45.00
2024-01-04 12590.00 12355.00 12595.00 12320.00 12510.00 12290.00 12525.00 12260.00 80.00 65.00 70.00 60.00
2024-01-03 12805.00 12545.00 12845.00 12510.00 12720.00 12485.00 12785.00 12465.00 85.00 60.00 60.00 45.00
2024-01-02 12800.00 12720.00 12880.00 12615.00 12800.00 12760.00 12930.00 12660.00 0.00 -40.00 -50.00 -45.00
2023-12-29 12630.00 12590.00 12785.00 12550.00 12655.00 12660.00 12835.00 12605.00 -25.00 -70.00 -50.00 -55.00
2023-12-28 12655.00 12625.00 12770.00 12525.00 12705.00 12665.00 12795.00 12565.00 -50.00 -40.00 -25.00 -40.00
2023-12-27 12570.00 12655.00 12680.00 12355.00 12500.00 12680.00 12730.00 12390.00 70.00 -25.00 -50.00 -35.00
2023-12-26 12575.00 12525.00 12935.00 12430.00 12610.00 12550.00 12940.00 12460.00 -35.00 -25.00 -5.00 -30.00
2023-12-25 12075.00 12565.00 12850.00 12025.00 12100.00 12610.00 12870.00 12070.00 -25.00 -45.00 -20.00 -45.00
2023-12-22 11930.00 11980.00 12085.00 11920.00 11945.00 12010.00 12125.00 11920.00 -15.00 -30.00 -40.00 0.00
2023-12-21 11800.00 11905.00 12125.00 11790.00 11850.00 11950.00 12140.00 11810.00 -50.00 -45.00 -15.00 -20.00
2023-12-20 11710.00 11785.00 11855.00 11540.00 11745.00 11820.00 11890.00 11580.00 -35.00 -35.00 -35.00 -40.00
2023-12-19 11725.00 11715.00 11775.00 11670.00 11795.00 11760.00 11820.00 11705.00 -70.00 -45.00 -45.00 -35.00
2023-12-18 11635.00 11720.00 11845.00 11525.00 11660.00 11765.00 11890.00 11540.00 -25.00 -45.00 -45.00 -15.00
2023-12-15 11600.00 11610.00 11715.00 11575.00 11705.00 11640.00 11735.00 11610.00 -105.00 -30.00 -20.00 -35.00
2023-12-14 11600.00 11635.00 11655.00 11490.00 11595.00 11690.00 11690.00 11525.00 5.00 -55.00 -35.00 -35.00
2023-12-13 11710.00 11560.00 11735.00 11465.00 11690.00 11590.00 11765.00 11510.00 20.00 -30.00 -30.00 -45.00
2023-12-12 11790.00 11730.00 11800.00 11565.00 11750.00 11770.00 11840.00 11610.00 40.00 -40.00 -40.00 -45.00
2023-12-11 11805.00 11760.00 11840.00 11665.00 11870.00 11805.00 11885.00 11705.00 -65.00 -45.00 -45.00 -40.00
2023-12-08 11740.00 11810.00 11895.00 11650.00 11785.00 11900.00 11935.00 11715.00 -45.00 -90.00 -40.00 -65.00
2023-12-07 11730.00 11740.00 11825.00 11620.00 11725.00 11710.00 11790.00 11600.00 5.00 30.00 35.00 20.00
2023-12-06 11685.00 11750.00 11805.00 11385.00 11585.00 11720.00 11775.00 11350.00 100.00 30.00 30.00 35.00
2023-12-05 11925.00 11630.00 11925.00 11530.00 11905.00 11585.00 11905.00 11485.00 20.00 45.00 20.00 45.00
2023-12-04 11925.00 11915.00 12025.00 11790.00 11955.00 11910.00 11995.00 11775.00 -30.00 5.00 30.00 15.00
2023-12-01 12095.00 12000.00 12290.00 11930.00 12060.00 11980.00 12210.00 11895.00 35.00 20.00 80.00 35.00
2023-11-30 12260.00 12120.00 12290.00 11775.00 11065.00 12105.00 12270.00 11065.00 1195.00 15.00 20.00 710.00
2023-11-29 12500.00 12220.00 12520.00 12160.00 12460.00 12200.00 12485.00 12120.00 40.00 20.00 35.00 40.00
2023-11-28 12500.00 12500.00 12630.00 12385.00 12425.00 12480.00 12550.00 12360.00 75.00 20.00 80.00 25.00
2023-11-27 12255.00 12470.00 12490.00 12255.00 12390.00 12540.00 12545.00 12335.00 -135.00 -70.00 -55.00 -80.00
2023-11-24 12180.00 12310.00 12335.00 12115.00 12300.00 12340.00 12385.00 12130.00 -120.00 -30.00 -50.00 -15.00
2023-11-23 12095.00 12185.00 12260.00 12010.00 12000.00 12215.00 12265.00 11985.00 95.00 -30.00 -5.00 25.00
2023-11-22 12245.00 12025.00 12350.00 11945.00 12240.00 12030.00 12310.00 11940.00 5.00 -5.00 40.00 5.00
2023-11-21 12360.00 12245.00 12460.00 12150.00 12370.00 12205.00 12435.00 12145.00 -10.00 40.00 25.00 5.00
2023-11-20 12410.00 12350.00 12445.00 12230.00 12330.00 12340.00 12400.00 12220.00 80.00 10.00 45.00 10.00
2023-11-17 12485.00 12330.00 12620.00 12310.00 12410.00 12280.00 12580.00 12250.00 75.00 50.00 40.00 60.00
2023-11-16 12455.00 12485.00 12505.00 12360.00 12400.00 12440.00 12480.00 12325.00 55.00 45.00 25.00 35.00
2023-11-15 12375.00 12495.00 12545.00 12325.00 12280.00 12425.00 12490.00 12260.00 95.00 70.00 55.00 65.00
2023-11-14 12345.00 12365.00 12470.00 12320.00 12250.00 12310.00 12375.00 12250.00 95.00 55.00 95.00 70.00
2023-11-13 12385.00 12365.00 12435.00 12265.00 12310.00 12305.00 12360.00 12180.00 75.00 60.00 75.00 85.00
2023-11-10 12600.00 12380.00 12700.00 12210.00 12490.00 12260.00 12550.00 12100.00 110.00 120.00 150.00 110.00
2023-11-09 12625.00 12585.00 12695.00 12510.00 12500.00 12450.00 12645.00 12380.00 125.00 135.00 50.00 130.00
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