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
2023-11-08 12420.00 12695.00 12750.00 12420.00 12300.00 12550.00 12605.00 12275.00 120.00 145.00 145.00 145.00
2023-11-07 12900.00 12495.00 12930.00 12410.00 12735.00 12320.00 12785.00 12220.00 165.00 175.00 145.00 190.00
2023-11-06 13010.00 12900.00 13045.00 12720.00 12825.00 12775.00 12860.00 12580.00 185.00 125.00 185.00 140.00
2023-11-03 13000.00 12980.00 13160.00 12970.00 12830.00 12810.00 13000.00 12810.00 170.00 170.00 160.00 160.00
2023-11-02 13100.00 12990.00 13165.00 12930.00 12910.00 12835.00 12975.00 12770.00 190.00 155.00 190.00 160.00
2023-11-01 12955.00 13045.00 13090.00 12840.00 12785.00 12890.00 12910.00 12690.00 170.00 155.00 180.00 150.00
2023-10-31 12960.00 12920.00 13080.00 12660.00 12870.00 12770.00 12900.00 12505.00 90.00 150.00 180.00 155.00
2023-10-30 13060.00 13025.00 13130.00 12860.00 12855.00 12870.00 12990.00 12700.00 205.00 155.00 140.00 160.00
2023-10-27 12900.00 13095.00 13115.00 12855.00 12760.00 12930.00 12975.00 12695.00 140.00 165.00 140.00 160.00
2023-10-26 13000.00 12925.00 13230.00 12830.00 12800.00 12760.00 13015.00 12645.00 200.00 165.00 215.00 185.00
2023-10-25 12820.00 12980.00 12990.00 12770.00 12615.00 12800.00 12800.00 12575.00 205.00 180.00 190.00 195.00
2023-10-24 12995.00 12780.00 13040.00 12710.00 12800.00 12580.00 12880.00 12525.00 195.00 200.00 160.00 185.00
2023-10-23 12800.00 12975.00 13000.00 12660.00 12570.00 12785.00 12790.00 12450.00 230.00 190.00 210.00 210.00
2023-10-20 12720.00 12750.00 13045.00 12645.00 12445.00 12570.00 12785.00 12405.00 275.00 180.00 260.00 240.00
2023-10-19 12650.00 12665.00 12730.00 12555.00 12500.00 12400.00 12500.00 12335.00 150.00 265.00 230.00 220.00
2023-10-18 12890.00 12590.00 12950.00 12530.00 12795.00 12450.00 12795.00 12390.00 95.00 140.00 155.00 140.00
2023-10-17 13100.00 12890.00 13220.00 12820.00 12905.00 12715.00 13030.00 12665.00 195.00 175.00 190.00 155.00
2023-10-16 13380.00 13080.00 13380.00 12955.00 13050.00 12890.00 13155.00 12840.00 330.00 190.00 225.00 115.00
2023-10-13 12965.00 13130.00 13215.00 12890.00 12900.00 12965.00 13120.00 12800.00 65.00 165.00 95.00 90.00
2023-10-12 12700.00 12910.00 12960.00 12650.00 12580.00 12820.00 12845.00 12570.00 120.00 90.00 115.00 80.00
2023-10-11 12515.00 12705.00 12760.00 12435.00 12285.00 12590.00 12650.00 12285.00 230.00 115.00 110.00 150.00
2023-10-10 12600.00 12425.00 12895.00 12390.00 12455.00 12320.00 12760.00 12275.00 145.00 105.00 135.00 115.00
2023-10-09 12550.00 12650.00 12745.00 12445.00 11220.00 12455.00 12555.00 11220.00 1330.00 195.00 190.00 1225.00
2023-09-28 12820.00 12765.00 13085.00 12755.00 12645.00 12580.00 12925.00 12575.00 175.00 185.00 160.00 180.00
2023-09-27 12840.00 12775.00 12890.00 12645.00 12640.00 12645.00 12730.00 12525.00 200.00 130.00 160.00 120.00
2023-09-26 13245.00 12860.00 13245.00 12785.00 13075.00 12710.00 13075.00 12635.00 170.00 150.00 170.00 150.00
2023-09-25 13530.00 13235.00 13595.00 13070.00 13440.00 13075.00 13440.00 12925.00 90.00 160.00 155.00 145.00
2023-09-22 13300.00 13515.00 13530.00 13280.00 13075.00 13360.00 13380.00 13075.00 225.00 155.00 150.00 205.00
2023-09-21 13500.00 13230.00 13565.00 13150.00 13405.00 13050.00 13405.00 12980.00 95.00 180.00 160.00 170.00
2023-09-20 13740.00 13605.00 13920.00 13565.00 13480.00 13400.00 13730.00 13395.00 260.00 205.00 190.00 170.00
2023-09-19 13895.00 13740.00 14030.00 13725.00 13700.00 13540.00 13865.00 13540.00 195.00 200.00 165.00 185.00
2023-09-18 13900.00 13855.00 13980.00 13665.00 13625.00 13660.00 13780.00 13490.00 275.00 195.00 200.00 175.00
2023-09-15 14000.00 13860.00 14065.00 13710.00 13750.00 13640.00 13815.00 13510.00 250.00 220.00 250.00 200.00
2023-09-14 13820.00 13920.00 13950.00 13580.00 13595.00 13665.00 13680.00 13350.00 225.00 255.00 270.00 230.00
2023-09-13 14140.00 13745.00 14170.00 13590.00 13945.00 13500.00 13945.00 13365.00 195.00 245.00 225.00 225.00
2023-09-12 13745.00 14140.00 14240.00 13730.00 13510.00 13925.00 13985.00 13500.00 235.00 215.00 255.00 230.00
2023-09-11 13625.00 13675.00 13855.00 13340.00 13440.00 13410.00 13650.00 13065.00 185.00 265.00 205.00 275.00
2023-09-08 14080.00 13550.00 14360.00 13515.00 13945.00 13320.00 14095.00 13310.00 135.00 230.00 265.00 205.00
2023-09-07 14200.00 14080.00 14285.00 13465.00 13920.00 13845.00 13980.00 13195.00 280.00 235.00 305.00 270.00
2023-09-06 14300.00 14180.00 14600.00 14020.00 13830.00 13880.00 14355.00 13635.00 470.00 300.00 245.00 385.00
2023-09-05 13745.00 14385.00 14575.00 13570.00 13485.00 13865.00 13980.00 13180.00 260.00 520.00 595.00 390.00
2023-09-04 13900.00 13680.00 14440.00 13590.00 13700.00 13290.00 14140.00 13220.00 200.00 390.00 300.00 370.00
2023-09-01 12250.00 13295.00 13295.00 12190.00 12150.00 13215.00 13215.00 12120.00 100.00 80.00 80.00 70.00
2023-08-31 12130.00 12145.00 12180.00 12020.00 12035.00 12075.00 12100.00 11955.00 95.00 70.00 80.00 65.00
2023-08-30 12030.00 12100.00 12145.00 11950.00 12015.00 12035.00 12100.00 11905.00 15.00 65.00 45.00 45.00
2023-08-29 11945.00 12070.00 12115.00 11825.00 11890.00 12040.00 12070.00 11785.00 55.00 30.00 45.00 40.00
2023-08-28 11900.00 11930.00 12200.00 11780.00 11820.00 11890.00 12150.00 11745.00 80.00 40.00 50.00 35.00
2023-08-25 11610.00 11875.00 11900.00 11545.00 11535.00 11820.00 11845.00 11505.00 75.00 55.00 55.00 40.00
2023-08-24 11550.00 11580.00 11670.00 11520.00 11505.00 11535.00 11630.00 11480.00 45.00 45.00 40.00 40.00
2023-08-23 11420.00 11530.00 11725.00 11405.00 11410.00 11505.00 11685.00 11375.00 10.00 25.00 40.00 30.00
2023-08-22 11430.00 11440.00 11560.00 11320.00 11400.00 11435.00 11535.00 11290.00 30.00 5.00 25.00 30.00
2023-08-21 11285.00 11420.00 11420.00 11275.00 11215.00 11375.00 11380.00 11215.00 70.00 45.00 40.00 60.00
2023-08-18 11330.00 11275.00 11445.00 11270.00 11285.00 11230.00 11410.00 11230.00 45.00 45.00 35.00 40.00
2023-08-17 11300.00 11315.00 11380.00 11250.00 11255.00 11275.00 11330.00 11210.00 45.00 40.00 50.00 40.00
2023-08-16 11300.00 11295.00 11350.00 11230.00 11275.00 11255.00 11300.00 11175.00 25.00 40.00 50.00 55.00
2023-08-15 11295.00 11320.00 11420.00 11285.00 11275.00 11280.00 11365.00 11250.00 20.00 40.00 55.00 35.00
2023-08-14 11335.00 11300.00 11370.00 11230.00 11275.00 11275.00 11325.00 11195.00 60.00 25.00 45.00 35.00
2023-08-11 11200.00 11335.00 11380.00 11200.00 11160.00 11275.00 11320.00 11160.00 40.00 60.00 60.00 40.00
2023-08-10 11365.00 11230.00 11375.00 11220.00 11250.00 11185.00 11315.00 11180.00 115.00 45.00 60.00 40.00
2023-08-09 11225.00 11365.00 11380.00 11175.00 11105.00 11270.00 11285.00 11100.00 120.00 95.00 95.00 75.00
2023-08-08 11510.00 11280.00 11510.00 11270.00 11290.00 11185.00 11360.00 11180.00 220.00 95.00 150.00 90.00
2023-08-07 11390.00 11385.00 11420.00 11255.00 11330.00 11280.00 11330.00 11145.00 60.00 105.00 90.00 110.00
2023-08-04 11390.00 11360.00 11440.00 11250.00 11250.00 11230.00 11320.00 11160.00 140.00 130.00 120.00 90.00
2023-08-03 11110.00 11320.00 11450.00 11105.00 11030.00 11235.00 11370.00 11025.00 80.00 85.00 80.00 80.00
2023-08-02 10980.00 11115.00 11125.00 10910.00 10835.00 11020.00 11055.00 10820.00 145.00 95.00 70.00 90.00
2023-08-01 10990.00 10970.00 11045.00 10855.00 10860.00 10845.00 10910.00 10765.00 130.00 125.00 135.00 90.00
2023-07-31 10790.00 10985.00 11105.00 10765.00 10700.00 10880.00 11010.00 10650.00 90.00 105.00 95.00 115.00
2023-07-28 10750.00 10755.00 10880.00 10560.00 10555.00 10625.00 10865.00 10500.00 195.00 130.00 15.00 60.00
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