二十号胶期货跨期套利数据回测

本页面展示二十号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

关于二十号胶期货跨期套利的详细数据分析,请查看文章:。

二十号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
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二十号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
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二十号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
2025-12-08 12000.00 12065.00 12135.00 12000.00 12025.00 12065.00 12125.00 12025.00 -25.00 0.00 10.00 -25.00
2025-12-05 11990.00 12045.00 12090.00 11965.00 11975.00 12040.00 12070.00 11965.00 15.00 5.00 20.00 0.00
2025-12-04 12100.00 11970.00 12105.00 11840.00 12085.00 11965.00 12105.00 11850.00 15.00 5.00 0.00 -10.00
2025-12-03 12180.00 12085.00 12195.00 12015.00 12200.00 12085.00 12200.00 12025.00 -20.00 0.00 -5.00 -10.00
2025-12-02 12185.00 12230.00 12270.00 12085.00 12155.00 12235.00 12250.00 12085.00 30.00 -5.00 20.00 0.00
2025-12-01 12275.00 12170.00 12280.00 12035.00 12320.00 12180.00 12320.00 12060.00 -45.00 -10.00 -40.00 -25.00
2025-11-28 12250.00 12275.00 12340.00 12190.00 12235.00 12290.00 12355.00 12215.00 15.00 -15.00 -15.00 -25.00
2025-11-27 12180.00 12205.00 12245.00 12110.00 12200.00 12235.00 12270.00 12135.00 -20.00 -30.00 -25.00 -25.00
2025-11-26 12150.00 12165.00 12220.00 11995.00 12210.00 12190.00 12240.00 12020.00 -60.00 -25.00 -20.00 -25.00
2025-11-25 12280.00 12150.00 12345.00 12135.00 12310.00 12180.00 12370.00 12165.00 -30.00 -30.00 -25.00 -30.00
2025-11-24 12250.00 12275.00 12400.00 12095.00 12300.00 12310.00 12415.00 12120.00 -50.00 -35.00 -15.00 -25.00
2025-11-21 12330.00 12285.00 12560.00 12160.00 12355.00 12300.00 12570.00 12185.00 -25.00 -15.00 -10.00 -25.00
2025-11-20 12450.00 12320.00 12490.00 12285.00 12435.00 12295.00 12460.00 12255.00 15.00 25.00 30.00 30.00
2025-11-19 12360.00 12480.00 12520.00 12345.00 12325.00 12455.00 12485.00 12320.00 35.00 25.00 35.00 25.00
2025-11-18 12315.00 12345.00 12435.00 12275.00 12360.00 12325.00 12400.00 12255.00 -45.00 20.00 35.00 20.00
2025-11-17 12220.00 12355.00 12375.00 12150.00 12235.00 12330.00 12350.00 12130.00 -15.00 25.00 25.00 20.00
2025-11-14 12370.00 12265.00 12410.00 12260.00 12350.00 12245.00 12380.00 12235.00 20.00 20.00 30.00 25.00
2025-11-13 12180.00 12400.00 12450.00 12170.00 12140.00 12370.00 12425.00 12140.00 40.00 30.00 25.00 30.00
2025-11-12 12140.00 12180.00 12235.00 12110.00 12130.00 12160.00 12200.00 12090.00 10.00 20.00 35.00 20.00
2025-11-11 12130.00 12125.00 12225.00 12120.00 12145.00 12100.00 12205.00 12100.00 -15.00 25.00 20.00 20.00
2025-11-10 12035.00 12165.00 12185.00 12000.00 12030.00 12145.00 12160.00 11990.00 5.00 20.00 25.00 10.00
2025-11-07 12120.00 12035.00 12145.00 12025.00 12130.00 12030.00 12130.00 12010.00 -10.00 5.00 15.00 15.00
2025-11-06 11965.00 12130.00 12175.00 11930.00 11970.00 12115.00 12165.00 11930.00 -5.00 15.00 10.00 0.00
2025-11-05 11980.00 11935.00 12005.00 11795.00 12015.00 11935.00 12015.00 11780.00 -35.00 0.00 -10.00 15.00
2025-11-04 12215.00 11960.00 12220.00 11865.00 12225.00 11940.00 12225.00 11840.00 -10.00 20.00 -5.00 25.00
2025-11-03 12250.00 12200.00 12270.00 12095.00 12250.00 12210.00 12285.00 12110.00 0.00 -10.00 -15.00 -15.00
2025-10-31 12510.00 12230.00 12545.00 12190.00 12550.00 12240.00 12570.00 12200.00 -40.00 -10.00 -25.00 -10.00
2025-10-30 12720.00 12525.00 12725.00 12495.00 12670.00 12545.00 12720.00 12515.00 50.00 -20.00 5.00 -20.00
2025-10-29 12485.00 12720.00 12770.00 12400.00 12500.00 12730.00 12775.00 12410.00 -15.00 -10.00 -5.00 -10.00
2025-10-28 12540.00 12530.00 12665.00 12485.00 12545.00 12525.00 12655.00 12485.00 -5.00 5.00 10.00 0.00
2025-10-27 12480.00 12540.00 12585.00 12425.00 12480.00 12555.00 12595.00 12440.00 0.00 -15.00 -10.00 -15.00
2025-10-24 12450.00 12505.00 12650.00 12425.00 12410.00 12505.00 12635.00 12410.00 40.00 0.00 15.00 15.00
2025-10-23 12325.00 12430.00 12450.00 12310.00 12325.00 12420.00 12445.00 12305.00 0.00 10.00 5.00 5.00
2025-10-22 12345.00 12350.00 12385.00 12235.00 12315.00 12335.00 12355.00 12225.00 30.00 15.00 30.00 10.00
2025-10-21 12195.00 12365.00 12475.00 12070.00 12150.00 12340.00 12435.00 12040.00 45.00 25.00 40.00 30.00
2025-10-20 12150.00 12180.00 12345.00 12140.00 12225.00 12220.00 12385.00 12205.00 -75.00 -40.00 -40.00 -65.00
2025-10-17 12300.00 12225.00 12360.00 12220.00 12325.00 12275.00 12425.00 12270.00 -25.00 -50.00 -65.00 -50.00
2025-10-16 12205.00 12315.00 12350.00 12105.00 12240.00 12365.00 12405.00 12160.00 -35.00 -50.00 -55.00 -55.00
2025-10-15 11995.00 12235.00 12240.00 11970.00 11980.00 12195.00 12195.00 11960.00 15.00 40.00 45.00 10.00
2025-10-14 12080.00 11990.00 12085.00 11915.00 12095.00 11970.00 12095.00 11905.00 -15.00 20.00 -10.00 10.00
2025-10-13 12340.00 12040.00 12340.00 11960.00 12360.00 12045.00 12360.00 11955.00 -20.00 -5.00 -20.00 5.00
2025-10-10 12465.00 12350.00 12520.00 12305.00 12475.00 12360.00 12510.00 12315.00 -10.00 -10.00 10.00 -10.00
2025-10-09 12200.00 12465.00 12490.00 12200.00 12200.00 12455.00 12485.00 12200.00 0.00 10.00 5.00 0.00
2025-09-30 12420.00 12100.00 12420.00 12090.00 12440.00 12100.00 12440.00 12100.00 -20.00 0.00 -20.00 -10.00
2025-09-29 12450.00 12430.00 12475.00 12210.00 12430.00 12435.00 12485.00 12225.00 20.00 -5.00 -10.00 -15.00
2025-09-26 12425.00 12435.00 12505.00 12200.00 12450.00 12450.00 12520.00 12220.00 -25.00 -15.00 -15.00 -20.00
2025-09-25 12470.00 12430.00 12560.00 12425.00 12520.00 12445.00 12585.00 12440.00 -50.00 -15.00 -25.00 -15.00
2025-09-24 12385.00 12465.00 12520.00 12385.00 12415.00 12490.00 12535.00 12400.00 -30.00 -25.00 -15.00 -15.00
2025-09-23 12445.00 12395.00 12530.00 12330.00 12460.00 12415.00 12540.00 12350.00 -15.00 -20.00 -10.00 -20.00
2025-09-22 12340.00 12425.00 12460.00 12260.00 12340.00 12440.00 12480.00 12280.00 0.00 -15.00 -20.00 -20.00
2025-09-19 12350.00 12300.00 12365.00 12225.00 12425.00 12395.00 12445.00 12320.00 -75.00 -95.00 -80.00 -95.00
2025-09-18 12550.00 12300.00 12550.00 12190.00 12645.00 12380.00 12645.00 12270.00 -95.00 -80.00 -95.00 -80.00
2025-09-17 12715.00 12590.00 12715.00 12505.00 12740.00 12665.00 12780.00 12585.00 -25.00 -75.00 -65.00 -80.00
2025-09-16 12705.00 12715.00 12755.00 12615.00 12675.00 12680.00 12705.00 12575.00 30.00 35.00 50.00 40.00
2025-09-15 12600.00 12710.00 12715.00 12480.00 12540.00 12670.00 12670.00 12440.00 60.00 40.00 45.00 40.00
2025-09-12 12645.00 12555.00 12655.00 12405.00 12565.00 12510.00 12595.00 12365.00 80.00 45.00 60.00 40.00
2025-09-11 12770.00 12620.00 12770.00 12485.00 12695.00 12565.00 12710.00 12440.00 75.00 55.00 60.00 45.00
2025-09-10 12755.00 12715.00 12775.00 12665.00 12715.00 12670.00 12725.00 12615.00 40.00 45.00 50.00 50.00
2025-09-09 13040.00 12735.00 13045.00 12665.00 12980.00 12685.00 12985.00 12625.00 60.00 50.00 60.00 40.00
2025-09-08 13100.00 13045.00 13130.00 12930.00 13075.00 12980.00 13075.00 12880.00 25.00 65.00 55.00 50.00
2025-09-05 12735.00 13090.00 13145.00 12655.00 12790.00 13135.00 13205.00 12710.00 -55.00 -45.00 -60.00 -55.00
2025-09-04 12725.00 12735.00 12815.00 12630.00 12780.00 12790.00 12870.00 12675.00 -55.00 -55.00 -55.00 -45.00
2025-09-03 12720.00 12715.00 12840.00 12690.00 12750.00 12765.00 12890.00 12740.00 -30.00 -50.00 -50.00 -50.00
2025-09-02 12730.00 12710.00 12885.00 12665.00 12740.00 12760.00 12935.00 12705.00 -10.00 -50.00 -50.00 -40.00
2025-09-01 12725.00 12680.00 12805.00 12560.00 12755.00 12720.00 12845.00 12605.00 -30.00 -40.00 -40.00 -45.00
2025-08-29 12770.00 12695.00 12770.00 12615.00 12800.00 12725.00 12800.00 12650.00 -30.00 -30.00 -30.00 -35.00
2025-08-28 12650.00 12780.00 12845.00 12630.00 12680.00 12815.00 12880.00 12665.00 -30.00 -35.00 -35.00 -35.00
2025-08-27 12750.00 12615.00 12910.00 12535.00 12750.00 12645.00 12910.00 12570.00 0.00 -30.00 0.00 -35.00
2025-08-26 12735.00 12790.00 12980.00 12735.00 12765.00 12810.00 13015.00 12760.00 -30.00 -20.00 -35.00 -25.00
2025-08-25 12570.00 12785.00 12845.00 12540.00 12580.00 12815.00 12860.00 12580.00 -10.00 -30.00 -15.00 -40.00
2025-08-22 12620.00 12510.00 12650.00 12410.00 12665.00 12535.00 12670.00 12440.00 -45.00 -25.00 -20.00 -30.00
2025-08-21 12585.00 12600.00 12695.00 12560.00 12580.00 12620.00 12720.00 12580.00 5.00 -20.00 -25.00 -20.00
2025-08-20 12720.00 12525.00 12720.00 12350.00 12640.00 12475.00 12650.00 12300.00 80.00 50.00 70.00 50.00
2025-08-19 12620.00 12690.00 12790.00 12620.00 12570.00 12630.00 12725.00 12555.00 50.00 60.00 65.00 65.00
2025-08-18 12710.00 12650.00 12775.00 12585.00 12680.00 12575.00 12695.00 12515.00 30.00 75.00 80.00 70.00
2025-08-15 12490.00 12710.00 12775.00 12430.00 12410.00 12640.00 12705.00 12360.00 80.00 70.00 70.00 70.00
2025-08-14 12570.00 12490.00 12730.00 12480.00 12505.00 12425.00 12660.00 12415.00 65.00 65.00 70.00 65.00
2025-08-13 12665.00 12610.00 12830.00 12590.00 12615.00 12545.00 12760.00 12525.00 50.00 65.00 70.00 65.00
2025-08-12 12630.00 12665.00 12715.00 12555.00 12635.00 12605.00 12650.00 12490.00 -5.00 60.00 65.00 65.00
2025-08-11 12475.00 12620.00 12660.00 12465.00 12425.00 12575.00 12595.00 12405.00 50.00 45.00 65.00 60.00
2025-08-08 12395.00 12405.00 12420.00 12280.00 12400.00 12465.00 12475.00 12330.00 -5.00 -60.00 -55.00 -50.00
2025-08-07 12320.00 12350.00 12430.00 12210.00 12370.00 12400.00 12490.00 12265.00 -50.00 -50.00 -60.00 -55.00
2025-08-06 12320.00 12320.00 12380.00 12225.00 12415.00 12385.00 12435.00 12290.00 -95.00 -65.00 -55.00 -65.00
2025-08-05 12230.00 12300.00 12345.00 12205.00 12275.00 12355.00 12395.00 12250.00 -45.00 -55.00 -50.00 -45.00
2025-08-04 12230.00 12160.00 12230.00 12040.00 12265.00 12200.00 12270.00 12090.00 -35.00 -40.00 -40.00 -50.00
2025-08-01 12290.00 12175.00 12335.00 12080.00 12325.00 12220.00 12380.00 12130.00 -35.00 -45.00 -45.00 -50.00
2025-07-31 12575.00 12275.00 12580.00 12235.00 12610.00 12320.00 12615.00 12285.00 -35.00 -45.00 -35.00 -50.00
2025-07-30 12710.00 12575.00 12755.00 12485.00 12770.00 12605.00 12785.00 12520.00 -60.00 -30.00 -30.00 -35.00
2025-07-29 12810.00 12670.00 12825.00 12480.00 12800.00 12690.00 12800.00 12485.00 10.00 -20.00 25.00 -5.00
2025-07-28 13340.00 12810.00 13385.00 12700.00 13300.00 12780.00 13355.00 12695.00 40.00 30.00 30.00 5.00
2025-07-25 13150.00 13320.00 13420.00 13125.00 13080.00 13300.00 13390.00 13080.00 70.00 20.00 30.00 45.00
2025-07-24 12775.00 13120.00 13290.00 12680.00 12800.00 13080.00 13245.00 12685.00 -25.00 40.00 45.00 -5.00
2025-07-23 12860.00 12775.00 12960.00 12685.00 12860.00 12785.00 12940.00 12700.00 0.00 -10.00 20.00 -15.00
2025-07-22 12730.00 12855.00 13030.00 12645.00 12710.00 12860.00 13020.00 12665.00 20.00 -5.00 10.00 -20.00
2025-07-21 12665.00 12750.00 12840.00 12595.00 12650.00 12745.00 12840.00 12585.00 15.00 5.00 0.00 10.00
2025-07-18 12550.00 12675.00 12870.00 12530.00 12560.00 12655.00 12840.00 12505.00 -10.00 20.00 30.00 25.00
2025-07-17 12470.00 12585.00 12660.00 12420.00 12455.00 12560.00 12635.00 12395.00 15.00 25.00 25.00 25.00
2025-07-16 12400.00 12490.00 12500.00 12305.00 12330.00 12470.00 12480.00 12280.00 70.00 20.00 20.00 25.00
2025-07-15 12355.00 12380.00 12575.00 12310.00 12330.00 12360.00 12555.00 12300.00 25.00 20.00 20.00 10.00
2025-07-14 12355.00 12325.00 12370.00 12195.00 12370.00 12330.00 12390.00 12215.00 -15.00 -5.00 -20.00 -20.00
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