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
暂无数据

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
暂无数据

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
2022-03-23 11120.00 11050.00 11160.00 11015.00 11220.00 11155.00 11265.00 11110.00 -100.00 -105.00 -105.00 -95.00
2022-03-22 11185.00 11110.00 11190.00 11075.00 11280.00 11210.00 11280.00 11175.00 -95.00 -100.00 -90.00 -100.00
2022-03-21 11145.00 11185.00 11185.00 10900.00 11205.00 11280.00 11280.00 11005.00 -60.00 -95.00 -95.00 -105.00
2022-03-18 11050.00 11145.00 11170.00 11020.00 11150.00 11225.00 11270.00 11130.00 -100.00 -80.00 -100.00 -110.00
2022-03-17 11045.00 11010.00 11065.00 10850.00 11170.00 11120.00 11185.00 10965.00 -125.00 -110.00 -120.00 -115.00
2022-03-16 11060.00 11020.00 11120.00 10885.00 11150.00 11145.00 11230.00 11000.00 -90.00 -125.00 -110.00 -115.00
2022-03-15 11180.00 11050.00 11240.00 11030.00 11400.00 11180.00 11400.00 11150.00 -220.00 -130.00 -160.00 -120.00
2022-03-14 11490.00 11165.00 11495.00 11120.00 11555.00 11265.00 11590.00 11230.00 -65.00 -100.00 -95.00 -110.00
2022-03-11 11675.00 11470.00 11735.00 11395.00 11775.00 11570.00 11825.00 11490.00 -100.00 -100.00 -90.00 -95.00
2022-03-10 11750.00 11700.00 11895.00 11625.00 11780.00 11780.00 11990.00 11725.00 -30.00 -80.00 -95.00 -100.00
2022-03-09 11405.00 11790.00 11875.00 11380.00 11475.00 11895.00 11960.00 11475.00 -70.00 -105.00 -85.00 -95.00
2022-03-08 11550.00 11385.00 11620.00 11345.00 11610.00 11490.00 11700.00 11440.00 -60.00 -105.00 -80.00 -95.00
2022-03-07 11540.00 11545.00 11645.00 11400.00 11565.00 11625.00 11730.00 11495.00 -25.00 -80.00 -85.00 -95.00
2022-03-04 11705.00 11445.00 11755.00 11335.00 11820.00 11525.00 11825.00 11420.00 -115.00 -80.00 -70.00 -85.00
2022-03-03 11730.00 11760.00 11900.00 11675.00 11800.00 11835.00 11960.00 11750.00 -70.00 -75.00 -60.00 -75.00
2022-03-02 11580.00 11720.00 11840.00 11550.00 11680.00 11785.00 11920.00 11625.00 -100.00 -65.00 -80.00 -75.00
2022-03-01 11755.00 11530.00 11760.00 11420.00 11825.00 11625.00 11835.00 11505.00 -70.00 -95.00 -75.00 -85.00
2022-02-28 11815.00 11755.00 11835.00 11655.00 11875.00 11830.00 11905.00 11740.00 -60.00 -75.00 -70.00 -85.00
2022-02-25 11920.00 11825.00 12075.00 11715.00 11980.00 11885.00 12130.00 11790.00 -60.00 -60.00 -55.00 -75.00
2022-02-24 11835.00 11875.00 12070.00 11795.00 11920.00 11950.00 12130.00 11865.00 -85.00 -75.00 -60.00 -70.00
2022-02-23 11780.00 11825.00 11900.00 11780.00 11710.00 11755.00 11810.00 11700.00 70.00 70.00 90.00 80.00
2022-02-22 11960.00 11760.00 11975.00 11655.00 11890.00 11690.00 11890.00 11575.00 70.00 70.00 85.00 80.00
2022-02-21 11995.00 11960.00 12080.00 11960.00 11915.00 11890.00 11995.00 11875.00 80.00 70.00 85.00 85.00
2022-02-18 11615.00 12040.00 12170.00 11615.00 11585.00 11950.00 12075.00 11575.00 30.00 90.00 95.00 40.00
2022-02-17 11830.00 11655.00 11860.00 11570.00 11745.00 11585.00 11795.00 11495.00 85.00 70.00 65.00 75.00
2022-02-16 11730.00 11720.00 11790.00 11635.00 11780.00 11790.00 11880.00 11720.00 -50.00 -70.00 -90.00 -85.00
2022-02-15 11950.00 11730.00 11950.00 11520.00 12020.00 11805.00 12020.00 11600.00 -70.00 -75.00 -70.00 -80.00
2022-02-14 11820.00 11950.00 12025.00 11785.00 11915.00 12035.00 12095.00 11865.00 -95.00 -85.00 -70.00 -80.00
2022-02-11 12030.00 11770.00 12040.00 11770.00 12095.00 11855.00 12115.00 11845.00 -65.00 -85.00 -75.00 -75.00
2022-02-10 11900.00 12015.00 12020.00 11790.00 11975.00 12085.00 12090.00 11870.00 -75.00 -70.00 -70.00 -80.00
2022-02-09 11750.00 11910.00 11940.00 11720.00 11870.00 11980.00 12015.00 11820.00 -120.00 -70.00 -75.00 -100.00
2022-02-08 11710.00 11810.00 11865.00 11650.00 11775.00 11895.00 11950.00 11740.00 -65.00 -85.00 -85.00 -90.00
2022-02-07 11590.00 11700.00 11825.00 11535.00 11800.00 11765.00 11900.00 11650.00 -210.00 -65.00 -75.00 -115.00
2022-01-28 11335.00 11405.00 11505.00 11155.00 11480.00 11505.00 11595.00 11250.00 -145.00 -100.00 -90.00 -95.00
2022-01-27 11585.00 11315.00 11650.00 11305.00 11670.00 11410.00 11730.00 11405.00 -85.00 -95.00 -80.00 -100.00
2022-01-26 11585.00 11580.00 11730.00 11530.00 11705.00 11665.00 11810.00 11615.00 -120.00 -85.00 -80.00 -85.00
2022-01-25 11580.00 11570.00 11635.00 11490.00 11675.00 11660.00 11730.00 11585.00 -95.00 -90.00 -95.00 -95.00
2022-01-24 11805.00 11575.00 11820.00 11550.00 11700.00 11480.00 11725.00 11460.00 105.00 95.00 95.00 90.00
2022-01-21 12090.00 11785.00 12140.00 11745.00 12010.00 11690.00 12045.00 11660.00 80.00 95.00 95.00 85.00
2022-01-20 12135.00 12095.00 12245.00 12025.00 12000.00 12005.00 12155.00 11930.00 135.00 90.00 90.00 95.00
2022-01-19 12085.00 12100.00 12380.00 12040.00 12010.00 11965.00 12290.00 11930.00 75.00 135.00 90.00 110.00
2022-01-18 11945.00 11945.00 12130.00 11800.00 12020.00 12040.00 12220.00 11870.00 -75.00 -95.00 -90.00 -70.00
2022-01-17 12145.00 11925.00 12205.00 11780.00 12250.00 12000.00 12260.00 11875.00 -105.00 -75.00 -55.00 -95.00
2022-01-14 11900.00 12190.00 12265.00 11850.00 11950.00 12270.00 12320.00 11940.00 -50.00 -80.00 -55.00 -90.00
2022-01-13 12060.00 11900.00 12190.00 11885.00 12200.00 11965.00 12275.00 11955.00 -140.00 -65.00 -85.00 -70.00
2022-01-12 11990.00 12045.00 12070.00 11870.00 12085.00 12120.00 12140.00 11955.00 -95.00 -75.00 -70.00 -85.00
2022-01-11 11920.00 11965.00 12000.00 11790.00 12005.00 12035.00 12075.00 11865.00 -85.00 -70.00 -75.00 -75.00
2022-01-10 11800.00 11935.00 11990.00 11695.00 11860.00 12025.00 12065.00 11775.00 -60.00 -90.00 -75.00 -80.00
2022-01-07 11480.00 11780.00 11875.00 11480.00 11600.00 11865.00 11950.00 11560.00 -120.00 -85.00 -75.00 -80.00
2022-01-06 11725.00 11470.00 11740.00 11470.00 11780.00 11555.00 11815.00 11530.00 -55.00 -85.00 -75.00 -60.00
2022-01-05 11640.00 11710.00 11875.00 11575.00 11685.00 11785.00 11950.00 11635.00 -45.00 -75.00 -75.00 -60.00
2022-01-04 11755.00 11595.00 11840.00 11535.00 11835.00 11660.00 11900.00 11600.00 -80.00 -65.00 -60.00 -65.00
2021-12-31 11660.00 11715.00 11725.00 11595.00 11705.00 11770.00 11790.00 11680.00 -45.00 -55.00 -65.00 -85.00
2021-12-30 11560.00 11625.00 11715.00 11535.00 11615.00 11695.00 11765.00 11605.00 -55.00 -70.00 -50.00 -70.00
2021-12-29 11530.00 11575.00 11595.00 11465.00 11600.00 11635.00 11665.00 11550.00 -70.00 -60.00 -70.00 -85.00
2021-12-28 11255.00 11545.00 11645.00 11210.00 11205.00 11520.00 11565.00 11145.00 50.00 25.00 80.00 65.00
2021-12-27 11160.00 11250.00 11275.00 11000.00 11265.00 11315.00 11345.00 11090.00 -105.00 -65.00 -70.00 -90.00
2021-12-24 11365.00 11180.00 11405.00 11175.00 11270.00 11095.00 11330.00 11095.00 95.00 85.00 75.00 80.00
2021-12-23 11250.00 11380.00 11385.00 11245.00 11250.00 11285.00 11305.00 11170.00 0.00 95.00 80.00 75.00
2021-12-22 11130.00 11270.00 11310.00 11130.00 11100.00 11200.00 11225.00 11090.00 30.00 70.00 85.00 40.00
2021-12-21 11155.00 11150.00 11190.00 11080.00 11030.00 11070.00 11110.00 11005.00 125.00 80.00 80.00 75.00
2021-12-20 11340.00 11065.00 11355.00 11025.00 11240.00 11010.00 11290.00 10955.00 100.00 55.00 65.00 70.00
2021-12-17 11400.00 11240.00 11500.00 11240.00 11490.00 11325.00 11585.00 11310.00 -90.00 -85.00 -85.00 -70.00
2021-12-16 11230.00 11415.00 11435.00 11205.00 11490.00 11500.00 11510.00 11265.00 -260.00 -85.00 -75.00 -60.00
2021-12-15 11490.00 11280.00 11565.00 11275.00 11590.00 11380.00 11655.00 11370.00 -100.00 -100.00 -90.00 -95.00
2021-12-14 11435.00 11490.00 11525.00 11345.00 11560.00 11580.00 11605.00 11425.00 -125.00 -90.00 -80.00 -80.00
2021-12-13 11300.00 11470.00 11500.00 11300.00 11400.00 11560.00 11590.00 11400.00 -100.00 -90.00 -90.00 -100.00
2021-12-10 11210.00 11300.00 11360.00 11180.00 11275.00 11380.00 11435.00 11275.00 -65.00 -80.00 -75.00 -95.00
2021-12-09 11250.00 11175.00 11300.00 11000.00 11300.00 11270.00 11370.00 11110.00 -50.00 -95.00 -70.00 -110.00
2021-12-08 11240.00 11300.00 11440.00 11210.00 11360.00 11395.00 11525.00 11310.00 -120.00 -95.00 -85.00 -100.00
2021-12-07 11365.00 11240.00 11505.00 11205.00 11490.00 11360.00 11605.00 11315.00 -125.00 -120.00 -100.00 -110.00
2021-12-06 11440.00 11345.00 11490.00 11235.00 11550.00 11425.00 11585.00 11335.00 -110.00 -80.00 -95.00 -100.00
2021-12-03 11620.00 11440.00 11700.00 10820.00 11660.00 11550.00 11755.00 11240.00 -40.00 -110.00 -55.00 -420.00
2021-12-02 12015.00 11615.00 12025.00 11580.00 12055.00 11685.00 12065.00 11645.00 -40.00 -70.00 -40.00 -65.00
2021-12-01 11815.00 11980.00 12070.00 11810.00 11675.00 11850.00 11940.00 11675.00 140.00 130.00 130.00 135.00
2021-11-30 12240.00 11800.00 12240.00 11450.00 12095.00 11695.00 12120.00 11600.00 145.00 105.00 120.00 -150.00
2021-11-29 11900.00 12215.00 12235.00 11750.00 11795.00 12105.00 12130.00 11655.00 105.00 110.00 105.00 95.00
2021-11-26 12405.00 11915.00 12410.00 11835.00 12255.00 11800.00 12305.00 11745.00 150.00 115.00 105.00 90.00
2021-11-25 12235.00 12385.00 12440.00 12235.00 12225.00 12325.00 12365.00 12115.00 10.00 60.00 75.00 120.00
2021-11-24 12095.00 12175.00 12235.00 11900.00 12050.00 12230.00 12280.00 11955.00 45.00 -55.00 -45.00 -55.00
2021-11-23 12120.00 12090.00 12235.00 12030.00 12250.00 12140.00 12290.00 12075.00 -130.00 -50.00 -55.00 -45.00
2021-11-22 11685.00 12150.00 12200.00 11660.00 11825.00 12250.00 12285.00 11755.00 -140.00 -100.00 -85.00 -95.00
2021-11-19 11395.00 11785.00 11810.00 11345.00 11490.00 11865.00 11895.00 11435.00 -95.00 -80.00 -85.00 -90.00
2021-11-18 11595.00 11375.00 11595.00 11375.00 11640.00 11460.00 11650.00 11460.00 -45.00 -85.00 -55.00 -85.00
2021-11-17 11700.00 11580.00 11700.00 11495.00 11700.00 11655.00 11760.00 11570.00 0.00 -75.00 -60.00 -75.00
2021-11-16 11600.00 11700.00 11815.00 11530.00 11680.00 11740.00 11860.00 11595.00 -80.00 -40.00 -45.00 -65.00
2021-11-15 11380.00 11615.00 11710.00 11290.00 11400.00 11685.00 11760.00 11360.00 -20.00 -70.00 -50.00 -70.00
2021-11-12 11175.00 11380.00 11400.00 11160.00 11300.00 11445.00 11475.00 11260.00 -125.00 -65.00 -75.00 -100.00
2021-11-11 11070.00 11175.00 11200.00 10990.00 11165.00 11280.00 11290.00 11085.00 -95.00 -105.00 -90.00 -95.00
2021-11-10 11125.00 11075.00 11220.00 10965.00 11160.00 11170.00 11295.00 11060.00 -35.00 -95.00 -75.00 -95.00
2021-11-09 11165.00 11085.00 11225.00 10955.00 11250.00 11185.00 11305.00 11055.00 -85.00 -100.00 -80.00 -100.00
2021-11-08 11060.00 11145.00 11210.00 10805.00 11150.00 11250.00 11290.00 10895.00 -90.00 -105.00 -80.00 -90.00
2021-11-05 11035.00 11035.00 11085.00 10910.00 11090.00 11130.00 11180.00 11000.00 -55.00 -95.00 -95.00 -90.00
2021-11-04 11450.00 10940.00 11450.00 10875.00 11545.00 11025.00 11545.00 10980.00 -95.00 -85.00 -95.00 -105.00
2021-11-03 11320.00 11470.00 11530.00 11310.00 11440.00 11555.00 11595.00 11400.00 -120.00 -85.00 -65.00 -90.00
2021-11-02 11475.00 11320.00 11555.00 11045.00 11535.00 11400.00 11620.00 11130.00 -60.00 -80.00 -65.00 -85.00
2021-11-01 11670.00 11440.00 11725.00 11420.00 11695.00 11510.00 11790.00 11505.00 -25.00 -70.00 -65.00 -85.00
2021-10-29 11890.00 11690.00 12100.00 11590.00 11980.00 11750.00 12110.00 11660.00 -90.00 -60.00 -10.00 -70.00
2021-10-28 11725.00 11940.00 11945.00 11505.00 11675.00 11850.00 11855.00 11460.00 50.00 90.00 90.00 45.00
2021-10-27 11800.00 11720.00 11990.00 11610.00 11795.00 11700.00 11920.00 11570.00 5.00 20.00 70.00 40.00
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