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
2025-07-11 12400.00 12375.00 12450.00 12325.00 12420.00 12390.00 12465.00 12350.00 -20.00 -15.00 -15.00 -25.00
2025-07-10 12070.00 12400.00 12450.00 12010.00 12100.00 12420.00 12480.00 12035.00 -30.00 -20.00 -30.00 -25.00
2025-07-09 12075.00 12095.00 12125.00 11940.00 12080.00 12110.00 12135.00 11970.00 -5.00 -15.00 -10.00 -30.00
2025-07-08 12030.00 12070.00 12130.00 11940.00 12055.00 12080.00 12130.00 11950.00 -25.00 -10.00 0.00 -10.00
2025-07-07 12085.00 12040.00 12095.00 11910.00 12070.00 12030.00 12085.00 11915.00 15.00 10.00 10.00 -5.00
2025-07-04 12120.00 12095.00 12250.00 12090.00 12140.00 12085.00 12225.00 12075.00 -20.00 10.00 25.00 15.00
2025-07-03 12295.00 12125.00 12315.00 12010.00 12240.00 12110.00 12280.00 12010.00 55.00 15.00 35.00 0.00
2025-07-02 12290.00 12275.00 12340.00 12200.00 12225.00 12240.00 12305.00 12155.00 65.00 35.00 35.00 45.00
2025-07-01 12185.00 12310.00 12340.00 12105.00 12115.00 12250.00 12295.00 12075.00 70.00 60.00 45.00 30.00
2025-06-30 12185.00 12190.00 12240.00 12085.00 12100.00 12160.00 12190.00 12040.00 85.00 30.00 50.00 45.00
2025-06-27 12135.00 12230.00 12275.00 12105.00 12100.00 12160.00 12230.00 12075.00 35.00 70.00 45.00 30.00
2025-06-26 11810.00 12145.00 12150.00 11785.00 11870.00 12120.00 12125.00 11805.00 -60.00 25.00 25.00 -20.00
2025-06-25 11845.00 11810.00 11900.00 11775.00 11810.00 11825.00 11910.00 11790.00 35.00 -15.00 -10.00 -15.00
2025-06-24 12000.00 11790.00 12020.00 11770.00 11995.00 11795.00 12000.00 11775.00 5.00 -5.00 20.00 -5.00
2025-06-23 12035.00 12010.00 12095.00 11830.00 12085.00 12040.00 12140.00 11865.00 -50.00 -30.00 -45.00 -35.00
2025-06-20 12260.00 12065.00 12260.00 12000.00 12185.00 12010.00 12195.00 11945.00 75.00 55.00 65.00 55.00
2025-06-19 12335.00 12280.00 12365.00 12200.00 12250.00 12235.00 12305.00 12150.00 85.00 45.00 60.00 50.00
2025-06-18 12170.00 12330.00 12350.00 12135.00 12110.00 12280.00 12315.00 12075.00 60.00 50.00 35.00 60.00
2025-06-17 12125.00 12140.00 12165.00 12025.00 12080.00 12075.00 12110.00 11985.00 45.00 65.00 55.00 40.00
2025-06-16 12100.00 12160.00 12170.00 11790.00 12030.00 12105.00 12110.00 11755.00 70.00 55.00 60.00 35.00
2025-06-13 11940.00 12105.00 12250.00 11900.00 11840.00 12020.00 12160.00 11820.00 100.00 85.00 90.00 80.00
2025-06-12 12205.00 11930.00 12215.00 11930.00 12100.00 11840.00 12115.00 11835.00 105.00 90.00 100.00 95.00
2025-06-11 12170.00 12215.00 12270.00 12030.00 12040.00 12115.00 12165.00 11960.00 130.00 100.00 105.00 70.00
2025-06-10 12095.00 12155.00 12275.00 12000.00 11960.00 12040.00 12160.00 11885.00 135.00 115.00 115.00 115.00
2025-06-09 12000.00 12050.00 12080.00 11920.00 11935.00 11955.00 11955.00 11815.00 65.00 95.00 125.00 105.00
2025-06-06 12000.00 12025.00 12185.00 11955.00 11900.00 11895.00 12050.00 11820.00 100.00 130.00 135.00 135.00
2025-06-05 12010.00 11965.00 12030.00 11805.00 11865.00 11825.00 11885.00 11695.00 145.00 140.00 145.00 110.00
2025-06-04 11835.00 12020.00 12055.00 11690.00 11705.00 11905.00 11950.00 11565.00 130.00 115.00 105.00 125.00
2025-06-03 11830.00 11810.00 11975.00 11715.00 11550.00 11670.00 11790.00 11535.00 280.00 140.00 185.00 180.00
2025-05-30 12560.00 11865.00 12560.00 11840.00 12315.00 11680.00 12325.00 11655.00 245.00 185.00 235.00 185.00
2025-05-29 12275.00 12580.00 12680.00 12235.00 12110.00 12365.00 12420.00 12025.00 165.00 215.00 260.00 210.00
2025-05-28 12870.00 12245.00 12885.00 12200.00 12690.00 12085.00 12700.00 12040.00 180.00 160.00 185.00 160.00
2025-05-27 12680.00 12915.00 13030.00 12660.00 12565.00 12725.00 12780.00 12500.00 115.00 190.00 250.00 160.00
2025-05-26 12600.00 12645.00 12690.00 12470.00 12520.00 12505.00 12570.00 12360.00 80.00 140.00 120.00 110.00
2025-05-23 12730.00 12625.00 12860.00 12620.00 12830.00 12720.00 12930.00 12700.00 -100.00 -95.00 -70.00 -80.00
2025-05-22 12725.00 12730.00 12880.00 12715.00 12810.00 12820.00 12935.00 12790.00 -85.00 -90.00 -55.00 -75.00
2025-05-21 12815.00 12715.00 12835.00 12665.00 12900.00 12805.00 12915.00 12740.00 -85.00 -90.00 -80.00 -75.00
2025-05-20 12850.00 12915.00 12950.00 12785.00 12780.00 12820.00 12870.00 12700.00 70.00 95.00 80.00 85.00
2025-05-19 12680.00 12885.00 12940.00 12655.00 12670.00 12805.00 12860.00 12605.00 10.00 80.00 80.00 50.00
2025-05-16 12890.00 12730.00 12960.00 12720.00 12810.00 12680.00 12910.00 12670.00 80.00 50.00 50.00 50.00
2025-05-15 12970.00 12890.00 13030.00 12855.00 12950.00 12840.00 12990.00 12810.00 20.00 50.00 40.00 45.00
2025-05-14 12850.00 13035.00 13125.00 12810.00 12810.00 12995.00 13085.00 12755.00 40.00 40.00 40.00 55.00
2025-05-13 12970.00 12855.00 13000.00 12640.00 12900.00 12815.00 12940.00 12610.00 70.00 40.00 60.00 30.00
2025-05-12 12415.00 12820.00 12825.00 12300.00 12365.00 12750.00 12770.00 12285.00 50.00 70.00 55.00 15.00
2025-05-09 12560.00 12415.00 12600.00 12415.00 12480.00 12370.00 12535.00 12365.00 80.00 45.00 65.00 50.00
2025-05-08 12545.00 12535.00 12585.00 12440.00 12500.00 12460.00 12530.00 12390.00 45.00 75.00 55.00 50.00
2025-05-07 12565.00 12575.00 12775.00 12515.00 12490.00 12515.00 12710.00 12455.00 75.00 60.00 65.00 60.00
2025-05-06 12300.00 12555.00 12650.00 12300.00 12300.00 12490.00 12570.00 12300.00 0.00 65.00 80.00 0.00
2025-04-30 12225.00 12285.00 12425.00 12160.00 12245.00 12240.00 12380.00 12145.00 -20.00 45.00 45.00 15.00
2025-04-29 12285.00 12235.00 12415.00 12180.00 12245.00 12220.00 12385.00 12180.00 40.00 15.00 30.00 0.00
2025-04-28 12300.00 12270.00 12420.00 12205.00 12280.00 12270.00 12405.00 12205.00 20.00 0.00 15.00 0.00
2025-04-25 12400.00 12300.00 12595.00 12225.00 12400.00 12315.00 12570.00 12210.00 0.00 -15.00 25.00 15.00
2025-04-24 12490.00 12400.00 12500.00 12215.00 12500.00 12375.00 12500.00 12205.00 -10.00 25.00 0.00 10.00
2025-04-23 12450.00 12530.00 12590.00 12175.00 12415.00 12480.00 12545.00 12165.00 35.00 50.00 45.00 10.00
2025-04-22 12605.00 12420.00 12625.00 12345.00 12595.00 12375.00 12595.00 12290.00 10.00 45.00 30.00 55.00
2025-04-21 12455.00 12655.00 12760.00 12400.00 12415.00 12595.00 12670.00 12320.00 40.00 60.00 90.00 80.00
2025-04-18 12460.00 12450.00 12545.00 12335.00 12415.00 12385.00 12460.00 12260.00 45.00 65.00 85.00 75.00
2025-04-17 12435.00 12415.00 12580.00 12310.00 12340.00 12345.00 12495.00 12230.00 95.00 70.00 85.00 80.00
2025-04-16 12570.00 12350.00 12685.00 12285.00 12495.00 12260.00 12585.00 12180.00 75.00 90.00 100.00 105.00
2025-04-15 12765.00 12510.00 12835.00 12505.00 12745.00 12435.00 12765.00 12420.00 20.00 75.00 70.00 85.00
2025-04-14 12780.00 12765.00 12935.00 12710.00 12940.00 12885.00 13050.00 12860.00 -160.00 -120.00 -115.00 -150.00
2025-04-11 12545.00 12760.00 12790.00 12360.00 12700.00 12910.00 12930.00 12480.00 -155.00 -150.00 -140.00 -120.00
2025-04-10 11815.00 12595.00 13025.00 11660.00 11840.00 12735.00 13065.00 11695.00 -25.00 -140.00 -40.00 -35.00
2025-04-09 12510.00 11885.00 12535.00 11885.00 12520.00 11940.00 12595.00 11940.00 -10.00 -55.00 -60.00 -55.00
2025-04-08 12300.00 12480.00 13025.00 12300.00 12500.00 12400.00 12955.00 12330.00 -200.00 80.00 70.00 -30.00
2025-04-07 13365.00 13365.00 13365.00 13365.00 13310.00 13310.00 13310.00 13310.00 55.00 55.00 55.00 55.00
2025-04-03 14480.00 13920.00 14520.00 13915.00 14450.00 13865.00 14465.00 13835.00 30.00 55.00 55.00 80.00
2025-04-02 14425.00 14495.00 14565.00 14385.00 14390.00 14445.00 14515.00 14340.00 35.00 50.00 50.00 45.00
2025-04-01 14405.00 14430.00 14480.00 14165.00 14340.00 14395.00 14430.00 14135.00 65.00 35.00 50.00 30.00
2025-03-31 14445.00 14390.00 14565.00 14315.00 14400.00 14355.00 14500.00 14255.00 45.00 35.00 65.00 60.00
2025-03-28 14735.00 14390.00 14790.00 14350.00 14690.00 14345.00 14765.00 14320.00 45.00 45.00 25.00 30.00
2025-03-27 14630.00 14720.00 14740.00 14525.00 14600.00 14690.00 14705.00 14505.00 30.00 30.00 35.00 20.00
2025-03-26 14790.00 14625.00 14830.00 14610.00 14735.00 14580.00 14770.00 14555.00 55.00 45.00 60.00 55.00
2025-03-25 14845.00 14760.00 14975.00 14755.00 14800.00 14735.00 14925.00 14715.00 45.00 25.00 50.00 40.00
2025-03-24 14635.00 14845.00 14860.00 14575.00 14650.00 14790.00 14830.00 14575.00 -15.00 55.00 30.00 0.00
2025-03-21 14685.00 14610.00 14710.00 14555.00 14710.00 14615.00 14710.00 14570.00 -25.00 -5.00 0.00 -15.00
2025-03-20 14425.00 14730.00 14750.00 14270.00 14455.00 14715.00 14740.00 14300.00 -30.00 15.00 10.00 -30.00
2025-03-19 14525.00 14425.00 14545.00 14345.00 14550.00 14425.00 14550.00 14360.00 -25.00 0.00 -5.00 -15.00
2025-03-18 14400.00 14505.00 14525.00 14275.00 14400.00 14505.00 14525.00 14295.00 0.00 0.00 0.00 -20.00
2025-03-17 14590.00 14370.00 14600.00 14210.00 14595.00 14390.00 14600.00 14235.00 -5.00 -20.00 0.00 -25.00
2025-03-14 14490.00 14590.00 14625.00 14455.00 14500.00 14575.00 14615.00 14430.00 -10.00 15.00 10.00 25.00
2025-03-13 14695.00 14465.00 14700.00 14360.00 14700.00 14435.00 14700.00 14330.00 -5.00 30.00 0.00 30.00
2025-03-12 14725.00 14645.00 14740.00 14510.00 14660.00 14595.00 14690.00 14465.00 65.00 50.00 50.00 45.00
2025-03-11 14625.00 14645.00 14680.00 14430.00 14810.00 14840.00 14845.00 14600.00 -185.00 -195.00 -165.00 -170.00
2025-03-10 14835.00 14645.00 14870.00 14580.00 14980.00 14810.00 15025.00 14755.00 -145.00 -165.00 -155.00 -175.00
2025-03-07 15200.00 14870.00 15235.00 14815.00 15335.00 15045.00 15370.00 14985.00 -135.00 -175.00 -135.00 -170.00
2025-03-06 15160.00 15220.00 15245.00 14805.00 15260.00 15375.00 15380.00 14980.00 -100.00 -155.00 -135.00 -175.00
2025-03-05 15280.00 15120.00 15285.00 14930.00 15400.00 15240.00 15405.00 15070.00 -120.00 -120.00 -120.00 -140.00
2025-03-04 15560.00 15480.00 15665.00 15425.00 15380.00 15345.00 15535.00 15290.00 180.00 135.00 130.00 135.00
2025-03-03 15430.00 15500.00 15565.00 15360.00 15270.00 15350.00 15415.00 15235.00 160.00 150.00 150.00 125.00
2025-02-28 15340.00 15415.00 15465.00 15170.00 15235.00 15255.00 15345.00 15020.00 105.00 160.00 120.00 150.00
2025-02-27 15270.00 15325.00 15360.00 15045.00 15130.00 15185.00 15225.00 14900.00 140.00 140.00 135.00 145.00
2025-02-26 15190.00 15270.00 15415.00 15080.00 15150.00 15110.00 15255.00 14920.00 40.00 160.00 160.00 160.00
2025-02-25 15455.00 15185.00 15665.00 15155.00 15340.00 15085.00 15550.00 15045.00 115.00 100.00 115.00 110.00
2025-02-24 15250.00 15355.00 15390.00 15160.00 15220.00 15300.00 15325.00 15110.00 30.00 55.00 65.00 50.00
2025-02-21 15400.00 15250.00 15720.00 15240.00 15300.00 15195.00 15635.00 15175.00 100.00 55.00 85.00 65.00
2025-02-20 15170.00 15345.00 15400.00 15130.00 15130.00 15275.00 15340.00 15090.00 40.00 70.00 60.00 40.00
2025-02-19 15195.00 15130.00 15270.00 14975.00 15100.00 15100.00 15220.00 14940.00 95.00 30.00 50.00 35.00
2025-02-18 15135.00 15215.00 15345.00 14985.00 15065.00 15155.00 15275.00 14955.00 70.00 60.00 70.00 30.00
2025-02-17 15300.00 15135.00 15470.00 15055.00 15215.00 15105.00 15415.00 15020.00 85.00 30.00 55.00 35.00
导出Excel数据