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
2025-02-14 14895.00 15350.00 15435.00 14875.00 14840.00 15270.00 15350.00 14835.00 55.00 80.00 85.00 40.00
2025-02-13 15030.00 14895.00 15225.00 14825.00 15180.00 15150.00 15460.00 15070.00 -150.00 -255.00 -235.00 -245.00
2025-02-12 14670.00 15095.00 15135.00 14545.00 14765.00 15235.00 15270.00 14720.00 -95.00 -140.00 -135.00 -175.00
2025-02-11 15030.00 14840.00 15115.00 14815.00 14800.00 14690.00 14960.00 14660.00 230.00 150.00 155.00 155.00
2025-02-10 14890.00 14955.00 14980.00 14610.00 14735.00 14835.00 14845.00 14505.00 155.00 120.00 135.00 105.00
2025-02-07 14845.00 14925.00 15060.00 14805.00 14660.00 14815.00 14925.00 14650.00 185.00 110.00 135.00 155.00
2025-02-06 14565.00 14815.00 14900.00 14500.00 14375.00 14675.00 14750.00 14345.00 190.00 140.00 150.00 155.00
2025-02-05 14900.00 14510.00 14900.00 14325.00 14690.00 14360.00 14700.00 14190.00 210.00 150.00 200.00 135.00
2025-01-27 14985.00 14925.00 14985.00 14730.00 14755.00 14755.00 14795.00 14535.00 230.00 170.00 190.00 195.00
2025-01-24 14800.00 15000.00 15040.00 14615.00 14580.00 14755.00 14830.00 14400.00 220.00 245.00 210.00 215.00
2025-01-23 15110.00 14795.00 15185.00 14710.00 14775.00 14580.00 14925.00 14510.00 335.00 215.00 260.00 200.00
2025-01-22 14960.00 15070.00 15180.00 14810.00 14675.00 14795.00 14925.00 14585.00 285.00 275.00 255.00 225.00
2025-01-21 15000.00 14950.00 15295.00 14950.00 14730.00 14715.00 15010.00 14705.00 270.00 235.00 285.00 245.00
2025-01-20 14810.00 14990.00 15035.00 14685.00 14680.00 14705.00 14780.00 14535.00 130.00 285.00 255.00 150.00
2025-01-17 15160.00 14870.00 15225.00 14780.00 14910.00 14745.00 14975.00 14600.00 250.00 125.00 250.00 180.00
2025-01-16 15055.00 15220.00 15390.00 15020.00 14840.00 14975.00 15190.00 14770.00 215.00 245.00 200.00 250.00
2025-01-15 15025.00 15120.00 15215.00 14955.00 14725.00 14835.00 14945.00 14725.00 300.00 285.00 270.00 230.00
2025-01-14 14465.00 15025.00 15030.00 14430.00 14365.00 14845.00 14850.00 14325.00 100.00 180.00 180.00 105.00
2025-01-13 14600.00 14550.00 14785.00 14505.00 14705.00 14655.00 14850.00 14615.00 -105.00 -105.00 -65.00 -110.00
2025-01-10 14400.00 14595.00 14805.00 14400.00 14420.00 14680.00 14875.00 14420.00 -20.00 -85.00 -70.00 -20.00
2025-01-09 14180.00 14380.00 14455.00 14075.00 14150.00 14420.00 14480.00 14090.00 30.00 -40.00 -25.00 -15.00
2025-01-08 14000.00 14160.00 14230.00 13990.00 14040.00 14160.00 14240.00 14005.00 -40.00 0.00 -10.00 -15.00
2025-01-07 14205.00 13960.00 14270.00 13705.00 14220.00 13960.00 14255.00 13680.00 -15.00 0.00 15.00 25.00
2025-01-06 14210.00 14120.00 14250.00 14020.00 14240.00 14110.00 14265.00 14030.00 -30.00 10.00 -15.00 -10.00
2025-01-03 14655.00 14190.00 14765.00 13980.00 14695.00 14155.00 14780.00 13925.00 -40.00 35.00 -15.00 55.00
2025-01-02 14930.00 14680.00 14950.00 14650.00 14930.00 14695.00 14980.00 14660.00 0.00 -15.00 -30.00 -10.00
2024-12-31 14895.00 14915.00 14945.00 14790.00 14940.00 14935.00 14980.00 14825.00 -45.00 -20.00 -35.00 -35.00
2024-12-30 14745.00 14910.00 14960.00 14680.00 14790.00 14940.00 15000.00 14730.00 -45.00 -30.00 -40.00 -50.00
2024-12-27 14605.00 14745.00 14820.00 14435.00 14620.00 14800.00 14875.00 14480.00 -15.00 -55.00 -55.00 -45.00
2024-12-26 14600.00 14590.00 14725.00 14580.00 14660.00 14625.00 14770.00 14620.00 -60.00 -35.00 -45.00 -40.00
2024-12-25 14550.00 14625.00 14675.00 14460.00 14600.00 14665.00 14720.00 14500.00 -50.00 -40.00 -45.00 -40.00
2024-12-24 14365.00 14500.00 14510.00 14245.00 14480.00 14560.00 14565.00 14300.00 -115.00 -60.00 -55.00 -55.00
2024-12-23 14410.00 14365.00 14410.00 14125.00 14450.00 14400.00 14455.00 14175.00 -40.00 -35.00 -45.00 -50.00
2024-12-20 14545.00 14460.00 14760.00 14445.00 14605.00 14500.00 14815.00 14485.00 -60.00 -40.00 -55.00 -40.00
2024-12-19 14705.00 14555.00 14810.00 14420.00 14695.00 14595.00 14855.00 14460.00 10.00 -40.00 -45.00 -40.00
2024-12-18 15020.00 14695.00 15050.00 14660.00 15005.00 14740.00 15090.00 14700.00 15.00 -45.00 -40.00 -40.00
2024-12-17 15170.00 15050.00 15300.00 14990.00 15140.00 15090.00 15335.00 15025.00 30.00 -40.00 -35.00 -35.00
2024-12-16 15100.00 15130.00 15215.00 14965.00 15140.00 15165.00 15260.00 15000.00 -40.00 -35.00 -45.00 -35.00
2024-12-13 15280.00 15080.00 15335.00 14905.00 15365.00 15130.00 15365.00 14950.00 -85.00 -50.00 -30.00 -45.00
2024-12-12 15525.00 15360.00 15570.00 15220.00 15495.00 15360.00 15590.00 15240.00 30.00 0.00 -20.00 -20.00
2024-12-11 15100.00 15470.00 15515.00 15035.00 15130.00 15485.00 15530.00 15090.00 -30.00 -15.00 -15.00 -55.00
2024-12-10 15565.00 15085.00 15615.00 14955.00 15520.00 15120.00 15630.00 15005.00 45.00 -35.00 -15.00 -50.00
2024-12-09 15655.00 15430.00 15750.00 15190.00 15680.00 15440.00 15705.00 15225.00 -25.00 -10.00 45.00 -35.00
2024-12-06 15295.00 15810.00 15920.00 15295.00 15250.00 15730.00 15825.00 15220.00 45.00 80.00 95.00 75.00
2024-12-05 15150.00 15260.00 15580.00 15055.00 15110.00 15175.00 15470.00 14965.00 40.00 85.00 110.00 90.00
2024-12-04 15255.00 15180.00 15330.00 15115.00 15105.00 15080.00 15225.00 15020.00 150.00 100.00 105.00 95.00
2024-12-03 14740.00 15190.00 15255.00 14635.00 14775.00 15270.00 15345.00 14700.00 -35.00 -80.00 -90.00 -65.00
2024-12-02 14665.00 14710.00 14840.00 14660.00 14800.00 14775.00 14915.00 14725.00 -135.00 -65.00 -75.00 -65.00
2024-11-29 14560.00 14695.00 14895.00 14470.00 14600.00 14760.00 14950.00 14510.00 -40.00 -65.00 -55.00 -40.00
2024-11-28 14515.00 14560.00 14695.00 14465.00 14515.00 14620.00 14760.00 14480.00 0.00 -60.00 -65.00 -15.00
2024-11-27 14230.00 14515.00 14545.00 14085.00 14220.00 14525.00 14570.00 14100.00 10.00 -10.00 -25.00 -15.00
2024-11-26 14050.00 14255.00 14400.00 14020.00 14070.00 14265.00 14450.00 14065.00 -20.00 -10.00 -50.00 -45.00
2024-11-25 13845.00 14085.00 14125.00 13775.00 13900.00 14135.00 14165.00 13830.00 -55.00 -50.00 -40.00 -55.00
2024-11-22 14155.00 13820.00 14185.00 13670.00 14235.00 13870.00 14250.00 13735.00 -80.00 -50.00 -65.00 -65.00
2024-11-21 14135.00 14155.00 14265.00 14070.00 14195.00 14205.00 14320.00 14125.00 -60.00 -50.00 -55.00 -55.00
2024-11-20 13900.00 14245.00 14275.00 13860.00 13945.00 14305.00 14325.00 13930.00 -45.00 -60.00 -50.00 -70.00
2024-11-19 13840.00 13875.00 13940.00 13745.00 13885.00 13940.00 14000.00 13805.00 -45.00 -65.00 -60.00 -60.00
2024-11-18 13950.00 13805.00 14015.00 13630.00 14030.00 13855.00 14065.00 13680.00 -80.00 -50.00 -50.00 -50.00
2024-11-15 13960.00 13940.00 13980.00 13805.00 13990.00 13990.00 14030.00 13840.00 -30.00 -50.00 -50.00 -35.00
2024-11-14 14145.00 13870.00 14230.00 13775.00 14175.00 13920.00 14255.00 13820.00 -30.00 -50.00 -25.00 -45.00
2024-11-13 14320.00 14115.00 14360.00 14040.00 14420.00 14145.00 14420.00 14070.00 -100.00 -30.00 -60.00 -30.00
2024-11-12 14640.00 14300.00 14640.00 14210.00 14630.00 14325.00 14630.00 14220.00 10.00 -25.00 10.00 -10.00
2024-11-11 14810.00 14655.00 15035.00 14570.00 14720.00 14630.00 14980.00 14555.00 90.00 25.00 55.00 15.00
2024-11-08 14860.00 14815.00 15325.00 14750.00 14755.00 14745.00 15220.00 14665.00 105.00 70.00 105.00 85.00
2024-11-07 14640.00 14850.00 14970.00 14620.00 14540.00 14745.00 14880.00 14540.00 100.00 105.00 90.00 80.00
2024-11-06 14450.00 14660.00 14770.00 14385.00 14380.00 14565.00 14670.00 14305.00 70.00 95.00 100.00 80.00
2024-11-05 14210.00 14490.00 14580.00 14080.00 14030.00 14415.00 14485.00 14030.00 180.00 75.00 95.00 50.00
2024-11-04 14190.00 14110.00 14215.00 13935.00 14230.00 14175.00 14275.00 13985.00 -40.00 -65.00 -60.00 -50.00
2024-11-01 14215.00 14190.00 14395.00 13970.00 14275.00 14250.00 14445.00 14025.00 -60.00 -60.00 -50.00 -55.00
2024-10-31 14205.00 14200.00 14275.00 14065.00 14300.00 14265.00 14345.00 14130.00 -95.00 -65.00 -70.00 -65.00
2024-10-30 14200.00 14250.00 14365.00 14030.00 14240.00 14305.00 14395.00 14070.00 -40.00 -55.00 -30.00 -40.00
2024-10-29 14220.00 14145.00 14380.00 14025.00 14305.00 14180.00 14430.00 14085.00 -85.00 -35.00 -50.00 -60.00
2024-10-28 14235.00 14270.00 14385.00 14130.00 14270.00 14315.00 14435.00 14175.00 -35.00 -45.00 -50.00 -45.00
2024-10-25 14430.00 14175.00 14735.00 14085.00 14490.00 14225.00 14750.00 14135.00 -60.00 -50.00 -15.00 -50.00
2024-10-24 14295.00 14440.00 14445.00 14120.00 14400.00 14495.00 14495.00 14150.00 -105.00 -55.00 -50.00 -30.00
2024-10-23 14565.00 14295.00 14665.00 14220.00 14590.00 14340.00 14690.00 14270.00 -25.00 -45.00 -25.00 -50.00
2024-10-22 14390.00 14565.00 14645.00 14270.00 14400.00 14600.00 14675.00 14315.00 -10.00 -35.00 -30.00 -45.00
2024-10-21 14510.00 14370.00 14550.00 14055.00 14505.00 14400.00 14550.00 14095.00 5.00 -30.00 0.00 -40.00
2024-10-18 14100.00 14560.00 14635.00 14080.00 14220.00 14590.00 14675.00 14145.00 -120.00 -30.00 -40.00 -65.00
2024-10-17 14065.00 14100.00 14295.00 14020.00 14085.00 14165.00 14365.00 14085.00 -20.00 -65.00 -70.00 -65.00
2024-10-16 14460.00 13985.00 14470.00 13920.00 14545.00 14085.00 14550.00 14015.00 -85.00 -100.00 -80.00 -95.00
2024-10-15 14225.00 14460.00 14520.00 14130.00 14310.00 14545.00 14600.00 14250.00 -85.00 -85.00 -80.00 -120.00
2024-10-14 14150.00 14115.00 14510.00 14020.00 14290.00 14225.00 14615.00 14130.00 -140.00 -110.00 -105.00 -110.00
2024-10-11 13980.00 14075.00 14115.00 13795.00 13780.00 13945.00 13970.00 13665.00 200.00 130.00 145.00 130.00
2024-10-10 14580.00 13840.00 14635.00 13840.00 14400.00 13710.00 14510.00 13710.00 180.00 130.00 125.00 130.00
2024-10-09 14475.00 14430.00 14820.00 14310.00 14510.00 14550.00 14950.00 14445.00 -35.00 -120.00 -130.00 -135.00
2024-10-08 15070.00 14390.00 15190.00 14250.00 15235.00 14515.00 15290.00 14370.00 -165.00 -125.00 -100.00 -120.00
2024-09-30 14315.00 14995.00 15050.00 14180.00 14395.00 15120.00 15160.00 14290.00 -80.00 -125.00 -110.00 -110.00
2024-09-27 14440.00 14315.00 14550.00 14025.00 14515.00 14410.00 14670.00 14135.00 -75.00 -95.00 -120.00 -110.00
2024-09-26 14260.00 14325.00 14855.00 14180.00 14210.00 14440.00 14935.00 14210.00 50.00 -115.00 -80.00 -30.00
2024-09-25 14255.00 14395.00 14645.00 14230.00 14360.00 14500.00 14780.00 14345.00 -105.00 -105.00 -135.00 -115.00
2024-09-24 13635.00 14190.00 14195.00 13625.00 13775.00 14310.00 14310.00 13700.00 -140.00 -120.00 -115.00 -75.00
2024-09-23 13845.00 13585.00 13845.00 13405.00 14000.00 13700.00 14000.00 13500.00 -155.00 -115.00 -155.00 -95.00
2024-09-20 14060.00 13915.00 14075.00 13850.00 14155.00 14025.00 14175.00 13960.00 -95.00 -110.00 -100.00 -110.00
2024-09-19 13805.00 14040.00 14075.00 13745.00 13950.00 14145.00 14180.00 13845.00 -145.00 -105.00 -105.00 -100.00
2024-09-18 13790.00 13795.00 14000.00 13665.00 13720.00 13905.00 14100.00 13720.00 70.00 -110.00 -100.00 -55.00
2024-09-13 13380.00 13345.00 13470.00 13260.00 13450.00 13440.00 13570.00 13370.00 -70.00 -95.00 -100.00 -110.00
2024-09-12 13100.00 13380.00 13405.00 12980.00 13205.00 13465.00 13505.00 13095.00 -105.00 -85.00 -100.00 -115.00
2024-09-11 13070.00 13100.00 13240.00 12970.00 13225.00 13205.00 13345.00 13075.00 -155.00 -105.00 -105.00 -105.00
2024-09-10 13200.00 13140.00 13290.00 13090.00 13250.00 13250.00 13405.00 13210.00 -50.00 -110.00 -115.00 -120.00
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