橡胶期货跨期套利数据回测

本页面展示橡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

关于橡胶期货跨期套利的详细数据分析,请查看文章:。

橡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

橡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

橡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 15085.00 15060.00 15145.00 15040.00 15150.00 15080.00 15170.00 15060.00 -65.00 -20.00 -25.00 -20.00
2025-12-05 15065.00 15065.00 15130.00 15025.00 15105.00 15095.00 15155.00 15060.00 -40.00 -30.00 -25.00 -35.00
2025-12-04 15200.00 15040.00 15220.00 14910.00 15270.00 15090.00 15270.00 15000.00 -70.00 -50.00 -50.00 -90.00
2025-12-03 15340.00 15210.00 15340.00 15165.00 15350.00 15190.00 15350.00 15145.00 -10.00 20.00 -10.00 20.00
2025-12-02 15250.00 15360.00 15365.00 15185.00 15240.00 15370.00 15385.00 15185.00 10.00 -10.00 -20.00 0.00
2025-12-01 15400.00 15250.00 15440.00 15095.00 15430.00 15260.00 15475.00 15140.00 -30.00 -10.00 -35.00 -45.00
2025-11-28 15280.00 15410.00 15525.00 15260.00 15355.00 15445.00 15500.00 15320.00 -75.00 -35.00 25.00 -60.00
2025-11-27 15195.00 15280.00 15315.00 15155.00 15255.00 15330.00 15370.00 15215.00 -60.00 -50.00 -55.00 -60.00
2025-11-26 15125.00 15195.00 15265.00 14980.00 15200.00 15255.00 15330.00 15045.00 -75.00 -60.00 -65.00 -65.00
2025-11-25 15290.00 15125.00 15330.00 15105.00 15400.00 15200.00 15410.00 15185.00 -110.00 -75.00 -80.00 -80.00
2025-11-24 15270.00 15320.00 15405.00 15050.00 15345.00 15395.00 15475.00 15125.00 -75.00 -75.00 -70.00 -75.00
2025-11-21 15325.00 15240.00 15580.00 15125.00 15400.00 15320.00 15640.00 15210.00 -75.00 -80.00 -60.00 -85.00
2025-11-20 15410.00 15250.00 15435.00 15230.00 15520.00 15340.00 15520.00 15315.00 -110.00 -90.00 -85.00 -85.00
2025-11-19 15300.00 15440.00 15510.00 15280.00 15395.00 15525.00 15590.00 15365.00 -95.00 -85.00 -80.00 -85.00
2025-11-18 15315.00 15295.00 15430.00 15200.00 15385.00 15385.00 15490.00 15280.00 -70.00 -90.00 -60.00 -80.00
2025-11-17 15200.00 15315.00 15375.00 15130.00 15250.00 15385.00 15435.00 15190.00 -50.00 -70.00 -60.00 -60.00
2025-11-14 15380.00 15215.00 15400.00 15195.00 15445.00 15300.00 15480.00 15275.00 -65.00 -85.00 -80.00 -80.00
2025-11-13 15220.00 15390.00 15415.00 15165.00 15300.00 15475.00 15500.00 15260.00 -80.00 -85.00 -85.00 -95.00
2025-11-12 15095.00 15220.00 15240.00 15085.00 15175.00 15300.00 15325.00 15170.00 -80.00 -80.00 -85.00 -85.00
2025-11-11 15095.00 15095.00 15220.00 15045.00 15185.00 15165.00 15285.00 15125.00 -90.00 -70.00 -65.00 -80.00
2025-11-10 14980.00 15110.00 15140.00 14955.00 15080.00 15185.00 15215.00 15030.00 -100.00 -75.00 -75.00 -75.00
2025-11-07 15020.00 14995.00 15085.00 14990.00 15145.00 15070.00 15165.00 15060.00 -125.00 -75.00 -80.00 -70.00
2025-11-06 14880.00 15045.00 15110.00 14830.00 14945.00 15120.00 15180.00 14925.00 -65.00 -75.00 -70.00 -95.00
2025-11-05 14900.00 14850.00 14900.00 14740.00 14970.00 14945.00 14995.00 14825.00 -70.00 -95.00 -95.00 -85.00
2025-11-04 15100.00 14875.00 15115.00 14805.00 15195.00 14960.00 15215.00 14900.00 -95.00 -85.00 -100.00 -95.00
2025-11-03 15110.00 15095.00 15170.00 14965.00 15200.00 15185.00 15230.00 15040.00 -90.00 -90.00 -60.00 -75.00
2025-10-31 15400.00 15085.00 15465.00 15030.00 15510.00 15155.00 15540.00 15120.00 -110.00 -70.00 -75.00 -90.00
2025-10-30 15600.00 15400.00 15600.00 15390.00 15700.00 15490.00 15700.00 15480.00 -100.00 -90.00 -100.00 -90.00
2025-10-29 15300.00 15625.00 15670.00 15235.00 15355.00 15705.00 15740.00 15305.00 -55.00 -80.00 -70.00 -70.00
2025-10-28 15380.00 15360.00 15505.00 15300.00 15445.00 15425.00 15540.00 15365.00 -65.00 -65.00 -35.00 -65.00
2025-10-27 15330.00 15380.00 15455.00 15285.00 15370.00 15445.00 15495.00 15345.00 -40.00 -65.00 -40.00 -60.00
2025-10-24 15275.00 15335.00 15470.00 15250.00 15310.00 15390.00 15540.00 15300.00 -35.00 -55.00 -70.00 -50.00
2025-10-23 15155.00 15245.00 15280.00 15120.00 15170.00 15300.00 15325.00 15120.00 -15.00 -55.00 -45.00 0.00
2025-10-22 15120.00 15150.00 15165.00 15055.00 15125.00 15145.00 15160.00 15050.00 -5.00 5.00 5.00 5.00
2025-10-21 14800.00 15150.00 15220.00 14705.00 14825.00 15145.00 15205.00 14700.00 -25.00 5.00 15.00 5.00
2025-10-20 14700.00 14810.00 14940.00 14675.00 14675.00 14815.00 14930.00 14655.00 25.00 -5.00 10.00 20.00
2025-10-17 14880.00 14695.00 14930.00 14690.00 14870.00 14685.00 14900.00 14680.00 10.00 10.00 30.00 10.00
2025-10-16 14895.00 14900.00 14940.00 14735.00 14905.00 14890.00 14925.00 14740.00 -10.00 10.00 15.00 -5.00
2025-10-15 14855.00 14895.00 14910.00 14795.00 14860.00 14895.00 14920.00 14800.00 -5.00 0.00 -10.00 -5.00
2025-10-14 15000.00 14845.00 15000.00 14755.00 14965.00 14830.00 14985.00 14755.00 35.00 15.00 15.00 0.00
2025-10-13 15300.00 14940.00 15300.00 14835.00 15290.00 14925.00 15290.00 14815.00 10.00 15.00 10.00 20.00
2025-10-10 15420.00 15315.00 15480.00 15265.00 15330.00 15275.00 15430.00 15225.00 90.00 40.00 50.00 40.00
2025-10-09 15180.00 15415.00 15445.00 15150.00 15140.00 15355.00 15390.00 15140.00 40.00 60.00 55.00 10.00
2025-09-30 15355.00 15030.00 15355.00 15020.00 15365.00 15030.00 15365.00 15025.00 -10.00 0.00 -10.00 -5.00
2025-09-29 15500.00 15375.00 15525.00 15185.00 15455.00 15330.00 15490.00 15175.00 45.00 45.00 35.00 10.00
2025-09-26 15525.00 15470.00 15570.00 15280.00 15545.00 15435.00 15545.00 15255.00 -20.00 35.00 25.00 25.00
2025-09-25 15630.00 15570.00 15725.00 15565.00 15560.00 15515.00 15670.00 15515.00 70.00 55.00 55.00 50.00
2025-09-24 15560.00 15620.00 15655.00 15540.00 15510.00 15545.00 15595.00 15500.00 50.00 75.00 60.00 40.00
2025-09-23 15615.00 15525.00 15675.00 15425.00 15585.00 15485.00 15635.00 15405.00 30.00 40.00 40.00 20.00
2025-09-22 15535.00 15615.00 15660.00 15475.00 15530.00 15580.00 15630.00 15450.00 5.00 35.00 30.00 25.00
2025-09-19 15580.00 15535.00 15620.00 15455.00 15590.00 15530.00 15600.00 15455.00 -10.00 5.00 20.00 0.00
2025-09-18 15850.00 15570.00 15870.00 15450.00 15850.00 15555.00 15855.00 15435.00 0.00 15.00 15.00 15.00
2025-09-17 16000.00 15880.00 16020.00 15820.00 16005.00 15865.00 16005.00 15815.00 -5.00 15.00 15.00 5.00
2025-09-16 15980.00 16040.00 16105.00 15915.00 16000.00 16005.00 16075.00 15900.00 -20.00 35.00 30.00 15.00
2025-09-15 15860.00 15995.00 16000.00 15745.00 15265.00 16000.00 16000.00 15265.00 595.00 -5.00 0.00 480.00
2025-09-12 15910.00 15820.00 15925.00 15670.00 15945.00 15840.00 15955.00 15710.00 -35.00 -20.00 -30.00 -40.00
2025-09-11 15980.00 15905.00 16010.00 15790.00 16015.00 15945.00 16040.00 15830.00 -35.00 -40.00 -30.00 -40.00
2025-09-10 15960.00 15980.00 16035.00 15895.00 16000.00 16015.00 16065.00 15945.00 -40.00 -35.00 -30.00 -50.00
2025-09-09 16260.00 15940.00 16285.00 15880.00 16285.00 15985.00 16315.00 15935.00 -25.00 -45.00 -30.00 -55.00
2025-09-08 16335.00 16260.00 16350.00 16160.00 16360.00 16300.00 16385.00 16200.00 -25.00 -40.00 -35.00 -40.00
2025-09-05 15960.00 16325.00 16370.00 15875.00 16010.00 16365.00 16400.00 15935.00 -50.00 -40.00 -30.00 -60.00
2025-09-04 15880.00 15960.00 16000.00 15760.00 15960.00 16010.00 16065.00 15845.00 -80.00 -50.00 -65.00 -85.00
2025-09-03 15880.00 15885.00 16025.00 15855.00 15980.00 15965.00 16105.00 15935.00 -100.00 -80.00 -80.00 -80.00
2025-09-02 15885.00 15870.00 16135.00 15830.00 15985.00 15970.00 16215.00 15925.00 -100.00 -100.00 -80.00 -95.00
2025-09-01 15885.00 15860.00 15975.00 15720.00 15965.00 15945.00 16065.00 15820.00 -80.00 -85.00 -90.00 -100.00
2025-08-29 15940.00 15860.00 15945.00 15770.00 16010.00 15940.00 16030.00 15860.00 -70.00 -80.00 -85.00 -90.00
2025-08-28 15800.00 15945.00 16000.00 15780.00 14845.00 14960.00 15030.00 14820.00 955.00 985.00 970.00 960.00
2025-08-27 15845.00 15760.00 16020.00 15700.00 14865.00 14805.00 15025.00 14750.00 980.00 955.00 995.00 950.00
2025-08-26 15900.00 15885.00 16160.00 15865.00 14895.00 14890.00 15145.00 14865.00 1005.00 995.00 1015.00 1000.00
2025-08-25 15650.00 15905.00 15975.00 15650.00 14715.00 14900.00 14945.00 14690.00 935.00 1005.00 1030.00 960.00
2025-08-22 15710.00 15625.00 15780.00 15515.00 14775.00 14670.00 14780.00 14585.00 935.00 955.00 1000.00 930.00
2025-08-21 15755.00 15720.00 15845.00 15700.00 14740.00 14720.00 14840.00 14710.00 1015.00 1000.00 1005.00 990.00
2025-08-20 15860.00 15675.00 15875.00 15470.00 14890.00 14720.00 14895.00 14535.00 970.00 955.00 980.00 935.00
2025-08-19 15830.00 15875.00 16020.00 15790.00 14815.00 14880.00 14965.00 14785.00 1015.00 995.00 1055.00 1005.00
2025-08-18 15850.00 15820.00 15930.00 15735.00 14850.00 14785.00 14880.00 14730.00 1000.00 1035.00 1050.00 1005.00
2025-08-15 15635.00 15905.00 16000.00 15585.00 14635.00 14845.00 14940.00 14590.00 1000.00 1060.00 1060.00 995.00
2025-08-14 15750.00 15635.00 15915.00 15630.00 14760.00 14635.00 14885.00 14625.00 990.00 1000.00 1030.00 1005.00
2025-08-13 15860.00 15800.00 15960.00 15775.00 14875.00 14790.00 14935.00 14770.00 985.00 1010.00 1025.00 1005.00
2025-08-12 15785.00 15860.00 15905.00 15705.00 14800.00 14835.00 14880.00 14700.00 985.00 1025.00 1025.00 1005.00
2025-08-11 15595.00 15755.00 15840.00 15565.00 14580.00 14770.00 14795.00 14580.00 1015.00 985.00 1045.00 985.00
2025-08-08 15520.00 15550.00 15580.00 15390.00 14555.00 14575.00 14600.00 14445.00 965.00 975.00 980.00 945.00
2025-08-07 15495.00 15525.00 15645.00 15305.00 14595.00 14550.00 14665.00 14335.00 900.00 975.00 980.00 970.00
2025-08-06 15450.00 15495.00 15565.00 15370.00 14520.00 14535.00 14585.00 14425.00 930.00 960.00 980.00 945.00
2025-08-05 14420.00 14545.00 14580.00 14390.00 15310.00 15460.00 15500.00 15310.00 -890.00 -915.00 -920.00 -920.00
2025-08-04 14340.00 14365.00 14390.00 14190.00 15240.00 15275.00 15280.00 15075.00 -900.00 -910.00 -890.00 -885.00
2025-08-01 14560.00 14310.00 14630.00 14275.00 15380.00 15160.00 15465.00 15125.00 -820.00 -850.00 -835.00 -850.00
2025-07-31 14920.00 14560.00 14930.00 14550.00 15720.00 15380.00 15730.00 15375.00 -800.00 -820.00 -800.00 -825.00
2025-07-30 15035.00 14945.00 15120.00 14865.00 15845.00 15750.00 15955.00 15670.00 -810.00 -805.00 -835.00 -805.00
2025-07-29 15000.00 15010.00 15090.00 14820.00 15765.00 15795.00 15865.00 15575.00 -765.00 -785.00 -775.00 -755.00
2025-07-28 15595.00 15065.00 15635.00 14960.00 16370.00 15845.00 16425.00 15725.00 -775.00 -780.00 -790.00 -765.00
2025-07-25 15275.00 15585.00 15665.00 15250.00 16050.00 16350.00 16420.00 16050.00 -775.00 -765.00 -755.00 -800.00
2025-07-24 14980.00 15245.00 15435.00 14930.00 15755.00 16040.00 16200.00 15680.00 -775.00 -795.00 -765.00 -750.00
2025-07-23 15050.00 15005.00 15125.00 14900.00 15900.00 15755.00 15935.00 15665.00 -850.00 -750.00 -810.00 -765.00
2025-07-22 14885.00 15060.00 15280.00 14855.00 15625.00 15855.00 16045.00 15620.00 -740.00 -795.00 -765.00 -765.00
2025-07-21 14820.00 14895.00 15000.00 14780.00 15560.00 15660.00 15805.00 15560.00 -740.00 -765.00 -805.00 -780.00
2025-07-18 14635.00 14810.00 14980.00 14625.00 15490.00 15600.00 15790.00 15470.00 -855.00 -790.00 -810.00 -845.00
2025-07-17 14480.00 14665.00 14690.00 14455.00 15350.00 15510.00 15550.00 15320.00 -870.00 -845.00 -860.00 -865.00
2025-07-16 14390.00 14500.00 14525.00 14320.00 15280.00 15360.00 15385.00 15200.00 -890.00 -860.00 -860.00 -880.00
2025-07-15 14355.00 14395.00 14530.00 14335.00 15240.00 15265.00 15420.00 15210.00 -885.00 -870.00 -890.00 -875.00
2025-07-14 14340.00 14360.00 14380.00 14225.00 15220.00 15245.00 15265.00 15095.00 -880.00 -885.00 -885.00 -870.00
导出Excel数据