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
2022-03-23 13395.00 13360.00 13480.00 13305.00 13650.00 13580.00 13710.00 13530.00 -255.00 -220.00 -230.00 -225.00
2022-03-22 13495.00 13410.00 13515.00 13390.00 13775.00 13645.00 13775.00 13635.00 -280.00 -235.00 -260.00 -245.00
2022-03-21 13445.00 13495.00 13500.00 13210.00 13670.00 13740.00 13745.00 13450.00 -225.00 -245.00 -245.00 -240.00
2022-03-18 13370.00 13450.00 13470.00 13310.00 13570.00 13685.00 13700.00 13555.00 -200.00 -235.00 -230.00 -245.00
2022-03-17 13390.00 13290.00 13405.00 13185.00 13610.00 13535.00 13630.00 13430.00 -220.00 -245.00 -225.00 -245.00
2022-03-16 13400.00 13335.00 13430.00 13150.00 13590.00 13550.00 13675.00 13365.00 -190.00 -215.00 -245.00 -215.00
2022-03-15 13520.00 13350.00 13570.00 13310.00 13730.00 13595.00 13810.00 13555.00 -210.00 -245.00 -240.00 -245.00
2022-03-14 13780.00 13455.00 13810.00 13415.00 14020.00 13705.00 14045.00 13675.00 -240.00 -250.00 -235.00 -260.00
2022-03-11 14045.00 13825.00 14095.00 13725.00 14260.00 14055.00 14310.00 13955.00 -215.00 -230.00 -215.00 -230.00
2022-03-10 14100.00 14045.00 14215.00 13975.00 14270.00 14260.00 14415.00 14185.00 -170.00 -215.00 -200.00 -210.00
2022-03-09 13640.00 14190.00 14270.00 13625.00 13900.00 14395.00 14490.00 13885.00 -260.00 -205.00 -220.00 -260.00
2022-03-08 13785.00 13640.00 13835.00 13570.00 14040.00 13900.00 14090.00 13825.00 -255.00 -260.00 -255.00 -255.00
2022-03-07 13725.00 13785.00 13870.00 13640.00 13965.00 14045.00 14115.00 13885.00 -240.00 -260.00 -245.00 -245.00
2022-03-04 13950.00 13725.00 13980.00 13625.00 14160.00 13960.00 14195.00 13875.00 -210.00 -235.00 -215.00 -250.00
2022-03-03 13955.00 13980.00 14065.00 13910.00 14180.00 14205.00 14285.00 14130.00 -225.00 -225.00 -220.00 -220.00
2022-03-02 13795.00 13940.00 14060.00 13740.00 13950.00 14160.00 14275.00 13950.00 -155.00 -220.00 -215.00 -210.00
2022-03-01 13885.00 13725.00 13885.00 13550.00 14130.00 13975.00 14135.00 13815.00 -245.00 -250.00 -250.00 -265.00
2022-02-28 13955.00 13870.00 13970.00 13815.00 14175.00 14110.00 14215.00 14075.00 -220.00 -240.00 -245.00 -260.00
2022-02-25 14140.00 13955.00 14280.00 13825.00 14380.00 14195.00 14505.00 14080.00 -240.00 -240.00 -225.00 -255.00
2022-02-24 14030.00 14070.00 14230.00 13965.00 14250.00 14290.00 14455.00 14200.00 -220.00 -220.00 -225.00 -235.00
2022-02-23 14030.00 14015.00 14100.00 13975.00 14245.00 14240.00 14310.00 14195.00 -215.00 -225.00 -210.00 -220.00
2022-02-22 14250.00 13990.00 14305.00 13920.00 14405.00 14210.00 14505.00 14140.00 -155.00 -220.00 -200.00 -220.00
2022-02-21 14255.00 14275.00 14325.00 14200.00 14500.00 14480.00 14535.00 14415.00 -245.00 -205.00 -210.00 -215.00
2022-02-18 14055.00 14310.00 14410.00 14030.00 14270.00 14520.00 14615.00 14205.00 -215.00 -210.00 -205.00 -175.00
2022-02-17 14285.00 14050.00 14330.00 13975.00 14495.00 14240.00 14520.00 14180.00 -210.00 -190.00 -190.00 -205.00
2022-02-16 14320.00 14285.00 14370.00 14240.00 14530.00 14475.00 14555.00 14430.00 -210.00 -190.00 -185.00 -190.00
2022-02-15 14550.00 14355.00 14580.00 14200.00 14785.00 14545.00 14785.00 14395.00 -235.00 -190.00 -205.00 -195.00
2022-02-14 14565.00 14615.00 14740.00 14505.00 14710.00 14800.00 14930.00 14700.00 -145.00 -185.00 -190.00 -195.00
2022-02-11 14780.00 14485.00 14805.00 14475.00 14885.00 14675.00 15005.00 14670.00 -105.00 -190.00 -200.00 -195.00
2022-02-10 14615.00 14775.00 14780.00 14540.00 14850.00 14975.00 14980.00 14755.00 -235.00 -200.00 -200.00 -215.00
2022-02-09 14585.00 14655.00 14700.00 14530.00 14790.00 14875.00 14900.00 14730.00 -205.00 -220.00 -200.00 -200.00
2022-02-08 14470.00 14650.00 14685.00 14470.00 14670.00 14855.00 14900.00 14670.00 -200.00 -205.00 -215.00 -200.00
2022-02-07 14500.00 14470.00 14540.00 14345.00 14625.00 14675.00 14740.00 14560.00 -125.00 -205.00 -200.00 -215.00
2022-01-28 14185.00 14150.00 14235.00 13860.00 14335.00 14375.00 14445.00 14075.00 -150.00 -225.00 -210.00 -215.00
2022-01-27 14360.00 14105.00 14410.00 14075.00 14550.00 14310.00 14600.00 14280.00 -190.00 -205.00 -190.00 -205.00
2022-01-26 14390.00 14360.00 14440.00 14305.00 14550.00 14540.00 14630.00 14500.00 -160.00 -180.00 -190.00 -195.00
2022-01-25 14340.00 14310.00 14400.00 14235.00 14590.00 14500.00 14595.00 14450.00 -250.00 -190.00 -195.00 -215.00
2022-01-24 14585.00 14340.00 14650.00 14335.00 14830.00 14540.00 14845.00 14535.00 -245.00 -200.00 -195.00 -200.00
2022-01-21 14890.00 14615.00 14985.00 14555.00 15135.00 14810.00 15175.00 14745.00 -245.00 -195.00 -190.00 -190.00
2022-01-20 14915.00 14940.00 15090.00 14850.00 15040.00 15120.00 15265.00 15035.00 -125.00 -180.00 -175.00 -185.00
2022-01-19 14870.00 14900.00 15155.00 14870.00 15100.00 15070.00 15340.00 15060.00 -230.00 -170.00 -185.00 -190.00
2022-01-18 14900.00 14840.00 14980.00 14750.00 15110.00 15040.00 15160.00 14940.00 -210.00 -200.00 -180.00 -190.00
2022-01-17 15150.00 14920.00 15165.00 14780.00 15340.00 15100.00 15340.00 14960.00 -190.00 -180.00 -175.00 -180.00
2022-01-14 14925.00 15185.00 15215.00 14890.00 15090.00 15350.00 15380.00 15060.00 -165.00 -165.00 -165.00 -170.00
2022-01-13 15135.00 14925.00 15240.00 14915.00 15400.00 15095.00 15400.00 15085.00 -265.00 -170.00 -160.00 -170.00
2022-01-12 15010.00 15090.00 15135.00 14905.00 15205.00 15265.00 15305.00 15090.00 -195.00 -175.00 -170.00 -185.00
2022-01-11 15000.00 15020.00 15065.00 14860.00 15230.00 15205.00 15240.00 15045.00 -230.00 -185.00 -175.00 -185.00
2022-01-10 14910.00 15050.00 15095.00 14790.00 15050.00 15230.00 15270.00 14970.00 -140.00 -180.00 -175.00 -180.00
2022-01-07 14550.00 14910.00 14940.00 14550.00 14760.00 15085.00 15120.00 14735.00 -210.00 -175.00 -180.00 -185.00
2022-01-06 14760.00 14545.00 14835.00 14530.00 14950.00 14725.00 15015.00 14710.00 -190.00 -180.00 -180.00 -180.00
2022-01-05 14695.00 14750.00 14990.00 14665.00 14820.00 14940.00 15180.00 14820.00 -125.00 -190.00 -190.00 -155.00
2022-01-04 14910.00 14695.00 14980.00 14620.00 15100.00 14870.00 15155.00 14805.00 -190.00 -175.00 -175.00 -185.00
2021-12-31 14820.00 14855.00 14935.00 14755.00 14990.00 15035.00 15115.00 14945.00 -170.00 -180.00 -180.00 -190.00
2021-12-30 14790.00 14820.00 14840.00 14680.00 14950.00 15000.00 15010.00 14860.00 -160.00 -180.00 -170.00 -180.00
2021-12-29 14745.00 14820.00 14825.00 14675.00 14750.00 14985.00 14995.00 14750.00 -5.00 -165.00 -170.00 -75.00
2021-12-28 14455.00 14745.00 14795.00 14425.00 14640.00 14905.00 14965.00 14595.00 -185.00 -160.00 -170.00 -170.00
2021-12-27 14330.00 14455.00 14490.00 14185.00 14530.00 14630.00 14665.00 14370.00 -200.00 -175.00 -175.00 -185.00
2021-12-24 14500.00 14330.00 14560.00 14325.00 14670.00 14515.00 14730.00 14505.00 -170.00 -185.00 -170.00 -180.00
2021-12-23 14440.00 14515.00 14525.00 14335.00 14585.00 14690.00 14695.00 14515.00 -145.00 -175.00 -170.00 -180.00
2021-12-22 14295.00 14405.00 14455.00 14295.00 14445.00 14580.00 14625.00 14445.00 -150.00 -175.00 -170.00 -150.00
2021-12-21 14200.00 14270.00 14290.00 14175.00 14380.00 14435.00 14460.00 14350.00 -180.00 -165.00 -170.00 -175.00
2021-12-20 14550.00 14210.00 14595.00 14170.00 14770.00 14390.00 14785.00 14345.00 -220.00 -180.00 -190.00 -175.00
2021-12-17 14745.00 14605.00 14880.00 14595.00 14900.00 14765.00 15025.00 14735.00 -155.00 -160.00 -145.00 -140.00
2021-12-16 14605.00 14745.00 14760.00 14505.00 14730.00 14890.00 14905.00 14665.00 -125.00 -145.00 -145.00 -160.00
2021-12-15 14745.00 14605.00 14860.00 14590.00 14900.00 14750.00 15000.00 14730.00 -155.00 -145.00 -140.00 -140.00
2021-12-14 14700.00 14750.00 14780.00 14530.00 14905.00 14890.00 14940.00 14695.00 -205.00 -140.00 -160.00 -165.00
2021-12-13 14590.00 14760.00 14760.00 14550.00 14305.00 14515.00 14520.00 14305.00 285.00 245.00 240.00 245.00
2021-12-10 14355.00 14490.00 14545.00 14350.00 14175.00 14265.00 14325.00 14110.00 180.00 225.00 220.00 240.00
2021-12-09 14620.00 14375.00 14620.00 14275.00 14315.00 14175.00 14375.00 14080.00 305.00 200.00 245.00 195.00
2021-12-08 14515.00 14620.00 14755.00 14505.00 14400.00 14395.00 14520.00 14275.00 115.00 225.00 235.00 230.00
2021-12-07 14665.00 14510.00 14825.00 14505.00 14450.00 14285.00 14580.00 14285.00 215.00 225.00 245.00 220.00
2021-12-06 14695.00 14630.00 14745.00 14480.00 14470.00 14405.00 14510.00 14245.00 225.00 225.00 235.00 235.00
2021-12-03 14745.00 14720.00 14845.00 14600.00 14580.00 14490.00 14610.00 14375.00 165.00 230.00 235.00 225.00
2021-12-02 15265.00 14745.00 15265.00 14730.00 14985.00 14520.00 14995.00 14515.00 280.00 225.00 270.00 215.00
2021-12-01 14930.00 15220.00 15315.00 14920.00 14665.00 14960.00 15050.00 14665.00 265.00 260.00 265.00 255.00
2021-11-30 15400.00 14935.00 15440.00 14850.00 15185.00 14710.00 15190.00 14615.00 215.00 225.00 250.00 235.00
2021-11-29 15060.00 15435.00 15450.00 14970.00 14865.00 15185.00 15210.00 14755.00 195.00 250.00 240.00 215.00
2021-11-26 15705.00 15240.00 15710.00 15085.00 15465.00 15000.00 15470.00 14860.00 240.00 240.00 240.00 225.00
2021-11-25 15655.00 15755.00 15810.00 15560.00 15510.00 15515.00 15570.00 15340.00 145.00 240.00 240.00 220.00
2021-11-24 15250.00 15470.00 15595.00 15180.00 15470.00 15685.00 15760.00 15360.00 -220.00 -215.00 -165.00 -180.00
2021-11-23 15335.00 15315.00 15560.00 15315.00 15625.00 15480.00 15735.00 15480.00 -290.00 -165.00 -175.00 -165.00
2021-11-22 14950.00 15470.00 15540.00 14845.00 15000.00 15645.00 15705.00 15000.00 -50.00 -175.00 -165.00 -155.00
2021-11-19 14380.00 14995.00 15030.00 14360.00 14630.00 15205.00 15285.00 14605.00 -250.00 -210.00 -255.00 -245.00
2021-11-18 14585.00 14390.00 14605.00 14380.00 14840.00 14630.00 14850.00 14630.00 -255.00 -240.00 -245.00 -250.00
2021-11-17 14695.00 14615.00 14745.00 14485.00 14870.00 14850.00 14970.00 14715.00 -175.00 -235.00 -225.00 -230.00
2021-11-16 14520.00 14695.00 14840.00 14470.00 14720.00 14905.00 15060.00 14690.00 -200.00 -210.00 -220.00 -220.00
2021-11-15 14355.00 14540.00 14660.00 14225.00 14590.00 14760.00 14870.00 14430.00 -235.00 -220.00 -210.00 -205.00
2021-11-12 14190.00 14395.00 14420.00 14140.00 14400.00 14590.00 14600.00 14355.00 -210.00 -195.00 -180.00 -215.00
2021-11-11 14080.00 14145.00 14210.00 13975.00 14270.00 14360.00 14425.00 14185.00 -190.00 -215.00 -215.00 -210.00
2021-11-10 13925.00 14080.00 14170.00 13780.00 14120.00 14290.00 14370.00 13980.00 -195.00 -210.00 -200.00 -200.00
2021-11-09 14005.00 13925.00 14120.00 13835.00 14230.00 14115.00 14300.00 14020.00 -225.00 -190.00 -180.00 -185.00
2021-11-08 13955.00 13985.00 14085.00 13635.00 14140.00 14190.00 14295.00 13835.00 -185.00 -205.00 -210.00 -200.00
2021-11-05 14005.00 13935.00 14035.00 13790.00 14185.00 14115.00 14215.00 13975.00 -180.00 -180.00 -180.00 -185.00
2021-11-04 14580.00 13875.00 14580.00 13875.00 14705.00 14060.00 14720.00 14060.00 -125.00 -185.00 -140.00 -185.00
2021-11-03 14420.00 14580.00 14650.00 14405.00 14620.00 14755.00 14810.00 14570.00 -200.00 -175.00 -160.00 -165.00
2021-11-02 14600.00 14390.00 14695.00 14055.00 14750.00 14570.00 14855.00 14220.00 -150.00 -180.00 -160.00 -165.00
2021-11-01 14800.00 14600.00 14935.00 14600.00 15000.00 14760.00 15080.00 14760.00 -200.00 -160.00 -145.00 -160.00
2021-10-29 15170.00 14880.00 15360.00 14740.00 15300.00 15020.00 15465.00 14880.00 -130.00 -140.00 -105.00 -140.00
2021-10-28 14840.00 15170.00 15200.00 14545.00 14930.00 15275.00 15295.00 14685.00 -90.00 -105.00 -95.00 -140.00
2021-10-27 14875.00 14865.00 15200.00 14690.00 15020.00 15015.00 15345.00 14870.00 -145.00 -150.00 -145.00 -180.00
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