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
2021-10-26 14670.00 14850.00 14850.00 14410.00 14745.00 15010.00 15020.00 14585.00 -75.00 -160.00 -170.00 -175.00
2021-10-25 14880.00 14605.00 14930.00 14170.00 15005.00 14740.00 15060.00 14310.00 -125.00 -135.00 -130.00 -140.00
2021-10-22 15235.00 14750.00 15465.00 14610.00 15310.00 14875.00 15595.00 14750.00 -75.00 -125.00 -130.00 -140.00
2021-10-21 15210.00 15235.00 15985.00 15060.00 15400.00 15370.00 16145.00 15215.00 -190.00 -135.00 -160.00 -155.00
2021-10-20 15200.00 15265.00 15415.00 14845.00 15400.00 15450.00 15585.00 15015.00 -200.00 -185.00 -170.00 -170.00
2021-10-19 14680.00 15255.00 15650.00 14650.00 14855.00 15415.00 15825.00 14810.00 -175.00 -160.00 -175.00 -160.00
2021-10-18 14755.00 14690.00 14895.00 14420.00 14915.00 14835.00 15060.00 14600.00 -160.00 -145.00 -165.00 -180.00
2021-10-15 14550.00 14750.00 14800.00 14410.00 14740.00 14900.00 14970.00 14585.00 -190.00 -150.00 -170.00 -175.00
2021-10-14 14480.00 14515.00 14740.00 14405.00 14680.00 14685.00 14900.00 14580.00 -200.00 -170.00 -160.00 -175.00
2021-10-13 14735.00 14435.00 14850.00 14015.00 14930.00 14595.00 15010.00 14190.00 -195.00 -160.00 -160.00 -175.00
2021-10-12 14745.00 14785.00 15080.00 14600.00 14910.00 14920.00 15240.00 14785.00 -165.00 -135.00 -160.00 -185.00
2021-10-11 14345.00 14775.00 14910.00 14325.00 14510.00 14900.00 15015.00 14440.00 -165.00 -125.00 -105.00 -115.00
2021-10-08 14520.00 14395.00 14565.00 14265.00 14640.00 14505.00 14680.00 14370.00 -120.00 -110.00 -115.00 -105.00
2021-09-30 13805.00 14190.00 14210.00 13710.00 13900.00 14290.00 14310.00 13825.00 -95.00 -100.00 -100.00 -115.00
2021-09-29 13820.00 13815.00 13885.00 13700.00 13940.00 13900.00 13975.00 13795.00 -120.00 -85.00 -90.00 -95.00
2021-09-28 13710.00 13840.00 13895.00 13675.00 13815.00 13940.00 13990.00 13770.00 -105.00 -100.00 -95.00 -95.00
2021-09-27 13340.00 13705.00 13730.00 13265.00 13535.00 13885.00 13905.00 13460.00 -195.00 -180.00 -175.00 -195.00
2021-09-24 13340.00 13365.00 13390.00 13235.00 13525.00 13540.00 13565.00 13420.00 -185.00 -175.00 -175.00 -185.00
2021-09-23 13335.00 13340.00 13420.00 13310.00 13480.00 13525.00 13605.00 13480.00 -145.00 -185.00 -185.00 -170.00
2021-09-22 13550.00 13300.00 13550.00 13195.00 13690.00 13485.00 13700.00 13400.00 -140.00 -185.00 -150.00 -205.00
2021-09-17 13815.00 13740.00 13885.00 13620.00 13960.00 13910.00 14025.00 13795.00 -145.00 -170.00 -140.00 -175.00
2021-09-16 13800.00 13830.00 13930.00 13705.00 13940.00 13975.00 14075.00 13875.00 -140.00 -145.00 -145.00 -170.00
2021-09-15 13780.00 13775.00 13845.00 13710.00 14010.00 13935.00 14020.00 13885.00 -230.00 -160.00 -175.00 -175.00
2021-09-14 13515.00 13780.00 13830.00 13490.00 13710.00 13960.00 14050.00 13685.00 -195.00 -180.00 -220.00 -195.00
2021-09-13 13435.00 13525.00 13650.00 13425.00 13610.00 13710.00 13820.00 13610.00 -175.00 -185.00 -170.00 -185.00
2021-09-10 13320.00 13435.00 13480.00 13275.00 13500.00 13625.00 13665.00 13445.00 -180.00 -190.00 -185.00 -170.00
2021-09-09 13380.00 13320.00 13390.00 13215.00 13510.00 13505.00 13570.00 13400.00 -130.00 -185.00 -180.00 -185.00
2021-09-08 13700.00 13315.00 13760.00 13220.00 13880.00 13505.00 13930.00 13410.00 -180.00 -190.00 -170.00 -190.00
2021-09-07 13825.00 13720.00 13845.00 13685.00 14000.00 13905.00 14020.00 13870.00 -175.00 -185.00 -175.00 -185.00
2021-09-06 13825.00 13820.00 13880.00 13710.00 13985.00 13990.00 14050.00 13895.00 -160.00 -170.00 -170.00 -185.00
2021-09-03 13730.00 13810.00 13835.00 13635.00 13850.00 13970.00 14005.00 13815.00 -120.00 -160.00 -170.00 -180.00
2021-09-02 13860.00 13715.00 13870.00 13660.00 14035.00 13880.00 14035.00 13840.00 -175.00 -165.00 -165.00 -180.00
2021-09-01 13920.00 13845.00 13940.00 13655.00 12890.00 12865.00 12965.00 12720.00 1030.00 980.00 975.00 935.00
2021-08-31 13895.00 13845.00 13900.00 13700.00 12900.00 12865.00 12990.00 12825.00 995.00 980.00 910.00 875.00
2021-08-30 13830.00 13875.00 13920.00 13750.00 12960.00 12900.00 13010.00 12860.00 870.00 975.00 910.00 890.00
2021-08-27 14055.00 13810.00 14065.00 13790.00 13145.00 12920.00 13155.00 12885.00 910.00 890.00 910.00 905.00
2021-08-26 14480.00 14055.00 14515.00 14050.00 13410.00 13140.00 13460.00 13110.00 1070.00 915.00 1055.00 940.00
2021-08-25 14420.00 14475.00 14495.00 14330.00 13400.00 13430.00 13460.00 13325.00 1020.00 1045.00 1035.00 1005.00
2021-08-24 14420.00 14400.00 14450.00 14345.00 13640.00 13390.00 13640.00 13330.00 780.00 1010.00 810.00 1015.00
2021-08-23 14240.00 14360.00 14370.00 14165.00 13215.00 13330.00 13345.00 13165.00 1025.00 1030.00 1025.00 1000.00
2021-08-20 14420.00 14240.00 14465.00 14225.00 13400.00 13215.00 13420.00 13205.00 1020.00 1025.00 1045.00 1020.00
2021-08-19 14965.00 14490.00 15020.00 14455.00 13850.00 13450.00 13850.00 13400.00 1115.00 1040.00 1170.00 1055.00
2021-08-18 14900.00 14980.00 14985.00 14785.00 13750.00 13805.00 13815.00 13625.00 1150.00 1175.00 1170.00 1160.00
2021-08-17 14690.00 14915.00 14940.00 14640.00 13520.00 13740.00 13760.00 13510.00 1170.00 1175.00 1180.00 1130.00
2021-08-16 14780.00 14690.00 14925.00 14650.00 13580.00 13555.00 13735.00 13525.00 1200.00 1135.00 1190.00 1125.00
2021-08-13 14625.00 14755.00 14785.00 14540.00 13575.00 13570.00 13600.00 13425.00 1050.00 1185.00 1185.00 1115.00
2021-08-12 14800.00 14625.00 14850.00 14585.00 13675.00 13490.00 13675.00 13450.00 1125.00 1135.00 1175.00 1135.00
2021-08-11 14905.00 14820.00 14910.00 14655.00 13630.00 13630.00 13675.00 13510.00 1275.00 1190.00 1235.00 1145.00
2021-08-10 14765.00 14910.00 14955.00 14690.00 13560.00 13660.00 13690.00 13360.00 1205.00 1250.00 1265.00 1330.00
2021-08-09 13695.00 13620.00 13860.00 13550.00 14950.00 14835.00 15105.00 14750.00 -1255.00 -1215.00 -1245.00 -1200.00
2021-08-06 13480.00 13645.00 13650.00 13420.00 14560.00 14895.00 14900.00 14560.00 -1080.00 -1250.00 -1250.00 -1140.00
2021-08-05 13465.00 13385.00 13550.00 13360.00 14650.00 14550.00 14750.00 14535.00 -1185.00 -1165.00 -1200.00 -1175.00
2021-08-04 13305.00 13505.00 13520.00 13260.00 14410.00 14715.00 14715.00 14380.00 -1105.00 -1210.00 -1195.00 -1120.00
2021-08-03 13500.00 13325.00 13590.00 13320.00 14675.00 14480.00 14775.00 14475.00 -1175.00 -1155.00 -1185.00 -1155.00
2021-08-02 13420.00 13510.00 13560.00 13205.00 14530.00 14690.00 14700.00 14355.00 -1110.00 -1180.00 -1140.00 -1150.00
2021-07-30 13400.00 13420.00 13540.00 13340.00 14485.00 14560.00 14620.00 14430.00 -1085.00 -1140.00 -1080.00 -1090.00
2021-07-29 13225.00 13370.00 13375.00 13165.00 14315.00 14465.00 14475.00 14245.00 -1090.00 -1095.00 -1100.00 -1080.00
2021-07-28 13180.00 13205.00 13265.00 13080.00 14200.00 14300.00 14330.00 14125.00 -1020.00 -1095.00 -1065.00 -1045.00
2021-07-27 13185.00 13180.00 13430.00 13145.00 14210.00 14205.00 14455.00 14180.00 -1025.00 -1025.00 -1025.00 -1035.00
2021-07-26 13300.00 13185.00 13385.00 13125.00 14305.00 14245.00 14450.00 14175.00 -1005.00 -1060.00 -1065.00 -1050.00
2021-07-23 13190.00 13285.00 13340.00 13055.00 14155.00 14335.00 14370.00 14110.00 -965.00 -1050.00 -1030.00 -1055.00
2021-07-22 12985.00 13120.00 13150.00 12980.00 14125.00 14175.00 14215.00 14035.00 -1140.00 -1055.00 -1065.00 -1055.00
2021-07-21 12950.00 12955.00 13040.00 12900.00 14045.00 14065.00 14155.00 14020.00 -1095.00 -1110.00 -1115.00 -1120.00
2021-07-20 13310.00 12920.00 13320.00 12880.00 14405.00 14025.00 14405.00 13980.00 -1095.00 -1105.00 -1085.00 -1100.00
2021-07-19 13580.00 13500.00 13685.00 13440.00 14600.00 14550.00 14730.00 14510.00 -1020.00 -1050.00 -1045.00 -1070.00
2021-07-16 13360.00 13570.00 13650.00 13325.00 14385.00 14630.00 14650.00 14385.00 -1025.00 -1060.00 -1000.00 -1060.00
2021-07-15 13255.00 13370.00 13395.00 13085.00 14305.00 14425.00 14450.00 14185.00 -1050.00 -1055.00 -1055.00 -1100.00
2021-07-14 13285.00 13250.00 13290.00 13065.00 14320.00 14300.00 14330.00 14165.00 -1035.00 -1050.00 -1040.00 -1100.00
2021-07-13 13230.00 13315.00 13330.00 13160.00 14500.00 14375.00 14500.00 14245.00 -1270.00 -1060.00 -1170.00 -1085.00
2021-07-12 13320.00 13310.00 13585.00 13215.00 14380.00 14375.00 14565.00 14220.00 -1060.00 -1065.00 -980.00 -1005.00
2021-07-09 13365.00 13315.00 13625.00 13260.00 14305.00 14340.00 14530.00 14280.00 -940.00 -1025.00 -905.00 -1020.00
2021-07-08 13410.00 13395.00 13465.00 13230.00 14425.00 14350.00 14465.00 14180.00 -1015.00 -955.00 -1000.00 -950.00
2021-07-07 13300.00 13415.00 13445.00 13050.00 14400.00 14425.00 14465.00 14125.00 -1100.00 -1010.00 -1020.00 -1075.00
2021-07-06 13195.00 13380.00 13385.00 13105.00 14275.00 14440.00 14450.00 14210.00 -1080.00 -1060.00 -1065.00 -1105.00
2021-07-05 12720.00 13160.00 13165.00 12715.00 13935.00 14280.00 14280.00 13910.00 -1215.00 -1120.00 -1115.00 -1195.00
2021-07-02 12755.00 12705.00 12825.00 12690.00 13930.00 13905.00 14025.00 13885.00 -1175.00 -1200.00 -1200.00 -1195.00
2021-07-01 12795.00 12705.00 12830.00 12650.00 13980.00 13910.00 14025.00 13840.00 -1185.00 -1205.00 -1195.00 -1190.00
2021-06-30 12845.00 12800.00 12895.00 12740.00 14005.00 13995.00 14085.00 13930.00 -1160.00 -1195.00 -1190.00 -1190.00
2021-06-29 13150.00 12845.00 13160.00 12810.00 14285.00 14030.00 14345.00 14005.00 -1135.00 -1185.00 -1185.00 -1195.00
2021-06-28 13200.00 13150.00 13215.00 13040.00 14370.00 14335.00 14380.00 14215.00 -1170.00 -1185.00 -1165.00 -1175.00
2021-06-25 12990.00 13230.00 13260.00 12975.00 14075.00 14405.00 14435.00 14075.00 -1085.00 -1175.00 -1175.00 -1100.00
2021-06-24 12960.00 13010.00 13050.00 12920.00 14145.00 14185.00 14230.00 14110.00 -1185.00 -1175.00 -1180.00 -1190.00
2021-06-23 12670.00 12935.00 13020.00 12625.00 12725.00 13040.00 13120.00 12725.00 -55.00 -105.00 -100.00 -100.00
2021-06-22 12605.00 12670.00 12730.00 12560.00 12710.00 12770.00 12815.00 12665.00 -105.00 -100.00 -85.00 -105.00
2021-06-21 12835.00 12605.00 12875.00 12605.00 12925.00 12715.00 12970.00 12700.00 -90.00 -110.00 -95.00 -95.00
2021-06-18 12750.00 12795.00 12860.00 12550.00 12895.00 12905.00 12970.00 12655.00 -145.00 -110.00 -110.00 -105.00
2021-06-17 12750.00 12780.00 12910.00 12690.00 12860.00 12895.00 13015.00 12795.00 -110.00 -115.00 -105.00 -105.00
2021-06-16 12735.00 12750.00 12820.00 12655.00 13890.00 13905.00 13980.00 13825.00 -1155.00 -1155.00 -1160.00 -1170.00
2021-06-15 12850.00 12735.00 12850.00 12515.00 13955.00 13890.00 14020.00 13695.00 -1105.00 -1155.00 -1170.00 -1180.00
2021-06-11 12830.00 12740.00 12920.00 12630.00 12935.00 12835.00 13020.00 12740.00 -105.00 -95.00 -100.00 -110.00
2021-06-10 13010.00 12800.00 13055.00 12800.00 13120.00 12920.00 13155.00 12910.00 -110.00 -120.00 -100.00 -110.00
2021-06-09 13045.00 13005.00 13120.00 12980.00 13200.00 13110.00 13210.00 13080.00 -155.00 -105.00 -90.00 -100.00
2021-06-08 13075.00 13045.00 13180.00 12835.00 13140.00 13130.00 13280.00 12940.00 -65.00 -85.00 -100.00 -105.00
2021-06-07 13400.00 13070.00 13440.00 13065.00 13460.00 13195.00 13530.00 13175.00 -60.00 -125.00 -90.00 -110.00
2021-06-04 13300.00 13365.00 13385.00 13035.00 13475.00 13455.00 13485.00 13150.00 -175.00 -90.00 -100.00 -115.00
2021-06-03 13210.00 13375.00 13390.00 13140.00 13315.00 13485.00 13490.00 13250.00 -105.00 -110.00 -100.00 -110.00
2021-06-02 13360.00 13165.00 13420.00 13020.00 13485.00 13255.00 13520.00 13120.00 -125.00 -90.00 -100.00 -100.00
2021-06-01 13415.00 13345.00 13435.00 13250.00 13520.00 13445.00 13535.00 13360.00 -105.00 -100.00 -100.00 -110.00
2021-05-31 13675.00 13400.00 13740.00 13255.00 13770.00 13500.00 13845.00 13360.00 -95.00 -100.00 -105.00 -105.00
2021-05-28 13655.00 13660.00 13975.00 13585.00 13750.00 13770.00 14070.00 13695.00 -95.00 -110.00 -95.00 -110.00
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