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
2021-05-27 13735.00 13665.00 13830.00 13525.00 13825.00 13770.00 13920.00 13630.00 -90.00 -105.00 -90.00 -105.00
2021-05-26 13750.00 13755.00 13910.00 13560.00 13860.00 13865.00 14010.00 13670.00 -110.00 -110.00 -100.00 -110.00
2021-05-25 13700.00 13735.00 13775.00 13610.00 13795.00 13825.00 13875.00 13710.00 -95.00 -90.00 -100.00 -100.00
2021-05-24 13675.00 13695.00 13860.00 13545.00 13790.00 13800.00 13955.00 13655.00 -115.00 -105.00 -95.00 -110.00
2021-05-21 13390.00 13675.00 13795.00 13240.00 13465.00 13775.00 13890.00 13340.00 -75.00 -100.00 -95.00 -100.00
2021-05-20 13200.00 13405.00 13430.00 12920.00 13295.00 13470.00 13505.00 13045.00 -95.00 -65.00 -75.00 -125.00
2021-05-19 13425.00 13290.00 13455.00 13185.00 13490.00 13400.00 13560.00 13300.00 -65.00 -110.00 -105.00 -115.00
2021-05-18 13360.00 13390.00 13415.00 13240.00 13575.00 13505.00 13575.00 13350.00 -215.00 -115.00 -160.00 -110.00
2021-05-17 13380.00 13360.00 13430.00 13285.00 13505.00 13455.00 13535.00 13385.00 -125.00 -95.00 -105.00 -100.00
2021-05-14 13725.00 13280.00 13725.00 12970.00 13700.00 13375.00 13815.00 13070.00 25.00 -95.00 -90.00 -100.00
2021-05-13 14230.00 13715.00 14360.00 13625.00 14420.00 13785.00 14455.00 13725.00 -190.00 -70.00 -95.00 -100.00
2021-05-12 14165.00 14290.00 14295.00 14035.00 14105.00 14370.00 14390.00 14105.00 60.00 -80.00 -95.00 -70.00
2021-05-11 14540.00 14165.00 14575.00 14020.00 14715.00 14285.00 14715.00 14115.00 -175.00 -120.00 -140.00 -95.00
2021-05-10 14410.00 14595.00 14720.00 14335.00 14510.00 14715.00 14825.00 14430.00 -100.00 -120.00 -105.00 -95.00
2021-05-07 14375.00 14445.00 14625.00 14320.00 14475.00 14555.00 14715.00 14425.00 -100.00 -110.00 -90.00 -105.00
2021-05-06 14085.00 14375.00 14390.00 14080.00 14185.00 14475.00 14480.00 14180.00 -100.00 -100.00 -90.00 -100.00
2021-04-30 14065.00 13890.00 14095.00 13750.00 14165.00 14000.00 14180.00 13855.00 -100.00 -110.00 -85.00 -105.00
2021-04-29 13975.00 14030.00 14120.00 13935.00 13695.00 13820.00 13870.00 13685.00 280.00 210.00 250.00 250.00
2021-04-28 13865.00 13960.00 13960.00 13675.00 13635.00 13700.00 13700.00 13430.00 230.00 260.00 260.00 245.00
2021-04-27 13840.00 13810.00 13870.00 13580.00 13580.00 13565.00 13610.00 13330.00 260.00 245.00 260.00 250.00
2021-04-26 14055.00 13810.00 14200.00 13775.00 13890.00 13545.00 13930.00 13500.00 165.00 265.00 270.00 275.00
2021-04-23 13965.00 14105.00 14155.00 13920.00 13775.00 13830.00 13890.00 13660.00 190.00 275.00 265.00 260.00
2021-04-22 13855.00 13990.00 14100.00 13790.00 13650.00 13720.00 13825.00 13530.00 205.00 270.00 275.00 260.00
2021-04-21 13900.00 13910.00 13950.00 13750.00 13515.00 13650.00 13695.00 13495.00 385.00 260.00 255.00 255.00
2021-04-20 13655.00 13915.00 13970.00 13615.00 13435.00 13660.00 13715.00 13385.00 220.00 255.00 255.00 230.00
2021-04-19 13755.00 13655.00 13790.00 13340.00 13540.00 13435.00 13565.00 13105.00 215.00 220.00 225.00 235.00
2021-04-16 13700.00 13775.00 13870.00 13615.00 13500.00 13540.00 13630.00 13395.00 200.00 235.00 240.00 220.00
2021-04-15 13635.00 13730.00 13765.00 13575.00 13425.00 13495.00 13525.00 13350.00 210.00 235.00 240.00 225.00
2021-04-14 13555.00 13625.00 13675.00 13420.00 13355.00 13395.00 13445.00 13195.00 200.00 230.00 230.00 225.00
2021-04-13 13485.00 13530.00 13565.00 13330.00 13245.00 13310.00 13330.00 13115.00 240.00 220.00 235.00 215.00
2021-04-12 13820.00 13460.00 13900.00 13340.00 13880.00 13230.00 13880.00 13110.00 -60.00 230.00 20.00 230.00
2021-04-09 13950.00 13775.00 14030.00 13720.00 13770.00 13555.00 13810.00 13495.00 180.00 220.00 220.00 225.00
2021-04-08 14300.00 13970.00 14350.00 13895.00 14075.00 13760.00 14115.00 13670.00 225.00 210.00 235.00 225.00
2021-04-07 14315.00 14315.00 14465.00 14235.00 14190.00 14085.00 14220.00 14025.00 125.00 230.00 245.00 210.00
2021-04-06 14355.00 14315.00 14430.00 14210.00 14200.00 14100.00 14250.00 13995.00 155.00 215.00 180.00 215.00
2021-04-02 13895.00 14150.00 14155.00 13830.00 14085.00 14405.00 14410.00 14065.00 -190.00 -255.00 -255.00 -235.00
2021-04-01 13760.00 13850.00 13885.00 13710.00 14000.00 14085.00 14130.00 13925.00 -240.00 -235.00 -245.00 -215.00
2021-03-31 14035.00 13695.00 14110.00 13635.00 14285.00 13950.00 14325.00 13860.00 -250.00 -255.00 -215.00 -225.00
2021-03-30 14170.00 14015.00 14255.00 14005.00 14455.00 14285.00 14505.00 14285.00 -285.00 -270.00 -250.00 -280.00
2021-03-29 14165.00 14160.00 14300.00 14080.00 14470.00 14435.00 14560.00 14360.00 -305.00 -275.00 -260.00 -280.00
2021-03-26 14020.00 14120.00 14165.00 13870.00 14270.00 14375.00 14435.00 14145.00 -250.00 -255.00 -270.00 -275.00
2021-03-25 14345.00 14125.00 14380.00 14070.00 14600.00 14380.00 14630.00 14340.00 -255.00 -255.00 -250.00 -270.00
2021-03-24 14380.00 14345.00 14385.00 14060.00 14615.00 14610.00 14665.00 14325.00 -235.00 -265.00 -280.00 -265.00
2021-03-23 14530.00 14490.00 14560.00 14320.00 14800.00 14750.00 14830.00 14605.00 -270.00 -260.00 -270.00 -285.00
2021-03-22 14475.00 14530.00 14585.00 14375.00 14685.00 14800.00 14865.00 14640.00 -210.00 -270.00 -280.00 -265.00
2021-03-19 15120.00 14365.00 15210.00 14330.00 15370.00 14580.00 15445.00 14565.00 -250.00 -215.00 -235.00 -235.00
2021-03-18 15215.00 15175.00 15455.00 15140.00 15400.00 15415.00 15675.00 15370.00 -185.00 -240.00 -220.00 -230.00
2021-03-17 15100.00 15300.00 15310.00 15000.00 15300.00 15505.00 15525.00 15225.00 -200.00 -205.00 -215.00 -225.00
2021-03-16 15130.00 15150.00 15330.00 15025.00 15345.00 15335.00 15525.00 15220.00 -215.00 -185.00 -195.00 -195.00
2021-03-15 15255.00 15115.00 15455.00 15000.00 15380.00 15305.00 15630.00 15165.00 -125.00 -190.00 -175.00 -165.00
2021-03-12 15350.00 15265.00 15550.00 15225.00 15550.00 15450.00 15735.00 15420.00 -200.00 -185.00 -185.00 -195.00
2021-03-11 15345.00 15385.00 15400.00 15000.00 15500.00 15565.00 15575.00 15190.00 -155.00 -180.00 -175.00 -190.00
2021-03-10 15075.00 15320.00 15345.00 14935.00 15150.00 15485.00 15495.00 15115.00 -75.00 -165.00 -150.00 -180.00
2021-03-09 15160.00 15020.00 15335.00 15000.00 15285.00 15180.00 15505.00 15175.00 -125.00 -160.00 -170.00 -175.00
2021-03-08 15420.00 15160.00 15720.00 15110.00 15560.00 15335.00 15900.00 15310.00 -140.00 -175.00 -180.00 -200.00
2021-03-05 15165.00 15360.00 15375.00 14850.00 15300.00 15525.00 15540.00 15005.00 -135.00 -165.00 -165.00 -155.00
2021-03-04 15650.00 15200.00 15675.00 15050.00 15800.00 15330.00 15800.00 15200.00 -150.00 -130.00 -125.00 -150.00
2021-03-03 15575.00 15540.00 15635.00 15320.00 15660.00 15655.00 15740.00 15460.00 -85.00 -115.00 -105.00 -140.00
2021-03-02 15975.00 15445.00 16095.00 15210.00 15900.00 15545.00 16160.00 15310.00 75.00 -100.00 -65.00 -100.00
2021-03-01 15910.00 15895.00 16190.00 15720.00 15900.00 15960.00 16270.00 15710.00 10.00 -65.00 -80.00 10.00
2021-02-26 16955.00 15990.00 17040.00 15965.00 16900.00 16030.00 17025.00 16020.00 55.00 -40.00 15.00 -55.00
2021-02-25 16250.00 16955.00 17335.00 16250.00 16250.00 16960.00 17320.00 16250.00 0.00 -5.00 15.00 0.00
2021-02-24 15955.00 16160.00 16260.00 15850.00 16000.00 16190.00 16290.00 15900.00 -45.00 -30.00 -30.00 -50.00
2021-02-23 15825.00 16020.00 16390.00 15680.00 15900.00 16080.00 16445.00 15755.00 -75.00 -60.00 -55.00 -75.00
2021-02-22 15650.00 15840.00 16240.00 15595.00 15670.00 15925.00 16340.00 15625.00 -20.00 -85.00 -100.00 -30.00
2021-02-19 15235.00 15650.00 15735.00 15215.00 15305.00 15685.00 15765.00 15290.00 -70.00 -35.00 -30.00 -75.00
2021-02-18 15300.00 15205.00 15600.00 15065.00 15400.00 15295.00 15715.00 15140.00 -100.00 -90.00 -115.00 -75.00
2021-02-10 14800.00 14680.00 14850.00 14535.00 14850.00 14750.00 14915.00 14610.00 -50.00 -70.00 -65.00 -75.00
2021-02-09 14790.00 14855.00 14980.00 14630.00 14860.00 14915.00 15040.00 14710.00 -70.00 -60.00 -60.00 -80.00
2021-02-08 14760.00 14765.00 15030.00 14650.00 14770.00 14860.00 15090.00 14710.00 -10.00 -95.00 -60.00 -60.00
2021-02-05 14610.00 14730.00 14790.00 14550.00 14650.00 14780.00 14845.00 14620.00 -40.00 -50.00 -55.00 -70.00
2021-02-04 14400.00 14615.00 14630.00 14260.00 14455.00 14665.00 14690.00 14345.00 -55.00 -50.00 -60.00 -85.00
2021-02-03 14590.00 14300.00 14610.00 14280.00 14650.00 14380.00 14675.00 14365.00 -60.00 -80.00 -65.00 -85.00
2021-02-02 14655.00 14570.00 14855.00 14460.00 14680.00 14635.00 14920.00 14540.00 -25.00 -65.00 -65.00 -80.00
2021-02-01 14415.00 14655.00 14750.00 14415.00 14500.00 14725.00 14825.00 14490.00 -85.00 -70.00 -75.00 -75.00
2021-01-29 14205.00 14405.00 14480.00 14205.00 14290.00 14475.00 14550.00 14260.00 -85.00 -70.00 -70.00 -55.00
2021-01-28 14245.00 14150.00 14285.00 13990.00 14330.00 14225.00 14375.00 14100.00 -85.00 -75.00 -90.00 -110.00
2021-01-27 14145.00 14310.00 14380.00 14105.00 14210.00 14405.00 14460.00 14150.00 -65.00 -95.00 -80.00 -45.00
2021-01-26 14345.00 14060.00 14380.00 14050.00 14355.00 14150.00 14475.00 14150.00 -10.00 -90.00 -95.00 -100.00
2021-01-25 14350.00 14260.00 14435.00 14145.00 14430.00 14355.00 14515.00 14240.00 -80.00 -95.00 -80.00 -95.00
2021-01-22 14720.00 14380.00 14795.00 14320.00 14815.00 14455.00 14860.00 14420.00 -95.00 -75.00 -65.00 -100.00
2021-01-21 14620.00 14745.00 15100.00 14455.00 14600.00 14820.00 15125.00 14510.00 20.00 -75.00 -25.00 -55.00
2021-01-20 14695.00 14665.00 14840.00 14540.00 14790.00 14725.00 14930.00 14600.00 -95.00 -60.00 -90.00 -60.00
2021-01-19 14685.00 14665.00 14835.00 14520.00 14845.00 14740.00 14930.00 14610.00 -160.00 -75.00 -95.00 -90.00
2021-01-18 14545.00 14770.00 14930.00 14440.00 14660.00 14870.00 14975.00 14495.00 -115.00 -100.00 -45.00 -55.00
2021-01-15 14280.00 14575.00 14700.00 14245.00 14355.00 14670.00 14780.00 14325.00 -75.00 -95.00 -80.00 -80.00
2021-01-14 14285.00 14265.00 14350.00 14050.00 14360.00 14350.00 14415.00 14130.00 -75.00 -85.00 -65.00 -80.00
2021-01-13 14220.00 14325.00 14340.00 14110.00 14345.00 14395.00 14415.00 14205.00 -125.00 -70.00 -75.00 -95.00
2021-01-12 14200.00 14155.00 14220.00 13925.00 14210.00 14255.00 14320.00 14050.00 -10.00 -100.00 -100.00 -125.00
2021-01-11 14805.00 14085.00 15115.00 14010.00 14850.00 14185.00 15140.00 14100.00 -45.00 -100.00 -25.00 -90.00
2021-01-08 14795.00 14820.00 14930.00 14580.00 14905.00 14865.00 14955.00 14665.00 -110.00 -45.00 -25.00 -85.00
2021-01-07 14345.00 14875.00 14930.00 14135.00 14415.00 14925.00 14950.00 14225.00 -70.00 -50.00 -20.00 -90.00
2021-01-06 14415.00 14375.00 14490.00 14255.00 14500.00 14470.00 14550.00 14345.00 -85.00 -95.00 -60.00 -90.00
2021-01-05 14210.00 14415.00 14425.00 14055.00 14275.00 14470.00 14490.00 14160.00 -65.00 -55.00 -65.00 -105.00
2021-01-04 14050.00 14245.00 14315.00 14020.00 14200.00 14315.00 14390.00 14100.00 -150.00 -70.00 -75.00 -80.00
2020-12-31 13700.00 13900.00 13980.00 13615.00 13805.00 14000.00 14065.00 13700.00 -105.00 -100.00 -85.00 -85.00
2020-12-30 13730.00 13755.00 13865.00 13570.00 13805.00 13860.00 13965.00 13710.00 -75.00 -105.00 -100.00 -140.00
2020-12-29 14040.00 13715.00 14175.00 13670.00 14245.00 13835.00 14270.00 13805.00 -205.00 -120.00 -95.00 -135.00
2020-12-28 14135.00 14015.00 14270.00 13770.00 14200.00 14110.00 14340.00 13905.00 -65.00 -95.00 -70.00 -135.00
2020-12-25 14200.00 14180.00 14330.00 14050.00 14295.00 14255.00 14405.00 14140.00 -95.00 -75.00 -75.00 -90.00
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