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
2020-12-24 14130.00 14220.00 14320.00 14100.00 14200.00 14315.00 14410.00 14185.00 -70.00 -95.00 -90.00 -85.00
2020-12-23 14040.00 14105.00 14160.00 13735.00 14095.00 14170.00 14205.00 13830.00 -55.00 -65.00 -45.00 -95.00
2020-12-22 14835.00 13905.00 14860.00 13900.00 14630.00 13710.00 14630.00 13710.00 205.00 195.00 230.00 190.00
2020-12-21 14830.00 14965.00 15160.00 14760.00 14595.00 14670.00 14860.00 14485.00 235.00 295.00 300.00 275.00
2020-12-18 14570.00 14840.00 14960.00 14530.00 14350.00 14545.00 14665.00 14265.00 220.00 295.00 295.00 265.00
2020-12-17 14400.00 14620.00 14680.00 14375.00 14100.00 14350.00 14390.00 14100.00 300.00 270.00 290.00 275.00
2020-12-16 14630.00 14380.00 14755.00 14320.00 14380.00 14130.00 14470.00 14075.00 250.00 250.00 285.00 245.00
2020-12-15 14650.00 14610.00 14695.00 14430.00 14390.00 14345.00 14420.00 14205.00 260.00 265.00 275.00 225.00
2020-12-14 14455.00 14655.00 14785.00 14370.00 14270.00 14390.00 14485.00 14095.00 185.00 265.00 300.00 275.00
2020-12-11 14170.00 14495.00 14665.00 14150.00 13875.00 14200.00 14385.00 13870.00 295.00 295.00 280.00 280.00
2020-12-10 14320.00 14210.00 14525.00 14200.00 14000.00 13940.00 14260.00 13940.00 320.00 270.00 265.00 260.00
2020-12-09 14580.00 14260.00 14605.00 14220.00 14300.00 14030.00 14375.00 13985.00 280.00 230.00 230.00 235.00
2020-12-08 14900.00 14605.00 15080.00 14525.00 14620.00 14360.00 14795.00 14315.00 280.00 245.00 285.00 210.00
2020-12-07 14850.00 14940.00 15065.00 14670.00 14580.00 14675.00 14780.00 14375.00 270.00 265.00 285.00 295.00
2020-12-04 15575.00 14880.00 15630.00 14620.00 15340.00 14615.00 15350.00 14410.00 235.00 265.00 280.00 210.00
2020-12-03 15700.00 15625.00 15825.00 15510.00 15595.00 15350.00 15595.00 15275.00 105.00 275.00 230.00 235.00
2020-12-02 15430.00 15775.00 15870.00 15285.00 15285.00 15485.00 15550.00 15070.00 145.00 290.00 320.00 215.00
2020-12-01 15150.00 15180.00 15355.00 15085.00 15355.00 15385.00 15555.00 15260.00 -205.00 -205.00 -200.00 -175.00
2020-11-30 15250.00 15150.00 15540.00 15040.00 15415.00 15310.00 15660.00 15220.00 -165.00 -160.00 -120.00 -180.00
2020-11-27 14560.00 15230.00 15250.00 14530.00 14695.00 15410.00 15415.00 14695.00 -135.00 -180.00 -165.00 -165.00
2020-11-26 14780.00 14575.00 14780.00 14540.00 14880.00 14755.00 14940.00 14685.00 -100.00 -180.00 -160.00 -145.00
2020-11-25 14680.00 14735.00 14845.00 14590.00 14800.00 14890.00 15000.00 14720.00 -120.00 -155.00 -155.00 -130.00
2020-11-24 14595.00 14675.00 14690.00 14370.00 14660.00 14835.00 14850.00 14460.00 -65.00 -160.00 -160.00 -90.00
2020-11-23 14300.00 14610.00 14685.00 14260.00 14350.00 14670.00 14730.00 14305.00 -50.00 -60.00 -45.00 -45.00
2020-11-20 14260.00 14230.00 14500.00 14195.00 14350.00 14285.00 14550.00 14270.00 -90.00 -55.00 -50.00 -75.00
2020-11-19 14200.00 14335.00 14480.00 14115.00 14260.00 14440.00 14585.00 14180.00 -60.00 -105.00 -105.00 -65.00
2020-11-18 14310.00 14135.00 14345.00 14080.00 14355.00 14175.00 14395.00 14130.00 -45.00 -40.00 -50.00 -50.00
2020-11-17 14680.00 14365.00 14830.00 14320.00 14700.00 14405.00 14780.00 14360.00 -20.00 -40.00 50.00 -40.00
2020-11-16 14420.00 14655.00 14720.00 14305.00 14420.00 14655.00 14695.00 14315.00 0.00 0.00 25.00 -10.00
2020-11-13 14465.00 14385.00 14615.00 14295.00 14600.00 14415.00 14665.00 14340.00 -135.00 -30.00 -50.00 -45.00
2020-11-12 14155.00 14490.00 14530.00 14035.00 14240.00 14575.00 14610.00 14115.00 -85.00 -85.00 -80.00 -80.00
2020-11-11 13960.00 14145.00 14220.00 13875.00 14000.00 14230.00 14280.00 13945.00 -40.00 -85.00 -60.00 -70.00
2020-11-10 14495.00 13920.00 14495.00 13780.00 14300.00 13940.00 14440.00 13830.00 195.00 -20.00 55.00 -50.00
2020-11-09 14735.00 14240.00 14840.00 14030.00 14600.00 14125.00 14655.00 13865.00 135.00 115.00 185.00 165.00
2020-11-06 15220.00 14745.00 15285.00 14715.00 14895.00 14595.00 14985.00 14565.00 325.00 150.00 300.00 150.00
2020-11-05 14910.00 15010.00 15210.00 14765.00 14650.00 14775.00 14910.00 14560.00 260.00 235.00 300.00 205.00
2020-11-04 15165.00 14845.00 15190.00 14655.00 14780.00 14630.00 14920.00 14515.00 385.00 215.00 270.00 140.00
2020-11-03 15250.00 15095.00 15490.00 15020.00 14685.00 14775.00 15025.00 14685.00 565.00 320.00 465.00 335.00
2020-11-02 15735.00 15255.00 16030.00 15200.00 15065.00 14720.00 15450.00 14710.00 670.00 535.00 580.00 490.00
2020-10-30 15480.00 15680.00 16630.00 15390.00 15050.00 15085.00 16100.00 15000.00 430.00 595.00 530.00 390.00
2020-10-29 16550.00 15770.00 16635.00 15660.00 16350.00 15375.00 16350.00 15220.00 200.00 395.00 285.00 440.00
2020-10-28 15875.00 16535.00 16535.00 15815.00 15550.00 16275.00 16275.00 15525.00 325.00 260.00 260.00 290.00
2020-10-27 15585.00 15725.00 15815.00 15420.00 15300.00 15435.00 15555.00 15150.00 285.00 290.00 260.00 270.00
2020-10-26 14905.00 15350.00 15620.00 14765.00 14685.00 15175.00 15455.00 14685.00 220.00 175.00 165.00 80.00
2020-10-23 15000.00 14840.00 15050.00 14675.00 14770.00 14720.00 14905.00 14545.00 230.00 120.00 145.00 130.00
2020-10-22 14785.00 14860.00 15050.00 14540.00 14660.00 14710.00 14935.00 14405.00 125.00 150.00 115.00 135.00
2020-10-21 14705.00 14750.00 15060.00 14645.00 14380.00 14550.00 14795.00 14365.00 325.00 200.00 265.00 280.00
2020-10-20 14160.00 14690.00 14705.00 13925.00 13815.00 14400.00 14420.00 13680.00 345.00 290.00 285.00 245.00
2020-10-19 13860.00 14075.00 14370.00 13840.00 13745.00 13730.00 14265.00 13700.00 115.00 345.00 105.00 140.00
2020-10-16 13250.00 13825.00 13860.00 13130.00 13300.00 13700.00 13765.00 13210.00 -50.00 125.00 95.00 -80.00
2020-10-15 13365.00 13320.00 13485.00 13260.00 13470.00 13370.00 13540.00 13330.00 -105.00 -50.00 -55.00 -70.00
2020-10-14 13205.00 13360.00 13440.00 13200.00 13325.00 13440.00 13800.00 13320.00 -120.00 -80.00 -360.00 -120.00
2020-10-13 13185.00 13205.00 13275.00 13065.00 13330.00 13325.00 13405.00 13200.00 -145.00 -120.00 -130.00 -135.00
2020-10-12 12895.00 13165.00 13275.00 12850.00 13000.00 13310.00 13415.00 12990.00 -105.00 -145.00 -140.00 -140.00
2020-10-09 12600.00 12900.00 12975.00 12580.00 12730.00 13015.00 13080.00 12715.00 -130.00 -115.00 -105.00 -135.00
2020-09-30 12615.00 12350.00 12650.00 12350.00 12740.00 12515.00 12770.00 12510.00 -125.00 -165.00 -120.00 -160.00
2020-09-29 12675.00 12625.00 12725.00 12545.00 12850.00 12750.00 12855.00 12685.00 -175.00 -125.00 -130.00 -140.00
2020-09-28 12600.00 12675.00 12730.00 12585.00 12740.00 12820.00 12870.00 12735.00 -140.00 -145.00 -140.00 -150.00
2020-09-25 12390.00 12635.00 12770.00 12335.00 12565.00 12785.00 12935.00 12510.00 -175.00 -150.00 -165.00 -175.00
2020-09-24 12335.00 12390.00 12445.00 12270.00 12490.00 12575.00 12620.00 12440.00 -155.00 -185.00 -175.00 -170.00
2020-09-23 12440.00 12320.00 12495.00 12235.00 12565.00 12480.00 12650.00 12400.00 -125.00 -160.00 -155.00 -165.00
2020-09-22 12570.00 12400.00 12590.00 12220.00 12700.00 12555.00 12745.00 12390.00 -130.00 -155.00 -155.00 -170.00
2020-09-21 12515.00 12615.00 12675.00 12500.00 12685.00 12775.00 12820.00 12650.00 -170.00 -160.00 -145.00 -150.00
2020-09-18 12360.00 12550.00 12560.00 12300.00 12530.00 12685.00 12710.00 12465.00 -170.00 -135.00 -150.00 -165.00
2020-09-17 12475.00 12360.00 12495.00 12335.00 12655.00 12530.00 12655.00 12505.00 -180.00 -170.00 -160.00 -170.00
2020-09-16 12385.00 12475.00 12490.00 12315.00 12545.00 12625.00 12645.00 12480.00 -160.00 -150.00 -155.00 -165.00
2020-09-15 12340.00 12360.00 12445.00 12315.00 12515.00 12520.00 12620.00 12495.00 -175.00 -160.00 -175.00 -180.00
2020-09-14 12195.00 12335.00 12355.00 12175.00 12390.00 12515.00 12535.00 12360.00 -195.00 -180.00 -180.00 -185.00
2020-09-11 12220.00 12210.00 12250.00 12140.00 12385.00 12390.00 12435.00 12310.00 -165.00 -180.00 -185.00 -170.00
2020-09-10 12190.00 12200.00 12290.00 12175.00 12335.00 12385.00 12470.00 12335.00 -145.00 -185.00 -180.00 -160.00
2020-09-09 12450.00 12120.00 12450.00 12065.00 12600.00 12290.00 12600.00 12250.00 -150.00 -170.00 -150.00 -185.00
2020-09-08 12475.00 12510.00 12585.00 12460.00 12615.00 12675.00 12750.00 12615.00 -140.00 -165.00 -165.00 -155.00
2020-09-07 12580.00 12465.00 12610.00 12420.00 12785.00 12630.00 12790.00 12585.00 -205.00 -165.00 -180.00 -165.00
2020-09-04 12595.00 12580.00 12655.00 12390.00 12740.00 12760.00 12830.00 12585.00 -145.00 -180.00 -175.00 -195.00
2020-09-03 12775.00 12595.00 12785.00 12560.00 12975.00 12765.00 12975.00 12745.00 -200.00 -170.00 -190.00 -185.00
2020-09-02 12820.00 12830.00 12915.00 12760.00 12995.00 13005.00 13085.00 12935.00 -175.00 -175.00 -170.00 -175.00
2020-09-01 12830.00 12820.00 12850.00 12710.00 12980.00 13000.00 13025.00 12890.00 -150.00 -180.00 -175.00 -180.00
2020-08-31 12715.00 12810.00 12910.00 12660.00 12870.00 12965.00 13070.00 12830.00 -155.00 -155.00 -160.00 -170.00
2020-08-28 12620.00 12660.00 12700.00 12530.00 12755.00 12820.00 12865.00 12700.00 -135.00 -160.00 -165.00 -170.00
2020-08-27 12585.00 12615.00 12800.00 12550.00 11500.00 11570.00 11735.00 11475.00 1085.00 1045.00 1065.00 1075.00
2020-08-26 12570.00 12575.00 12670.00 12525.00 11450.00 11490.00 11560.00 11410.00 1120.00 1085.00 1110.00 1115.00
2020-08-25 12680.00 12545.00 12720.00 12495.00 11500.00 11450.00 11565.00 11410.00 1180.00 1095.00 1155.00 1085.00
2020-08-24 12360.00 12675.00 12695.00 12280.00 11160.00 11485.00 11500.00 11110.00 1200.00 1190.00 1195.00 1170.00
2020-08-21 12360.00 12380.00 12425.00 12280.00 11135.00 11190.00 11190.00 11100.00 1225.00 1190.00 1235.00 1180.00
2020-08-20 12415.00 12360.00 12435.00 12270.00 11150.00 11125.00 11200.00 11070.00 1265.00 1235.00 1235.00 1200.00
2020-08-19 12455.00 12410.00 12515.00 12350.00 11145.00 11150.00 11220.00 11070.00 1310.00 1260.00 1295.00 1280.00
2020-08-18 12475.00 12440.00 12555.00 12390.00 11165.00 11125.00 11215.00 11085.00 1310.00 1315.00 1340.00 1305.00
2020-08-17 12440.00 12475.00 12515.00 12305.00 11100.00 11155.00 11175.00 11005.00 1340.00 1320.00 1340.00 1300.00
2020-08-14 12290.00 12435.00 12470.00 12265.00 11050.00 11105.00 11115.00 10970.00 1240.00 1330.00 1355.00 1295.00
2020-08-13 12350.00 12275.00 12385.00 12240.00 11090.00 10990.00 11090.00 10955.00 1260.00 1285.00 1295.00 1285.00
2020-08-12 12385.00 12315.00 12445.00 12150.00 11045.00 10995.00 11090.00 10900.00 1340.00 1320.00 1355.00 1250.00
2020-08-11 12440.00 12365.00 12515.00 12240.00 11065.00 11045.00 11150.00 10945.00 1375.00 1320.00 1365.00 1295.00
2020-08-10 12515.00 12415.00 12585.00 12335.00 11160.00 11045.00 11190.00 10960.00 1355.00 1370.00 1395.00 1375.00
2020-08-07 12450.00 12535.00 12700.00 12390.00 11040.00 11125.00 11270.00 11000.00 1410.00 1410.00 1430.00 1390.00
2020-08-06 12250.00 12450.00 12465.00 12115.00 10920.00 11070.00 11085.00 10805.00 1330.00 1380.00 1380.00 1310.00
2020-08-05 10810.00 10895.00 10895.00 10765.00 12100.00 12190.00 12195.00 12030.00 -1290.00 -1295.00 -1300.00 -1265.00
2020-08-04 10870.00 10825.00 10910.00 10795.00 12140.00 12140.00 12235.00 12085.00 -1270.00 -1315.00 -1325.00 -1290.00
2020-08-03 10830.00 10860.00 10905.00 10750.00 12065.00 12140.00 12185.00 11980.00 -1235.00 -1280.00 -1280.00 -1230.00
2020-07-31 10900.00 10840.00 10930.00 10660.00 12080.00 12095.00 12130.00 11700.00 -1180.00 -1255.00 -1200.00 -1040.00
2020-07-30 10870.00 10885.00 11145.00 10855.00 12100.00 12120.00 12375.00 12060.00 -1230.00 -1235.00 -1230.00 -1205.00
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