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:
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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。
关于橡胶期货跨期套利的详细数据分析,请查看文章:。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |