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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-07-29 | 10690.00 | 10855.00 | 10865.00 | 10660.00 | 11860.00 | 12095.00 | 12095.00 | 11820.00 | -1170.00 | -1240.00 | -1230.00 | -1160.00 |
| 2020-07-28 | 10680.00 | 10690.00 | 10780.00 | 10610.00 | 11800.00 | 11880.00 | 11980.00 | 11755.00 | -1120.00 | -1190.00 | -1200.00 | -1145.00 |
| 2020-07-27 | 10580.00 | 10670.00 | 10725.00 | 10565.00 | 11705.00 | 11850.00 | 11895.00 | 11705.00 | -1125.00 | -1180.00 | -1170.00 | -1140.00 |
| 2020-07-24 | 10610.00 | 10535.00 | 10750.00 | 10510.00 | 11730.00 | 11690.00 | 11945.00 | 11650.00 | -1120.00 | -1155.00 | -1195.00 | -1140.00 |
| 2020-07-23 | 10640.00 | 10615.00 | 10645.00 | 10530.00 | 11705.00 | 11760.00 | 11760.00 | 11645.00 | -1065.00 | -1145.00 | -1115.00 | -1115.00 |
| 2020-07-22 | 10700.00 | 10660.00 | 10825.00 | 10610.00 | 11725.00 | 11730.00 | 11900.00 | 11695.00 | -1025.00 | -1070.00 | -1075.00 | -1085.00 |
| 2020-07-21 | 10510.00 | 10680.00 | 10715.00 | 10510.00 | 11600.00 | 11735.00 | 11745.00 | 11600.00 | -1090.00 | -1055.00 | -1030.00 | -1090.00 |
| 2020-07-20 | 10615.00 | 10505.00 | 10650.00 | 10470.00 | 11660.00 | 11600.00 | 11685.00 | 11550.00 | -1045.00 | -1095.00 | -1035.00 | -1080.00 |
| 2020-07-17 | 10550.00 | 10610.00 | 10680.00 | 10530.00 | 11610.00 | 11640.00 | 11720.00 | 11610.00 | -1060.00 | -1030.00 | -1040.00 | -1080.00 |
| 2020-07-16 | 10655.00 | 10535.00 | 10785.00 | 10455.00 | 11730.00 | 11605.00 | 11820.00 | 11540.00 | -1075.00 | -1070.00 | -1035.00 | -1085.00 |
| 2020-07-15 | 10580.00 | 10640.00 | 10700.00 | 10535.00 | 11650.00 | 11745.00 | 11785.00 | 11645.00 | -1070.00 | -1105.00 | -1085.00 | -1110.00 |
| 2020-07-14 | 10600.00 | 10600.00 | 10690.00 | 10495.00 | 11720.00 | 11700.00 | 11775.00 | 11610.00 | -1120.00 | -1100.00 | -1085.00 | -1115.00 |
| 2020-07-13 | 10500.00 | 10600.00 | 10675.00 | 10495.00 | 11580.00 | 11700.00 | 11755.00 | 11580.00 | -1080.00 | -1100.00 | -1080.00 | -1085.00 |
| 2020-07-10 | 10680.00 | 10495.00 | 10740.00 | 10470.00 | 11760.00 | 11575.00 | 11810.00 | 11565.00 | -1080.00 | -1080.00 | -1070.00 | -1095.00 |
| 2020-07-09 | 10665.00 | 10690.00 | 10815.00 | 10640.00 | 11660.00 | 11780.00 | 11820.00 | 11645.00 | -995.00 | -1090.00 | -1005.00 | -1005.00 |
| 2020-07-08 | 10550.00 | 10650.00 | 10755.00 | 10520.00 | 11595.00 | 11650.00 | 11705.00 | 11540.00 | -1045.00 | -1000.00 | -950.00 | -1020.00 |
| 2020-07-07 | 10610.00 | 10540.00 | 10690.00 | 10525.00 | 11650.00 | 11610.00 | 11715.00 | 11555.00 | -1040.00 | -1070.00 | -1025.00 | -1030.00 |
| 2020-07-06 | 10485.00 | 10610.00 | 10630.00 | 10420.00 | 11605.00 | 11670.00 | 11720.00 | 11510.00 | -1120.00 | -1060.00 | -1090.00 | -1090.00 |
| 2020-07-03 | 10365.00 | 10485.00 | 10490.00 | 10360.00 | 11560.00 | 11605.00 | 11610.00 | 11510.00 | -1195.00 | -1120.00 | -1120.00 | -1150.00 |
| 2020-07-02 | 10215.00 | 10375.00 | 10415.00 | 10195.00 | 11430.00 | 11550.00 | 11580.00 | 11425.00 | -1215.00 | -1175.00 | -1165.00 | -1230.00 |
| 2020-07-01 | 10195.00 | 10225.00 | 10260.00 | 10150.00 | 11430.00 | 11455.00 | 11495.00 | 11405.00 | -1235.00 | -1230.00 | -1235.00 | -1255.00 |
| 2020-06-30 | 10140.00 | 10180.00 | 10240.00 | 10095.00 | 11355.00 | 11445.00 | 11515.00 | 11355.00 | -1215.00 | -1265.00 | -1275.00 | -1260.00 |
| 2020-06-29 | 10235.00 | 10060.00 | 10280.00 | 10050.00 | 11565.00 | 11350.00 | 11565.00 | 11340.00 | -1330.00 | -1290.00 | -1285.00 | -1290.00 |
| 2020-06-24 | 10405.00 | 10325.00 | 10420.00 | 10325.00 | 11700.00 | 11605.00 | 11700.00 | 11605.00 | -1295.00 | -1280.00 | -1280.00 | -1280.00 |
| 2020-06-23 | 10390.00 | 10400.00 | 10440.00 | 10315.00 | 11600.00 | 11665.00 | 11715.00 | 11600.00 | -1210.00 | -1265.00 | -1275.00 | -1285.00 |
| 2020-06-22 | 10480.00 | 10350.00 | 10505.00 | 10325.00 | 11750.00 | 11615.00 | 11765.00 | 11605.00 | -1270.00 | -1265.00 | -1260.00 | -1280.00 |
| 2020-06-19 | 10340.00 | 10475.00 | 10485.00 | 10290.00 | 11600.00 | 11735.00 | 11740.00 | 11590.00 | -1260.00 | -1260.00 | -1255.00 | -1300.00 |
| 2020-06-18 | 10345.00 | 10315.00 | 10350.00 | 10255.00 | 11600.00 | 11600.00 | 11645.00 | 11550.00 | -1255.00 | -1285.00 | -1295.00 | -1295.00 |
| 2020-06-17 | 10360.00 | 10325.00 | 10385.00 | 10240.00 | 11675.00 | 11615.00 | 11675.00 | 11535.00 | -1315.00 | -1290.00 | -1290.00 | -1295.00 |
| 2020-06-16 | 10220.00 | 10335.00 | 10375.00 | 10205.00 | 11520.00 | 11630.00 | 11670.00 | 11500.00 | -1300.00 | -1295.00 | -1295.00 | -1295.00 |
| 2020-06-15 | 10420.00 | 10210.00 | 10445.00 | 10200.00 | 11690.00 | 11515.00 | 11735.00 | 11485.00 | -1270.00 | -1305.00 | -1290.00 | -1285.00 |
| 2020-06-12 | 10500.00 | 10375.00 | 10510.00 | 10260.00 | 11750.00 | 11670.00 | 11755.00 | 11565.00 | -1250.00 | -1295.00 | -1245.00 | -1305.00 |
| 2020-06-11 | 10590.00 | 10545.00 | 10710.00 | 10475.00 | 11830.00 | 11790.00 | 11930.00 | 11740.00 | -1240.00 | -1245.00 | -1220.00 | -1265.00 |
| 2020-06-10 | 10600.00 | 10585.00 | 10640.00 | 10560.00 | 11875.00 | 11835.00 | 11880.00 | 11770.00 | -1275.00 | -1250.00 | -1240.00 | -1210.00 |
| 2020-06-09 | 10590.00 | 10640.00 | 10685.00 | 10530.00 | 11850.00 | 11865.00 | 11905.00 | 11785.00 | -1260.00 | -1225.00 | -1220.00 | -1255.00 |
| 2020-06-08 | 10700.00 | 10600.00 | 10740.00 | 10565.00 | 11960.00 | 11850.00 | 12020.00 | 11810.00 | -1260.00 | -1250.00 | -1280.00 | -1245.00 |
| 2020-06-05 | 10295.00 | 10645.00 | 10670.00 | 10290.00 | 11625.00 | 11900.00 | 11945.00 | 11620.00 | -1330.00 | -1255.00 | -1275.00 | -1330.00 |
| 2020-06-04 | 10415.00 | 10290.00 | 10415.00 | 10225.00 | 11710.00 | 11630.00 | 11710.00 | 11555.00 | -1295.00 | -1340.00 | -1295.00 | -1330.00 |
| 2020-06-03 | 10300.00 | 10430.00 | 10445.00 | 10300.00 | 11625.00 | 11725.00 | 11745.00 | 11620.00 | -1325.00 | -1295.00 | -1300.00 | -1320.00 |
| 2020-06-02 | 10305.00 | 10300.00 | 10415.00 | 10265.00 | 11630.00 | 11610.00 | 11720.00 | 11585.00 | -1325.00 | -1310.00 | -1305.00 | -1320.00 |
| 2020-06-01 | 10150.00 | 10315.00 | 10345.00 | 10120.00 | 11510.00 | 11640.00 | 11660.00 | 11450.00 | -1360.00 | -1325.00 | -1315.00 | -1330.00 |
| 2020-05-29 | 10260.00 | 10165.00 | 10290.00 | 10110.00 | 11635.00 | 11510.00 | 11635.00 | 11460.00 | -1375.00 | -1345.00 | -1345.00 | -1350.00 |
| 2020-05-28 | 10265.00 | 10270.00 | 10300.00 | 10150.00 | 11595.00 | 11610.00 | 11640.00 | 11470.00 | -1330.00 | -1340.00 | -1340.00 | -1320.00 |
| 2020-05-27 | 10335.00 | 10250.00 | 10360.00 | 10220.00 | 11670.00 | 11590.00 | 11675.00 | 11540.00 | -1335.00 | -1340.00 | -1315.00 | -1320.00 |
| 2020-05-26 | 10245.00 | 10325.00 | 10340.00 | 10205.00 | 11560.00 | 11645.00 | 11665.00 | 11540.00 | -1315.00 | -1320.00 | -1325.00 | -1335.00 |
| 2020-05-25 | 10220.00 | 10240.00 | 10280.00 | 10170.00 | 11600.00 | 11575.00 | 11600.00 | 11510.00 | -1380.00 | -1335.00 | -1320.00 | -1340.00 |
| 2020-05-22 | 10435.00 | 10190.00 | 10445.00 | 10130.00 | 11735.00 | 11545.00 | 11785.00 | 11450.00 | -1300.00 | -1355.00 | -1340.00 | -1320.00 |
| 2020-05-21 | 10450.00 | 10435.00 | 10580.00 | 10360.00 | 11800.00 | 11755.00 | 11885.00 | 11705.00 | -1350.00 | -1320.00 | -1305.00 | -1345.00 |
| 2020-05-20 | 10330.00 | 10420.00 | 10485.00 | 10320.00 | 11650.00 | 11790.00 | 11840.00 | 11650.00 | -1320.00 | -1370.00 | -1355.00 | -1330.00 |
| 2020-05-19 | 10260.00 | 10330.00 | 10530.00 | 10255.00 | 11680.00 | 11705.00 | 11895.00 | 11655.00 | -1420.00 | -1375.00 | -1365.00 | -1400.00 |
| 2020-05-18 | 10295.00 | 10245.00 | 10365.00 | 10175.00 | 11680.00 | 11640.00 | 11750.00 | 11570.00 | -1385.00 | -1395.00 | -1385.00 | -1395.00 |
| 2020-05-15 | 10130.00 | 10295.00 | 10355.00 | 10115.00 | 11540.00 | 11680.00 | 11735.00 | 11500.00 | -1410.00 | -1385.00 | -1380.00 | -1385.00 |
| 2020-05-14 | 10255.00 | 10140.00 | 10280.00 | 10090.00 | 11640.00 | 11525.00 | 11675.00 | 11490.00 | -1385.00 | -1385.00 | -1395.00 | -1400.00 |
| 2020-05-13 | 10265.00 | 10245.00 | 10315.00 | 10080.00 | 11670.00 | 11640.00 | 11690.00 | 11480.00 | -1405.00 | -1395.00 | -1375.00 | -1400.00 |
| 2020-05-12 | 10310.00 | 10235.00 | 10440.00 | 10190.00 | 11685.00 | 11615.00 | 11805.00 | 11580.00 | -1375.00 | -1380.00 | -1365.00 | -1390.00 |
| 2020-05-11 | 10345.00 | 10335.00 | 10465.00 | 10275.00 | 11755.00 | 11725.00 | 11855.00 | 11670.00 | -1410.00 | -1390.00 | -1390.00 | -1395.00 |
| 2020-05-08 | 10405.00 | 10345.00 | 10485.00 | 10265.00 | 11820.00 | 11765.00 | 11855.00 | 11640.00 | -1415.00 | -1420.00 | -1370.00 | -1375.00 |
| 2020-05-07 | 10250.00 | 10380.00 | 10475.00 | 10225.00 | 11600.00 | 11760.00 | 11855.00 | 11600.00 | -1350.00 | -1380.00 | -1380.00 | -1375.00 |
| 2020-05-06 | 10025.00 | 10300.00 | 10345.00 | 9950.00 | 11465.00 | 11700.00 | 11720.00 | 11365.00 | -1440.00 | -1400.00 | -1375.00 | -1415.00 |
| 2020-04-30 | 9940.00 | 9965.00 | 10025.00 | 9915.00 | 11335.00 | 11395.00 | 11440.00 | 11330.00 | -1395.00 | -1430.00 | -1415.00 | -1415.00 |
| 2020-04-29 | 9930.00 | 9850.00 | 10000.00 | 9825.00 | 11345.00 | 11270.00 | 11390.00 | 11240.00 | -1415.00 | -1420.00 | -1390.00 | -1415.00 |
| 2020-04-28 | 9930.00 | 9890.00 | 9940.00 | 9730.00 | 11380.00 | 11290.00 | 11390.00 | 11165.00 | -1450.00 | -1400.00 | -1450.00 | -1435.00 |
| 2020-04-27 | 9910.00 | 9935.00 | 10130.00 | 9870.00 | 11380.00 | 11375.00 | 11570.00 | 11310.00 | -1470.00 | -1440.00 | -1440.00 | -1440.00 |
| 2020-04-24 | 9995.00 | 9960.00 | 10060.00 | 9930.00 | 11460.00 | 11400.00 | 11490.00 | 11365.00 | -1465.00 | -1440.00 | -1430.00 | -1435.00 |
| 2020-04-23 | 9830.00 | 10025.00 | 10035.00 | 9780.00 | 11220.00 | 11465.00 | 11470.00 | 11210.00 | -1390.00 | -1440.00 | -1435.00 | -1430.00 |
| 2020-04-22 | 9645.00 | 9715.00 | 9760.00 | 9580.00 | 11090.00 | 11140.00 | 11190.00 | 11000.00 | -1445.00 | -1425.00 | -1430.00 | -1420.00 |
| 2020-04-21 | 10050.00 | 9800.00 | 10130.00 | 9710.00 | 11450.00 | 11185.00 | 11530.00 | 11125.00 | -1400.00 | -1385.00 | -1400.00 | -1415.00 |
| 2020-04-20 | 10050.00 | 10140.00 | 10260.00 | 9955.00 | 11410.00 | 11525.00 | 11625.00 | 11205.00 | -1360.00 | -1385.00 | -1365.00 | -1250.00 |
| 2020-04-17 | 9970.00 | 10050.00 | 10130.00 | 9970.00 | 9685.00 | 9770.00 | 9845.00 | 9685.00 | 285.00 | 280.00 | 285.00 | 285.00 |
| 2020-04-16 | 10055.00 | 9880.00 | 10075.00 | 9860.00 | 9760.00 | 9610.00 | 9800.00 | 9590.00 | 295.00 | 270.00 | 275.00 | 270.00 |
| 2020-04-15 | 10030.00 | 10035.00 | 10125.00 | 9990.00 | 9850.00 | 9770.00 | 9850.00 | 9720.00 | 180.00 | 265.00 | 275.00 | 270.00 |
| 2020-04-14 | 9960.00 | 10060.00 | 10085.00 | 9930.00 | 9750.00 | 9785.00 | 9810.00 | 9665.00 | 210.00 | 275.00 | 275.00 | 265.00 |
| 2020-04-13 | 10200.00 | 9940.00 | 10260.00 | 9910.00 | 9850.00 | 9675.00 | 9970.00 | 9645.00 | 350.00 | 265.00 | 290.00 | 265.00 |
| 2020-04-10 | 10015.00 | 10140.00 | 10170.00 | 9930.00 | 9760.00 | 9855.00 | 9880.00 | 9660.00 | 255.00 | 285.00 | 290.00 | 270.00 |
| 2020-04-09 | 10130.00 | 10100.00 | 10195.00 | 10065.00 | 9960.00 | 9820.00 | 9960.00 | 9785.00 | 170.00 | 280.00 | 235.00 | 280.00 |
| 2020-04-08 | 9795.00 | 10070.00 | 10245.00 | 9740.00 | 9540.00 | 9795.00 | 9965.00 | 9465.00 | 255.00 | 275.00 | 280.00 | 275.00 |
| 2020-04-07 | 9880.00 | 9865.00 | 9940.00 | 9790.00 | 9695.00 | 9590.00 | 9695.00 | 9535.00 | 185.00 | 275.00 | 245.00 | 255.00 |
| 2020-04-03 | 9850.00 | 9670.00 | 9880.00 | 9610.00 | 9700.00 | 9400.00 | 9700.00 | 9355.00 | 150.00 | 270.00 | 180.00 | 255.00 |
| 2020-04-02 | 9450.00 | 9745.00 | 9820.00 | 9360.00 | 9220.00 | 9470.00 | 9545.00 | 9115.00 | 230.00 | 275.00 | 275.00 | 245.00 |
| 2020-04-01 | 9640.00 | 9480.00 | 9750.00 | 9470.00 | 9380.00 | 9225.00 | 9495.00 | 9220.00 | 260.00 | 255.00 | 255.00 | 250.00 |
| 2020-03-31 | 9605.00 | 9680.00 | 9745.00 | 9580.00 | 9255.00 | 9430.00 | 9480.00 | 9255.00 | 350.00 | 250.00 | 265.00 | 325.00 |
| 2020-03-30 | 9500.00 | 9475.00 | 9560.00 | 9380.00 | 9215.00 | 9215.00 | 9315.00 | 9115.00 | 285.00 | 260.00 | 245.00 | 265.00 |
| 2020-03-27 | 9890.00 | 9700.00 | 9965.00 | 9690.00 | 9600.00 | 9450.00 | 9690.00 | 9440.00 | 290.00 | 250.00 | 275.00 | 250.00 |
| 2020-03-26 | 9800.00 | 9855.00 | 10050.00 | 9735.00 | 9500.00 | 9590.00 | 9760.00 | 9465.00 | 300.00 | 265.00 | 290.00 | 270.00 |
| 2020-03-25 | 9900.00 | 9915.00 | 9955.00 | 9760.00 | 9650.00 | 9635.00 | 9670.00 | 9485.00 | 250.00 | 280.00 | 285.00 | 275.00 |
| 2020-03-24 | 9800.00 | 9760.00 | 9910.00 | 9600.00 | 9515.00 | 9480.00 | 9630.00 | 9330.00 | 285.00 | 280.00 | 280.00 | 270.00 |
| 2020-03-23 | 9500.00 | 9370.00 | 9570.00 | 9300.00 | 9650.00 | 9630.00 | 9800.00 | 9555.00 | -150.00 | -260.00 | -230.00 | -255.00 |
| 2020-03-20 | 9800.00 | 9815.00 | 9985.00 | 9705.00 | 10200.00 | 10055.00 | 10250.00 | 9950.00 | -400.00 | -240.00 | -265.00 | -245.00 |
| 2020-03-19 | 9970.00 | 9680.00 | 10030.00 | 9395.00 | 10230.00 | 9960.00 | 10300.00 | 9660.00 | -260.00 | -280.00 | -270.00 | -265.00 |
| 2020-03-18 | 10295.00 | 9965.00 | 10470.00 | 9930.00 | 10555.00 | 10230.00 | 10750.00 | 10205.00 | -260.00 | -265.00 | -280.00 | -275.00 |
| 2020-03-17 | 10310.00 | 10335.00 | 10400.00 | 10165.00 | 10500.00 | 10610.00 | 10645.00 | 10435.00 | -190.00 | -275.00 | -245.00 | -270.00 |
| 2020-03-16 | 10440.00 | 10310.00 | 10495.00 | 10290.00 | 10660.00 | 10550.00 | 10770.00 | 10545.00 | -220.00 | -240.00 | -275.00 | -255.00 |
| 2020-03-13 | 10320.00 | 10540.00 | 10560.00 | 10090.00 | 10590.00 | 10810.00 | 10830.00 | 10375.00 | -270.00 | -270.00 | -270.00 | -285.00 |
| 2020-03-12 | 10525.00 | 10460.00 | 10565.00 | 10230.00 | 10810.00 | 10725.00 | 10840.00 | 10500.00 | -285.00 | -265.00 | -275.00 | -270.00 |
| 2020-03-11 | 10775.00 | 10525.00 | 10785.00 | 10515.00 | 10965.00 | 10805.00 | 11040.00 | 10790.00 | -190.00 | -280.00 | -255.00 | -275.00 |
| 2020-03-10 | 10500.00 | 10700.00 | 10775.00 | 10395.00 | 10700.00 | 10955.00 | 11060.00 | 10670.00 | -200.00 | -255.00 | -285.00 | -275.00 |
| 2020-03-09 | 10265.00 | 10290.00 | 10465.00 | 10165.00 | 10510.00 | 10570.00 | 10740.00 | 10420.00 | -245.00 | -280.00 | -275.00 | -255.00 |
| 2020-03-06 | 11040.00 | 10900.00 | 11050.00 | 10845.00 | 11275.00 | 11175.00 | 11300.00 | 11120.00 | -235.00 | -275.00 | -250.00 | -275.00 |
| 2020-03-05 | 11095.00 | 11120.00 | 11185.00 | 11070.00 | 11380.00 | 11370.00 | 11430.00 | 11325.00 | -285.00 | -250.00 | -245.00 | -255.00 |
| 2020-03-04 | 10955.00 | 11060.00 | 11065.00 | 10920.00 | 11150.00 | 11315.00 | 11330.00 | 11150.00 | -195.00 | -255.00 | -265.00 | -230.00 |