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
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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
2020-07-29 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
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