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
2020-03-03 11150.00 11025.00 11255.00 10965.00 11450.00 11305.00 11530.00 11250.00 -300.00 -280.00 -275.00 -285.00
2020-03-02 10575.00 10990.00 11080.00 10550.00 10830.00 11265.00 11360.00 10830.00 -255.00 -275.00 -280.00 -280.00
2020-02-28 11100.00 10550.00 11100.00 10535.00 11260.00 10830.00 11360.00 10810.00 -160.00 -280.00 -260.00 -275.00
2020-02-27 11300.00 11235.00 11395.00 11230.00 11580.00 11510.00 11655.00 11505.00 -280.00 -275.00 -260.00 -275.00
2020-02-26 11460.00 11325.00 11495.00 11310.00 11730.00 11605.00 11760.00 11600.00 -270.00 -280.00 -265.00 -290.00
2020-02-25 11250.00 11545.00 11605.00 11220.00 11555.00 11820.00 11850.00 11505.00 -305.00 -275.00 -245.00 -285.00
2020-02-24 11630.00 11400.00 11630.00 11350.00 11905.00 11685.00 11915.00 11600.00 -275.00 -285.00 -285.00 -250.00
2020-02-21 11690.00 11720.00 11830.00 11675.00 11990.00 12000.00 12120.00 11965.00 -300.00 -280.00 -290.00 -290.00
2020-02-20 11650.00 11690.00 11740.00 11545.00 11950.00 11985.00 12025.00 11850.00 -300.00 -295.00 -285.00 -305.00
2020-02-19 11620.00 11600.00 11685.00 11575.00 11925.00 11885.00 11980.00 11865.00 -305.00 -285.00 -295.00 -290.00
2020-02-18 11650.00 11640.00 11730.00 11570.00 11965.00 11930.00 12025.00 11865.00 -315.00 -290.00 -295.00 -295.00
2020-02-17 11500.00 11685.00 11700.00 11460.00 11800.00 11980.00 12000.00 11750.00 -300.00 -295.00 -300.00 -290.00
2020-02-14 11445.00 11485.00 11490.00 11320.00 11770.00 11780.00 11780.00 11625.00 -325.00 -295.00 -290.00 -305.00
2020-02-13 11460.00 11430.00 11535.00 11390.00 11780.00 11715.00 11830.00 11690.00 -320.00 -285.00 -295.00 -300.00
2020-02-12 11550.00 11450.00 11570.00 11340.00 11860.00 11745.00 11860.00 11635.00 -310.00 -295.00 -290.00 -295.00
2020-02-11 11390.00 11500.00 11560.00 11340.00 11675.00 11790.00 11855.00 11635.00 -285.00 -290.00 -295.00 -295.00
2020-02-10 11270.00 11345.00 11425.00 11250.00 11580.00 11645.00 11715.00 11540.00 -310.00 -300.00 -290.00 -290.00
2020-02-07 11295.00 11330.00 11415.00 11230.00 11550.00 11620.00 11685.00 11515.00 -255.00 -290.00 -270.00 -285.00
2020-02-06 11370.00 11340.00 11385.00 11195.00 11655.00 11620.00 11660.00 11480.00 -285.00 -280.00 -275.00 -285.00
2020-02-05 11085.00 11215.00 11370.00 11050.00 11395.00 11495.00 11660.00 11335.00 -310.00 -280.00 -290.00 -285.00
2020-02-04 10300.00 11040.00 11145.00 10280.00 10810.00 11315.00 11405.00 10565.00 -510.00 -275.00 -260.00 -285.00
2020-02-03 11145.00 11145.00 11145.00 11145.00 11365.00 11355.00 11365.00 11355.00 -220.00 -210.00 -220.00 -210.00
2020-01-23 12450.00 12085.00 12480.00 12030.00 12640.00 12330.00 12705.00 12275.00 -190.00 -245.00 -225.00 -245.00
2020-01-22 12615.00 12420.00 12670.00 11980.00 12950.00 12635.00 12950.00 12205.00 -335.00 -215.00 -280.00 -225.00
2020-01-21 12915.00 12620.00 12945.00 12565.00 13080.00 12835.00 13170.00 12800.00 -165.00 -215.00 -225.00 -235.00
2020-01-20 13100.00 12895.00 13125.00 12865.00 13310.00 13120.00 13345.00 13080.00 -210.00 -225.00 -220.00 -215.00
2020-01-17 13150.00 13075.00 13320.00 13055.00 13375.00 13290.00 13525.00 13265.00 -225.00 -215.00 -205.00 -210.00
2020-01-16 13170.00 13150.00 13245.00 13060.00 13370.00 13345.00 13460.00 13260.00 -200.00 -195.00 -215.00 -200.00
2020-01-15 13250.00 13195.00 13335.00 13100.00 13450.00 13390.00 13545.00 13300.00 -200.00 -195.00 -210.00 -200.00
2020-01-14 13370.00 13250.00 13425.00 13135.00 13555.00 13460.00 13635.00 13355.00 -185.00 -210.00 -210.00 -220.00
2020-01-13 13080.00 13365.00 13400.00 13075.00 13290.00 13560.00 13600.00 13275.00 -210.00 -195.00 -200.00 -200.00
2020-01-10 13005.00 13100.00 13100.00 12970.00 13010.00 13290.00 13300.00 13010.00 -5.00 -190.00 -200.00 -40.00
2020-01-09 13190.00 12965.00 13215.00 12930.00 13400.00 13160.00 13420.00 13120.00 -210.00 -195.00 -205.00 -190.00
2020-01-08 13165.00 13190.00 13250.00 13070.00 13370.00 13380.00 13445.00 13255.00 -205.00 -190.00 -195.00 -185.00
2020-01-07 13100.00 13185.00 13195.00 13020.00 13200.00 13390.00 13390.00 13200.00 -100.00 -205.00 -195.00 -180.00
2020-01-06 12810.00 13095.00 13095.00 12800.00 13020.00 13280.00 13280.00 12990.00 -210.00 -185.00 -185.00 -190.00
2020-01-03 12815.00 12810.00 12925.00 12770.00 12980.00 13000.00 13110.00 12965.00 -165.00 -190.00 -185.00 -195.00
2020-01-02 12980.00 12805.00 13150.00 12775.00 13140.00 12990.00 13320.00 12965.00 -160.00 -185.00 -170.00 -190.00
2019-12-31 12995.00 12960.00 13045.00 12905.00 13180.00 13135.00 13215.00 13080.00 -185.00 -175.00 -170.00 -175.00
2019-12-30 12830.00 12985.00 13115.00 12815.00 13000.00 13155.00 13280.00 12990.00 -170.00 -170.00 -165.00 -175.00
2019-12-27 12810.00 12850.00 12945.00 12795.00 12980.00 13015.00 13110.00 12970.00 -170.00 -165.00 -165.00 -175.00
2019-12-26 12800.00 12810.00 12835.00 12615.00 12960.00 12980.00 13005.00 12790.00 -160.00 -170.00 -170.00 -175.00
2019-12-25 12790.00 12820.00 12885.00 12770.00 12980.00 12980.00 13050.00 12930.00 -190.00 -160.00 -165.00 -160.00
2019-12-24 12715.00 12810.00 12845.00 12690.00 12870.00 12985.00 13015.00 12855.00 -155.00 -175.00 -170.00 -165.00
2019-12-23 12800.00 12715.00 12850.00 12680.00 12965.00 12875.00 12995.00 12850.00 -165.00 -160.00 -145.00 -170.00
2019-12-20 12800.00 12805.00 12880.00 12760.00 12915.00 12955.00 13020.00 12915.00 -115.00 -150.00 -140.00 -155.00
2019-12-19 13030.00 12780.00 13075.00 12700.00 13215.00 12925.00 13255.00 12855.00 -185.00 -145.00 -180.00 -155.00
2019-12-18 13265.00 13050.00 13290.00 13020.00 13470.00 13225.00 13475.00 13185.00 -205.00 -175.00 -185.00 -165.00
2019-12-17 13075.00 13265.00 13275.00 13055.00 12740.00 12925.00 12940.00 12730.00 335.00 340.00 335.00 325.00
2019-12-16 13145.00 13090.00 13185.00 13005.00 12800.00 12760.00 12865.00 12705.00 345.00 330.00 320.00 300.00
2019-12-13 13235.00 13120.00 13435.00 13090.00 12930.00 12810.00 13085.00 12785.00 305.00 310.00 350.00 305.00
2019-12-12 13260.00 13250.00 13335.00 13150.00 12905.00 12940.00 12995.00 12835.00 355.00 310.00 340.00 315.00
2019-12-11 13205.00 13275.00 13290.00 13055.00 12865.00 12945.00 12955.00 12740.00 340.00 330.00 335.00 315.00
2019-12-10 13190.00 13230.00 13350.00 13150.00 12845.00 12905.00 13010.00 12825.00 345.00 325.00 340.00 325.00
2019-12-09 13300.00 13200.00 13455.00 13115.00 12950.00 12865.00 13095.00 12820.00 350.00 335.00 360.00 295.00
2019-12-06 13210.00 13280.00 13300.00 13160.00 12900.00 12950.00 12960.00 12855.00 310.00 330.00 340.00 305.00
2019-12-05 12850.00 13200.00 13380.00 12800.00 12560.00 12900.00 12960.00 12505.00 290.00 300.00 420.00 295.00
2019-12-04 12725.00 12860.00 12895.00 12590.00 12470.00 12575.00 12580.00 12330.00 255.00 285.00 315.00 260.00
2019-12-03 12650.00 12745.00 12770.00 12565.00 12410.00 12470.00 12495.00 12300.00 240.00 275.00 275.00 265.00
2019-12-02 12390.00 12400.00 12560.00 12335.00 12570.00 12640.00 12800.00 12535.00 -180.00 -240.00 -240.00 -200.00
2019-11-29 12475.00 12380.00 12505.00 12315.00 12655.00 12575.00 12680.00 12505.00 -180.00 -195.00 -175.00 -190.00
2019-11-28 12530.00 12475.00 12580.00 12420.00 12670.00 12665.00 12760.00 12585.00 -140.00 -190.00 -180.00 -165.00
2019-11-27 12575.00 12505.00 12655.00 12470.00 12720.00 12650.00 12805.00 12620.00 -145.00 -145.00 -150.00 -150.00
2019-11-26 12825.00 12585.00 12855.00 12450.00 12895.00 12715.00 12935.00 12575.00 -70.00 -130.00 -80.00 -125.00
2019-11-25 12620.00 12800.00 12940.00 12620.00 12750.00 12880.00 13000.00 12745.00 -130.00 -80.00 -60.00 -125.00
2019-11-22 12575.00 12625.00 12845.00 12555.00 12720.00 12760.00 12975.00 12685.00 -145.00 -135.00 -130.00 -130.00
2019-11-21 12500.00 12595.00 12650.00 12460.00 12670.00 12760.00 12805.00 12630.00 -170.00 -165.00 -155.00 -170.00
2019-11-20 12130.00 12530.00 12605.00 12050.00 12280.00 12720.00 12810.00 12225.00 -150.00 -190.00 -205.00 -175.00
2019-11-19 12100.00 12130.00 12165.00 11980.00 12280.00 12305.00 12345.00 12155.00 -180.00 -175.00 -180.00 -175.00
2019-11-18 11915.00 12100.00 12125.00 11870.00 12080.00 12295.00 12300.00 12060.00 -165.00 -195.00 -175.00 -190.00
2019-11-15 12200.00 11910.00 12210.00 11900.00 12355.00 12095.00 12380.00 12080.00 -155.00 -185.00 -170.00 -180.00
2019-11-14 12000.00 12190.00 12200.00 11985.00 12195.00 12365.00 12380.00 12170.00 -195.00 -175.00 -180.00 -185.00
2019-11-13 12060.00 12035.00 12155.00 11990.00 12250.00 12210.00 12355.00 12160.00 -190.00 -175.00 -200.00 -170.00
2019-11-12 11935.00 12080.00 12110.00 11835.00 12100.00 12270.00 12300.00 12020.00 -165.00 -190.00 -190.00 -185.00
2019-11-11 11970.00 11935.00 12085.00 11925.00 12150.00 12110.00 12260.00 12100.00 -180.00 -175.00 -175.00 -175.00
2019-11-08 12155.00 11970.00 12165.00 11915.00 12305.00 12150.00 12325.00 12095.00 -150.00 -180.00 -160.00 -180.00
2019-11-07 12120.00 12105.00 12280.00 12030.00 12265.00 12265.00 12445.00 12205.00 -145.00 -160.00 -165.00 -175.00
2019-11-06 12190.00 12110.00 12255.00 12085.00 12315.00 12275.00 12430.00 12245.00 -125.00 -165.00 -175.00 -160.00
2019-11-05 11825.00 12200.00 12210.00 11820.00 12000.00 12370.00 12385.00 12000.00 -175.00 -170.00 -175.00 -180.00
2019-11-04 11880.00 11825.00 11945.00 11820.00 12035.00 12005.00 12130.00 12005.00 -155.00 -180.00 -185.00 -185.00
2019-11-01 11990.00 11885.00 12010.00 11805.00 12105.00 12050.00 12135.00 11960.00 -115.00 -165.00 -125.00 -155.00
2019-10-31 11940.00 12015.00 12095.00 11890.00 12115.00 12135.00 12225.00 12070.00 -175.00 -120.00 -130.00 -180.00
2019-10-30 11780.00 11955.00 11965.00 11755.00 11950.00 12125.00 12130.00 11940.00 -170.00 -170.00 -165.00 -185.00
2019-10-29 11715.00 11790.00 11800.00 11695.00 11895.00 11970.00 11985.00 11885.00 -180.00 -180.00 -185.00 -190.00
2019-10-28 11845.00 11710.00 11950.00 11675.00 12020.00 11905.00 12135.00 11870.00 -175.00 -195.00 -185.00 -195.00
2019-10-25 11815.00 11855.00 11915.00 11770.00 12000.00 12050.00 12100.00 11965.00 -185.00 -195.00 -185.00 -195.00
2019-10-24 11815.00 11825.00 11880.00 11755.00 12000.00 12025.00 12065.00 11930.00 -185.00 -200.00 -185.00 -175.00
2019-10-23 11840.00 11840.00 11990.00 11805.00 12010.00 12025.00 12170.00 11985.00 -170.00 -185.00 -180.00 -180.00
2019-10-22 11720.00 11845.00 11920.00 11710.00 11900.00 12030.00 12100.00 11895.00 -180.00 -185.00 -180.00 -185.00
2019-10-21 11750.00 11725.00 11780.00 11660.00 11945.00 11910.00 11945.00 11840.00 -195.00 -185.00 -165.00 -180.00
2019-10-18 11580.00 11765.00 11840.00 11560.00 11755.00 11945.00 11990.00 11750.00 -175.00 -180.00 -150.00 -190.00
2019-10-17 11525.00 11565.00 11680.00 11500.00 11715.00 11760.00 11855.00 11700.00 -190.00 -195.00 -175.00 -200.00
2019-10-16 11520.00 11530.00 11625.00 11495.00 11715.00 11710.00 11815.00 11695.00 -195.00 -180.00 -190.00 -200.00
2019-10-15 11690.00 11530.00 11705.00 11515.00 11875.00 11725.00 11885.00 11710.00 -185.00 -195.00 -180.00 -195.00
2019-10-14 11600.00 11695.00 11765.00 11540.00 11795.00 11880.00 11945.00 11735.00 -195.00 -185.00 -180.00 -195.00
2019-10-11 11620.00 11615.00 11640.00 11550.00 11800.00 11800.00 11830.00 11740.00 -180.00 -185.00 -190.00 -190.00
2019-10-10 11520.00 11620.00 11625.00 11470.00 11720.00 11800.00 11810.00 11660.00 -200.00 -180.00 -185.00 -190.00
2019-10-09 11420.00 11520.00 11570.00 11405.00 11615.00 11720.00 11755.00 11600.00 -195.00 -200.00 -185.00 -195.00
2019-10-08 11380.00 11430.00 11510.00 11330.00 11520.00 11615.00 11695.00 11520.00 -140.00 -185.00 -185.00 -190.00
2019-09-30 11450.00 11470.00 11545.00 11425.00 11570.00 11655.00 11730.00 11570.00 -120.00 -185.00 -185.00 -145.00
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