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
2019-09-27 11660.00 11425.00 11660.00 11360.00 11800.00 11570.00 11800.00 11535.00 -140.00 -145.00 -140.00 -175.00
2019-09-26 11745.00 11645.00 11830.00 11615.00 11890.00 11795.00 11965.00 11770.00 -145.00 -150.00 -135.00 -155.00
2019-09-25 11835.00 11745.00 11865.00 11735.00 11980.00 11885.00 12015.00 11885.00 -145.00 -140.00 -150.00 -150.00
2019-09-24 11990.00 11835.00 12020.00 11835.00 12150.00 11985.00 12155.00 11985.00 -160.00 -150.00 -135.00 -150.00
2019-09-23 11895.00 12000.00 12075.00 11850.00 12060.00 12130.00 12205.00 11995.00 -165.00 -130.00 -130.00 -145.00
2019-09-20 11815.00 11870.00 11875.00 11725.00 11960.00 12030.00 12035.00 11900.00 -145.00 -160.00 -160.00 -175.00
2019-09-19 11910.00 11815.00 11970.00 11805.00 12085.00 11980.00 12135.00 11970.00 -175.00 -165.00 -165.00 -165.00
2019-09-18 12035.00 11905.00 12065.00 11850.00 12190.00 12070.00 12225.00 12025.00 -155.00 -165.00 -160.00 -175.00
2019-09-17 12050.00 12060.00 12260.00 12005.00 12220.00 12220.00 12410.00 12175.00 -170.00 -160.00 -150.00 -170.00
2019-09-16 12050.00 12035.00 12145.00 11935.00 12180.00 12220.00 12325.00 12120.00 -130.00 -185.00 -180.00 -185.00
2019-09-12 11985.00 11915.00 12020.00 11885.00 12140.00 12090.00 12195.00 12070.00 -155.00 -175.00 -175.00 -185.00
2019-09-11 12045.00 12000.00 12060.00 11880.00 12180.00 12180.00 12230.00 12080.00 -135.00 -180.00 -170.00 -200.00
2019-09-10 12065.00 12055.00 12085.00 11920.00 12230.00 12225.00 12255.00 12095.00 -165.00 -170.00 -170.00 -175.00
2019-09-09 11930.00 12070.00 12080.00 11895.00 12120.00 12235.00 12245.00 12065.00 -190.00 -165.00 -165.00 -170.00
2019-09-06 12080.00 11930.00 12210.00 11875.00 12260.00 12090.00 12390.00 12025.00 -180.00 -160.00 -180.00 -150.00
2019-09-05 12115.00 12060.00 12185.00 12010.00 12310.00 12275.00 12390.00 12215.00 -195.00 -215.00 -205.00 -205.00
2019-09-04 11905.00 12110.00 12170.00 11830.00 12070.00 12305.00 12355.00 12030.00 -165.00 -195.00 -185.00 -200.00
2019-09-03 11750.00 11935.00 11935.00 11700.00 11950.00 12130.00 12135.00 11910.00 -200.00 -195.00 -200.00 -210.00
2019-09-02 11820.00 11750.00 11960.00 11675.00 10700.00 10660.00 10790.00 10600.00 1120.00 1090.00 1170.00 1075.00
2019-08-30 11675.00 11815.00 11870.00 11655.00 10575.00 10675.00 10720.00 10565.00 1100.00 1140.00 1150.00 1090.00
2019-08-29 11660.00 11640.00 11750.00 11620.00 10580.00 10555.00 10635.00 10535.00 1080.00 1085.00 1115.00 1085.00
2019-08-28 11565.00 11680.00 11820.00 11480.00 10480.00 10585.00 10675.00 10410.00 1085.00 1095.00 1145.00 1070.00
2019-08-27 11500.00 11535.00 11585.00 11465.00 10455.00 10460.00 10500.00 10405.00 1045.00 1075.00 1085.00 1060.00
2019-08-26 11355.00 11500.00 11525.00 11200.00 10350.00 10440.00 10455.00 10235.00 1005.00 1060.00 1070.00 965.00
2019-08-23 11445.00 11385.00 11455.00 11360.00 10430.00 10355.00 10430.00 10345.00 1015.00 1030.00 1025.00 1015.00
2019-08-22 11390.00 11435.00 11470.00 11305.00 10380.00 10385.00 10415.00 10320.00 1010.00 1050.00 1055.00 985.00
2019-08-21 11545.00 11390.00 11555.00 11345.00 10495.00 10375.00 10495.00 10330.00 1050.00 1015.00 1060.00 1015.00
2019-08-20 11615.00 11565.00 11670.00 11535.00 10560.00 10495.00 10570.00 10480.00 1055.00 1070.00 1100.00 1055.00
2019-08-19 11405.00 11635.00 11640.00 11395.00 10415.00 10545.00 10560.00 10380.00 990.00 1090.00 1080.00 1015.00
2019-08-16 11365.00 11375.00 11460.00 11320.00 10365.00 10370.00 10425.00 10315.00 1000.00 1005.00 1035.00 1005.00
2019-08-15 11470.00 11375.00 11530.00 11345.00 10430.00 10355.00 10475.00 10345.00 1040.00 1020.00 1055.00 1000.00
2019-08-14 11365.00 11525.00 11560.00 11305.00 10380.00 10450.00 10500.00 10315.00 985.00 1075.00 1060.00 990.00
2019-08-13 11485.00 11360.00 11545.00 11320.00 10505.00 10380.00 10535.00 10350.00 980.00 980.00 1010.00 970.00
2019-08-12 11575.00 11490.00 11655.00 11430.00 10500.00 10510.00 10615.00 10450.00 1075.00 980.00 1040.00 980.00
2019-08-09 11565.00 11625.00 11730.00 11420.00 10560.00 10555.00 10645.00 10430.00 1005.00 1070.00 1085.00 990.00
2019-08-08 11485.00 11575.00 11670.00 11365.00 10520.00 10560.00 10620.00 10425.00 965.00 1015.00 1050.00 940.00
2019-08-07 10555.00 10525.00 10580.00 10490.00 11540.00 11495.00 11590.00 11450.00 -985.00 -970.00 -1010.00 -960.00
2019-08-06 10300.00 10565.00 10610.00 10275.00 11215.00 11555.00 11590.00 11190.00 -915.00 -990.00 -980.00 -915.00
2019-08-05 10360.00 10280.00 10385.00 10230.00 11195.00 11180.00 11295.00 11155.00 -835.00 -900.00 -910.00 -925.00
2019-08-02 10505.00 10340.00 10590.00 10300.00 11400.00 11195.00 11475.00 11120.00 -895.00 -855.00 -885.00 -820.00
2019-08-01 10755.00 10565.00 10755.00 10555.00 11575.00 11455.00 11590.00 11450.00 -820.00 -890.00 -835.00 -895.00
2019-07-31 10620.00 10740.00 10775.00 10570.00 11450.00 11595.00 11600.00 11420.00 -830.00 -855.00 -825.00 -850.00
2019-07-30 10655.00 10635.00 10755.00 10550.00 11570.00 11465.00 11640.00 11405.00 -915.00 -830.00 -885.00 -855.00
2019-07-29 10765.00 10685.00 10770.00 10595.00 11695.00 11615.00 11710.00 11540.00 -930.00 -930.00 -940.00 -945.00
2019-07-26 10830.00 10765.00 10885.00 10750.00 11800.00 11715.00 11855.00 11710.00 -970.00 -950.00 -970.00 -960.00
2019-07-25 10700.00 10860.00 10940.00 10680.00 11610.00 11825.00 11880.00 11605.00 -910.00 -965.00 -940.00 -925.00
2019-07-24 10695.00 10685.00 10735.00 10560.00 11620.00 11610.00 11655.00 11530.00 -925.00 -925.00 -920.00 -970.00
2019-07-23 10710.00 10695.00 10805.00 10675.00 11695.00 11640.00 11750.00 11610.00 -985.00 -945.00 -945.00 -935.00
2019-07-22 10690.00 10715.00 10720.00 10535.00 11650.00 11690.00 11695.00 11500.00 -960.00 -975.00 -975.00 -965.00
2019-07-19 10665.00 10715.00 10740.00 10610.00 11570.00 11670.00 11680.00 11530.00 -905.00 -955.00 -940.00 -920.00
2019-07-18 10600.00 10660.00 10705.00 10455.00 11505.00 11580.00 11610.00 11400.00 -905.00 -920.00 -905.00 -945.00
2019-07-17 10505.00 10565.00 10590.00 10445.00 11395.00 11490.00 11515.00 11375.00 -890.00 -925.00 -925.00 -930.00
2019-07-16 10655.00 10485.00 10665.00 10410.00 11535.00 11395.00 11555.00 11355.00 -880.00 -910.00 -890.00 -945.00
2019-07-15 10625.00 10645.00 10695.00 10585.00 11490.00 11535.00 11585.00 11480.00 -865.00 -890.00 -890.00 -895.00
2019-07-12 10740.00 10610.00 10755.00 10540.00 11595.00 11460.00 11620.00 11435.00 -855.00 -850.00 -865.00 -895.00
2019-07-11 10750.00 10735.00 10820.00 10610.00 11610.00 11615.00 11660.00 11515.00 -860.00 -880.00 -840.00 -905.00
2019-07-10 10660.00 10735.00 10750.00 10630.00 11470.00 11600.00 11635.00 11470.00 -810.00 -865.00 -885.00 -840.00
2019-07-09 11020.00 10635.00 11055.00 10580.00 11770.00 11450.00 11835.00 11430.00 -750.00 -815.00 -780.00 -850.00
2019-07-08 11300.00 11020.00 11305.00 10965.00 11930.00 11790.00 12065.00 11765.00 -630.00 -770.00 -760.00 -800.00
2019-07-05 11225.00 11310.00 11360.00 11210.00 12065.00 12125.00 12170.00 12045.00 -840.00 -815.00 -810.00 -835.00
2019-07-04 11155.00 11260.00 11295.00 11140.00 11950.00 12095.00 12145.00 11950.00 -795.00 -835.00 -850.00 -810.00
2019-07-03 11325.00 11160.00 11345.00 11115.00 12170.00 11995.00 12230.00 11955.00 -845.00 -835.00 -885.00 -840.00
2019-07-02 11400.00 11325.00 11440.00 11135.00 12295.00 12175.00 12325.00 11920.00 -895.00 -850.00 -885.00 -785.00
2019-07-01 11375.00 11410.00 11505.00 11335.00 12330.00 12320.00 12420.00 12255.00 -955.00 -910.00 -915.00 -920.00
2019-06-28 11590.00 11355.00 11615.00 11335.00 12670.00 12335.00 12690.00 12325.00 -1080.00 -980.00 -1075.00 -990.00
2019-06-27 11630.00 11590.00 11720.00 11555.00 12655.00 12675.00 12780.00 12650.00 -1025.00 -1085.00 -1060.00 -1095.00
2019-06-26 11645.00 11615.00 11710.00 11605.00 12735.00 12695.00 12790.00 12690.00 -1090.00 -1080.00 -1080.00 -1085.00
2019-06-25 11605.00 11640.00 11690.00 11500.00 12680.00 12725.00 12750.00 12570.00 -1075.00 -1085.00 -1060.00 -1070.00
2019-06-24 11725.00 11600.00 11780.00 11530.00 12760.00 12685.00 12840.00 12610.00 -1035.00 -1085.00 -1060.00 -1080.00
2019-06-21 11770.00 11735.00 11845.00 11670.00 12800.00 12810.00 12880.00 12715.00 -1030.00 -1075.00 -1035.00 -1045.00
2019-06-20 11730.00 11765.00 11810.00 11655.00 12770.00 12785.00 12830.00 12655.00 -1040.00 -1020.00 -1020.00 -1000.00
2019-06-19 11880.00 11740.00 12015.00 11675.00 12845.00 12770.00 12980.00 12715.00 -965.00 -1030.00 -965.00 -1040.00
2019-06-18 11795.00 11860.00 11895.00 11705.00 12770.00 12855.00 12890.00 12710.00 -975.00 -995.00 -995.00 -1005.00
2019-06-17 11980.00 11760.00 12025.00 11720.00 12930.00 12755.00 12995.00 12725.00 -950.00 -995.00 -970.00 -1005.00
2019-06-14 12300.00 11970.00 12300.00 11925.00 13250.00 12925.00 13260.00 12900.00 -950.00 -955.00 -960.00 -975.00
2019-06-13 12180.00 12260.00 12305.00 12100.00 13115.00 13225.00 13265.00 13000.00 -935.00 -965.00 -960.00 -900.00
2019-06-12 12485.00 12190.00 12550.00 12150.00 13395.00 13120.00 13470.00 13080.00 -910.00 -930.00 -920.00 -930.00
2019-06-11 12255.00 12470.00 12485.00 12190.00 13200.00 13400.00 13405.00 13150.00 -945.00 -930.00 -920.00 -960.00
2019-06-10 12320.00 12290.00 12510.00 12235.00 13225.00 13235.00 13400.00 13145.00 -905.00 -945.00 -890.00 -910.00
2019-06-06 12120.00 12235.00 12365.00 11840.00 13060.00 13170.00 13270.00 12795.00 -940.00 -935.00 -905.00 -955.00
2019-06-05 11950.00 12125.00 12150.00 11885.00 12880.00 13060.00 13075.00 12835.00 -930.00 -935.00 -925.00 -950.00
2019-06-04 11955.00 11910.00 11965.00 11815.00 12875.00 12865.00 12910.00 12780.00 -920.00 -955.00 -945.00 -965.00
2019-06-03 12205.00 11900.00 12280.00 11810.00 13175.00 12850.00 13240.00 12785.00 -970.00 -950.00 -960.00 -975.00
2019-05-31 12030.00 12250.00 12275.00 12020.00 12990.00 13205.00 13250.00 12990.00 -960.00 -955.00 -975.00 -970.00
2019-05-30 12195.00 12030.00 12225.00 11960.00 13190.00 12995.00 13220.00 12950.00 -995.00 -965.00 -995.00 -990.00
2019-05-29 11970.00 12205.00 12220.00 11930.00 12945.00 13195.00 13200.00 12915.00 -975.00 -990.00 -980.00 -985.00
2019-05-28 11915.00 11955.00 11985.00 11805.00 12880.00 12925.00 12950.00 12780.00 -965.00 -970.00 -965.00 -975.00
2019-05-27 11830.00 11860.00 11905.00 11680.00 12815.00 12780.00 12840.00 12620.00 -985.00 -920.00 -935.00 -940.00
2019-05-24 11735.00 11850.00 11855.00 11620.00 12690.00 12780.00 12820.00 12605.00 -955.00 -930.00 -965.00 -985.00
2019-05-23 11950.00 11720.00 11950.00 11670.00 12915.00 12690.00 12940.00 12650.00 -965.00 -970.00 -990.00 -980.00
2019-05-22 12370.00 11905.00 12445.00 11775.00 13400.00 12895.00 13430.00 12800.00 -1030.00 -990.00 -985.00 -1025.00
2019-05-21 12200.00 12375.00 12420.00 12065.00 13135.00 13380.00 13405.00 13055.00 -935.00 -1005.00 -985.00 -990.00
2019-05-20 12195.00 12045.00 12430.00 11940.00 13185.00 13025.00 13350.00 12930.00 -990.00 -980.00 -920.00 -990.00
2019-05-17 12225.00 12205.00 12280.00 12140.00 13190.00 13185.00 13225.00 13115.00 -965.00 -980.00 -945.00 -975.00
2019-05-16 11800.00 12250.00 12255.00 11765.00 12700.00 13190.00 13200.00 12695.00 -900.00 -940.00 -945.00 -930.00
2019-05-15 11580.00 11745.00 11750.00 11555.00 12570.00 12690.00 12695.00 12555.00 -990.00 -945.00 -945.00 -1000.00
2019-05-14 11910.00 11540.00 12020.00 11530.00 12880.00 12510.00 12980.00 12510.00 -970.00 -970.00 -960.00 -980.00
2019-05-13 11820.00 11905.00 11920.00 11715.00 12775.00 12865.00 12865.00 12695.00 -955.00 -960.00 -945.00 -980.00
2019-05-10 11790.00 11775.00 11990.00 11660.00 12815.00 12770.00 12935.00 12680.00 -1025.00 -995.00 -945.00 -1020.00
2019-05-09 11845.00 11790.00 11845.00 11680.00 12750.00 12800.00 12845.00 12560.00 -905.00 -1010.00 -1000.00 -880.00
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