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
2019-05-08 11955.00 11845.00 12040.00 11755.00 13015.00 12850.00 13140.00 12780.00 -1060.00 -1005.00 -1100.00 -1025.00
2019-05-07 11715.00 11865.00 11910.00 11715.00 12810.00 12965.00 13015.00 12810.00 -1095.00 -1100.00 -1105.00 -1095.00
2019-05-06 11510.00 11665.00 11695.00 11475.00 12700.00 12780.00 12810.00 12630.00 -1190.00 -1115.00 -1115.00 -1155.00
2019-04-30 11280.00 11700.00 11745.00 11205.00 12410.00 12820.00 12850.00 12350.00 -1130.00 -1120.00 -1105.00 -1145.00
2019-04-29 11310.00 11255.00 11330.00 11215.00 12420.00 12385.00 12470.00 12360.00 -1110.00 -1130.00 -1140.00 -1145.00
2019-04-26 11490.00 11270.00 11550.00 11255.00 12615.00 12415.00 12660.00 12395.00 -1125.00 -1145.00 -1110.00 -1140.00
2019-04-25 11490.00 11495.00 11575.00 11350.00 12565.00 12620.00 12685.00 12450.00 -1075.00 -1125.00 -1110.00 -1100.00
2019-04-24 11550.00 11475.00 11550.00 11405.00 11320.00 11240.00 11320.00 11180.00 230.00 235.00 230.00 225.00
2019-04-23 11485.00 11540.00 11610.00 11480.00 11290.00 11295.00 11360.00 11265.00 195.00 245.00 250.00 215.00
2019-04-22 11480.00 11480.00 11615.00 11460.00 11210.00 11275.00 11370.00 11210.00 270.00 205.00 245.00 250.00
2019-04-19 11420.00 11470.00 11505.00 11405.00 11220.00 11240.00 11270.00 11175.00 200.00 230.00 235.00 230.00
2019-04-18 11610.00 11400.00 11685.00 11380.00 11390.00 11175.00 11435.00 11160.00 220.00 225.00 250.00 220.00
2019-04-17 11710.00 11645.00 11715.00 11615.00 11575.00 11410.00 11575.00 11400.00 135.00 235.00 140.00 215.00
2019-04-16 11870.00 11685.00 11910.00 11550.00 11705.00 11490.00 11705.00 11380.00 165.00 195.00 205.00 170.00
2019-04-15 12030.00 11840.00 12120.00 11820.00 11755.00 11660.00 11850.00 11625.00 275.00 180.00 270.00 195.00
2019-04-12 11940.00 11930.00 11975.00 11770.00 11665.00 11670.00 11710.00 11525.00 275.00 260.00 265.00 245.00
2019-04-11 11960.00 11910.00 12050.00 11855.00 11705.00 11640.00 11755.00 11590.00 255.00 270.00 295.00 265.00
2019-04-10 11725.00 11955.00 12035.00 11635.00 11490.00 11680.00 11740.00 11390.00 235.00 275.00 295.00 245.00
2019-04-09 11820.00 11700.00 11880.00 11600.00 11560.00 11450.00 11600.00 11340.00 260.00 250.00 280.00 260.00
2019-04-08 11860.00 11835.00 11980.00 11800.00 11600.00 11575.00 11670.00 11520.00 260.00 260.00 310.00 280.00
2019-04-04 11850.00 11795.00 11900.00 11720.00 11560.00 11520.00 11575.00 11450.00 290.00 275.00 325.00 270.00
2019-04-03 11705.00 11770.00 11810.00 11700.00 11400.00 11460.00 11490.00 11400.00 305.00 310.00 320.00 300.00
2019-04-02 11715.00 11680.00 11735.00 11605.00 11375.00 11360.00 11395.00 11285.00 340.00 320.00 340.00 320.00
2019-04-01 11260.00 11365.00 11380.00 11220.00 11585.00 11715.00 11720.00 11540.00 -325.00 -350.00 -340.00 -320.00
2019-03-29 11200.00 11245.00 11340.00 11090.00 11475.00 11565.00 11655.00 11350.00 -275.00 -320.00 -315.00 -260.00
2019-03-28 11340.00 11180.00 11375.00 11170.00 11640.00 11470.00 11685.00 11465.00 -300.00 -290.00 -310.00 -295.00
2019-03-27 11545.00 11335.00 11570.00 11330.00 11820.00 11640.00 11865.00 11635.00 -275.00 -305.00 -295.00 -305.00
2019-03-26 11510.00 11510.00 11560.00 11450.00 11800.00 11795.00 11850.00 11755.00 -290.00 -285.00 -290.00 -305.00
2019-03-25 11845.00 11500.00 11845.00 11485.00 12115.00 11800.00 12130.00 11790.00 -270.00 -300.00 -285.00 -305.00
2019-03-22 11930.00 11880.00 11940.00 11785.00 12180.00 12160.00 12205.00 12075.00 -250.00 -280.00 -265.00 -290.00
2019-03-21 11925.00 11940.00 12015.00 11900.00 12235.00 12215.00 12280.00 12180.00 -310.00 -275.00 -265.00 -280.00
2019-03-20 12015.00 11950.00 12015.00 11855.00 12285.00 12240.00 12305.00 12115.00 -270.00 -290.00 -290.00 -260.00
2019-03-19 11935.00 11985.00 12050.00 11915.00 12220.00 12270.00 12335.00 12200.00 -285.00 -285.00 -285.00 -285.00
2019-03-18 11860.00 11915.00 11960.00 11770.00 12100.00 12200.00 12240.00 12050.00 -240.00 -285.00 -280.00 -280.00
2019-03-15 12050.00 11850.00 12120.00 11810.00 12285.00 12110.00 12365.00 12060.00 -235.00 -260.00 -245.00 -250.00
2019-03-14 12020.00 12030.00 12080.00 11975.00 12265.00 12275.00 12330.00 12235.00 -245.00 -245.00 -250.00 -260.00
2019-03-13 12185.00 12005.00 12250.00 11970.00 12445.00 12255.00 12490.00 12210.00 -260.00 -250.00 -240.00 -240.00
2019-03-12 12130.00 12165.00 12285.00 12115.00 12385.00 12410.00 12525.00 12365.00 -255.00 -245.00 -240.00 -250.00
2019-03-11 12085.00 12125.00 12215.00 12050.00 12345.00 12355.00 12450.00 12270.00 -260.00 -230.00 -235.00 -220.00
2019-03-08 12245.00 12095.00 12275.00 12035.00 12490.00 12315.00 12525.00 12255.00 -245.00 -220.00 -250.00 -220.00
2019-03-07 12450.00 12215.00 12490.00 12135.00 12680.00 12475.00 12725.00 12400.00 -230.00 -260.00 -235.00 -265.00
2019-03-06 12480.00 12445.00 12585.00 12400.00 12710.00 12675.00 12810.00 12635.00 -230.00 -230.00 -225.00 -235.00
2019-03-05 12495.00 12465.00 12550.00 12335.00 12750.00 12690.00 12775.00 12580.00 -255.00 -225.00 -225.00 -245.00
2019-03-04 12770.00 12495.00 12960.00 12475.00 13010.00 12760.00 13220.00 12735.00 -240.00 -265.00 -260.00 -260.00
2019-03-01 12525.00 12770.00 12790.00 12455.00 12790.00 13030.00 13050.00 12715.00 -265.00 -260.00 -260.00 -260.00
2019-02-28 12430.00 12500.00 12595.00 12415.00 12700.00 12770.00 12850.00 12690.00 -270.00 -270.00 -255.00 -275.00
2019-02-27 12415.00 12405.00 12590.00 12315.00 12710.00 12670.00 12850.00 12595.00 -295.00 -265.00 -260.00 -280.00
2019-02-26 12425.00 12400.00 12545.00 12270.00 12700.00 12670.00 12820.00 12555.00 -275.00 -270.00 -275.00 -285.00
2019-02-25 12625.00 12445.00 12855.00 12430.00 12880.00 12720.00 13120.00 12705.00 -255.00 -275.00 -265.00 -275.00
2019-02-22 12290.00 12515.00 12525.00 12265.00 12570.00 12790.00 12790.00 12525.00 -280.00 -275.00 -265.00 -260.00
2019-02-21 12460.00 12325.00 12570.00 12265.00 12735.00 12590.00 12835.00 12525.00 -275.00 -265.00 -265.00 -260.00
2019-02-20 12340.00 12460.00 12520.00 12215.00 12605.00 12745.00 12790.00 12475.00 -265.00 -285.00 -270.00 -260.00
2019-02-19 11845.00 12375.00 12425.00 11830.00 12085.00 12650.00 12680.00 12085.00 -240.00 -275.00 -255.00 -255.00
2019-02-18 11670.00 11815.00 11840.00 11650.00 11935.00 12075.00 12100.00 11910.00 -265.00 -260.00 -260.00 -260.00
2019-02-15 11780.00 11640.00 11815.00 11530.00 12030.00 11895.00 12065.00 11805.00 -250.00 -255.00 -250.00 -275.00
2019-02-14 11675.00 11785.00 11900.00 11610.00 11930.00 12050.00 12130.00 11880.00 -255.00 -265.00 -230.00 -270.00
2019-02-13 11605.00 11675.00 11690.00 11515.00 11880.00 11930.00 11950.00 11785.00 -275.00 -255.00 -260.00 -270.00
2019-02-12 11310.00 11615.00 11680.00 11310.00 11620.00 11890.00 11960.00 11565.00 -310.00 -275.00 -280.00 -255.00
2019-02-11 11400.00 11305.00 11410.00 11265.00 11685.00 11580.00 11690.00 11535.00 -285.00 -275.00 -280.00 -270.00
2019-02-01 11360.00 11420.00 11465.00 11340.00 11620.00 11710.00 11730.00 11615.00 -260.00 -290.00 -265.00 -275.00
2019-01-31 11410.00 11330.00 11415.00 11235.00 11670.00 11600.00 11680.00 11515.00 -260.00 -270.00 -265.00 -280.00
2019-01-30 11480.00 11375.00 11555.00 11350.00 11730.00 11635.00 11815.00 11635.00 -250.00 -260.00 -260.00 -285.00
2019-01-29 11550.00 11460.00 11605.00 11420.00 11830.00 11730.00 11875.00 11690.00 -280.00 -270.00 -270.00 -270.00
2019-01-28 11630.00 11555.00 11775.00 11550.00 11890.00 11830.00 12040.00 11825.00 -260.00 -275.00 -265.00 -275.00
2019-01-25 11600.00 11610.00 11750.00 11595.00 11875.00 11885.00 12020.00 11860.00 -275.00 -275.00 -270.00 -265.00
2019-01-24 11600.00 11610.00 11690.00 11525.00 11860.00 11875.00 11950.00 11795.00 -260.00 -265.00 -260.00 -270.00
2019-01-23 11580.00 11615.00 11665.00 11555.00 11825.00 11875.00 11925.00 11820.00 -245.00 -260.00 -260.00 -265.00
2019-01-22 11840.00 11580.00 11885.00 11550.00 12090.00 11830.00 12140.00 11805.00 -250.00 -250.00 -255.00 -255.00
2019-01-21 11675.00 11845.00 11970.00 11665.00 11920.00 12090.00 12205.00 11910.00 -245.00 -245.00 -235.00 -245.00
2019-01-18 11570.00 11660.00 11770.00 11520.00 11795.00 11910.00 11995.00 11750.00 -225.00 -250.00 -225.00 -230.00
2019-01-17 11620.00 11575.00 11690.00 11570.00 11845.00 11795.00 11925.00 11790.00 -225.00 -220.00 -235.00 -220.00
2019-01-16 11500.00 11640.00 11715.00 11480.00 11735.00 11880.00 11945.00 11730.00 -235.00 -240.00 -230.00 -250.00
2019-01-15 11520.00 11505.00 11570.00 11460.00 11775.00 11760.00 11835.00 11730.00 -255.00 -255.00 -265.00 -270.00
2019-01-14 11580.00 11505.00 11690.00 11460.00 11840.00 11765.00 11960.00 11730.00 -260.00 -260.00 -270.00 -270.00
2019-01-11 11605.00 11640.00 11720.00 11530.00 11870.00 11915.00 11995.00 11830.00 -265.00 -275.00 -275.00 -300.00
2019-01-10 11755.00 11640.00 11765.00 11610.00 12015.00 11915.00 12030.00 11890.00 -260.00 -275.00 -265.00 -280.00
2019-01-09 11690.00 11785.00 11840.00 11675.00 11955.00 12060.00 12110.00 11950.00 -265.00 -275.00 -270.00 -275.00
2019-01-08 11680.00 11675.00 11735.00 11605.00 11950.00 11965.00 12010.00 11885.00 -270.00 -290.00 -275.00 -280.00
2019-01-07 11980.00 11675.00 11980.00 11640.00 12250.00 11965.00 12275.00 11880.00 -270.00 -290.00 -295.00 -240.00
2019-01-04 11490.00 11845.00 11850.00 11480.00 11755.00 12120.00 12125.00 11750.00 -265.00 -275.00 -275.00 -270.00
2019-01-03 11290.00 11450.00 11485.00 11285.00 11580.00 11735.00 11755.00 11570.00 -290.00 -285.00 -270.00 -285.00
2019-01-02 11280.00 11290.00 11340.00 11210.00 11600.00 11575.00 11625.00 11515.00 -320.00 -285.00 -285.00 -305.00
2018-12-28 11240.00 11305.00 11375.00 11200.00 11515.00 11600.00 11680.00 11490.00 -275.00 -295.00 -305.00 -290.00
2018-12-27 11070.00 11255.00 11305.00 11050.00 11355.00 11550.00 11600.00 11335.00 -285.00 -295.00 -295.00 -285.00
2018-12-26 11055.00 11040.00 11105.00 11025.00 11340.00 11320.00 11390.00 11310.00 -285.00 -280.00 -285.00 -285.00
2018-12-25 11360.00 11050.00 11395.00 10910.00 11610.00 11335.00 11665.00 11205.00 -250.00 -285.00 -270.00 -295.00
2018-12-24 11325.00 11350.00 11360.00 11255.00 11580.00 11630.00 11630.00 11535.00 -255.00 -280.00 -270.00 -280.00
2018-12-21 11475.00 11325.00 11490.00 11240.00 11715.00 11610.00 11760.00 11535.00 -240.00 -285.00 -270.00 -295.00
2018-12-20 11305.00 11490.00 11525.00 11305.00 11025.00 11170.00 11200.00 11015.00 280.00 320.00 325.00 290.00
2018-12-19 11425.00 11305.00 11460.00 11275.00 11120.00 11005.00 11150.00 10985.00 305.00 300.00 310.00 290.00
2018-12-18 11345.00 11425.00 11550.00 11335.00 11090.00 11120.00 11220.00 11040.00 255.00 305.00 330.00 295.00
2018-12-17 11295.00 11340.00 11420.00 11270.00 11030.00 11050.00 11110.00 10985.00 265.00 290.00 310.00 285.00
2018-12-14 11325.00 11295.00 11340.00 11220.00 11050.00 11010.00 11060.00 10955.00 275.00 285.00 280.00 265.00
2018-12-13 11255.00 11365.00 11400.00 11210.00 10970.00 11065.00 11095.00 10940.00 285.00 300.00 305.00 270.00
2018-12-12 11150.00 11245.00 11250.00 11120.00 10900.00 10955.00 10965.00 10865.00 250.00 290.00 285.00 255.00
2018-12-11 11220.00 11140.00 11235.00 11040.00 10965.00 10885.00 10990.00 10805.00 255.00 255.00 245.00 235.00
2018-12-10 11230.00 11215.00 11425.00 11175.00 10970.00 10965.00 11115.00 10925.00 260.00 250.00 310.00 250.00
2018-12-07 11155.00 11245.00 11325.00 11120.00 10910.00 10970.00 11025.00 10870.00 245.00 275.00 300.00 250.00
2018-12-06 11235.00 11205.00 11355.00 11160.00 10985.00 10945.00 11075.00 10900.00 250.00 260.00 280.00 260.00
2018-12-05 11150.00 11215.00 11225.00 11030.00 10915.00 10980.00 10980.00 10830.00 235.00 235.00 245.00 200.00
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