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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018-12-04 | 11140.00 | 11160.00 | 11205.00 | 11085.00 | 10880.00 | 10915.00 | 10940.00 | 10820.00 | 260.00 | 245.00 | 265.00 | 265.00 |
| 2018-12-03 | 11190.00 | 11140.00 | 11580.00 | 11005.00 | 10900.00 | 10885.00 | 11310.00 | 10725.00 | 290.00 | 255.00 | 270.00 | 280.00 |
| 2018-11-30 | 11145.00 | 11195.00 | 11230.00 | 11130.00 | 10895.00 | 10915.00 | 10965.00 | 10860.00 | 250.00 | 280.00 | 265.00 | 270.00 |
| 2018-11-29 | 10865.00 | 10870.00 | 11000.00 | 10765.00 | 11140.00 | 11120.00 | 11265.00 | 11050.00 | -275.00 | -250.00 | -265.00 | -285.00 |
| 2018-11-28 | 10755.00 | 10870.00 | 10980.00 | 10735.00 | 11030.00 | 11135.00 | 11210.00 | 10965.00 | -275.00 | -265.00 | -230.00 | -230.00 |
| 2018-11-27 | 10940.00 | 10765.00 | 10945.00 | 10705.00 | 11145.00 | 11005.00 | 11155.00 | 10955.00 | -205.00 | -240.00 | -210.00 | -250.00 |
| 2018-11-26 | 10705.00 | 10940.00 | 10985.00 | 10680.00 | 10980.00 | 11155.00 | 11185.00 | 10930.00 | -275.00 | -215.00 | -200.00 | -250.00 |
| 2018-11-23 | 10785.00 | 10730.00 | 10820.00 | 10555.00 | 11025.00 | 10990.00 | 11065.00 | 10850.00 | -240.00 | -260.00 | -245.00 | -295.00 |
| 2018-11-22 | 10885.00 | 10785.00 | 10885.00 | 10705.00 | 11125.00 | 11035.00 | 11130.00 | 10985.00 | -240.00 | -250.00 | -245.00 | -280.00 |
| 2018-11-21 | 10895.00 | 10855.00 | 10900.00 | 10530.00 | 11160.00 | 11095.00 | 11160.00 | 10815.00 | -265.00 | -240.00 | -260.00 | -285.00 |
| 2018-11-20 | 11115.00 | 10885.00 | 11140.00 | 10755.00 | 11300.00 | 11140.00 | 11335.00 | 11050.00 | -185.00 | -255.00 | -195.00 | -295.00 |
| 2018-11-19 | 11230.00 | 11115.00 | 11285.00 | 11050.00 | 11390.00 | 11305.00 | 11410.00 | 11275.00 | -160.00 | -190.00 | -125.00 | -225.00 |
| 2018-11-16 | 11205.00 | 11225.00 | 11300.00 | 11080.00 | 11350.00 | 11375.00 | 11420.00 | 11260.00 | -145.00 | -150.00 | -120.00 | -180.00 |
| 2018-11-15 | 11285.00 | 11180.00 | 11320.00 | 11120.00 | 11410.00 | 11345.00 | 11440.00 | 11305.00 | -125.00 | -165.00 | -120.00 | -185.00 |
| 2018-11-14 | 11240.00 | 11285.00 | 11320.00 | 11070.00 | 11425.00 | 11410.00 | 11470.00 | 11245.00 | -185.00 | -125.00 | -150.00 | -175.00 |
| 2018-11-13 | 11160.00 | 11225.00 | 11255.00 | 11035.00 | 11385.00 | 11440.00 | 11450.00 | 11250.00 | -225.00 | -215.00 | -195.00 | -215.00 |
| 2018-11-12 | 11295.00 | 11160.00 | 11410.00 | 10975.00 | 11515.00 | 11395.00 | 11595.00 | 11185.00 | -220.00 | -235.00 | -185.00 | -210.00 |
| 2018-11-09 | 11330.00 | 11300.00 | 11350.00 | 11190.00 | 11580.00 | 11525.00 | 11590.00 | 11465.00 | -250.00 | -225.00 | -240.00 | -275.00 |
| 2018-11-08 | 11310.00 | 11330.00 | 11435.00 | 11220.00 | 11550.00 | 11580.00 | 11650.00 | 11505.00 | -240.00 | -250.00 | -215.00 | -285.00 |
| 2018-11-07 | 11250.00 | 11320.00 | 11415.00 | 11235.00 | 11580.00 | 11575.00 | 11685.00 | 11500.00 | -330.00 | -255.00 | -270.00 | -265.00 |
| 2018-11-06 | 11130.00 | 11235.00 | 11240.00 | 11100.00 | 11465.00 | 11540.00 | 11550.00 | 11395.00 | -335.00 | -305.00 | -310.00 | -295.00 |
| 2018-11-05 | 11370.00 | 11125.00 | 11415.00 | 11015.00 | 11675.00 | 11435.00 | 11720.00 | 11300.00 | -305.00 | -310.00 | -305.00 | -285.00 |
| 2018-11-02 | 11290.00 | 11370.00 | 11445.00 | 11200.00 | 11615.00 | 11675.00 | 11735.00 | 11520.00 | -325.00 | -305.00 | -290.00 | -320.00 |
| 2018-11-01 | 11230.00 | 11265.00 | 11340.00 | 11125.00 | 11545.00 | 11585.00 | 11655.00 | 11460.00 | -315.00 | -320.00 | -315.00 | -335.00 |
| 2018-10-31 | 11320.00 | 11230.00 | 11350.00 | 11130.00 | 11650.00 | 11550.00 | 11660.00 | 11445.00 | -330.00 | -320.00 | -310.00 | -315.00 |
| 2018-10-30 | 11370.00 | 11350.00 | 11430.00 | 11230.00 | 11705.00 | 11675.00 | 11735.00 | 11555.00 | -335.00 | -325.00 | -305.00 | -325.00 |
| 2018-10-29 | 11805.00 | 11340.00 | 11865.00 | 11280.00 | 12135.00 | 11660.00 | 12165.00 | 11610.00 | -330.00 | -320.00 | -300.00 | -330.00 |
| 2018-10-26 | 11880.00 | 11835.00 | 11905.00 | 11745.00 | 12215.00 | 12150.00 | 12215.00 | 12070.00 | -335.00 | -315.00 | -310.00 | -325.00 |
| 2018-10-25 | 11950.00 | 11785.00 | 12035.00 | 11535.00 | 12280.00 | 12105.00 | 12350.00 | 11885.00 | -330.00 | -320.00 | -315.00 | -350.00 |
| 2018-10-24 | 11905.00 | 11945.00 | 11980.00 | 11835.00 | 12235.00 | 12260.00 | 12295.00 | 12160.00 | -330.00 | -315.00 | -315.00 | -325.00 |
| 2018-10-23 | 12035.00 | 11935.00 | 12110.00 | 11930.00 | 12365.00 | 12255.00 | 12425.00 | 12250.00 | -330.00 | -320.00 | -315.00 | -320.00 |
| 2018-10-22 | 12045.00 | 12060.00 | 12195.00 | 12020.00 | 12345.00 | 12375.00 | 12490.00 | 12335.00 | -300.00 | -315.00 | -295.00 | -315.00 |
| 2018-10-19 | 12005.00 | 12015.00 | 12095.00 | 11890.00 | 12345.00 | 12330.00 | 12395.00 | 12225.00 | -340.00 | -315.00 | -300.00 | -335.00 |
| 2018-10-18 | 12215.00 | 11990.00 | 12250.00 | 11910.00 | 12535.00 | 12300.00 | 12560.00 | 12250.00 | -320.00 | -310.00 | -310.00 | -340.00 |
| 2018-10-17 | 12155.00 | 12270.00 | 12350.00 | 12100.00 | 12475.00 | 12575.00 | 12655.00 | 12425.00 | -320.00 | -305.00 | -305.00 | -325.00 |
| 2018-10-16 | 12215.00 | 12105.00 | 12315.00 | 11935.00 | 12555.00 | 12445.00 | 12640.00 | 12280.00 | -340.00 | -340.00 | -325.00 | -345.00 |
| 2018-10-15 | 12310.00 | 12205.00 | 12395.00 | 12160.00 | 12645.00 | 12550.00 | 12720.00 | 12510.00 | -335.00 | -345.00 | -325.00 | -350.00 |
| 2018-10-12 | 12200.00 | 12305.00 | 12365.00 | 12195.00 | 12530.00 | 12645.00 | 12680.00 | 12530.00 | -330.00 | -340.00 | -315.00 | -335.00 |
| 2018-10-11 | 12570.00 | 12160.00 | 12595.00 | 12125.00 | 12900.00 | 12515.00 | 12935.00 | 12485.00 | -330.00 | -355.00 | -340.00 | -360.00 |
| 2018-10-10 | 12735.00 | 12585.00 | 12740.00 | 12505.00 | 13070.00 | 12920.00 | 13085.00 | 12850.00 | -335.00 | -335.00 | -345.00 | -345.00 |
| 2018-10-09 | 12320.00 | 12750.00 | 12875.00 | 12315.00 | 12655.00 | 13085.00 | 13195.00 | 12650.00 | -335.00 | -335.00 | -320.00 | -335.00 |
| 2018-10-08 | 12480.00 | 12330.00 | 12520.00 | 12220.00 | 12800.00 | 12655.00 | 12820.00 | 12560.00 | -320.00 | -325.00 | -300.00 | -340.00 |
| 2018-09-28 | 12275.00 | 12360.00 | 12365.00 | 12185.00 | 12580.00 | 12665.00 | 12675.00 | 12505.00 | -305.00 | -305.00 | -310.00 | -320.00 |
| 2018-09-27 | 12500.00 | 12285.00 | 12520.00 | 12275.00 | 12800.00 | 12600.00 | 12820.00 | 12600.00 | -300.00 | -315.00 | -300.00 | -325.00 |
| 2018-09-26 | 12525.00 | 12505.00 | 12620.00 | 12445.00 | 12825.00 | 12820.00 | 12930.00 | 12750.00 | -300.00 | -315.00 | -310.00 | -305.00 |
| 2018-09-25 | 12430.00 | 12515.00 | 12575.00 | 12355.00 | 12750.00 | 12825.00 | 12865.00 | 12655.00 | -320.00 | -310.00 | -290.00 | -300.00 |
| 2018-09-21 | 12565.00 | 12465.00 | 12615.00 | 12415.00 | 12890.00 | 12770.00 | 12920.00 | 12715.00 | -325.00 | -305.00 | -305.00 | -300.00 |
| 2018-09-20 | 12150.00 | 12570.00 | 12720.00 | 12110.00 | 12435.00 | 12885.00 | 13020.00 | 12435.00 | -285.00 | -315.00 | -300.00 | -325.00 |