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
2025-07-11 14385.00 14360.00 14450.00 14320.00 15205.00 15220.00 15310.00 15170.00 -820.00 -860.00 -860.00 -850.00
2025-07-10 14030.00 14405.00 14435.00 13970.00 14920.00 15275.00 15300.00 14845.00 -890.00 -870.00 -865.00 -875.00
2025-07-09 13995.00 14045.00 14065.00 13930.00 14860.00 14920.00 14935.00 14810.00 -865.00 -875.00 -870.00 -880.00
2025-07-08 13975.00 13985.00 14080.00 13905.00 14840.00 14860.00 14940.00 14770.00 -865.00 -875.00 -860.00 -865.00
2025-07-07 14005.00 13970.00 14015.00 13855.00 14805.00 14845.00 14880.00 14730.00 -800.00 -875.00 -865.00 -875.00
2025-07-04 14020.00 14005.00 14145.00 13995.00 14850.00 14870.00 14995.00 14850.00 -830.00 -865.00 -850.00 -855.00
2025-07-03 14125.00 14015.00 14180.00 13925.00 14990.00 14880.00 15035.00 14795.00 -865.00 -865.00 -855.00 -870.00
2025-07-02 14085.00 14125.00 14185.00 14015.00 14945.00 14985.00 15045.00 14880.00 -860.00 -860.00 -860.00 -865.00
2025-07-01 13965.00 14095.00 14100.00 13900.00 14845.00 14970.00 14970.00 14760.00 -880.00 -875.00 -870.00 -860.00
2025-06-30 14040.00 13985.00 14080.00 13925.00 14860.00 14840.00 14910.00 14770.00 -820.00 -855.00 -830.00 -845.00
2025-06-27 14030.00 14045.00 14165.00 13970.00 14880.00 14870.00 14995.00 14800.00 -850.00 -825.00 -830.00 -830.00
2025-06-26 13750.00 14040.00 14060.00 13700.00 14595.00 14885.00 14895.00 14555.00 -845.00 -845.00 -835.00 -855.00
2025-06-25 13695.00 13770.00 13815.00 13670.00 14525.00 14620.00 14660.00 14525.00 -830.00 -850.00 -845.00 -855.00
2025-06-24 13905.00 13665.00 13920.00 13640.00 14770.00 14535.00 14770.00 14510.00 -865.00 -870.00 -850.00 -870.00
2025-06-23 13880.00 13950.00 14030.00 13750.00 14735.00 14790.00 14865.00 14605.00 -855.00 -840.00 -835.00 -855.00
2025-06-20 14005.00 13900.00 14080.00 13850.00 14840.00 14735.00 14915.00 14700.00 -835.00 -835.00 -835.00 -850.00
2025-06-19 14045.00 14030.00 14100.00 13930.00 14910.00 14875.00 14960.00 14790.00 -865.00 -845.00 -860.00 -860.00
2025-06-18 13895.00 14010.00 14085.00 13870.00 14740.00 14870.00 14930.00 14715.00 -845.00 -860.00 -845.00 -845.00
2025-06-17 13885.00 13870.00 13930.00 13780.00 14735.00 14715.00 14775.00 14640.00 -850.00 -845.00 -845.00 -860.00
2025-06-16 13870.00 13910.00 13955.00 13705.00 14685.00 14760.00 14795.00 14570.00 -815.00 -850.00 -840.00 -865.00
2025-06-13 13585.00 13875.00 14000.00 13565.00 14490.00 14710.00 14825.00 14435.00 -905.00 -835.00 -825.00 -870.00
2025-06-12 13895.00 13585.00 13905.00 13565.00 14730.00 14445.00 14735.00 14435.00 -835.00 -860.00 -830.00 -870.00
2025-06-11 13845.00 13890.00 13950.00 13745.00 14715.00 14730.00 14810.00 14625.00 -870.00 -840.00 -860.00 -880.00
2025-06-10 13750.00 13805.00 13895.00 13650.00 14615.00 14690.00 14775.00 14545.00 -865.00 -885.00 -880.00 -895.00
2025-06-09 13615.00 13725.00 13725.00 13570.00 14505.00 14595.00 14600.00 14460.00 -890.00 -870.00 -875.00 -890.00
2025-06-06 13585.00 13650.00 13800.00 13545.00 14475.00 14540.00 14700.00 14415.00 -890.00 -890.00 -900.00 -870.00
2025-06-05 13620.00 13545.00 13655.00 13470.00 14495.00 14425.00 14505.00 14335.00 -875.00 -880.00 -850.00 -865.00
2025-06-04 13480.00 13655.00 13700.00 13295.00 14275.00 14490.00 14545.00 14125.00 -795.00 -835.00 -845.00 -830.00
2025-06-03 13400.00 13450.00 13635.00 13325.00 13995.00 14260.00 14420.00 13995.00 -595.00 -810.00 -785.00 -670.00
2025-05-30 13875.00 13405.00 13880.00 13400.00 14805.00 14200.00 14805.00 14195.00 -930.00 -795.00 -925.00 -795.00
2025-05-29 13805.00 13880.00 13970.00 13725.00 14645.00 14710.00 14785.00 14510.00 -840.00 -830.00 -815.00 -785.00
2025-05-28 14500.00 13805.00 14500.00 13755.00 15275.00 14580.00 15275.00 14545.00 -775.00 -775.00 -775.00 -790.00
2025-05-27 14465.00 14495.00 14530.00 14350.00 15245.00 15275.00 15285.00 15090.00 -780.00 -780.00 -755.00 -740.00
2025-05-26 14510.00 14400.00 14545.00 14275.00 15345.00 15160.00 15345.00 15070.00 -835.00 -760.00 -800.00 -795.00
2025-05-23 14785.00 14535.00 14850.00 14530.00 15585.00 15320.00 15645.00 15310.00 -800.00 -785.00 -795.00 -780.00
2025-05-22 14855.00 14810.00 14960.00 14800.00 15630.00 15600.00 15760.00 15590.00 -775.00 -790.00 -800.00 -790.00
2025-05-21 14950.00 14820.00 14950.00 14775.00 15745.00 15635.00 15755.00 15590.00 -795.00 -815.00 -805.00 -815.00
2025-05-20 14975.00 14940.00 15035.00 14905.00 15820.00 15760.00 15825.00 15720.00 -845.00 -820.00 -790.00 -815.00
2025-05-19 14870.00 15005.00 15115.00 14830.00 15700.00 15835.00 15935.00 15670.00 -830.00 -830.00 -820.00 -840.00
2025-05-16 15085.00 14905.00 15135.00 14895.00 15835.00 15740.00 15945.00 15740.00 -750.00 -835.00 -810.00 -845.00
2025-05-15 15200.00 15090.00 15245.00 15050.00 16035.00 15910.00 16090.00 15880.00 -835.00 -820.00 -845.00 -830.00
2025-05-14 15030.00 15235.00 15310.00 14970.00 15795.00 16085.00 16145.00 15790.00 -765.00 -850.00 -835.00 -820.00
2025-05-13 15175.00 14995.00 15200.00 14875.00 15885.00 15815.00 15985.00 15695.00 -710.00 -820.00 -785.00 -820.00
2025-05-12 14660.00 15025.00 15035.00 14555.00 15495.00 15815.00 15820.00 15405.00 -835.00 -790.00 -785.00 -850.00
2025-05-09 14730.00 14620.00 14780.00 14620.00 15560.00 15470.00 15615.00 15470.00 -830.00 -850.00 -835.00 -850.00
2025-05-08 14775.00 14710.00 14815.00 14620.00 15570.00 15550.00 15610.00 15430.00 -795.00 -840.00 -795.00 -810.00
2025-05-07 14850.00 14810.00 15060.00 14760.00 15565.00 15600.00 15820.00 15515.00 -715.00 -790.00 -760.00 -755.00
2025-05-06 14600.00 14815.00 14880.00 14600.00 15320.00 15555.00 15615.00 15320.00 -720.00 -740.00 -735.00 -720.00
2025-04-30 14650.00 14555.00 14765.00 14520.00 15435.00 15300.00 15535.00 15295.00 -785.00 -745.00 -770.00 -775.00
2025-04-29 14690.00 14635.00 14800.00 14615.00 15520.00 15440.00 15610.00 15435.00 -830.00 -805.00 -810.00 -820.00
2025-04-28 14680.00 14730.00 14820.00 14645.00 15560.00 15535.00 15670.00 15490.00 -880.00 -805.00 -850.00 -845.00
2025-04-25 14750.00 14720.00 14975.00 14625.00 15500.00 15560.00 15780.00 15430.00 -750.00 -840.00 -805.00 -805.00
2025-04-24 14670.00 14735.00 14750.00 14475.00 15500.00 15485.00 15515.00 15280.00 -830.00 -750.00 -765.00 -805.00
2025-04-23 14480.00 14695.00 14740.00 14420.00 15300.00 15475.00 15555.00 15240.00 -820.00 -780.00 -815.00 -820.00
2025-04-22 14795.00 14535.00 14800.00 14505.00 14760.00 14500.00 14760.00 14475.00 35.00 35.00 40.00 30.00
2025-04-21 14590.00 14795.00 14825.00 14470.00 14635.00 14740.00 14805.00 14575.00 -45.00 55.00 20.00 -105.00
2025-04-18 14610.00 14590.00 14705.00 14520.00 14715.00 14630.00 14780.00 14630.00 -105.00 -40.00 -75.00 -110.00
2025-04-17 14730.00 14640.00 14790.00 14510.00 14775.00 14750.00 14835.00 14620.00 -45.00 -110.00 -45.00 -110.00
2025-04-16 14855.00 14635.00 14905.00 14530.00 14725.00 14675.00 14815.00 14625.00 130.00 -40.00 90.00 -95.00
2025-04-15 15085.00 14710.00 15140.00 14700.00 14930.00 14605.00 14980.00 14595.00 155.00 105.00 160.00 105.00
2025-04-14 15060.00 15080.00 15195.00 14925.00 14985.00 14930.00 15035.00 14765.00 75.00 150.00 160.00 160.00
2025-04-11 14880.00 14995.00 15010.00 14630.00 14755.00 14830.00 14850.00 14445.00 125.00 165.00 160.00 185.00
2025-04-10 14330.00 14975.00 15350.00 14140.00 14045.00 14790.00 15160.00 13960.00 285.00 185.00 190.00 180.00
2025-04-09 15015.00 14330.00 15030.00 14035.00 14760.00 14160.00 14855.00 13850.00 255.00 170.00 175.00 185.00
2025-04-08 14500.00 14930.00 15210.00 14455.00 14100.00 14755.00 15000.00 14100.00 400.00 175.00 210.00 355.00
2025-04-07 15580.00 15580.00 15580.00 15580.00 15455.00 15455.00 15455.00 15455.00 125.00 125.00 125.00 125.00
2025-04-03 16875.00 16295.00 16930.00 16280.00 16790.00 16155.00 16790.00 16140.00 85.00 140.00 140.00 140.00
2025-04-02 16605.00 16725.00 16740.00 16590.00 16800.00 16890.00 16905.00 16765.00 -195.00 -165.00 -165.00 -175.00
2025-04-01 16560.00 16585.00 16615.00 16375.00 16740.00 16775.00 16810.00 16570.00 -180.00 -190.00 -195.00 -195.00
2025-03-31 16700.00 16560.00 16785.00 16535.00 16830.00 16720.00 16955.00 16700.00 -130.00 -160.00 -170.00 -165.00
2025-03-28 16975.00 16670.00 17065.00 16620.00 17150.00 16840.00 17240.00 16805.00 -175.00 -170.00 -175.00 -185.00
2025-03-27 16910.00 16975.00 17025.00 16835.00 17125.00 17150.00 17200.00 17030.00 -215.00 -175.00 -175.00 -195.00
2025-03-26 17105.00 16905.00 17150.00 16895.00 17290.00 17105.00 17365.00 17100.00 -185.00 -200.00 -215.00 -205.00
2025-03-25 17100.00 17095.00 17200.00 17045.00 17315.00 17305.00 17415.00 17270.00 -215.00 -210.00 -215.00 -225.00
2025-03-24 16925.00 17095.00 17105.00 16885.00 17150.00 17315.00 17335.00 17115.00 -225.00 -220.00 -230.00 -230.00
2025-03-21 17000.00 16940.00 17045.00 16905.00 17260.00 17175.00 17270.00 17140.00 -260.00 -235.00 -225.00 -235.00
2025-03-20 16870.00 17045.00 17060.00 16635.00 17080.00 17275.00 17280.00 16860.00 -210.00 -230.00 -220.00 -225.00
2025-03-19 16990.00 16865.00 17020.00 16805.00 17175.00 17075.00 17220.00 17020.00 -185.00 -210.00 -200.00 -215.00
2025-03-18 16900.00 16965.00 16995.00 16840.00 17130.00 17155.00 17190.00 17040.00 -230.00 -190.00 -195.00 -200.00
2025-03-17 17165.00 16920.00 17180.00 16855.00 17385.00 17105.00 17385.00 17050.00 -220.00 -185.00 -205.00 -195.00
2025-03-14 17055.00 17180.00 17210.00 17020.00 17220.00 17385.00 17400.00 17220.00 -165.00 -205.00 -190.00 -200.00
2025-03-13 17285.00 17075.00 17295.00 17025.00 17470.00 17280.00 17480.00 17225.00 -185.00 -205.00 -185.00 -200.00
2025-03-12 17220.00 17245.00 17345.00 17070.00 17400.00 17435.00 17535.00 17280.00 -180.00 -190.00 -190.00 -210.00
2025-03-11 17080.00 17145.00 17175.00 16925.00 17205.00 17340.00 17365.00 17110.00 -125.00 -195.00 -190.00 -185.00
2025-03-10 17320.00 17100.00 17325.00 17055.00 17460.00 17280.00 17495.00 17235.00 -140.00 -180.00 -170.00 -180.00
2025-03-07 17580.00 17380.00 17600.00 17340.00 17760.00 17550.00 17765.00 17520.00 -180.00 -170.00 -165.00 -180.00
2025-03-06 17415.00 17565.00 17575.00 17225.00 17585.00 17725.00 17740.00 17405.00 -170.00 -160.00 -165.00 -180.00
2025-03-05 17610.00 17375.00 17615.00 17275.00 17775.00 17560.00 17785.00 17455.00 -165.00 -185.00 -170.00 -180.00
2025-03-04 17765.00 17665.00 17880.00 17640.00 17945.00 17840.00 18010.00 17805.00 -180.00 -175.00 -130.00 -165.00
2025-03-03 17785.00 17755.00 17865.00 17670.00 17905.00 17890.00 17990.00 17800.00 -120.00 -135.00 -125.00 -130.00
2025-02-28 17750.00 17710.00 17775.00 17555.00 17865.00 17850.00 17910.00 17685.00 -115.00 -140.00 -135.00 -130.00
2025-02-27 17660.00 17685.00 17720.00 17435.00 17775.00 17835.00 17860.00 17600.00 -115.00 -150.00 -140.00 -165.00
2025-02-26 17625.00 17600.00 17760.00 17485.00 17805.00 17750.00 17910.00 17660.00 -180.00 -150.00 -150.00 -175.00
2025-02-25 17945.00 17650.00 18050.00 17620.00 18060.00 17810.00 18185.00 17780.00 -115.00 -160.00 -135.00 -160.00
2025-02-24 17825.00 17895.00 17950.00 17775.00 18035.00 18040.00 18095.00 17930.00 -210.00 -145.00 -145.00 -155.00
2025-02-21 17970.00 17845.00 18230.00 17835.00 18110.00 17990.00 18355.00 17975.00 -140.00 -145.00 -125.00 -140.00
2025-02-20 17825.00 17950.00 18005.00 17765.00 17900.00 18085.00 18140.00 17900.00 -75.00 -135.00 -135.00 -135.00
2025-02-19 17850.00 17780.00 17880.00 17650.00 18010.00 17915.00 18020.00 17800.00 -160.00 -135.00 -140.00 -150.00
2025-02-18 17800.00 17870.00 17940.00 17650.00 17900.00 18015.00 18085.00 17810.00 -100.00 -145.00 -145.00 -160.00
2025-02-17 17955.00 17805.00 18075.00 17765.00 18200.00 17965.00 18225.00 17920.00 -245.00 -160.00 -150.00 -155.00
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