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
2025-02-14 17600.00 17935.00 18010.00 17600.00 17765.00 18090.00 18160.00 17765.00 -165.00 -155.00 -150.00 -165.00
2025-02-13 17800.00 17605.00 17875.00 17580.00 17970.00 17775.00 18025.00 17740.00 -170.00 -170.00 -150.00 -160.00
2025-02-12 17325.00 17825.00 17830.00 17270.00 17510.00 17965.00 17965.00 17435.00 -185.00 -140.00 -135.00 -165.00
2025-02-11 17530.00 17385.00 17665.00 17340.00 17650.00 17555.00 17810.00 17515.00 -120.00 -170.00 -145.00 -175.00
2025-02-10 17450.00 17520.00 17525.00 17200.00 17640.00 17660.00 17670.00 17365.00 -190.00 -140.00 -145.00 -165.00
2025-02-07 17295.00 17500.00 17595.00 17270.00 17450.00 17650.00 17740.00 17425.00 -155.00 -150.00 -145.00 -155.00
2025-02-06 17060.00 17290.00 17335.00 17015.00 17180.00 17450.00 17485.00 17180.00 -120.00 -160.00 -150.00 -165.00
2025-02-05 17350.00 17065.00 17405.00 16825.00 17540.00 17240.00 17560.00 16990.00 -190.00 -175.00 -155.00 -165.00
2025-01-27 17430.00 17450.00 17475.00 17185.00 17585.00 17600.00 17630.00 17335.00 -155.00 -150.00 -155.00 -150.00
2025-01-24 17320.00 17430.00 17490.00 17040.00 17480.00 17585.00 17655.00 17215.00 -160.00 -155.00 -165.00 -175.00
2025-01-23 17445.00 17310.00 17635.00 17220.00 17600.00 17485.00 17810.00 17405.00 -155.00 -175.00 -175.00 -185.00
2025-01-22 17370.00 17435.00 17505.00 17320.00 17550.00 17595.00 17685.00 17490.00 -180.00 -160.00 -180.00 -170.00
2025-01-21 17440.00 17390.00 17765.00 17370.00 17615.00 17570.00 17940.00 17545.00 -175.00 -180.00 -175.00 -175.00
2025-01-20 17445.00 17415.00 17505.00 17220.00 17600.00 17600.00 17690.00 17400.00 -155.00 -185.00 -185.00 -180.00
2025-01-17 17530.00 17475.00 17650.00 17380.00 17705.00 17655.00 17825.00 17565.00 -175.00 -180.00 -175.00 -185.00
2025-01-16 17410.00 17560.00 17680.00 17370.00 17605.00 17750.00 17870.00 17560.00 -195.00 -190.00 -190.00 -190.00
2025-01-15 17380.00 17425.00 17465.00 17260.00 17575.00 17610.00 17655.00 17455.00 -195.00 -185.00 -190.00 -195.00
2025-01-14 16945.00 17360.00 17365.00 16880.00 17195.00 17550.00 17550.00 17075.00 -250.00 -190.00 -185.00 -195.00
2025-01-13 17000.00 17020.00 17235.00 16865.00 17180.00 17205.00 17425.00 17040.00 -180.00 -185.00 -190.00 -175.00
2025-01-10 16920.00 16980.00 17125.00 16900.00 17105.00 17150.00 17300.00 17070.00 -185.00 -170.00 -175.00 -170.00
2025-01-09 16805.00 16910.00 16975.00 16680.00 16960.00 17070.00 17135.00 16835.00 -155.00 -160.00 -160.00 -155.00
2025-01-08 16700.00 16795.00 16830.00 16640.00 16835.00 16960.00 16980.00 16785.00 -135.00 -165.00 -150.00 -145.00
2025-01-07 16825.00 16630.00 16900.00 16370.00 16945.00 16775.00 17045.00 16510.00 -120.00 -145.00 -145.00 -140.00
2025-01-06 16925.00 16750.00 16925.00 16640.00 17020.00 16895.00 17085.00 16805.00 -95.00 -145.00 -160.00 -165.00
2025-01-03 17590.00 16840.00 17645.00 16680.00 17745.00 17010.00 17805.00 16835.00 -155.00 -170.00 -160.00 -155.00
2025-01-02 17780.00 17575.00 17845.00 17550.00 18005.00 17735.00 18015.00 17715.00 -225.00 -160.00 -170.00 -165.00
2024-12-31 17910.00 17820.00 17915.00 17745.00 18080.00 17980.00 18080.00 17905.00 -170.00 -160.00 -165.00 -160.00
2024-12-30 17705.00 17885.00 17930.00 17535.00 17845.00 18030.00 18085.00 17700.00 -140.00 -145.00 -155.00 -165.00
2024-12-27 17535.00 17645.00 17745.00 17450.00 17690.00 17805.00 17905.00 17615.00 -155.00 -160.00 -160.00 -165.00
2024-12-26 17730.00 17505.00 17730.00 17500.00 17900.00 17675.00 17900.00 17665.00 -170.00 -170.00 -170.00 -165.00
2024-12-25 17660.00 17705.00 17785.00 17540.00 17810.00 17870.00 17950.00 17710.00 -150.00 -165.00 -165.00 -170.00
2024-12-24 17500.00 17625.00 17635.00 17420.00 17700.00 17790.00 17795.00 17575.00 -200.00 -165.00 -160.00 -155.00
2024-12-23 17600.00 17495.00 17610.00 17330.00 17750.00 17660.00 17780.00 17495.00 -150.00 -165.00 -170.00 -165.00
2024-12-20 17650.00 17660.00 17780.00 17595.00 17800.00 17830.00 17955.00 17770.00 -150.00 -170.00 -175.00 -175.00
2024-12-19 17850.00 17595.00 17900.00 17510.00 18050.00 17770.00 18085.00 17680.00 -200.00 -175.00 -185.00 -170.00
2024-12-18 18285.00 17825.00 18325.00 17770.00 18450.00 18000.00 18515.00 17950.00 -165.00 -175.00 -190.00 -180.00
2024-12-17 18460.00 18320.00 18585.00 18270.00 18670.00 18510.00 18775.00 18460.00 -210.00 -190.00 -190.00 -190.00
2024-12-16 18510.00 18480.00 18615.00 18320.00 18760.00 18670.00 18805.00 18515.00 -250.00 -190.00 -190.00 -195.00
2024-12-13 18650.00 18525.00 18700.00 18350.00 18900.00 18720.00 18900.00 18540.00 -250.00 -195.00 -200.00 -190.00
2024-12-12 18830.00 18750.00 18890.00 18615.00 18525.00 18455.00 18590.00 18315.00 305.00 295.00 300.00 300.00
2024-12-11 18530.00 18830.00 18855.00 18450.00 18225.00 18520.00 18555.00 18170.00 305.00 310.00 300.00 280.00
2024-12-10 18900.00 18530.00 18930.00 18405.00 18515.00 18240.00 18635.00 18130.00 385.00 290.00 295.00 275.00
2024-12-09 18970.00 18740.00 19040.00 18545.00 18675.00 18435.00 18740.00 18260.00 295.00 305.00 300.00 285.00
2024-12-06 18690.00 19030.00 19180.00 18660.00 18360.00 18725.00 18870.00 18360.00 330.00 305.00 310.00 300.00
2024-12-05 18635.00 18640.00 18955.00 18535.00 18400.00 18375.00 18655.00 18250.00 235.00 265.00 300.00 285.00
2024-12-04 18700.00 18685.00 18835.00 18585.00 18670.00 18415.00 18670.00 18300.00 30.00 270.00 165.00 285.00
2024-12-03 18195.00 18765.00 18860.00 18165.00 17950.00 18485.00 18565.00 17890.00 245.00 280.00 295.00 275.00
2024-12-02 18270.00 18210.00 18365.00 18155.00 17955.00 17950.00 18095.00 17900.00 315.00 260.00 270.00 255.00
2024-11-29 18060.00 18260.00 18400.00 18005.00 17820.00 17985.00 18120.00 17755.00 240.00 275.00 280.00 250.00
2024-11-28 17950.00 18125.00 18230.00 17925.00 17730.00 17865.00 17930.00 17680.00 220.00 260.00 300.00 245.00
2024-11-27 17480.00 17695.00 17730.00 17325.00 17660.00 17940.00 17970.00 17545.00 -180.00 -245.00 -240.00 -220.00
2024-11-26 17480.00 17470.00 17560.00 17365.00 17665.00 17695.00 17790.00 17585.00 -185.00 -225.00 -230.00 -220.00
2024-11-25 17355.00 17460.00 17560.00 17220.00 17540.00 17670.00 17775.00 17440.00 -185.00 -210.00 -215.00 -220.00
2024-11-22 17680.00 17325.00 17760.00 17185.00 17945.00 17540.00 17985.00 17400.00 -265.00 -215.00 -225.00 -215.00
2024-11-21 17645.00 17720.00 17820.00 17600.00 17850.00 17970.00 18065.00 17815.00 -205.00 -250.00 -245.00 -215.00
2024-11-20 17460.00 17765.00 17785.00 17405.00 17680.00 17990.00 18015.00 17645.00 -220.00 -225.00 -230.00 -240.00
2024-11-19 17410.00 17460.00 17560.00 17320.00 17610.00 17685.00 17775.00 17530.00 -200.00 -225.00 -215.00 -210.00
2024-11-18 17690.00 17410.00 17720.00 17155.00 17845.00 17610.00 17890.00 17360.00 -155.00 -200.00 -170.00 -205.00
2024-11-15 17705.00 17650.00 17780.00 17520.00 17890.00 17820.00 17940.00 17700.00 -185.00 -170.00 -160.00 -180.00
2024-11-14 17850.00 17620.00 17930.00 17535.00 17990.00 17800.00 18110.00 17715.00 -140.00 -180.00 -180.00 -180.00
2024-11-13 17910.00 17815.00 17960.00 17720.00 18150.00 17990.00 18165.00 17920.00 -240.00 -175.00 -205.00 -200.00
2024-11-12 18205.00 17905.00 18225.00 17750.00 18360.00 18125.00 18425.00 17945.00 -155.00 -220.00 -200.00 -195.00
2024-11-11 18260.00 18220.00 18575.00 18100.00 18380.00 18420.00 18765.00 18290.00 -120.00 -200.00 -190.00 -190.00
2024-11-08 18235.00 18355.00 18730.00 18235.00 18450.00 18525.00 18945.00 18425.00 -215.00 -170.00 -215.00 -190.00
2024-11-07 18065.00 18285.00 18375.00 18045.00 18220.00 18470.00 18565.00 18220.00 -155.00 -185.00 -190.00 -175.00
2024-11-06 17880.00 18125.00 18185.00 17815.00 18080.00 18295.00 18365.00 18010.00 -200.00 -170.00 -180.00 -195.00
2024-11-05 17650.00 17880.00 18000.00 17560.00 17885.00 18065.00 18175.00 17730.00 -235.00 -185.00 -175.00 -170.00
2024-11-04 17755.00 17660.00 17815.00 17460.00 17955.00 17815.00 17970.00 17630.00 -200.00 -155.00 -155.00 -170.00
2024-11-01 17800.00 17785.00 17920.00 17525.00 18000.00 17940.00 18075.00 17700.00 -200.00 -155.00 -155.00 -175.00
2024-10-31 17850.00 17835.00 17960.00 17735.00 18015.00 17995.00 18115.00 17890.00 -165.00 -160.00 -155.00 -155.00
2024-10-30 17850.00 17845.00 17970.00 17625.00 17900.00 18010.00 18125.00 17800.00 -50.00 -165.00 -155.00 -175.00
2024-10-29 17850.00 17750.00 18155.00 17650.00 18050.00 17920.00 18305.00 17830.00 -200.00 -170.00 -150.00 -180.00
2024-10-28 17840.00 17910.00 18035.00 17780.00 18000.00 18080.00 18185.00 17940.00 -160.00 -170.00 -150.00 -160.00
2024-10-25 18145.00 17760.00 18320.00 17670.00 18285.00 17915.00 18475.00 17840.00 -140.00 -155.00 -155.00 -170.00
2024-10-24 18020.00 18170.00 18175.00 17905.00 18185.00 18325.00 18335.00 18070.00 -165.00 -155.00 -160.00 -165.00
2024-10-23 18330.00 18045.00 18440.00 17960.00 18500.00 18215.00 18595.00 18145.00 -170.00 -170.00 -155.00 -185.00
2024-10-22 18175.00 18380.00 18475.00 18090.00 18300.00 18555.00 18635.00 18265.00 -125.00 -175.00 -160.00 -175.00
2024-10-21 18280.00 18170.00 18280.00 17850.00 18420.00 18335.00 18425.00 18025.00 -140.00 -165.00 -145.00 -175.00
2024-10-18 17790.00 18295.00 18375.00 17685.00 17950.00 18445.00 18530.00 17870.00 -160.00 -150.00 -155.00 -185.00
2024-10-17 17810.00 17740.00 18040.00 17615.00 17950.00 17925.00 18200.00 17815.00 -140.00 -185.00 -160.00 -200.00
2024-10-16 18370.00 17760.00 18410.00 17640.00 18500.00 17930.00 18545.00 17785.00 -130.00 -170.00 -135.00 -145.00
2024-10-15 18170.00 18375.00 18445.00 18120.00 18330.00 18515.00 18570.00 18275.00 -160.00 -140.00 -125.00 -155.00
2024-10-14 18220.00 18180.00 18525.00 18030.00 18335.00 18300.00 18680.00 18190.00 -115.00 -120.00 -155.00 -160.00
2024-10-11 17920.00 18100.00 18150.00 17745.00 18055.00 18240.00 18290.00 17885.00 -135.00 -140.00 -140.00 -140.00
2024-10-10 18750.00 18045.00 18935.00 18045.00 18900.00 18155.00 19045.00 18155.00 -150.00 -110.00 -110.00 -110.00
2024-10-09 18890.00 18920.00 19485.00 18830.00 19000.00 19045.00 19580.00 18965.00 -110.00 -125.00 -95.00 -135.00
2024-10-08 19815.00 18890.00 19850.00 18760.00 19800.00 19030.00 20100.00 18910.00 15.00 -140.00 -250.00 -150.00
2024-09-30 18550.00 19645.00 19780.00 18420.00 18640.00 19775.00 19800.00 18560.00 -90.00 -130.00 -20.00 -140.00
2024-09-27 18590.00 18555.00 18665.00 18220.00 18630.00 18685.00 18815.00 18360.00 -40.00 -130.00 -150.00 -140.00
2024-09-26 18200.00 18440.00 18730.00 18100.00 18400.00 18585.00 18875.00 18300.00 -200.00 -145.00 -145.00 -200.00
2024-09-25 18285.00 18300.00 18825.00 18220.00 18450.00 18470.00 19035.00 18400.00 -165.00 -170.00 -210.00 -180.00
2024-09-24 17505.00 18215.00 18245.00 17495.00 17640.00 18390.00 18415.00 17640.00 -135.00 -175.00 -170.00 -145.00
2024-09-23 17850.00 17460.00 17850.00 17310.00 18005.00 17635.00 18005.00 17480.00 -155.00 -175.00 -155.00 -170.00
2024-09-20 18045.00 17875.00 18045.00 17805.00 18120.00 18030.00 18195.00 17965.00 -75.00 -155.00 -150.00 -160.00
2024-09-19 17700.00 18020.00 18045.00 17650.00 17850.00 18180.00 18200.00 17785.00 -150.00 -160.00 -155.00 -135.00
2024-09-18 17500.00 17715.00 17880.00 17410.00 17585.00 17845.00 18010.00 17555.00 -85.00 -130.00 -130.00 -145.00
2024-09-13 17065.00 17025.00 17195.00 16950.00 17150.00 17185.00 17335.00 17100.00 -85.00 -160.00 -140.00 -150.00
2024-09-12 16745.00 17045.00 17080.00 16670.00 16920.00 17200.00 17220.00 16825.00 -175.00 -155.00 -140.00 -155.00
2024-09-11 16710.00 16745.00 16895.00 16630.00 16950.00 16905.00 17050.00 16795.00 -240.00 -160.00 -155.00 -165.00
2024-09-10 16865.00 16780.00 16945.00 16725.00 17075.00 16960.00 17110.00 16885.00 -210.00 -180.00 -165.00 -160.00
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