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
2024-09-09 16605.00 16880.00 16950.00 16385.00 16740.00 17030.00 17110.00 16530.00 -135.00 -150.00 -160.00 -145.00
2024-09-06 16210.00 16545.00 16560.00 16185.00 16360.00 16680.00 16690.00 16325.00 -150.00 -135.00 -130.00 -140.00
2024-09-05 16105.00 16180.00 16295.00 16090.00 16225.00 16325.00 16440.00 16225.00 -120.00 -145.00 -145.00 -135.00
2024-09-04 16240.00 16075.00 16270.00 16065.00 16400.00 16220.00 16435.00 16220.00 -160.00 -145.00 -165.00 -155.00
2024-09-03 16345.00 16285.00 16410.00 16220.00 16565.00 16450.00 16585.00 16390.00 -220.00 -165.00 -175.00 -170.00
2024-09-02 16620.00 16360.00 16635.00 16320.00 16790.00 16535.00 16795.00 16490.00 -170.00 -175.00 -160.00 -170.00
2024-08-30 16600.00 16640.00 16730.00 16525.00 16780.00 16795.00 16895.00 16675.00 -180.00 -155.00 -165.00 -150.00
2024-08-29 16710.00 16640.00 16785.00 16575.00 16880.00 16795.00 16940.00 16730.00 -170.00 -155.00 -155.00 -155.00
2024-08-28 16530.00 16755.00 16800.00 16500.00 15200.00 15400.00 15440.00 15150.00 1330.00 1355.00 1360.00 1350.00
2024-08-27 16450.00 16500.00 16510.00 16315.00 15060.00 15155.00 15160.00 14960.00 1390.00 1345.00 1350.00 1355.00
2024-08-26 16400.00 16440.00 16455.00 16315.00 15030.00 15055.00 15070.00 14950.00 1370.00 1385.00 1385.00 1365.00
2024-08-23 16210.00 16350.00 16410.00 16160.00 14825.00 14960.00 15020.00 14800.00 1385.00 1390.00 1390.00 1360.00
2024-08-22 16300.00 16210.00 16320.00 16155.00 14930.00 14830.00 14940.00 14800.00 1370.00 1380.00 1380.00 1355.00
2024-08-21 16250.00 16290.00 16335.00 16205.00 14940.00 14910.00 14960.00 14840.00 1310.00 1380.00 1375.00 1365.00
2024-08-20 16170.00 16235.00 16260.00 16085.00 14800.00 14875.00 14890.00 14725.00 1370.00 1360.00 1370.00 1360.00
2024-08-19 16005.00 16155.00 16200.00 15885.00 14700.00 14800.00 14820.00 14550.00 1305.00 1355.00 1380.00 1335.00
2024-08-16 16030.00 16060.00 16185.00 15975.00 14680.00 14715.00 14805.00 14630.00 1350.00 1345.00 1380.00 1345.00
2024-08-15 15815.00 16025.00 16085.00 15750.00 14510.00 14665.00 14725.00 14430.00 1305.00 1360.00 1360.00 1320.00
2024-08-14 16030.00 15805.00 16030.00 15760.00 14700.00 14470.00 14700.00 14440.00 1330.00 1335.00 1330.00 1320.00
2024-08-13 15965.00 16005.00 16105.00 15905.00 14660.00 14670.00 14755.00 14580.00 1305.00 1335.00 1350.00 1325.00
2024-08-12 15890.00 15955.00 15980.00 15815.00 14610.00 14620.00 14630.00 14510.00 1280.00 1335.00 1350.00 1305.00
2024-08-09 15835.00 15925.00 16010.00 15815.00 14545.00 14585.00 14660.00 14515.00 1290.00 1340.00 1350.00 1300.00
2024-08-08 15750.00 15810.00 15965.00 15710.00 14435.00 14515.00 14605.00 14415.00 1315.00 1295.00 1360.00 1295.00
2024-08-07 15600.00 15700.00 15775.00 15575.00 14325.00 14400.00 14455.00 14310.00 1275.00 1300.00 1320.00 1265.00
2024-08-06 15530.00 15615.00 15725.00 15445.00 14325.00 14345.00 14420.00 14205.00 1205.00 1270.00 1305.00 1240.00
2024-08-05 14360.00 14355.00 14480.00 14285.00 15635.00 15615.00 15790.00 15515.00 -1275.00 -1260.00 -1310.00 -1230.00
2024-08-02 14260.00 14385.00 14415.00 14260.00 15505.00 15680.00 15715.00 15505.00 -1245.00 -1295.00 -1300.00 -1245.00
2024-08-01 14300.00 14260.00 14345.00 14220.00 15520.00 15510.00 15620.00 15455.00 -1220.00 -1250.00 -1275.00 -1235.00
2024-07-31 14155.00 14300.00 14330.00 13970.00 15350.00 15520.00 15540.00 15140.00 -1195.00 -1220.00 -1210.00 -1170.00
2024-07-30 14340.00 14135.00 14375.00 14090.00 15520.00 15340.00 15575.00 15295.00 -1180.00 -1205.00 -1200.00 -1205.00
2024-07-29 14345.00 14345.00 14450.00 14290.00 15580.00 15545.00 15625.00 15485.00 -1235.00 -1200.00 -1175.00 -1195.00
2024-07-26 14300.00 14365.00 14470.00 14265.00 15465.00 15540.00 15645.00 15455.00 -1165.00 -1175.00 -1175.00 -1190.00
2024-07-25 14560.00 14250.00 14560.00 14200.00 15690.00 15430.00 15720.00 15385.00 -1130.00 -1180.00 -1160.00 -1185.00
2024-07-24 14370.00 14545.00 14630.00 14365.00 15535.00 15710.00 15800.00 15525.00 -1165.00 -1165.00 -1170.00 -1160.00
2024-07-23 14525.00 14370.00 14550.00 14300.00 15705.00 15540.00 15720.00 15495.00 -1180.00 -1170.00 -1170.00 -1195.00
2024-07-22 14600.00 14550.00 14710.00 14475.00 15780.00 15730.00 15860.00 15660.00 -1180.00 -1180.00 -1150.00 -1185.00
2024-07-19 14580.00 14595.00 14660.00 14475.00 15730.00 15750.00 15805.00 15640.00 -1150.00 -1155.00 -1145.00 -1165.00
2024-07-18 14520.00 14615.00 14625.00 14425.00 15690.00 15755.00 15770.00 15575.00 -1170.00 -1140.00 -1145.00 -1150.00
2024-07-17 14435.00 14520.00 14615.00 14435.00 15635.00 15690.00 15785.00 15610.00 -1200.00 -1170.00 -1170.00 -1175.00
2024-07-16 14375.00 14465.00 14470.00 14345.00 15565.00 15635.00 15645.00 15530.00 -1190.00 -1170.00 -1175.00 -1185.00
2024-07-15 14590.00 14375.00 14615.00 14330.00 15700.00 15560.00 15785.00 15520.00 -1110.00 -1185.00 -1170.00 -1190.00
2024-07-12 14705.00 14590.00 14735.00 14545.00 15855.00 15770.00 15900.00 15730.00 -1150.00 -1180.00 -1165.00 -1185.00
2024-07-11 14660.00 14685.00 14775.00 14645.00 15800.00 15860.00 15940.00 15800.00 -1140.00 -1175.00 -1165.00 -1155.00
2024-07-10 14715.00 14625.00 14750.00 14555.00 15900.00 15805.00 15905.00 15735.00 -1185.00 -1180.00 -1155.00 -1180.00
2024-07-09 14615.00 14715.00 14740.00 14580.00 15780.00 15880.00 15915.00 15765.00 -1165.00 -1165.00 -1175.00 -1185.00
2024-07-08 14585.00 14610.00 14645.00 14515.00 15770.00 15800.00 15835.00 15705.00 -1185.00 -1190.00 -1190.00 -1190.00
2024-07-05 14870.00 14580.00 14935.00 14555.00 16030.00 15770.00 16105.00 15760.00 -1160.00 -1190.00 -1170.00 -1205.00
2024-07-04 15100.00 14910.00 15135.00 14910.00 16250.00 16085.00 16280.00 16080.00 -1150.00 -1175.00 -1145.00 -1170.00
2024-07-03 15180.00 15105.00 15180.00 14920.00 16285.00 16250.00 16315.00 16095.00 -1105.00 -1145.00 -1135.00 -1175.00
2024-07-02 15040.00 15145.00 15145.00 14965.00 16110.00 16280.00 16280.00 16110.00 -1070.00 -1135.00 -1135.00 -1145.00
2024-07-01 14955.00 15010.00 15035.00 14780.00 16055.00 16135.00 16165.00 15950.00 -1100.00 -1125.00 -1130.00 -1170.00
2024-06-28 14935.00 14955.00 15015.00 14830.00 16085.00 16100.00 16160.00 15990.00 -1150.00 -1145.00 -1145.00 -1160.00
2024-06-27 15150.00 14925.00 15180.00 14910.00 16300.00 16095.00 16340.00 16075.00 -1150.00 -1170.00 -1160.00 -1165.00
2024-06-26 15230.00 15100.00 15245.00 14940.00 16440.00 16260.00 16440.00 16105.00 -1210.00 -1160.00 -1195.00 -1165.00
2024-06-25 15100.00 15290.00 15490.00 15060.00 16260.00 16440.00 16640.00 16255.00 -1160.00 -1150.00 -1150.00 -1195.00
2024-06-24 14900.00 14905.00 15040.00 14850.00 16080.00 16095.00 16215.00 16045.00 -1180.00 -1190.00 -1175.00 -1195.00
2024-06-21 15100.00 14900.00 15160.00 14865.00 16285.00 16080.00 16340.00 16050.00 -1185.00 -1180.00 -1180.00 -1185.00
2024-06-20 15055.00 15085.00 15155.00 14985.00 16255.00 16265.00 16340.00 16185.00 -1200.00 -1180.00 -1185.00 -1200.00
2024-06-19 14890.00 15015.00 15040.00 14690.00 16050.00 16190.00 16230.00 15875.00 -1160.00 -1175.00 -1190.00 -1185.00
2024-06-18 14925.00 14915.00 15035.00 14885.00 16055.00 16100.00 16200.00 16055.00 -1130.00 -1185.00 -1165.00 -1170.00
2024-06-17 15100.00 14885.00 15180.00 14865.00 16380.00 16065.00 16380.00 16035.00 -1280.00 -1180.00 -1200.00 -1170.00
2024-06-14 15480.00 15235.00 15480.00 15205.00 16650.00 16425.00 16650.00 16385.00 -1170.00 -1190.00 -1170.00 -1180.00
2024-06-13 15850.00 15485.00 15920.00 15210.00 17020.00 16660.00 17085.00 16395.00 -1170.00 -1175.00 -1165.00 -1185.00
2024-06-12 15535.00 15805.00 15830.00 15370.00 16735.00 16970.00 16995.00 16555.00 -1200.00 -1165.00 -1165.00 -1185.00
2024-06-11 16000.00 15535.00 16110.00 15500.00 16910.00 16735.00 17270.00 16665.00 -910.00 -1200.00 -1160.00 -1165.00
2024-06-07 15595.00 16020.00 16070.00 15565.00 16805.00 17195.00 17305.00 16795.00 -1210.00 -1175.00 -1235.00 -1230.00
2024-06-06 15080.00 15560.00 15570.00 14975.00 16210.00 16765.00 16770.00 16165.00 -1130.00 -1205.00 -1200.00 -1190.00
2024-06-05 15000.00 15050.00 15130.00 14945.00 16210.00 16280.00 16335.00 16145.00 -1210.00 -1230.00 -1205.00 -1200.00
2024-06-04 15160.00 15005.00 15195.00 14850.00 16330.00 16215.00 16395.00 16015.00 -1170.00 -1210.00 -1200.00 -1165.00
2024-06-03 15395.00 15145.00 15430.00 15030.00 16580.00 16350.00 16640.00 16215.00 -1185.00 -1205.00 -1210.00 -1185.00
2024-05-31 15700.00 15350.00 15750.00 15175.00 16880.00 16530.00 17005.00 16330.00 -1180.00 -1180.00 -1255.00 -1155.00
2024-05-30 15500.00 15670.00 15830.00 15455.00 16610.00 16875.00 17020.00 16610.00 -1110.00 -1205.00 -1190.00 -1155.00
2024-05-29 15250.00 15445.00 15455.00 15145.00 16350.00 16605.00 16615.00 16280.00 -1100.00 -1160.00 -1160.00 -1135.00
2024-05-28 15000.00 15175.00 15565.00 14995.00 16140.00 16325.00 16705.00 16140.00 -1140.00 -1150.00 -1140.00 -1145.00
2024-05-27 15020.00 14965.00 15120.00 14875.00 16210.00 16140.00 16315.00 16040.00 -1190.00 -1175.00 -1195.00 -1165.00
2024-05-24 14925.00 15025.00 15200.00 14915.00 16055.00 16205.00 16400.00 16055.00 -1130.00 -1180.00 -1200.00 -1140.00
2024-05-23 14860.00 14865.00 15080.00 14720.00 15955.00 16020.00 16275.00 15860.00 -1095.00 -1155.00 -1195.00 -1140.00
2024-05-22 14760.00 14835.00 14885.00 14750.00 15900.00 15960.00 16040.00 15875.00 -1140.00 -1125.00 -1155.00 -1125.00
2024-05-21 14815.00 14725.00 15045.00 14715.00 16070.00 15855.00 16235.00 15830.00 -1255.00 -1130.00 -1190.00 -1115.00
2024-05-20 14685.00 14865.00 14930.00 14575.00 15765.00 15955.00 16015.00 15650.00 -1080.00 -1090.00 -1085.00 -1075.00
2024-05-17 14700.00 14685.00 14735.00 14620.00 15780.00 15755.00 15815.00 15700.00 -1080.00 -1070.00 -1080.00 -1080.00
2024-05-16 14440.00 14710.00 14780.00 14390.00 15515.00 15780.00 15860.00 15480.00 -1075.00 -1070.00 -1080.00 -1090.00
2024-05-15 14310.00 14430.00 14455.00 14295.00 15460.00 15525.00 15550.00 15390.00 -1150.00 -1095.00 -1095.00 -1095.00
2024-05-14 14480.00 14310.00 14585.00 14295.00 15510.00 15415.00 15685.00 15405.00 -1030.00 -1105.00 -1100.00 -1110.00
2024-05-13 14115.00 14405.00 14410.00 14070.00 15220.00 15505.00 15505.00 15170.00 -1105.00 -1100.00 -1095.00 -1100.00
2024-05-10 14250.00 14130.00 14305.00 14120.00 15370.00 15220.00 15400.00 15210.00 -1120.00 -1090.00 -1095.00 -1090.00
2024-05-09 14245.00 14240.00 14255.00 14110.00 15355.00 15340.00 15355.00 15200.00 -1110.00 -1100.00 -1100.00 -1090.00
2024-05-08 14270.00 14255.00 14430.00 14235.00 15385.00 15350.00 15515.00 15335.00 -1115.00 -1095.00 -1085.00 -1100.00
2024-05-07 14150.00 14285.00 14390.00 14150.00 15250.00 15385.00 15485.00 15250.00 -1100.00 -1100.00 -1095.00 -1100.00
2024-05-06 14005.00 14150.00 14195.00 14000.00 15075.00 15235.00 15285.00 15075.00 -1070.00 -1085.00 -1090.00 -1075.00
2024-04-30 14220.00 14045.00 14265.00 14030.00 15320.00 15155.00 15350.00 15125.00 -1100.00 -1110.00 -1085.00 -1095.00
2024-04-29 14195.00 14215.00 14295.00 14150.00 15230.00 15295.00 15375.00 15230.00 -1035.00 -1080.00 -1080.00 -1080.00
2024-04-26 14075.00 14195.00 14200.00 13965.00 15135.00 15250.00 15270.00 15045.00 -1060.00 -1055.00 -1070.00 -1080.00
2024-04-25 14200.00 14045.00 14240.00 13955.00 15300.00 15140.00 15335.00 14980.00 -1100.00 -1095.00 -1095.00 -1025.00
2024-04-24 14260.00 14215.00 14325.00 14135.00 15355.00 15325.00 15425.00 15260.00 -1095.00 -1110.00 -1100.00 -1125.00
2024-04-23 14385.00 14280.00 14465.00 14260.00 15465.00 15380.00 15555.00 15360.00 -1080.00 -1100.00 -1090.00 -1100.00
2024-04-22 14550.00 14415.00 14700.00 14400.00 15680.00 15515.00 15785.00 15505.00 -1130.00 -1100.00 -1085.00 -1105.00
2024-04-19 14595.00 14565.00 14720.00 14450.00 15620.00 15695.00 15790.00 15525.00 -1025.00 -1130.00 -1070.00 -1075.00
2024-04-18 14560.00 14590.00 14640.00 14430.00 15610.00 15655.00 15720.00 15535.00 -1050.00 -1065.00 -1080.00 -1105.00
2024-04-17 14505.00 14560.00 14600.00 14400.00 14270.00 14320.00 14350.00 14170.00 235.00 240.00 250.00 230.00
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