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
2024-04-16 14700.00 14515.00 14710.00 14470.00 14425.00 14270.00 14455.00 14235.00 275.00 245.00 255.00 235.00
2024-04-15 14725.00 14710.00 14825.00 14625.00 14430.00 14445.00 14560.00 14365.00 295.00 265.00 265.00 260.00
2024-04-12 14900.00 14695.00 14910.00 14560.00 14690.00 14430.00 14690.00 14310.00 210.00 265.00 220.00 250.00
2024-04-11 15050.00 14915.00 15055.00 14750.00 14750.00 14645.00 14780.00 14490.00 300.00 270.00 275.00 260.00
2024-04-10 15130.00 15070.00 15190.00 15005.00 14940.00 14805.00 14940.00 14745.00 190.00 265.00 250.00 260.00
2024-04-09 14860.00 15140.00 15185.00 14835.00 14610.00 14865.00 14920.00 14565.00 250.00 275.00 265.00 270.00
2024-04-08 14505.00 14850.00 14985.00 14335.00 14300.00 14595.00 14730.00 14125.00 205.00 255.00 255.00 210.00
2024-04-03 14650.00 14510.00 14740.00 14475.00 14435.00 14275.00 14495.00 14250.00 215.00 235.00 245.00 225.00
2024-04-02 14820.00 14615.00 14830.00 14575.00 14545.00 14385.00 14585.00 14345.00 275.00 230.00 245.00 230.00
2024-04-01 14665.00 14780.00 14820.00 14505.00 14425.00 14545.00 14580.00 14300.00 240.00 235.00 240.00 205.00
2024-03-29 14600.00 14665.00 14725.00 14450.00 14435.00 14420.00 14485.00 14265.00 165.00 245.00 240.00 185.00
2024-03-28 14480.00 14655.00 14660.00 14315.00 14250.00 14435.00 14445.00 14125.00 230.00 220.00 215.00 190.00
2024-03-27 14595.00 14280.00 14600.00 14175.00 14770.00 14470.00 14790.00 14360.00 -175.00 -190.00 -190.00 -185.00
2024-03-26 14500.00 14535.00 14700.00 14435.00 14595.00 14735.00 14895.00 14595.00 -95.00 -200.00 -195.00 -160.00
2024-03-25 14570.00 14440.00 14580.00 14370.00 14770.00 14590.00 14770.00 14550.00 -200.00 -150.00 -190.00 -180.00
2024-03-22 14900.00 14510.00 15025.00 14305.00 15000.00 14700.00 15165.00 14460.00 -100.00 -190.00 -140.00 -155.00
2024-03-21 15305.00 14940.00 15405.00 14920.00 15405.00 15055.00 15495.00 15050.00 -100.00 -115.00 -90.00 -130.00
2024-03-20 15315.00 15390.00 15575.00 15235.00 15350.00 15485.00 15645.00 15330.00 -35.00 -95.00 -70.00 -95.00
2024-03-19 15600.00 15395.00 15805.00 15270.00 15750.00 15440.00 15820.00 15355.00 -150.00 -45.00 -15.00 -85.00
2024-03-18 14820.00 15500.00 15500.00 14685.00 15000.00 15710.00 15710.00 14855.00 -180.00 -210.00 -210.00 -170.00
2024-03-15 14400.00 14790.00 14870.00 14365.00 14550.00 14985.00 15075.00 14550.00 -150.00 -195.00 -205.00 -185.00
2024-03-14 14250.00 14380.00 14540.00 14220.00 14400.00 14570.00 14725.00 14400.00 -150.00 -190.00 -185.00 -180.00
2024-03-13 14135.00 14200.00 14255.00 14090.00 14250.00 14385.00 14450.00 14240.00 -115.00 -185.00 -195.00 -150.00
2024-03-12 14095.00 14135.00 14270.00 14010.00 14200.00 14280.00 14420.00 14150.00 -105.00 -145.00 -150.00 -140.00
2024-03-11 14280.00 14080.00 14350.00 14045.00 14390.00 14215.00 14480.00 14185.00 -110.00 -135.00 -130.00 -140.00
2024-03-08 13750.00 14250.00 14295.00 13720.00 13900.00 14370.00 14410.00 13870.00 -150.00 -120.00 -115.00 -150.00
2024-03-07 13835.00 13725.00 13880.00 13675.00 13945.00 13885.00 14025.00 13835.00 -110.00 -160.00 -145.00 -160.00
2024-03-06 13780.00 13805.00 13830.00 13675.00 13885.00 13940.00 13965.00 13800.00 -105.00 -135.00 -135.00 -125.00
2024-03-05 13850.00 13780.00 13880.00 13700.00 13970.00 13910.00 13995.00 13835.00 -120.00 -130.00 -115.00 -135.00
2024-03-04 13950.00 13850.00 13955.00 13755.00 14025.00 13975.00 14065.00 13890.00 -75.00 -125.00 -110.00 -135.00
2024-03-01 13965.00 13915.00 13985.00 13820.00 14085.00 14025.00 14110.00 13940.00 -120.00 -110.00 -125.00 -120.00
2024-02-29 13945.00 13960.00 13965.00 13820.00 14110.00 14080.00 14110.00 13940.00 -165.00 -120.00 -145.00 -120.00
2024-02-28 13950.00 13965.00 14030.00 13900.00 14110.00 14110.00 14175.00 14045.00 -160.00 -145.00 -145.00 -145.00
2024-02-27 13770.00 13965.00 14015.00 13765.00 13915.00 14115.00 14155.00 13910.00 -145.00 -150.00 -140.00 -145.00
2024-02-26 13795.00 13750.00 13810.00 13680.00 13920.00 13910.00 13955.00 13835.00 -125.00 -160.00 -145.00 -155.00
2024-02-23 13760.00 13810.00 13845.00 13695.00 13905.00 13970.00 14000.00 13850.00 -145.00 -160.00 -155.00 -155.00
2024-02-22 13555.00 13760.00 13815.00 13540.00 13605.00 13905.00 13950.00 13605.00 -50.00 -145.00 -135.00 -65.00
2024-02-21 13500.00 13550.00 13625.00 13475.00 13660.00 13700.00 13765.00 13605.00 -160.00 -150.00 -140.00 -130.00
2024-02-20 13505.00 13555.00 13620.00 13505.00 13650.00 13710.00 13740.00 13635.00 -145.00 -155.00 -120.00 -130.00
2024-02-19 13550.00 13465.00 13615.00 13400.00 13605.00 13585.00 13720.00 13530.00 -55.00 -120.00 -105.00 -130.00
2024-02-08 13250.00 13365.00 13375.00 13120.00 13400.00 13490.00 13495.00 13275.00 -150.00 -125.00 -120.00 -155.00
2024-02-07 13345.00 13240.00 13350.00 13225.00 13460.00 13375.00 13470.00 13340.00 -115.00 -135.00 -120.00 -115.00
2024-02-06 13370.00 13355.00 13470.00 13330.00 13500.00 13485.00 13585.00 13460.00 -130.00 -130.00 -115.00 -130.00
2024-02-05 13335.00 13385.00 13445.00 13295.00 13460.00 13510.00 13575.00 13435.00 -125.00 -125.00 -130.00 -140.00
2024-02-02 13395.00 13290.00 13430.00 13120.00 13505.00 13425.00 13550.00 13260.00 -110.00 -135.00 -120.00 -140.00
2024-02-01 13510.00 13385.00 13520.00 13355.00 13640.00 13505.00 13640.00 13495.00 -130.00 -120.00 -120.00 -140.00
2024-01-31 13480.00 13525.00 13605.00 13460.00 13620.00 13640.00 13715.00 13585.00 -140.00 -115.00 -110.00 -125.00
2024-01-30 13570.00 13510.00 13635.00 13485.00 13695.00 13625.00 13750.00 13605.00 -125.00 -115.00 -115.00 -120.00
2024-01-29 13630.00 13560.00 13740.00 13470.00 13755.00 13685.00 13855.00 13595.00 -125.00 -125.00 -115.00 -125.00
2024-01-26 13740.00 13665.00 13770.00 13650.00 13820.00 13790.00 13890.00 13775.00 -80.00 -125.00 -120.00 -125.00
2024-01-25 13675.00 13760.00 13790.00 13635.00 13765.00 13875.00 13890.00 13755.00 -90.00 -115.00 -100.00 -120.00
2024-01-24 13535.00 13630.00 13650.00 13510.00 13655.00 13760.00 13780.00 13640.00 -120.00 -130.00 -130.00 -130.00
2024-01-23 13555.00 13535.00 13570.00 13345.00 13575.00 13665.00 13685.00 13470.00 -20.00 -130.00 -115.00 -125.00
2024-01-22 13850.00 13545.00 13855.00 13470.00 13965.00 13680.00 13965.00 13600.00 -115.00 -135.00 -110.00 -130.00
2024-01-19 13850.00 13875.00 13880.00 13725.00 14000.00 13965.00 14000.00 13835.00 -150.00 -90.00 -120.00 -110.00
2024-01-18 13740.00 13860.00 13920.00 13635.00 13875.00 13960.00 14015.00 13755.00 -135.00 -100.00 -95.00 -120.00
2024-01-17 13855.00 13775.00 13950.00 13735.00 13975.00 13885.00 14040.00 13845.00 -120.00 -110.00 -90.00 -110.00
2024-01-16 13750.00 13875.00 13915.00 13710.00 13910.00 13985.00 14030.00 13830.00 -160.00 -110.00 -115.00 -120.00
2024-01-15 13800.00 13785.00 13935.00 13755.00 13900.00 13910.00 14060.00 13885.00 -100.00 -125.00 -125.00 -130.00
2024-01-12 13700.00 13770.00 13800.00 13665.00 13850.00 13900.00 13930.00 13805.00 -150.00 -130.00 -130.00 -140.00
2024-01-11 13475.00 13695.00 13710.00 13475.00 13640.00 13830.00 13840.00 13610.00 -165.00 -135.00 -130.00 -135.00
2024-01-10 13495.00 13470.00 13525.00 13420.00 13600.00 13600.00 13655.00 13550.00 -105.00 -130.00 -130.00 -130.00
2024-01-09 13475.00 13445.00 13560.00 13380.00 13560.00 13585.00 13695.00 13515.00 -85.00 -140.00 -135.00 -135.00
2024-01-08 13845.00 13470.00 13850.00 13440.00 13985.00 13600.00 13985.00 13570.00 -140.00 -130.00 -135.00 -130.00
2024-01-05 13875.00 13850.00 13925.00 13810.00 13935.00 13970.00 14030.00 13915.00 -60.00 -120.00 -105.00 -105.00
2024-01-04 14100.00 13875.00 14105.00 13820.00 14170.00 13975.00 14170.00 13925.00 -70.00 -100.00 -65.00 -105.00
2024-01-03 14150.00 14115.00 14205.00 14045.00 14270.00 14170.00 14270.00 14100.00 -120.00 -55.00 -65.00 -55.00
2024-01-02 14350.00 14205.00 14540.00 14195.00 14130.00 14115.00 14440.00 14100.00 220.00 90.00 100.00 95.00
2023-12-29 13890.00 14170.00 14195.00 13890.00 13820.00 14070.00 14095.00 13800.00 70.00 100.00 100.00 90.00
2023-12-28 13900.00 13930.00 13980.00 13835.00 13845.00 13840.00 13895.00 13745.00 55.00 90.00 85.00 90.00
2023-12-27 13800.00 13935.00 13955.00 13760.00 13710.00 13840.00 13870.00 13680.00 90.00 95.00 85.00 80.00
2023-12-26 13900.00 13840.00 13935.00 13815.00 13800.00 13760.00 13855.00 13740.00 100.00 80.00 80.00 75.00
2023-12-25 13920.00 13905.00 13980.00 13830.00 13835.00 13815.00 13890.00 13745.00 85.00 90.00 90.00 85.00
2023-12-22 13775.00 13910.00 13940.00 13745.00 13700.00 13825.00 13845.00 13660.00 75.00 85.00 95.00 85.00
2023-12-21 13745.00 13795.00 13825.00 13705.00 13520.00 13600.00 13630.00 13510.00 225.00 195.00 195.00 195.00
2023-12-20 13595.00 13715.00 13770.00 13390.00 13500.00 13530.00 13580.00 13250.00 95.00 185.00 190.00 140.00
2023-12-19 13595.00 13580.00 13645.00 13515.00 13430.00 13410.00 13470.00 13350.00 165.00 170.00 175.00 165.00
2023-12-18 13490.00 13605.00 13630.00 13385.00 13355.00 13440.00 13445.00 13225.00 135.00 165.00 185.00 160.00
2023-12-15 13495.00 13520.00 13580.00 13460.00 13310.00 13345.00 13415.00 13290.00 185.00 175.00 165.00 170.00
2023-12-14 13405.00 13470.00 13480.00 13370.00 13230.00 13300.00 13305.00 13200.00 175.00 170.00 175.00 170.00
2023-12-13 13570.00 13405.00 13600.00 13340.00 13395.00 13215.00 13405.00 13150.00 175.00 190.00 195.00 190.00
2023-12-12 13565.00 13590.00 13625.00 13495.00 13365.00 13395.00 13420.00 13290.00 200.00 195.00 205.00 205.00
2023-12-11 13620.00 13565.00 13690.00 13475.00 13455.00 13360.00 13500.00 13270.00 165.00 205.00 190.00 205.00
2023-12-08 13350.00 13615.00 13650.00 13335.00 13200.00 13415.00 13445.00 13145.00 150.00 200.00 205.00 190.00
2023-12-07 13320.00 13355.00 13385.00 13185.00 13140.00 13170.00 13190.00 12990.00 180.00 185.00 195.00 195.00
2023-12-06 13245.00 13330.00 13330.00 13115.00 13050.00 13140.00 13140.00 12935.00 195.00 190.00 190.00 180.00
2023-12-05 13480.00 13260.00 13505.00 13165.00 13270.00 13060.00 13375.00 12980.00 210.00 200.00 130.00 185.00
2023-12-04 13460.00 13300.00 13460.00 13230.00 13580.00 13480.00 13610.00 13415.00 -120.00 -180.00 -150.00 -185.00
2023-12-01 13620.00 13395.00 13750.00 13340.00 13820.00 13570.00 13925.00 13520.00 -200.00 -175.00 -175.00 -180.00
2023-11-30 13665.00 13620.00 13695.00 13595.00 13875.00 13820.00 13890.00 13770.00 -210.00 -200.00 -195.00 -175.00
2023-11-29 13950.00 13625.00 13960.00 13595.00 14145.00 13820.00 14150.00 13790.00 -195.00 -195.00 -190.00 -195.00
2023-11-28 13930.00 13950.00 13995.00 13840.00 14115.00 14135.00 14175.00 14020.00 -185.00 -185.00 -180.00 -180.00
2023-11-27 13995.00 13935.00 14060.00 13865.00 14180.00 14115.00 14240.00 14040.00 -185.00 -180.00 -180.00 -175.00
2023-11-24 13920.00 13965.00 14000.00 13860.00 14110.00 14155.00 14190.00 14065.00 -190.00 -190.00 -190.00 -205.00
2023-11-23 13930.00 13905.00 13965.00 13810.00 14125.00 14085.00 14160.00 14010.00 -195.00 -180.00 -195.00 -200.00
2023-11-22 14105.00 13925.00 14115.00 13875.00 14305.00 14120.00 14310.00 14065.00 -200.00 -195.00 -195.00 -190.00
2023-11-21 14420.00 14090.00 14470.00 14030.00 14510.00 14265.00 14625.00 14220.00 -90.00 -175.00 -155.00 -190.00
2023-11-20 14220.00 14370.00 14430.00 14215.00 14390.00 14535.00 14595.00 14380.00 -170.00 -165.00 -165.00 -165.00
2023-11-17 14565.00 14200.00 14605.00 14190.00 14670.00 14370.00 14750.00 14360.00 -105.00 -170.00 -145.00 -170.00
2023-11-16 14505.00 14585.00 14590.00 14430.00 14615.00 14715.00 14720.00 14565.00 -110.00 -130.00 -130.00 -135.00
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