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
2023-11-15 14450.00 14495.00 14515.00 14370.00 14575.00 14615.00 14640.00 14510.00 -125.00 -120.00 -125.00 -140.00
2023-11-14 14290.00 14450.00 14480.00 14290.00 14470.00 14575.00 14615.00 14450.00 -180.00 -125.00 -135.00 -160.00
2023-11-13 14355.00 14315.00 14370.00 14230.00 14480.00 14470.00 14510.00 14380.00 -125.00 -155.00 -140.00 -150.00
2023-11-10 14205.00 14355.00 14400.00 14175.00 14305.00 14475.00 14535.00 14305.00 -100.00 -120.00 -135.00 -130.00
2023-11-09 14170.00 14200.00 14250.00 14045.00 14290.00 14350.00 14400.00 14205.00 -120.00 -150.00 -150.00 -160.00
2023-11-08 14045.00 14170.00 14205.00 14000.00 14165.00 14315.00 14330.00 14130.00 -120.00 -145.00 -125.00 -130.00
2023-11-07 14135.00 14045.00 14260.00 13975.00 14240.00 14165.00 14330.00 14120.00 -105.00 -120.00 -70.00 -145.00
2023-11-06 14260.00 14165.00 14285.00 14020.00 14355.00 14240.00 14380.00 14120.00 -95.00 -75.00 -95.00 -100.00
2023-11-03 14230.00 14245.00 14320.00 14200.00 14280.00 14330.00 14410.00 14280.00 -50.00 -85.00 -90.00 -80.00
2023-11-02 14210.00 14200.00 14275.00 14135.00 14270.00 14280.00 14330.00 14210.00 -60.00 -80.00 -55.00 -75.00
2023-11-01 14195.00 14180.00 14220.00 14105.00 14235.00 14245.00 14265.00 14150.00 -40.00 -65.00 -45.00 -45.00
2023-10-31 14225.00 14175.00 14260.00 14040.00 14240.00 14225.00 14290.00 14060.00 -15.00 -50.00 -30.00 -20.00
2023-10-30 14460.00 14205.00 14475.00 14110.00 14435.00 14240.00 14435.00 14120.00 25.00 -35.00 40.00 -10.00
2023-10-27 14595.00 14460.00 14635.00 14385.00 14530.00 14425.00 14580.00 14335.00 65.00 35.00 55.00 50.00
2023-10-26 14730.00 14605.00 14755.00 14490.00 14610.00 14550.00 14680.00 14440.00 120.00 55.00 75.00 50.00
2023-10-25 14525.00 14745.00 14750.00 14465.00 14450.00 14665.00 14680.00 14405.00 75.00 80.00 70.00 60.00
2023-10-24 14520.00 14525.00 14575.00 14405.00 14420.00 14450.00 14495.00 14340.00 100.00 75.00 80.00 65.00
2023-10-23 14500.00 14480.00 14560.00 14395.00 14330.00 14390.00 14465.00 14315.00 170.00 90.00 95.00 80.00
2023-10-20 14605.00 14455.00 14690.00 14375.00 14520.00 14355.00 14605.00 14285.00 85.00 100.00 85.00 90.00
2023-10-19 14735.00 14610.00 14875.00 14600.00 14680.00 14520.00 14765.00 14515.00 55.00 90.00 110.00 85.00
2023-10-18 14770.00 14665.00 14805.00 14645.00 14750.00 14590.00 14750.00 14570.00 20.00 75.00 55.00 75.00
2023-10-17 14760.00 14775.00 14875.00 14660.00 14655.00 14715.00 14805.00 14590.00 105.00 60.00 70.00 70.00
2023-10-16 14910.00 14750.00 14920.00 14725.00 14800.00 14675.00 14850.00 14650.00 110.00 75.00 70.00 75.00
2023-10-13 14700.00 14840.00 14890.00 14620.00 14580.00 14765.00 14820.00 14555.00 120.00 75.00 70.00 65.00
2023-10-12 14350.00 14665.00 14725.00 14350.00 14300.00 14610.00 14655.00 14280.00 50.00 55.00 70.00 70.00
2023-10-11 13960.00 14345.00 14355.00 13955.00 13910.00 14270.00 14270.00 13910.00 50.00 75.00 85.00 45.00
2023-10-10 14020.00 13960.00 14245.00 13925.00 13960.00 13905.00 14170.00 13885.00 60.00 55.00 75.00 40.00
2023-10-09 13880.00 14010.00 14185.00 13865.00 13810.00 13940.00 14105.00 13810.00 70.00 70.00 80.00 55.00
2023-09-28 13805.00 13930.00 13985.00 13800.00 13680.00 13875.00 13935.00 13680.00 125.00 55.00 50.00 120.00
2023-09-27 13910.00 13800.00 13915.00 13760.00 13800.00 13735.00 13850.00 13705.00 110.00 65.00 65.00 55.00
2023-09-26 14115.00 13835.00 14135.00 13805.00 14010.00 13780.00 14050.00 13770.00 105.00 55.00 85.00 35.00
2023-09-25 14265.00 14120.00 14295.00 14030.00 14190.00 14020.00 14220.00 13965.00 75.00 100.00 75.00 65.00
2023-09-22 14000.00 14265.00 14295.00 13910.00 13950.00 14180.00 14215.00 13865.00 50.00 85.00 80.00 45.00
2023-09-21 14210.00 14000.00 14225.00 13975.00 14120.00 13940.00 14140.00 13920.00 90.00 60.00 85.00 55.00
2023-09-20 14205.00 14210.00 14320.00 14165.00 14170.00 14120.00 14240.00 14115.00 35.00 90.00 80.00 50.00
2023-09-19 14285.00 14235.00 14480.00 14235.00 14240.00 14170.00 14390.00 14165.00 45.00 65.00 90.00 70.00
2023-09-18 14455.00 14285.00 14455.00 14165.00 14330.00 14205.00 14335.00 14115.00 125.00 80.00 120.00 50.00
2023-09-15 14500.00 14455.00 14535.00 14335.00 14370.00 14330.00 14430.00 14230.00 130.00 125.00 105.00 105.00
2023-09-14 14295.00 14440.00 14445.00 14175.00 14220.00 14330.00 14355.00 14100.00 75.00 110.00 90.00 75.00
2023-09-13 14375.00 14295.00 14405.00 14195.00 14300.00 14210.00 14330.00 14130.00 75.00 85.00 75.00 65.00
2023-09-12 14380.00 14370.00 14535.00 14230.00 14310.00 14310.00 14470.00 14180.00 70.00 60.00 65.00 50.00
2023-09-11 14290.00 14355.00 14460.00 14150.00 14210.00 14310.00 14395.00 14125.00 80.00 45.00 65.00 25.00
2023-09-08 14450.00 14255.00 14680.00 14170.00 14410.00 14215.00 14640.00 14140.00 40.00 40.00 40.00 30.00
2023-09-07 14245.00 14420.00 14425.00 13965.00 14200.00 14380.00 14390.00 13930.00 45.00 40.00 35.00 35.00
2023-09-06 14100.00 14230.00 14350.00 14065.00 14000.00 14160.00 14295.00 14000.00 100.00 70.00 55.00 65.00
2023-09-05 14070.00 14130.00 14290.00 13985.00 14000.00 14075.00 14200.00 13900.00 70.00 55.00 90.00 85.00
2023-09-04 14280.00 14100.00 14735.00 13965.00 14280.00 14000.00 14555.00 13865.00 0.00 100.00 180.00 100.00
2023-09-01 13350.00 14160.00 14160.00 13330.00 12225.00 12985.00 12985.00 12200.00 1125.00 1175.00 1175.00 1130.00
2023-08-31 13325.00 13330.00 13430.00 13285.00 12195.00 12180.00 12250.00 12135.00 1130.00 1150.00 1180.00 1150.00
2023-08-30 13190.00 13305.00 13350.00 13190.00 12080.00 12175.00 12225.00 12080.00 1110.00 1130.00 1125.00 1110.00
2023-08-29 13205.00 13180.00 13270.00 13120.00 12095.00 12105.00 12165.00 12035.00 1110.00 1075.00 1105.00 1085.00
2023-08-28 13270.00 13205.00 13425.00 13170.00 12050.00 12090.00 12205.00 12050.00 1220.00 1115.00 1220.00 1120.00
2023-08-25 13205.00 13270.00 13340.00 13190.00 12050.00 12085.00 12135.00 12035.00 1155.00 1185.00 1205.00 1155.00
2023-08-24 13210.00 13210.00 13270.00 13165.00 12065.00 12065.00 12115.00 12035.00 1145.00 1145.00 1155.00 1130.00
2023-08-23 13045.00 13225.00 13280.00 13020.00 11955.00 12080.00 12130.00 11945.00 1090.00 1145.00 1150.00 1075.00
2023-08-22 13000.00 13050.00 13070.00 12940.00 11965.00 11965.00 11995.00 11895.00 1035.00 1085.00 1075.00 1045.00
2023-08-21 12795.00 13000.00 13055.00 12795.00 11825.00 11960.00 12010.00 11820.00 970.00 1040.00 1045.00 975.00
2023-08-18 12820.00 12795.00 12875.00 12765.00 11850.00 11815.00 11865.00 11790.00 970.00 980.00 1010.00 975.00
2023-08-17 12755.00 12820.00 12830.00 12725.00 11795.00 11825.00 11830.00 11735.00 960.00 995.00 1000.00 990.00
2023-08-16 12785.00 12755.00 12815.00 12725.00 11805.00 11765.00 11845.00 11730.00 980.00 990.00 970.00 995.00
2023-08-15 12830.00 12805.00 12845.00 12775.00 11850.00 11825.00 11865.00 11805.00 980.00 980.00 980.00 970.00
2023-08-14 12995.00 12830.00 13020.00 12770.00 12005.00 11840.00 12005.00 11800.00 990.00 990.00 1015.00 970.00
2023-08-11 12985.00 13010.00 13075.00 12920.00 12000.00 11985.00 12035.00 11955.00 985.00 1025.00 1040.00 965.00
2023-08-10 12970.00 12985.00 13010.00 12945.00 12045.00 11990.00 12045.00 11970.00 925.00 995.00 965.00 975.00
2023-08-09 12850.00 12980.00 13030.00 12830.00 11950.00 11995.00 12035.00 11905.00 900.00 985.00 995.00 925.00
2023-08-08 11980.00 11960.00 12025.00 11920.00 12920.00 12890.00 12965.00 12860.00 -940.00 -930.00 -940.00 -940.00
2023-08-07 12000.00 11960.00 12025.00 11905.00 12915.00 12905.00 12965.00 12830.00 -915.00 -945.00 -940.00 -925.00
2023-08-04 12015.00 11990.00 12045.00 11975.00 12960.00 12930.00 13000.00 12905.00 -945.00 -940.00 -955.00 -930.00
2023-08-03 12210.00 11975.00 12245.00 11955.00 13185.00 12925.00 13265.00 12900.00 -975.00 -950.00 -1020.00 -945.00
2023-08-02 12165.00 12210.00 12220.00 12110.00 13160.00 13175.00 13195.00 13080.00 -995.00 -965.00 -975.00 -970.00
2023-08-01 12325.00 12185.00 12330.00 12170.00 13280.00 13165.00 13290.00 13160.00 -955.00 -980.00 -960.00 -990.00
2023-07-31 12200.00 12300.00 12340.00 12200.00 13130.00 13275.00 13300.00 13115.00 -930.00 -975.00 -960.00 -915.00
2023-07-28 12175.00 12205.00 12260.00 12095.00 13150.00 13135.00 13210.00 13050.00 -975.00 -930.00 -950.00 -955.00
2023-07-27 12200.00 12175.00 12250.00 12140.00 13140.00 13135.00 13200.00 13105.00 -940.00 -960.00 -950.00 -965.00
2023-07-26 12140.00 12200.00 12280.00 12130.00 13105.00 13155.00 13190.00 13100.00 -965.00 -955.00 -910.00 -970.00
2023-07-25 12050.00 12140.00 12155.00 12045.00 13030.00 13110.00 13115.00 13000.00 -980.00 -970.00 -960.00 -955.00
2023-07-24 12055.00 12050.00 12115.00 12020.00 13030.00 13010.00 13085.00 12975.00 -975.00 -960.00 -970.00 -955.00
2023-07-21 12165.00 12115.00 12245.00 12040.00 13175.00 13050.00 13175.00 13025.00 -1010.00 -935.00 -930.00 -985.00
2023-07-20 12180.00 12260.00 12300.00 12165.00 13135.00 13160.00 13195.00 13120.00 -955.00 -900.00 -895.00 -955.00
2023-07-19 12150.00 12200.00 12225.00 12140.00 13115.00 13135.00 13195.00 13100.00 -965.00 -935.00 -970.00 -960.00
2023-07-18 12135.00 12160.00 12175.00 12090.00 13035.00 13115.00 13130.00 13035.00 -900.00 -955.00 -955.00 -945.00
2023-07-17 12530.00 12125.00 12555.00 12110.00 13340.00 13050.00 13360.00 13040.00 -810.00 -925.00 -805.00 -930.00
2023-07-14 12435.00 12480.00 12510.00 12345.00 13330.00 13315.00 13355.00 13235.00 -895.00 -835.00 -845.00 -890.00
2023-07-13 12400.00 12430.00 12520.00 12320.00 13330.00 13325.00 13370.00 13240.00 -930.00 -895.00 -850.00 -920.00
2023-07-12 12320.00 12380.00 12435.00 12275.00 13320.00 13300.00 13400.00 13260.00 -1000.00 -920.00 -965.00 -985.00
2023-07-11 12305.00 12340.00 12385.00 12240.00 13255.00 13315.00 13380.00 13220.00 -950.00 -975.00 -995.00 -980.00
2023-07-10 12450.00 12340.00 12540.00 12335.00 13355.00 13285.00 13385.00 13260.00 -905.00 -945.00 -845.00 -925.00
2023-07-07 12505.00 12460.00 12565.00 12405.00 13390.00 13330.00 13450.00 13325.00 -885.00 -870.00 -885.00 -920.00
2023-07-06 12200.00 12485.00 12500.00 12165.00 13300.00 13390.00 13455.00 13255.00 -1100.00 -905.00 -955.00 -1090.00
2023-07-05 12070.00 12175.00 12190.00 12045.00 13150.00 13260.00 13275.00 13105.00 -1080.00 -1085.00 -1085.00 -1060.00
2023-07-04 12095.00 12065.00 12100.00 12005.00 13145.00 13150.00 13180.00 13105.00 -1050.00 -1085.00 -1080.00 -1100.00
2023-07-03 12080.00 12095.00 12130.00 12070.00 13165.00 13165.00 13200.00 13120.00 -1085.00 -1070.00 -1070.00 -1050.00
2023-06-30 11865.00 12080.00 12120.00 11865.00 13050.00 13175.00 13230.00 13030.00 -1185.00 -1095.00 -1110.00 -1165.00
2023-06-29 11910.00 11885.00 11940.00 11860.00 13050.00 13040.00 13090.00 13020.00 -1140.00 -1155.00 -1150.00 -1160.00
2023-06-28 11945.00 11935.00 11960.00 11870.00 13080.00 13080.00 13105.00 13020.00 -1135.00 -1145.00 -1145.00 -1150.00
2023-06-27 11880.00 11950.00 11980.00 11870.00 13050.00 13095.00 13140.00 13045.00 -1170.00 -1145.00 -1160.00 -1175.00
2023-06-26 11985.00 11860.00 11985.00 11820.00 13200.00 13040.00 13210.00 13015.00 -1215.00 -1180.00 -1225.00 -1195.00
2023-06-21 12065.00 12035.00 12150.00 12020.00 13310.00 13250.00 13355.00 13245.00 -1245.00 -1215.00 -1205.00 -1225.00
2023-06-20 12095.00 12055.00 12100.00 11975.00 13320.00 13285.00 13330.00 13210.00 -1225.00 -1230.00 -1230.00 -1235.00
2023-06-19 12140.00 12085.00 12245.00 12030.00 13370.00 13310.00 13465.00 13275.00 -1230.00 -1225.00 -1220.00 -1245.00
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