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
2023-06-16 12155.00 12130.00 12190.00 12100.00 13405.00 13365.00 13430.00 13340.00 -1250.00 -1235.00 -1240.00 -1240.00
2023-06-15 12080.00 12155.00 12170.00 12000.00 13320.00 13405.00 13420.00 13265.00 -1240.00 -1250.00 -1250.00 -1265.00
2023-06-14 11990.00 12085.00 12170.00 11990.00 13250.00 13325.00 13420.00 13250.00 -1260.00 -1240.00 -1250.00 -1260.00
2023-06-13 11905.00 11960.00 11970.00 11850.00 13190.00 13245.00 13245.00 13135.00 -1285.00 -1285.00 -1275.00 -1285.00
2023-06-12 12080.00 11895.00 12170.00 11835.00 13340.00 13180.00 13435.00 13110.00 -1260.00 -1285.00 -1265.00 -1275.00
2023-06-09 12130.00 12060.00 12165.00 12020.00 13350.00 13330.00 13385.00 13255.00 -1220.00 -1270.00 -1220.00 -1235.00
2023-06-08 12080.00 12130.00 12140.00 12040.00 13315.00 13365.00 13370.00 13265.00 -1235.00 -1235.00 -1230.00 -1225.00
2023-06-07 11800.00 12085.00 12155.00 11800.00 13150.00 13310.00 13400.00 13085.00 -1350.00 -1225.00 -1245.00 -1285.00
2023-06-06 11990.00 11825.00 11990.00 11810.00 13260.00 13095.00 13310.00 13085.00 -1270.00 -1270.00 -1320.00 -1275.00
2023-06-05 12025.00 11970.00 12085.00 11955.00 13330.00 13280.00 13390.00 13255.00 -1305.00 -1310.00 -1305.00 -1300.00
2023-06-02 11850.00 12000.00 12035.00 11795.00 13170.00 13320.00 13365.00 13125.00 -1320.00 -1320.00 -1330.00 -1330.00
2023-06-01 11790.00 11850.00 11885.00 11745.00 13145.00 13165.00 13200.00 13080.00 -1355.00 -1315.00 -1315.00 -1335.00
2023-05-31 11900.00 11830.00 11980.00 11725.00 13230.00 13145.00 13290.00 13040.00 -1330.00 -1315.00 -1310.00 -1315.00
2023-05-30 11910.00 11895.00 11960.00 11820.00 13230.00 13200.00 13285.00 13125.00 -1320.00 -1305.00 -1325.00 -1305.00
2023-05-29 11880.00 11915.00 11950.00 11825.00 13255.00 13230.00 13295.00 13175.00 -1375.00 -1315.00 -1345.00 -1350.00
2023-05-26 11790.00 11875.00 11880.00 11720.00 13140.00 13215.00 13225.00 13030.00 -1350.00 -1340.00 -1345.00 -1310.00
2023-05-25 11820.00 11750.00 11855.00 11665.00 13110.00 13045.00 13185.00 12940.00 -1290.00 -1295.00 -1330.00 -1275.00
2023-05-24 12010.00 11800.00 12015.00 11780.00 13325.00 13100.00 13335.00 13100.00 -1315.00 -1300.00 -1320.00 -1320.00
2023-05-23 12185.00 11975.00 12270.00 11950.00 13490.00 13300.00 13575.00 13280.00 -1305.00 -1325.00 -1305.00 -1330.00
2023-05-22 12230.00 12175.00 12260.00 12025.00 13470.00 13445.00 13555.00 13330.00 -1240.00 -1270.00 -1295.00 -1305.00
2023-05-19 12190.00 12215.00 12250.00 12090.00 13475.00 13475.00 13500.00 13355.00 -1285.00 -1260.00 -1250.00 -1265.00
2023-05-18 12275.00 12195.00 12340.00 12105.00 13600.00 13475.00 13710.00 13385.00 -1325.00 -1280.00 -1370.00 -1280.00
2023-05-17 12180.00 12255.00 12290.00 12165.00 13510.00 13650.00 13675.00 13470.00 -1330.00 -1395.00 -1385.00 -1305.00
2023-05-16 12285.00 12200.00 12385.00 12185.00 13650.00 13550.00 13775.00 13545.00 -1365.00 -1350.00 -1390.00 -1360.00
2023-05-15 12050.00 12305.00 12335.00 12040.00 13375.00 13670.00 13735.00 13375.00 -1325.00 -1365.00 -1400.00 -1335.00
2023-05-12 12105.00 12015.00 12130.00 11880.00 13355.00 13390.00 13485.00 13195.00 -1250.00 -1375.00 -1355.00 -1315.00
2023-05-11 12200.00 12160.00 12325.00 12145.00 13490.00 13505.00 13745.00 13450.00 -1290.00 -1345.00 -1420.00 -1305.00
2023-05-10 12020.00 12125.00 12265.00 11985.00 13115.00 13355.00 13505.00 13080.00 -1095.00 -1230.00 -1240.00 -1095.00
2023-05-09 12070.00 12010.00 12145.00 11970.00 13155.00 13115.00 13245.00 13075.00 -1085.00 -1105.00 -1100.00 -1105.00
2023-05-08 11755.00 12070.00 12105.00 11735.00 12825.00 13160.00 13205.00 12810.00 -1070.00 -1090.00 -1100.00 -1075.00
2023-05-05 11790.00 11730.00 11820.00 11640.00 12860.00 12795.00 12895.00 12705.00 -1070.00 -1065.00 -1075.00 -1065.00
2023-05-04 11660.00 11800.00 11895.00 11595.00 12750.00 12860.00 12965.00 12660.00 -1090.00 -1060.00 -1070.00 -1065.00
2023-04-28 11750.00 11770.00 11825.00 11710.00 12810.00 12850.00 12905.00 12785.00 -1060.00 -1080.00 -1080.00 -1075.00
2023-04-27 11975.00 11740.00 12010.00 11735.00 11840.00 11595.00 11865.00 11595.00 135.00 145.00 145.00 140.00
2023-04-26 11955.00 12005.00 12030.00 11850.00 11840.00 11845.00 11875.00 11700.00 115.00 160.00 155.00 150.00
2023-04-25 11720.00 11990.00 12230.00 11710.00 11575.00 11845.00 12055.00 11575.00 145.00 145.00 175.00 135.00
2023-04-24 11900.00 11695.00 11900.00 11645.00 11745.00 11575.00 11760.00 11530.00 155.00 120.00 140.00 115.00
2023-04-21 12025.00 11860.00 12080.00 11850.00 11895.00 11725.00 11930.00 11720.00 130.00 135.00 150.00 130.00
2023-04-20 11920.00 12040.00 12045.00 11840.00 11790.00 11895.00 11895.00 11700.00 130.00 145.00 150.00 140.00
2023-04-19 11885.00 11980.00 12085.00 11880.00 11740.00 11835.00 11945.00 11740.00 145.00 145.00 140.00 140.00
2023-04-18 11900.00 11905.00 11935.00 11860.00 11790.00 11765.00 11800.00 11720.00 110.00 140.00 135.00 140.00
2023-04-17 11640.00 11905.00 11925.00 11635.00 11525.00 11760.00 11780.00 11505.00 115.00 145.00 145.00 130.00
2023-04-14 11680.00 11640.00 11780.00 11620.00 11580.00 11520.00 11640.00 11495.00 100.00 120.00 140.00 125.00
2023-04-13 11755.00 11680.00 11770.00 11620.00 11625.00 11540.00 11640.00 11500.00 130.00 140.00 130.00 120.00
2023-04-12 11725.00 11735.00 11770.00 11670.00 11645.00 11610.00 11645.00 11540.00 80.00 125.00 125.00 130.00
2023-04-11 11675.00 11730.00 11750.00 11610.00 11550.00 11585.00 11600.00 11480.00 125.00 145.00 150.00 130.00
2023-04-10 11675.00 11680.00 11720.00 11630.00 11540.00 11535.00 11580.00 11485.00 135.00 145.00 140.00 145.00
2023-04-07 11690.00 11625.00 11710.00 11560.00 11560.00 11480.00 11590.00 11430.00 130.00 145.00 120.00 130.00
2023-04-06 11720.00 11660.00 11895.00 11645.00 11660.00 11540.00 11775.00 11515.00 60.00 120.00 120.00 130.00
2023-04-04 11920.00 11795.00 11935.00 11750.00 11900.00 11680.00 11920.00 11650.00 20.00 115.00 15.00 100.00
2023-04-03 11930.00 11870.00 12020.00 11870.00 12000.00 11915.00 12120.00 11895.00 -70.00 -45.00 -100.00 -25.00
2023-03-31 11920.00 11930.00 12035.00 11870.00 11945.00 11990.00 12095.00 11930.00 -25.00 -60.00 -60.00 -60.00
2023-03-30 11900.00 11900.00 11940.00 11850.00 11970.00 11975.00 12025.00 11930.00 -70.00 -75.00 -85.00 -80.00
2023-03-29 11925.00 11865.00 11960.00 11800.00 12030.00 11940.00 12065.00 11890.00 -105.00 -75.00 -105.00 -90.00
2023-03-28 11895.00 11930.00 11965.00 11875.00 12050.00 12045.00 12090.00 12010.00 -155.00 -115.00 -125.00 -135.00
2023-03-27 11670.00 11875.00 11940.00 11640.00 11830.00 12015.00 12060.00 11805.00 -160.00 -140.00 -120.00 -165.00
2023-03-24 11685.00 11720.00 11755.00 11615.00 11855.00 11875.00 11910.00 11770.00 -170.00 -155.00 -155.00 -155.00
2023-03-23 11735.00 11675.00 11810.00 11645.00 11915.00 11840.00 11950.00 11820.00 -180.00 -165.00 -140.00 -175.00
2023-03-22 11755.00 11700.00 11785.00 11625.00 11900.00 11870.00 11935.00 11805.00 -145.00 -170.00 -150.00 -180.00
2023-03-21 11700.00 11710.00 11740.00 11575.00 11830.00 11880.00 11895.00 11750.00 -130.00 -170.00 -155.00 -175.00
2023-03-20 11700.00 11655.00 11780.00 11640.00 11875.00 11815.00 11950.00 11790.00 -175.00 -160.00 -170.00 -150.00
2023-03-17 11620.00 11675.00 11735.00 11585.00 11780.00 11830.00 11895.00 11745.00 -160.00 -155.00 -160.00 -160.00
2023-03-16 11860.00 11570.00 11920.00 11550.00 11950.00 11725.00 12060.00 11715.00 -90.00 -155.00 -140.00 -165.00
2023-03-15 11955.00 11940.00 12075.00 11925.00 12100.00 12085.00 12195.00 12070.00 -145.00 -145.00 -120.00 -145.00
2023-03-14 11890.00 11955.00 12050.00 11785.00 12000.00 12100.00 12200.00 11910.00 -110.00 -145.00 -150.00 -125.00
2023-03-13 11990.00 11970.00 12025.00 11895.00 12135.00 12120.00 12165.00 12030.00 -145.00 -150.00 -140.00 -135.00
2023-03-10 12170.00 11990.00 12250.00 11975.00 12260.00 12120.00 12345.00 12110.00 -90.00 -130.00 -95.00 -135.00
2023-03-09 12315.00 12190.00 12330.00 12180.00 12375.00 12280.00 12410.00 12280.00 -60.00 -90.00 -80.00 -100.00
2023-03-08 12445.00 12290.00 12480.00 12275.00 12510.00 12365.00 12555.00 12350.00 -65.00 -75.00 -75.00 -75.00
2023-03-07 12405.00 12445.00 12480.00 12350.00 12530.00 12530.00 12575.00 12450.00 -125.00 -85.00 -95.00 -100.00
2023-03-06 12590.00 12430.00 12600.00 12415.00 12640.00 12530.00 12660.00 12510.00 -50.00 -100.00 -60.00 -95.00
2023-03-03 12620.00 12605.00 12645.00 12560.00 12650.00 12655.00 12695.00 12615.00 -30.00 -50.00 -50.00 -55.00
2023-03-02 12570.00 12630.00 12645.00 12570.00 12610.00 12675.00 12695.00 12610.00 -40.00 -45.00 -50.00 -40.00
2023-03-01 12455.00 12560.00 12605.00 12390.00 12550.00 12625.00 12665.00 12495.00 -95.00 -65.00 -60.00 -105.00
2023-02-28 12500.00 12450.00 12550.00 12420.00 12590.00 12545.00 12640.00 12515.00 -90.00 -95.00 -90.00 -95.00
2023-02-27 12555.00 12495.00 12615.00 12460.00 12635.00 12585.00 12700.00 12560.00 -80.00 -90.00 -85.00 -100.00
2023-02-24 12590.00 12590.00 12675.00 12540.00 12685.00 12675.00 12760.00 12640.00 -95.00 -85.00 -85.00 -100.00
2023-02-23 12520.00 12570.00 12705.00 12520.00 12625.00 12680.00 12795.00 12625.00 -105.00 -110.00 -90.00 -105.00
2023-02-22 12575.00 12530.00 12580.00 12485.00 12650.00 12610.00 12675.00 12585.00 -75.00 -80.00 -95.00 -100.00
2023-02-21 12575.00 12580.00 12665.00 12555.00 12600.00 12665.00 12725.00 12600.00 -25.00 -85.00 -60.00 -45.00
2023-02-20 12455.00 12565.00 12610.00 12345.00 12545.00 12620.00 12650.00 12435.00 -90.00 -55.00 -40.00 -90.00
2023-02-17 12560.00 12490.00 12595.00 12465.00 12615.00 12565.00 12640.00 12535.00 -55.00 -75.00 -45.00 -70.00
2023-02-16 12505.00 12565.00 12655.00 12505.00 12545.00 12610.00 12680.00 12540.00 -40.00 -45.00 -25.00 -35.00
2023-02-15 12565.00 12530.00 12620.00 12480.00 12640.00 12585.00 12645.00 12535.00 -75.00 -55.00 -25.00 -55.00
2023-02-14 12555.00 12585.00 12610.00 12490.00 12575.00 12620.00 12650.00 12540.00 -20.00 -35.00 -40.00 -50.00
2023-02-13 12560.00 12540.00 12635.00 12475.00 12545.00 12535.00 12615.00 12480.00 15.00 5.00 20.00 -5.00
2023-02-10 12620.00 12545.00 12760.00 12455.00 12590.00 12525.00 12710.00 12450.00 30.00 20.00 50.00 5.00
2023-02-09 12630.00 12645.00 12750.00 12620.00 12645.00 12610.00 12700.00 12585.00 -15.00 35.00 50.00 35.00
2023-02-08 12715.00 12650.00 12720.00 12625.00 12640.00 12595.00 12645.00 12570.00 75.00 55.00 75.00 55.00
2023-02-07 12735.00 12715.00 12755.00 12600.00 12710.00 12640.00 12715.00 12540.00 25.00 75.00 40.00 60.00
2023-02-06 12700.00 12735.00 12745.00 12585.00 12650.00 12695.00 12710.00 12570.00 50.00 40.00 35.00 15.00
2023-02-03 12750.00 12685.00 12795.00 12600.00 12740.00 12635.00 12740.00 12555.00 10.00 50.00 55.00 45.00
2023-02-02 13145.00 12765.00 13145.00 12740.00 13050.00 12695.00 13050.00 12665.00 95.00 70.00 95.00 75.00
2023-02-01 13190.00 13180.00 13285.00 13140.00 13050.00 13075.00 13140.00 13010.00 140.00 105.00 145.00 130.00
2023-01-31 13330.00 13220.00 13405.00 13120.00 13130.00 13100.00 13205.00 13010.00 200.00 120.00 200.00 110.00
2023-01-30 13610.00 13345.00 13690.00 13270.00 13210.00 13150.00 13310.00 13070.00 400.00 195.00 380.00 200.00
2023-01-20 13280.00 13390.00 13390.00 13180.00 13080.00 13095.00 13140.00 12970.00 200.00 295.00 250.00 210.00
2023-01-19 13430.00 13305.00 13455.00 13205.00 13130.00 13050.00 13165.00 12970.00 300.00 255.00 290.00 235.00
2023-01-18 13325.00 13430.00 13470.00 13310.00 13005.00 13135.00 13170.00 13005.00 320.00 295.00 300.00 305.00
2023-01-17 13040.00 13315.00 13390.00 13000.00 12805.00 13060.00 13145.00 12800.00 235.00 255.00 245.00 200.00
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