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
2023-01-16 12960.00 13010.00 13080.00 12875.00 12780.00 12785.00 12860.00 12695.00 180.00 225.00 220.00 180.00
2023-01-13 12995.00 13000.00 13080.00 12930.00 12800.00 12785.00 12885.00 12760.00 195.00 215.00 195.00 170.00
2023-01-12 13050.00 12970.00 13065.00 12860.00 12910.00 12790.00 12910.00 12710.00 140.00 180.00 155.00 150.00
2023-01-11 12930.00 13095.00 13155.00 12885.00 12735.00 12915.00 12945.00 12650.00 195.00 180.00 210.00 235.00
2023-01-10 12890.00 12920.00 12955.00 12830.00 12725.00 12725.00 12770.00 12670.00 165.00 195.00 185.00 160.00
2023-01-09 12900.00 12890.00 12965.00 12800.00 12690.00 12710.00 12765.00 12630.00 210.00 180.00 200.00 170.00
2023-01-06 13030.00 12895.00 13060.00 12725.00 12820.00 12700.00 12845.00 12550.00 210.00 195.00 215.00 175.00
2023-01-05 13045.00 13010.00 13075.00 12930.00 12840.00 12810.00 12850.00 12700.00 205.00 200.00 225.00 230.00
2023-01-04 13070.00 13080.00 13135.00 13030.00 12970.00 12855.00 12995.00 12845.00 100.00 225.00 140.00 185.00
2023-01-03 12700.00 13070.00 13100.00 12505.00 12690.00 12950.00 12970.00 12450.00 10.00 120.00 130.00 55.00
2022-12-30 12675.00 12695.00 12740.00 12620.00 12700.00 12650.00 12700.00 12575.00 -25.00 45.00 40.00 45.00
2022-12-29 12815.00 12685.00 12870.00 12610.00 12815.00 12650.00 12830.00 12585.00 0.00 35.00 40.00 25.00
2022-12-28 12780.00 12815.00 12875.00 12700.00 12715.00 12770.00 12835.00 12665.00 65.00 45.00 40.00 35.00
2022-12-27 12645.00 12800.00 12835.00 12630.00 12860.00 12975.00 12995.00 12795.00 -215.00 -175.00 -160.00 -165.00
2022-12-26 12565.00 12645.00 12715.00 12520.00 12790.00 12810.00 12870.00 12710.00 -225.00 -165.00 -155.00 -190.00
2022-12-23 12700.00 12575.00 12770.00 12530.00 12845.00 12750.00 12905.00 12705.00 -145.00 -175.00 -135.00 -175.00
2022-12-22 12810.00 12695.00 12855.00 12610.00 12945.00 12825.00 12995.00 12765.00 -135.00 -130.00 -140.00 -155.00
2022-12-21 12700.00 12795.00 12830.00 12670.00 12830.00 12925.00 12960.00 12810.00 -130.00 -130.00 -130.00 -140.00
2022-12-20 12785.00 12720.00 12800.00 12620.00 12935.00 12845.00 12935.00 12775.00 -150.00 -125.00 -135.00 -155.00
2022-12-19 13065.00 12780.00 13130.00 12750.00 13090.00 12900.00 13185.00 12890.00 -25.00 -120.00 -55.00 -140.00
2022-12-16 13020.00 13090.00 13300.00 12975.00 13150.00 13155.00 13345.00 13045.00 -130.00 -65.00 -45.00 -70.00
2022-12-15 13130.00 13020.00 13135.00 12870.00 13195.00 13100.00 13205.00 12960.00 -65.00 -80.00 -70.00 -90.00
2022-12-14 13000.00 13140.00 13185.00 12990.00 13005.00 13175.00 13210.00 13005.00 -5.00 -35.00 -25.00 -15.00
2022-12-13 12905.00 12985.00 13005.00 12825.00 13035.00 13025.00 13060.00 12910.00 -130.00 -40.00 -55.00 -85.00
2022-12-12 13185.00 12970.00 13215.00 12920.00 13265.00 13025.00 13265.00 13005.00 -80.00 -55.00 -50.00 -85.00
2022-12-09 13165.00 13215.00 13235.00 13120.00 13205.00 13250.00 13260.00 13155.00 -40.00 -35.00 -25.00 -35.00
2022-12-08 12930.00 13165.00 13175.00 12865.00 13000.00 13180.00 13190.00 12915.00 -70.00 -15.00 -15.00 -50.00
2022-12-07 12930.00 12940.00 13125.00 12900.00 12910.00 12985.00 13115.00 12910.00 20.00 -45.00 10.00 -10.00
2022-12-06 12895.00 12935.00 13010.00 12830.00 12905.00 12950.00 13005.00 12805.00 -10.00 -15.00 5.00 25.00
2022-12-05 12950.00 12910.00 12985.00 12835.00 12915.00 12860.00 12990.00 12800.00 35.00 50.00 -5.00 35.00
2022-12-02 12800.00 12950.00 12960.00 12725.00 12760.00 12945.00 12950.00 12700.00 40.00 5.00 10.00 25.00
2022-12-01 12800.00 12870.00 13025.00 12800.00 12695.00 12805.00 12970.00 12695.00 105.00 65.00 55.00 105.00
2022-11-30 12840.00 12760.00 12870.00 12700.00 12705.00 12665.00 12745.00 12605.00 135.00 95.00 125.00 95.00
2022-11-29 12850.00 12840.00 12910.00 12765.00 12600.00 12705.00 12770.00 12600.00 250.00 135.00 140.00 165.00
2022-11-28 12795.00 12855.00 12980.00 12775.00 12580.00 12620.00 12805.00 12560.00 215.00 235.00 175.00 215.00
2022-11-25 12720.00 12735.00 12800.00 12625.00 12535.00 12580.00 12615.00 12450.00 185.00 155.00 185.00 175.00
2022-11-24 12760.00 12755.00 12870.00 12735.00 12500.00 12550.00 12660.00 12500.00 260.00 205.00 210.00 235.00
2022-11-23 12765.00 12790.00 12865.00 12725.00 12560.00 12600.00 12655.00 12540.00 205.00 190.00 210.00 185.00
2022-11-22 12380.00 12785.00 12830.00 12370.00 12240.00 12580.00 12645.00 12240.00 140.00 205.00 185.00 130.00
2022-11-21 12720.00 12355.00 12735.00 12255.00 12600.00 12245.00 12600.00 12160.00 120.00 110.00 135.00 95.00
2022-11-18 12775.00 12755.00 12855.00 12700.00 12595.00 12605.00 12660.00 12545.00 180.00 150.00 195.00 155.00
2022-11-17 12655.00 12810.00 12890.00 12640.00 12505.00 12625.00 12695.00 12480.00 150.00 185.00 195.00 160.00
2022-11-16 12650.00 12685.00 12715.00 12535.00 12480.00 12535.00 12560.00 12425.00 170.00 150.00 155.00 110.00
2022-11-15 12600.00 12650.00 12735.00 12575.00 12430.00 12535.00 12575.00 12430.00 170.00 115.00 160.00 145.00
2022-11-14 12605.00 12580.00 12750.00 12465.00 12460.00 12470.00 12595.00 12360.00 145.00 110.00 155.00 105.00
2022-11-11 12470.00 12590.00 12735.00 12455.00 12300.00 12435.00 12565.00 12300.00 170.00 155.00 170.00 155.00
2022-11-10 12555.00 12525.00 12655.00 12470.00 12400.00 12330.00 12465.00 12300.00 155.00 195.00 190.00 170.00
2022-11-09 12575.00 12615.00 12630.00 12530.00 12480.00 12465.00 12490.00 12410.00 95.00 150.00 140.00 120.00
2022-11-08 12300.00 12590.00 12595.00 12295.00 12250.00 12485.00 12490.00 12230.00 50.00 105.00 105.00 65.00
2022-11-07 12330.00 12280.00 12385.00 12200.00 12250.00 12215.00 12310.00 12140.00 80.00 65.00 75.00 60.00
2022-11-04 12135.00 12285.00 12365.00 12045.00 11980.00 12230.00 12295.00 11925.00 155.00 55.00 70.00 120.00
2022-11-03 12175.00 12180.00 12280.00 12130.00 12050.00 12045.00 12185.00 12000.00 125.00 135.00 95.00 130.00
2022-11-02 12220.00 12205.00 12275.00 12075.00 12090.00 12075.00 12185.00 11990.00 130.00 130.00 90.00 85.00
2022-11-01 11705.00 12190.00 12195.00 11705.00 11735.00 12095.00 12105.00 11675.00 -30.00 95.00 90.00 30.00
2022-10-31 11810.00 11750.00 11845.00 11585.00 11865.00 11735.00 11885.00 11605.00 -55.00 15.00 -40.00 -20.00
2022-10-28 12075.00 11835.00 12110.00 11785.00 12095.00 11865.00 12155.00 11845.00 -20.00 -30.00 -45.00 -60.00
2022-10-27 12210.00 12055.00 12260.00 12035.00 12195.00 12095.00 12285.00 12075.00 15.00 -40.00 -25.00 -40.00
2022-10-26 12335.00 12185.00 12380.00 12165.00 12350.00 12215.00 12425.00 12200.00 -15.00 -30.00 -45.00 -35.00
2022-10-25 12300.00 12370.00 12405.00 12225.00 12355.00 12430.00 12450.00 12315.00 -55.00 -60.00 -45.00 -90.00
2022-10-24 12290.00 12305.00 12410.00 12280.00 12390.00 12370.00 12470.00 12350.00 -100.00 -65.00 -60.00 -70.00
2022-10-21 12375.00 12340.00 12445.00 12290.00 12465.00 12400.00 12525.00 12375.00 -90.00 -60.00 -80.00 -85.00
2022-10-20 12620.00 12375.00 12625.00 12355.00 12630.00 12445.00 12675.00 12430.00 -10.00 -70.00 -50.00 -75.00
2022-10-19 12720.00 12655.00 12755.00 12640.00 12780.00 12705.00 12820.00 12705.00 -60.00 -50.00 -65.00 -65.00
2022-10-18 12840.00 12700.00 12855.00 12585.00 12935.00 12770.00 12935.00 12685.00 -95.00 -70.00 -80.00 -100.00
2022-10-17 12825.00 12840.00 12950.00 12785.00 12855.00 12910.00 13025.00 12835.00 -30.00 -70.00 -75.00 -50.00
2022-10-14 12775.00 12830.00 12915.00 12685.00 12800.00 12875.00 12940.00 12730.00 -25.00 -45.00 -25.00 -45.00
2022-10-13 12825.00 12815.00 12870.00 12740.00 12860.00 12850.00 12920.00 12795.00 -35.00 -35.00 -50.00 -55.00
2022-10-12 12875.00 12830.00 12890.00 12720.00 12910.00 12870.00 12910.00 12765.00 -35.00 -40.00 -20.00 -45.00
2022-10-11 13095.00 12875.00 13135.00 12850.00 13010.00 12910.00 13115.00 12860.00 85.00 -35.00 20.00 -10.00
2022-10-10 13400.00 13045.00 13460.00 13025.00 13175.00 13015.00 13300.00 12975.00 225.00 30.00 160.00 50.00
2022-09-30 13300.00 13135.00 13500.00 13060.00 13205.00 13025.00 13375.00 12950.00 95.00 110.00 125.00 110.00
2022-09-29 13270.00 13285.00 13335.00 13210.00 13135.00 13180.00 13245.00 13080.00 135.00 105.00 90.00 130.00
2022-09-28 13400.00 13225.00 13435.00 13210.00 13255.00 13110.00 13285.00 13110.00 145.00 115.00 150.00 100.00
2022-09-27 13050.00 13380.00 13460.00 13035.00 12855.00 13245.00 13300.00 12855.00 195.00 135.00 160.00 180.00
2022-09-26 13005.00 13005.00 13180.00 12930.00 12835.00 12845.00 12980.00 12775.00 170.00 160.00 200.00 155.00
2022-09-23 13205.00 13085.00 13275.00 13055.00 12935.00 12925.00 13060.00 12865.00 270.00 160.00 215.00 190.00
2022-09-22 13205.00 13205.00 13300.00 13145.00 12970.00 12955.00 13020.00 12865.00 235.00 250.00 280.00 280.00
2022-09-21 13110.00 13230.00 13245.00 12930.00 12840.00 12970.00 12970.00 12715.00 270.00 260.00 275.00 215.00
2022-09-20 12850.00 13135.00 13235.00 12820.00 12600.00 12860.00 12940.00 12575.00 250.00 275.00 295.00 245.00
2022-09-19 12970.00 12885.00 13090.00 12875.00 12730.00 12645.00 12795.00 12640.00 240.00 240.00 295.00 235.00
2022-09-16 12895.00 12970.00 13070.00 12885.00 12720.00 12735.00 12865.00 12705.00 175.00 235.00 205.00 180.00
2022-09-15 12740.00 12905.00 13005.00 12735.00 12685.00 12745.00 12905.00 12685.00 55.00 160.00 100.00 50.00
2022-09-14 12680.00 12730.00 12755.00 12645.00 12685.00 12700.00 12780.00 12665.00 -5.00 30.00 -25.00 -20.00
2022-09-13 12425.00 12700.00 12730.00 12400.00 12490.00 12735.00 12770.00 12475.00 -65.00 -35.00 -40.00 -75.00
2022-09-09 12340.00 12380.00 12400.00 12230.00 12435.00 12445.00 12475.00 12325.00 -95.00 -65.00 -75.00 -95.00
2022-09-08 12245.00 12340.00 12440.00 12245.00 12370.00 12425.00 12505.00 12345.00 -125.00 -85.00 -65.00 -100.00
2022-09-07 12275.00 12260.00 12340.00 12190.00 12380.00 12345.00 12420.00 12270.00 -105.00 -85.00 -80.00 -80.00
2022-09-06 12410.00 12310.00 12420.00 12240.00 12530.00 12410.00 12540.00 12340.00 -120.00 -100.00 -120.00 -100.00
2022-09-05 12300.00 12405.00 12430.00 12270.00 12465.00 12535.00 12555.00 12410.00 -165.00 -130.00 -125.00 -140.00
2022-09-02 12315.00 12280.00 12370.00 12185.00 12480.00 12430.00 12520.00 12325.00 -165.00 -150.00 -150.00 -140.00
2022-09-01 12465.00 12345.00 12555.00 12335.00 11740.00 11575.00 11790.00 11565.00 725.00 770.00 765.00 770.00
2022-08-31 12565.00 12565.00 12650.00 12525.00 11885.00 11780.00 11930.00 11770.00 680.00 785.00 720.00 755.00
2022-08-30 12770.00 12635.00 12810.00 12545.00 11970.00 11910.00 12000.00 11815.00 800.00 725.00 810.00 730.00
2022-08-29 12670.00 12770.00 12870.00 12670.00 11900.00 11970.00 12055.00 11890.00 770.00 800.00 815.00 780.00
2022-08-26 12635.00 12670.00 12680.00 12460.00 11865.00 11875.00 11890.00 11730.00 770.00 795.00 790.00 730.00
2022-08-25 12665.00 12660.00 12745.00 12600.00 11870.00 11875.00 11930.00 11815.00 795.00 785.00 815.00 785.00
2022-08-24 12890.00 12705.00 12930.00 12685.00 12030.00 11880.00 12055.00 11870.00 860.00 825.00 875.00 815.00
2022-08-23 12870.00 12870.00 12945.00 12810.00 12000.00 12010.00 12050.00 11955.00 870.00 860.00 895.00 855.00
2022-08-22 12720.00 12875.00 12890.00 12705.00 11865.00 12000.00 12000.00 11840.00 855.00 875.00 890.00 865.00
2022-08-19 12885.00 12700.00 12895.00 12630.00 11960.00 11840.00 11985.00 11800.00 925.00 860.00 910.00 830.00
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