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
2022-08-18 12950.00 12855.00 12950.00 12805.00 11880.00 11960.00 12010.00 11880.00 1070.00 895.00 940.00 925.00
2022-08-17 12810.00 12890.00 12965.00 12765.00 11930.00 11960.00 12045.00 11900.00 880.00 930.00 920.00 865.00
2022-08-16 12750.00 12810.00 12820.00 12580.00 11850.00 11930.00 11935.00 11720.00 900.00 880.00 885.00 860.00
2022-08-15 12980.00 12835.00 13020.00 12760.00 12000.00 11925.00 12040.00 11850.00 980.00 910.00 980.00 910.00
2022-08-12 13000.00 13010.00 13125.00 12950.00 12095.00 12035.00 12130.00 11990.00 905.00 975.00 995.00 960.00
2022-08-11 12940.00 12985.00 13020.00 12875.00 12030.00 12050.00 12070.00 11970.00 910.00 935.00 950.00 905.00
2022-08-10 13235.00 12920.00 13275.00 12870.00 12245.00 12005.00 12290.00 11955.00 990.00 915.00 985.00 915.00
2022-08-09 12235.00 12225.00 12280.00 12195.00 13235.00 13220.00 13290.00 13185.00 -1000.00 -995.00 -1010.00 -990.00
2022-08-08 12050.00 12255.00 12305.00 12030.00 12950.00 13255.00 13275.00 12905.00 -900.00 -1000.00 -970.00 -875.00
2022-08-05 11960.00 12080.00 12130.00 11930.00 12835.00 12970.00 13060.00 12790.00 -875.00 -890.00 -930.00 -860.00
2022-08-04 12150.00 11960.00 12235.00 11855.00 13055.00 12835.00 13160.00 12745.00 -905.00 -875.00 -925.00 -890.00
2022-08-03 12075.00 12070.00 12120.00 11955.00 13080.00 13035.00 13120.00 12960.00 -1005.00 -965.00 -1000.00 -1005.00
2022-08-02 12125.00 12075.00 12130.00 11870.00 13100.00 13085.00 13135.00 12880.00 -975.00 -1010.00 -1005.00 -1010.00
2022-08-01 12230.00 12125.00 12335.00 12035.00 13195.00 13100.00 13330.00 13020.00 -965.00 -975.00 -995.00 -985.00
2022-07-29 12145.00 12230.00 12300.00 12120.00 13165.00 13185.00 13295.00 13120.00 -1020.00 -955.00 -995.00 -1000.00
2022-07-28 12120.00 12145.00 12245.00 12010.00 13035.00 13170.00 13250.00 13020.00 -915.00 -1025.00 -1005.00 -1010.00
2022-07-27 12150.00 12125.00 12175.00 12055.00 13125.00 13130.00 13195.00 13075.00 -975.00 -1005.00 -1020.00 -1020.00
2022-07-26 12125.00 12150.00 12220.00 12085.00 13110.00 13185.00 13220.00 13090.00 -985.00 -1035.00 -1000.00 -1005.00
2022-07-25 11670.00 12125.00 12170.00 11670.00 12830.00 13145.00 13220.00 12780.00 -1160.00 -1020.00 -1050.00 -1110.00
2022-07-22 11700.00 11665.00 11735.00 11490.00 12760.00 12775.00 12870.00 12645.00 -1060.00 -1110.00 -1135.00 -1155.00
2022-07-21 11890.00 11760.00 11965.00 11760.00 13000.00 12895.00 13085.00 12895.00 -1110.00 -1135.00 -1120.00 -1135.00
2022-07-20 11900.00 11890.00 12000.00 11805.00 13010.00 13005.00 13130.00 12930.00 -1110.00 -1115.00 -1130.00 -1125.00
2022-07-19 11980.00 11940.00 12055.00 11940.00 13080.00 13050.00 13190.00 13050.00 -1100.00 -1110.00 -1135.00 -1110.00
2022-07-18 11875.00 11965.00 12030.00 11765.00 12950.00 13110.00 13165.00 12855.00 -1075.00 -1145.00 -1135.00 -1090.00
2022-07-15 12020.00 11705.00 12040.00 11655.00 13125.00 12830.00 13155.00 12785.00 -1105.00 -1125.00 -1115.00 -1130.00
2022-07-14 12180.00 12055.00 12180.00 11965.00 13250.00 13170.00 13305.00 13100.00 -1070.00 -1115.00 -1125.00 -1135.00
2022-07-13 12635.00 12190.00 12635.00 12035.00 13735.00 13280.00 13735.00 13150.00 -1100.00 -1090.00 -1100.00 -1115.00
2022-07-12 12645.00 12685.00 12760.00 12540.00 13700.00 13760.00 13845.00 13635.00 -1055.00 -1075.00 -1085.00 -1095.00
2022-07-11 12665.00 12645.00 12745.00 12575.00 13730.00 13735.00 13835.00 13670.00 -1065.00 -1090.00 -1090.00 -1095.00
2022-07-08 12675.00 12675.00 12780.00 12670.00 13760.00 13760.00 13880.00 13760.00 -1085.00 -1085.00 -1100.00 -1090.00
2022-07-07 12655.00 12670.00 12760.00 12615.00 13690.00 13755.00 13855.00 13690.00 -1035.00 -1085.00 -1095.00 -1075.00
2022-07-06 12850.00 12655.00 12850.00 12530.00 13935.00 13730.00 13935.00 13580.00 -1085.00 -1075.00 -1085.00 -1050.00
2022-07-05 13070.00 12900.00 13110.00 12810.00 13180.00 12950.00 13180.00 12865.00 -110.00 -50.00 -70.00 -55.00
2022-07-04 13020.00 13080.00 13175.00 12985.00 13075.00 13130.00 13225.00 13040.00 -55.00 -50.00 -50.00 -55.00
2022-07-01 12850.00 12995.00 13085.00 12705.00 12910.00 13045.00 13145.00 12770.00 -60.00 -50.00 -60.00 -65.00
2022-06-30 12910.00 12875.00 12960.00 12790.00 12960.00 12945.00 13025.00 12850.00 -50.00 -70.00 -65.00 -60.00
2022-06-29 12930.00 12885.00 12960.00 12780.00 13005.00 12960.00 13015.00 12850.00 -75.00 -75.00 -55.00 -70.00
2022-06-28 12850.00 12930.00 12965.00 12755.00 12920.00 12990.00 13025.00 12825.00 -70.00 -60.00 -60.00 -70.00
2022-06-27 12815.00 12850.00 12945.00 12650.00 12950.00 12920.00 13010.00 12730.00 -135.00 -70.00 -65.00 -80.00
2022-06-24 12780.00 12800.00 12880.00 12680.00 12825.00 12885.00 12940.00 12750.00 -45.00 -85.00 -60.00 -70.00
2022-06-23 12510.00 12755.00 12785.00 12510.00 12580.00 12825.00 12850.00 12580.00 -70.00 -70.00 -65.00 -70.00
2022-06-22 12700.00 12500.00 12730.00 12455.00 12775.00 12575.00 12800.00 12525.00 -75.00 -75.00 -70.00 -70.00
2022-06-21 12825.00 12680.00 12840.00 12535.00 12905.00 12745.00 12905.00 12610.00 -80.00 -65.00 -65.00 -75.00
2022-06-20 12770.00 12810.00 12820.00 12630.00 12855.00 12885.00 12900.00 12710.00 -85.00 -75.00 -80.00 -80.00
2022-06-17 12840.00 12770.00 12860.00 12625.00 12885.00 12845.00 12925.00 12695.00 -45.00 -75.00 -65.00 -70.00
2022-06-16 12830.00 12840.00 12930.00 12770.00 12905.00 12905.00 12995.00 12840.00 -75.00 -65.00 -65.00 -70.00
2022-06-15 12875.00 12820.00 12955.00 12815.00 12960.00 12900.00 13025.00 12885.00 -85.00 -80.00 -70.00 -70.00
2022-06-14 12980.00 12875.00 13000.00 12810.00 13000.00 12950.00 13065.00 12885.00 -20.00 -75.00 -65.00 -75.00
2022-06-13 13345.00 12980.00 13380.00 12915.00 13460.00 13045.00 13460.00 12990.00 -115.00 -65.00 -80.00 -75.00
2022-06-10 13395.00 13380.00 13455.00 13320.00 13485.00 13460.00 13525.00 13400.00 -90.00 -80.00 -70.00 -80.00
2022-06-09 13275.00 13395.00 13580.00 13275.00 13365.00 13485.00 13660.00 13365.00 -90.00 -90.00 -80.00 -90.00
2022-06-08 13195.00 13270.00 13305.00 13160.00 13265.00 13340.00 13385.00 13180.00 -70.00 -70.00 -80.00 -20.00
2022-06-07 13320.00 13195.00 13345.00 13135.00 13405.00 13270.00 13425.00 13215.00 -85.00 -75.00 -80.00 -80.00
2022-06-06 13420.00 13350.00 13450.00 13310.00 13565.00 13435.00 13590.00 13395.00 -145.00 -85.00 -140.00 -85.00
2022-06-02 13320.00 13380.00 13385.00 13230.00 13435.00 13450.00 13460.00 13305.00 -115.00 -70.00 -75.00 -75.00
2022-06-01 13230.00 13320.00 13340.00 13105.00 13320.00 13390.00 13410.00 13185.00 -90.00 -70.00 -70.00 -80.00
2022-05-31 13145.00 13230.00 13285.00 13140.00 13255.00 13315.00 13355.00 13215.00 -110.00 -85.00 -70.00 -75.00
2022-05-30 13220.00 13145.00 13355.00 13125.00 13240.00 13220.00 13415.00 13195.00 -20.00 -75.00 -60.00 -70.00
2022-05-27 13270.00 13220.00 13295.00 13170.00 13380.00 13285.00 13380.00 13240.00 -110.00 -65.00 -85.00 -70.00
2022-05-26 13150.00 13255.00 13260.00 13105.00 13210.00 13315.00 13325.00 13180.00 -60.00 -60.00 -65.00 -75.00
2022-05-25 13040.00 13145.00 13155.00 13005.00 13105.00 13210.00 13220.00 13070.00 -65.00 -65.00 -65.00 -65.00
2022-05-24 13045.00 13020.00 13200.00 13020.00 13125.00 13085.00 13260.00 13080.00 -80.00 -65.00 -60.00 -60.00
2022-05-23 13090.00 13045.00 13115.00 12920.00 13155.00 13105.00 13180.00 12985.00 -65.00 -60.00 -65.00 -65.00
2022-05-20 13030.00 13085.00 13160.00 12985.00 13145.00 13155.00 13225.00 13050.00 -115.00 -70.00 -65.00 -65.00
2022-05-19 12980.00 13070.00 13085.00 12865.00 13080.00 13145.00 13150.00 12915.00 -100.00 -75.00 -65.00 -50.00
2022-05-18 13080.00 12980.00 13175.00 12970.00 13135.00 13035.00 13245.00 13035.00 -55.00 -55.00 -70.00 -65.00
2022-05-17 13075.00 13070.00 13135.00 13030.00 13150.00 13135.00 13200.00 13095.00 -75.00 -65.00 -65.00 -65.00
2022-05-16 12860.00 13070.00 13115.00 12780.00 12940.00 13130.00 13170.00 12850.00 -80.00 -60.00 -55.00 -70.00
2022-05-13 12740.00 12835.00 12850.00 12710.00 12805.00 12905.00 12915.00 12780.00 -65.00 -70.00 -65.00 -70.00
2022-05-12 12750.00 12730.00 12870.00 12650.00 12815.00 12795.00 12930.00 12715.00 -65.00 -65.00 -60.00 -65.00
2022-05-11 12790.00 12780.00 12870.00 12645.00 12805.00 12855.00 12925.00 12715.00 -15.00 -75.00 -55.00 -70.00
2022-05-10 12420.00 12765.00 12805.00 12420.00 12480.00 12825.00 12870.00 12480.00 -60.00 -60.00 -65.00 -60.00
2022-05-09 12750.00 12435.00 12785.00 12410.00 12810.00 12495.00 12845.00 12470.00 -60.00 -60.00 -60.00 -60.00
2022-05-06 12925.00 12745.00 12965.00 12710.00 12995.00 12810.00 13035.00 12775.00 -70.00 -65.00 -70.00 -65.00
2022-05-05 12900.00 12905.00 12985.00 12820.00 13045.00 12975.00 13055.00 12900.00 -145.00 -70.00 -70.00 -80.00
2022-04-29 12660.00 12915.00 12955.00 12630.00 12675.00 12990.00 13030.00 12675.00 -15.00 -75.00 -75.00 -45.00
2022-04-28 12700.00 12610.00 12710.00 12585.00 12500.00 12395.00 12505.00 12380.00 200.00 215.00 205.00 205.00
2022-04-27 12635.00 12700.00 12730.00 12560.00 12490.00 12490.00 12525.00 12365.00 145.00 210.00 205.00 195.00
2022-04-26 12670.00 12635.00 12780.00 12510.00 12480.00 12430.00 12575.00 12315.00 190.00 205.00 205.00 195.00
2022-04-25 13015.00 12665.00 13060.00 12655.00 12885.00 12480.00 12895.00 12470.00 130.00 185.00 165.00 185.00
2022-04-22 13270.00 13015.00 13280.00 13010.00 13100.00 12830.00 13110.00 12830.00 170.00 185.00 170.00 180.00
2022-04-21 13400.00 13270.00 13410.00 13205.00 13215.00 13095.00 13225.00 13035.00 185.00 175.00 185.00 170.00
2022-04-20 13465.00 13400.00 13475.00 13360.00 13280.00 13210.00 13285.00 13170.00 185.00 190.00 190.00 190.00
2022-04-19 13500.00 13495.00 13580.00 13465.00 13285.00 13310.00 13380.00 13285.00 215.00 185.00 200.00 180.00
2022-04-18 13320.00 13475.00 13515.00 13310.00 13180.00 13285.00 13330.00 13150.00 140.00 190.00 185.00 160.00
2022-04-15 13455.00 13340.00 13465.00 13325.00 13260.00 13170.00 13290.00 13165.00 195.00 170.00 175.00 160.00
2022-04-14 13345.00 13460.00 13490.00 13345.00 13230.00 13280.00 13310.00 13195.00 115.00 180.00 180.00 150.00
2022-04-13 13550.00 13345.00 13565.00 13310.00 13365.00 13190.00 13375.00 13150.00 185.00 155.00 190.00 160.00
2022-04-12 13510.00 13545.00 13600.00 13445.00 13350.00 13365.00 13410.00 13280.00 160.00 180.00 190.00 165.00
2022-04-11 13570.00 13540.00 13620.00 13470.00 13380.00 13355.00 13420.00 13285.00 190.00 185.00 200.00 185.00
2022-04-08 13545.00 13545.00 13575.00 13430.00 13350.00 13365.00 13380.00 13250.00 195.00 180.00 195.00 180.00
2022-04-07 13845.00 13555.00 13860.00 13500.00 13620.00 13350.00 13630.00 13300.00 225.00 205.00 230.00 200.00
2022-04-06 13840.00 13845.00 13995.00 13830.00 13670.00 13625.00 13775.00 13615.00 170.00 220.00 220.00 215.00
2022-04-01 13820.00 13830.00 13935.00 13805.00 13750.00 13615.00 13765.00 13590.00 70.00 215.00 170.00 215.00
2022-03-31 13605.00 13705.00 13730.00 13585.00 13755.00 13880.00 13910.00 13755.00 -150.00 -175.00 -180.00 -170.00
2022-03-30 13300.00 13585.00 13630.00 13225.00 13460.00 13785.00 13820.00 13415.00 -160.00 -200.00 -190.00 -190.00
2022-03-29 13375.00 13360.00 13440.00 13320.00 13620.00 13570.00 13640.00 13535.00 -245.00 -210.00 -200.00 -215.00
2022-03-28 13470.00 13410.00 13510.00 13250.00 13695.00 13625.00 13735.00 13490.00 -225.00 -215.00 -225.00 -240.00
2022-03-25 13465.00 13510.00 13560.00 13400.00 13645.00 13725.00 13770.00 13620.00 -180.00 -215.00 -210.00 -220.00
2022-03-24 13400.00 13465.00 13580.00 13375.00 13615.00 13680.00 13785.00 13610.00 -215.00 -215.00 -205.00 -235.00
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