焦炭期货跨期套利数据回测

本页面展示焦炭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

关于焦炭期货跨期套利的详细数据分析,请查看文章:。

焦炭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

焦炭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

焦炭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
2025-12-08 1598.50 1552.50 1600.00 1542.00 1730.00 1708.50 1744.50 1701.00 -131.50 -156.00 -144.50 -159.00
2025-12-05 1658.00 1585.00 1671.00 1585.00 1777.50 1734.00 1793.00 1732.00 -119.50 -149.00 -122.00 -147.00
2025-12-04 1615.00 1651.50 1667.50 1615.00 1746.00 1782.50 1789.00 1739.50 -131.00 -131.00 -121.50 -124.50
2025-12-03 1629.50 1624.50 1645.00 1610.50 1765.00 1751.50 1776.00 1735.50 -135.50 -127.00 -131.00 -125.00
2025-12-02 1610.00 1629.50 1629.50 1606.00 1764.50 1764.50 1771.50 1751.00 -154.50 -135.00 -142.00 -145.00
2025-12-01 1573.00 1619.50 1633.50 1554.00 1729.00 1770.00 1777.50 1708.00 -156.00 -150.50 -144.00 -154.00
2025-11-28 1595.50 1574.50 1599.00 1562.00 1741.50 1731.00 1745.50 1716.00 -146.00 -156.50 -146.50 -154.00
2025-11-27 1630.00 1607.00 1630.00 1589.50 1770.00 1751.00 1773.50 1740.00 -140.00 -144.00 -143.50 -150.50
2025-11-26 1635.00 1619.00 1640.50 1581.00 1781.50 1765.00 1784.50 1737.00 -146.50 -146.00 -144.00 -156.00
2025-11-25 1627.00 1643.00 1657.00 1626.50 1792.50 1788.50 1803.00 1778.50 -165.50 -145.50 -146.00 -152.00
2025-11-24 1620.00 1632.50 1652.00 1596.00 1778.00 1782.00 1799.00 1749.50 -158.00 -149.50 -147.00 -153.50
2025-11-21 1636.00 1614.50 1647.50 1614.50 1788.00 1778.00 1799.00 1775.00 -152.00 -163.50 -151.50 -160.50
2025-11-20 1638.00 1633.50 1654.00 1620.50 1790.00 1783.50 1808.50 1768.00 -152.00 -150.00 -154.50 -147.50
2025-11-19 1650.00 1639.00 1658.50 1632.50 1800.00 1795.50 1819.50 1792.00 -150.00 -156.50 -161.00 -159.50
2025-11-18 1710.50 1649.50 1710.50 1641.50 1842.00 1795.00 1847.50 1792.00 -131.50 -145.50 -137.00 -150.50
2025-11-17 1669.00 1710.00 1720.00 1666.00 1817.50 1847.50 1860.00 1808.50 -148.50 -137.50 -140.00 -142.50
2025-11-14 1697.00 1669.50 1700.00 1663.00 1825.50 1812.00 1833.00 1802.50 -128.50 -142.50 -133.00 -139.50
2025-11-13 1691.00 1686.00 1698.00 1674.00 1839.00 1820.00 1840.00 1810.00 -148.00 -134.00 -142.00 -136.00
2025-11-12 1685.00 1689.50 1699.50 1681.00 1819.50 1835.50 1845.00 1819.50 -134.50 -146.00 -145.50 -138.50
2025-11-11 1740.00 1685.00 1757.50 1685.00 1865.00 1831.00 1889.00 1830.00 -125.00 -146.00 -131.50 -145.00
2025-11-10 1758.50 1743.50 1773.00 1731.00 1888.00 1876.50 1900.00 1858.50 -129.50 -133.00 -127.00 -127.50
2025-11-07 1780.00 1756.50 1786.00 1750.00 1920.00 1886.00 1920.00 1881.00 -140.00 -129.50 -134.00 -131.00
2025-11-06 1753.50 1776.50 1785.00 1746.50 1900.00 1912.00 1920.00 1888.50 -146.50 -135.50 -135.00 -142.00
2025-11-05 1726.00 1753.00 1764.00 1719.50 1872.00 1895.00 1902.00 1861.00 -146.00 -142.00 -138.00 -141.50
2025-11-04 1772.00 1729.00 1787.00 1725.00 1910.00 1870.00 1918.50 1864.00 -138.00 -141.00 -131.50 -139.00
2025-11-03 1774.50 1771.50 1789.50 1750.00 1927.50 1908.50 1927.50 1889.50 -153.00 -137.00 -138.00 -139.50
2025-10-31 1786.50 1777.00 1818.50 1770.00 1927.00 1916.50 1951.00 1907.50 -140.50 -139.50 -132.50 -137.50
2025-10-30 1800.00 1786.50 1815.00 1778.50 1940.00 1927.00 1956.00 1920.00 -140.00 -140.50 -141.00 -141.50
2025-10-29 1746.00 1801.00 1810.50 1745.50 1869.50 1944.00 1952.50 1869.50 -123.50 -143.00 -142.00 -124.00
2025-10-28 1780.00 1747.50 1786.50 1740.00 1912.00 1877.00 1925.00 1875.00 -132.00 -129.50 -138.50 -135.00
2025-10-27 1759.00 1779.50 1782.50 1746.00 1879.50 1910.00 1910.00 1877.00 -120.50 -130.50 -127.50 -131.00
2025-10-24 1765.00 1757.50 1782.50 1751.50 1888.00 1887.00 1910.00 1881.50 -123.00 -129.50 -127.50 -130.00
2025-10-23 1718.00 1768.00 1769.00 1702.00 1860.00 1896.00 1896.00 1848.00 -142.00 -128.00 -127.00 -146.00
2025-10-22 1672.00 1709.50 1717.50 1671.00 1810.00 1854.50 1859.00 1810.00 -138.00 -145.00 -141.50 -139.00
2025-10-21 1719.00 1672.00 1719.00 1670.00 1868.50 1817.50 1868.50 1816.50 -149.50 -145.50 -149.50 -146.50
2025-10-20 1685.00 1710.00 1738.00 1685.00 1831.00 1858.00 1880.00 1831.00 -146.00 -148.00 -142.00 -146.00
2025-10-17 1672.50 1676.00 1691.50 1668.50 1828.00 1824.00 1837.50 1816.00 -155.50 -148.00 -146.00 -147.50
2025-10-16 1642.00 1672.50 1678.00 1627.00 1800.00 1824.50 1826.50 1773.50 -158.00 -152.00 -148.50 -146.50
2025-10-15 1640.50 1642.00 1655.00 1616.50 1802.50 1785.00 1803.50 1761.00 -162.00 -143.00 -148.50 -144.50
2025-10-14 1650.00 1654.50 1667.50 1607.00 1802.50 1796.50 1815.00 1756.00 -152.50 -142.00 -147.50 -149.00
2025-10-13 1670.00 1642.50 1682.00 1625.50 1822.00 1794.50 1835.00 1775.50 -152.00 -152.00 -153.00 -150.00
2025-10-10 1646.50 1666.50 1674.00 1645.50 1810.00 1819.00 1827.50 1805.00 -163.50 -152.50 -153.50 -159.50
2025-10-09 1626.00 1654.00 1663.00 1620.00 1774.00 1809.00 1816.00 1767.50 -148.00 -155.00 -153.00 -147.50
2025-09-30 1650.00 1623.00 1668.00 1620.00 1798.50 1766.50 1813.50 1762.00 -148.50 -143.50 -145.50 -142.00
2025-09-29 1699.50 1647.00 1701.00 1642.50 1844.50 1790.00 1844.50 1788.50 -145.00 -143.00 -143.50 -146.00
2025-09-26 1751.00 1692.50 1754.50 1691.00 1892.00 1835.50 1895.50 1835.50 -141.00 -143.00 -141.00 -144.50
2025-09-25 1730.00 1760.00 1767.00 1715.00 1863.00 1900.00 1906.00 1860.50 -133.00 -140.00 -139.00 -145.50
2025-09-24 1720.00 1730.00 1746.50 1707.00 1868.50 1871.00 1888.50 1850.50 -148.50 -141.00 -142.00 -143.50
2025-09-23 1721.00 1717.50 1734.00 1689.00 1859.00 1861.00 1866.00 1826.50 -138.00 -143.50 -132.00 -137.50
2025-09-22 1740.00 1718.00 1753.50 1705.00 1875.00 1851.50 1897.00 1840.00 -135.00 -133.50 -143.50 -135.00
2025-09-19 1709.00 1738.50 1747.50 1707.00 1854.50 1883.00 1892.00 1844.00 -145.50 -144.50 -144.50 -137.00
2025-09-18 1738.00 1709.00 1754.00 1698.50 1870.00 1848.00 1880.00 1834.00 -132.00 -139.00 -126.00 -135.50
2025-09-17 1740.00 1734.50 1748.00 1710.00 1873.00 1863.50 1879.00 1837.50 -133.00 -129.00 -131.00 -127.50
2025-09-16 1689.00 1735.00 1745.00 1689.00 1819.50 1873.50 1887.50 1819.50 -130.50 -138.50 -142.50 -130.50
2025-09-15 1628.50 1688.50 1698.00 1628.00 1772.00 1828.00 1841.50 1763.50 -143.50 -139.50 -143.50 -135.50
2025-09-12 1622.00 1625.50 1640.50 1595.00 1768.50 1762.50 1772.00 1730.00 -146.50 -137.00 -131.50 -135.00
2025-09-11 1605.00 1630.00 1635.50 1601.00 1724.00 1760.00 1767.00 1724.00 -119.00 -130.00 -131.50 -123.00
2025-09-10 1589.00 1603.00 1631.00 1578.50 1735.50 1732.50 1753.50 1707.00 -146.50 -129.50 -122.50 -128.50
2025-09-09 1620.00 1597.50 1632.50 1596.00 1747.50 1725.50 1764.50 1722.50 -127.50 -128.00 -132.00 -126.50
2025-09-08 1640.50 1620.00 1643.50 1590.00 1747.00 1741.00 1755.00 1710.00 -106.50 -121.00 -111.50 -120.00
2025-09-05 1580.00 1646.50 1662.50 1574.50 1684.50 1755.50 1771.50 1672.00 -104.50 -109.00 -109.00 -97.50
2025-09-04 1592.00 1581.50 1593.50 1553.00 1695.50 1677.50 1695.50 1646.50 -103.50 -96.00 -102.00 -93.50
2025-09-03 1597.00 1594.00 1619.50 1585.50 1681.00 1688.00 1713.50 1681.00 -84.00 -94.00 -94.00 -95.50
2025-09-02 1598.00 1596.50 1623.00 1585.00 1698.50 1689.00 1716.50 1682.50 -100.50 -92.50 -93.50 -97.50
2025-09-01 1638.00 1594.50 1643.00 1573.00 1509.00 1467.00 1538.00 1450.00 129.00 127.50 105.00 123.00
2025-08-29 1672.50 1643.00 1680.00 1635.00 1584.50 1481.00 1590.00 1460.00 88.00 162.00 90.00 175.00
2025-08-28 1678.50 1672.50 1678.50 1634.00 1608.00 1583.50 1609.00 1562.00 70.50 89.00 69.50 72.00
2025-08-27 1685.00 1669.50 1700.00 1658.50 1610.00 1600.50 1624.00 1592.50 75.00 69.00 76.00 66.00
2025-08-26 1737.00 1681.00 1749.50 1680.50 1650.00 1610.00 1666.50 1610.00 87.00 71.00 83.00 70.50
2025-08-25 1679.00 1736.00 1754.00 1672.00 1625.00 1652.00 1672.00 1625.00 54.00 84.00 82.00 47.00
2025-08-22 1670.00 1678.50 1679.50 1651.50 1618.00 1627.00 1627.50 1607.00 52.00 51.50 52.00 44.50
2025-08-21 1679.00 1664.00 1694.50 1657.00 1630.00 1605.00 1644.00 1602.50 49.00 59.00 50.50 54.50
2025-08-20 1713.00 1678.00 1719.50 1653.50 1636.00 1633.00 1645.00 1602.50 77.00 45.00 74.50 51.00
2025-08-19 1716.50 1708.50 1740.00 1702.00 1634.00 1635.00 1666.00 1632.50 82.50 73.50 74.00 69.50
2025-08-18 1726.00 1702.00 1758.00 1681.00 1660.00 1634.00 1679.00 1611.00 66.00 68.00 79.00 70.00
2025-08-15 1710.00 1729.50 1745.00 1709.00 1621.00 1653.00 1664.50 1621.00 89.00 76.50 80.50 88.00
2025-08-14 1738.00 1707.00 1752.00 1679.50 1654.50 1636.00 1675.00 1617.00 83.50 71.00 77.00 62.50
2025-08-13 1812.00 1737.00 1823.00 1731.00 1728.50 1659.50 1750.00 1653.00 83.50 77.50 73.00 78.00
2025-08-12 1757.00 1812.00 1832.00 1746.00 1690.00 1730.00 1746.00 1667.50 67.00 82.00 86.00 78.50
2025-08-11 1652.50 1681.00 1694.00 1628.00 1729.00 1759.50 1766.00 1697.50 -76.50 -78.50 -72.00 -69.50
2025-08-08 1663.00 1653.50 1666.00 1631.00 1738.00 1734.00 1747.50 1712.00 -75.00 -80.50 -81.50 -81.00
2025-08-07 1639.50 1667.50 1698.00 1627.50 1726.00 1744.00 1774.50 1701.50 -86.50 -76.50 -76.50 -74.00
2025-08-06 1633.00 1644.50 1668.00 1620.00 1710.00 1732.50 1753.00 1694.00 -77.00 -88.00 -85.00 -74.00
2025-08-05 1610.00 1634.50 1665.00 1578.00 1669.50 1708.00 1737.50 1642.00 -59.50 -73.50 -72.50 -64.00
2025-08-04 1585.50 1615.00 1626.00 1551.50 1629.50 1675.50 1683.00 1601.50 -44.00 -60.50 -57.00 -50.00
2025-08-01 1603.00 1585.00 1649.50 1560.00 1652.00 1624.00 1695.50 1594.50 -49.00 -39.00 -46.00 -34.50
2025-07-31 1679.50 1601.00 1681.00 1578.00 1751.00 1654.50 1751.00 1632.00 -71.50 -53.50 -70.00 -54.00
2025-07-30 1640.50 1676.50 1722.00 1632.00 1695.00 1740.00 1782.50 1690.50 -54.50 -63.50 -60.50 -58.50
2025-07-29 1610.00 1633.00 1639.00 1573.50 1641.50 1690.50 1698.00 1627.50 -31.50 -57.50 -59.00 -54.00
2025-07-28 1748.50 1608.50 1749.00 1608.50 1800.00 1650.50 1800.00 1650.50 -51.50 -42.00 -51.00 -42.00
2025-07-25 1738.00 1763.00 1776.00 1706.00 1805.00 1811.00 1820.50 1756.50 -67.00 -48.00 -44.50 -50.50
2025-07-24 1702.00 1735.00 1822.00 1664.00 1736.00 1785.50 1864.50 1709.00 -34.00 -50.50 -42.50 -45.00
2025-07-23 1686.00 1707.50 1740.50 1647.50 1747.50 1743.00 1780.00 1688.50 -61.50 -35.50 -39.50 -41.00
2025-07-22 1599.50 1697.50 1697.50 1587.00 1649.50 1752.00 1752.50 1638.00 -50.00 -54.50 -55.00 -51.00
2025-07-21 1530.00 1603.00 1616.50 1522.00 1569.50 1654.00 1665.50 1568.00 -39.50 -51.00 -49.00 -46.00
2025-07-18 1520.00 1518.00 1543.00 1507.50 1562.00 1563.00 1588.00 1553.50 -42.00 -45.00 -45.00 -46.00
2025-07-17 1486.50 1519.00 1519.50 1485.00 1532.50 1559.00 1560.50 1530.00 -46.00 -40.00 -41.00 -45.00
2025-07-16 1517.00 1494.50 1525.00 1486.00 1562.00 1538.50 1567.50 1527.00 -45.00 -44.00 -42.50 -41.00
2025-07-15 1520.00 1514.00 1533.50 1502.50 1571.00 1560.50 1576.00 1544.50 -51.00 -46.50 -42.50 -42.00
2025-07-14 1516.00 1525.00 1543.00 1512.00 1543.50 1569.00 1571.00 1543.50 -27.50 -44.00 -28.00 -31.50
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