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:
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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。
关于焦炭期货跨期套利的详细数据分析,请查看文章:。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-03-23 | 3495.00 | 3543.50 | 3569.00 | 3445.00 | 3418.50 | 3483.00 | 3485.00 | 3362.50 | 76.50 | 60.50 | 84.00 | 82.50 |
| 2022-03-22 | 3550.00 | 3508.50 | 3620.50 | 3500.00 | 3468.00 | 3443.00 | 3523.00 | 3430.00 | 82.00 | 65.50 | 97.50 | 70.00 |
| 2022-03-21 | 3648.50 | 3603.00 | 3680.00 | 3545.00 | 3450.00 | 3468.00 | 3495.50 | 3419.00 | 198.50 | 135.00 | 184.50 | 126.00 |
| 2022-03-18 | 3540.00 | 3691.00 | 3693.00 | 3540.00 | 3356.00 | 3496.50 | 3497.00 | 3352.00 | 184.00 | 194.50 | 196.00 | 188.00 |
| 2022-03-17 | 3561.00 | 3559.50 | 3609.00 | 3506.00 | 3366.00 | 3370.00 | 3395.00 | 3302.00 | 195.00 | 189.50 | 214.00 | 204.00 |
| 2022-03-16 | 3405.00 | 3548.50 | 3557.00 | 3395.00 | 3205.50 | 3325.00 | 3350.00 | 3178.50 | 199.50 | 223.50 | 207.00 | 216.50 |
| 2022-03-15 | 3435.00 | 3424.50 | 3564.50 | 3405.00 | 3159.50 | 3205.50 | 3323.00 | 3147.50 | 275.50 | 219.00 | 241.50 | 257.50 |
| 2022-03-14 | 3610.00 | 3429.50 | 3693.50 | 3411.50 | 3319.50 | 3160.00 | 3374.50 | 3160.00 | 290.50 | 269.50 | 319.00 | 251.50 |
| 2022-03-11 | 3746.00 | 3677.50 | 3821.00 | 3628.00 | 3427.00 | 3356.00 | 3496.50 | 3316.50 | 319.00 | 321.50 | 324.50 | 311.50 |
| 2022-03-10 | 3729.00 | 3724.50 | 3771.00 | 3600.00 | 3450.00 | 3417.00 | 3450.00 | 3302.00 | 279.00 | 307.50 | 321.00 | 298.00 |
| 2022-03-09 | 3712.00 | 3770.50 | 3828.50 | 3683.00 | 3410.50 | 3469.00 | 3498.50 | 3370.50 | 301.50 | 301.50 | 330.00 | 312.50 |
| 2022-03-08 | 3847.00 | 3734.50 | 3847.50 | 3652.00 | 3494.50 | 3428.00 | 3549.00 | 3377.50 | 352.50 | 306.50 | 298.50 | 274.50 |
| 2022-03-07 | 3599.50 | 3847.50 | 3932.00 | 3571.00 | 3348.50 | 3567.50 | 3634.00 | 3332.00 | 251.00 | 280.00 | 298.00 | 239.00 |
| 2022-03-04 | 3600.00 | 3585.00 | 3634.00 | 3536.00 | 3341.00 | 3340.00 | 3409.50 | 3307.00 | 259.00 | 245.00 | 224.50 | 229.00 |
| 2022-03-03 | 3500.00 | 3571.50 | 3574.00 | 3453.50 | 3318.50 | 3355.00 | 3360.00 | 3246.00 | 181.50 | 216.50 | 214.00 | 207.50 |
| 2022-03-02 | 3425.00 | 3460.00 | 3529.00 | 3381.50 | 3259.00 | 3291.50 | 3358.00 | 3208.50 | 166.00 | 168.50 | 171.00 | 173.00 |
| 2022-03-01 | 3310.00 | 3420.00 | 3424.00 | 3310.00 | 3130.00 | 3259.00 | 3259.00 | 3130.00 | 180.00 | 161.00 | 165.00 | 180.00 |
| 2022-02-28 | 3180.00 | 3296.50 | 3313.50 | 3155.00 | 3006.00 | 3106.50 | 3122.50 | 2960.00 | 174.00 | 190.00 | 191.00 | 195.00 |
| 2022-02-25 | 3395.00 | 3183.00 | 3488.00 | 3022.00 | 3198.50 | 3006.00 | 3272.00 | 2808.50 | 196.50 | 177.00 | 216.00 | 213.50 |
| 2022-02-24 | 3445.00 | 3391.50 | 3466.50 | 3338.00 | 3267.00 | 3191.00 | 3272.00 | 3158.50 | 178.00 | 200.50 | 194.50 | 179.50 |
| 2022-02-23 | 3356.00 | 3445.00 | 3454.00 | 3351.00 | 3184.00 | 3254.50 | 3263.00 | 3178.00 | 172.00 | 190.50 | 191.00 | 173.00 |
| 2022-02-22 | 3400.00 | 3356.50 | 3435.00 | 3332.00 | 3206.00 | 3180.50 | 3260.00 | 3171.00 | 194.00 | 176.00 | 175.00 | 161.00 |
| 2022-02-21 | 3300.00 | 3389.00 | 3398.00 | 3275.00 | 3102.00 | 3203.50 | 3206.00 | 3094.50 | 198.00 | 185.50 | 192.00 | 180.50 |
| 2022-02-18 | 3210.00 | 3315.50 | 3322.00 | 3210.00 | 3020.50 | 3119.00 | 3119.00 | 3020.50 | 189.50 | 196.50 | 203.00 | 189.50 |
| 2022-02-17 | 3198.00 | 3210.00 | 3228.00 | 3164.50 | 3030.00 | 3025.50 | 3047.00 | 2998.50 | 168.00 | 184.50 | 181.00 | 166.00 |
| 2022-02-16 | 3145.00 | 3192.00 | 3205.00 | 3115.50 | 2991.00 | 3022.00 | 3030.00 | 2968.50 | 154.00 | 170.00 | 175.00 | 147.00 |
| 2022-02-15 | 3160.00 | 3139.00 | 3161.50 | 3080.00 | 3030.50 | 2983.00 | 3033.00 | 2941.00 | 129.50 | 156.00 | 128.50 | 139.00 |
| 2022-02-14 | 3080.00 | 3169.50 | 3192.00 | 3080.00 | 2985.00 | 3035.00 | 3065.50 | 2980.00 | 95.00 | 134.50 | 126.50 | 100.00 |
| 2022-02-11 | 3119.00 | 3095.00 | 3196.00 | 3090.00 | 2980.00 | 2985.00 | 3062.00 | 2980.00 | 139.00 | 110.00 | 134.00 | 110.00 |
| 2022-02-10 | 2999.00 | 3083.00 | 3094.00 | 2960.00 | 2900.00 | 2967.00 | 2980.00 | 2860.00 | 99.00 | 116.00 | 114.00 | 100.00 |
| 2022-02-09 | 3120.00 | 3026.00 | 3139.00 | 3023.00 | 3001.00 | 2919.00 | 3013.00 | 2901.50 | 119.00 | 107.00 | 126.00 | 121.50 |
| 2022-02-08 | 2980.00 | 3133.00 | 3136.50 | 2977.00 | 2889.50 | 3001.00 | 3001.00 | 2889.50 | 90.50 | 132.00 | 135.50 | 87.50 |
| 2022-02-07 | 3020.00 | 2990.00 | 3050.00 | 2961.00 | 2965.50 | 2886.00 | 2965.50 | 2852.00 | 54.50 | 104.00 | 84.50 | 109.00 |
| 2022-01-28 | 2989.50 | 3100.00 | 3103.50 | 2950.00 | 2833.00 | 2965.50 | 2965.50 | 2823.50 | 156.50 | 134.50 | 138.00 | 126.50 |
| 2022-01-27 | 3000.00 | 2962.00 | 3026.00 | 2935.00 | 2880.00 | 2822.50 | 2892.50 | 2807.00 | 120.00 | 139.50 | 133.50 | 128.00 |
| 2022-01-26 | 2963.00 | 2980.00 | 3015.00 | 2920.00 | 2831.00 | 2840.00 | 2871.00 | 2786.50 | 132.00 | 140.00 | 144.00 | 133.50 |
| 2022-01-25 | 2900.00 | 2962.50 | 2969.00 | 2898.00 | 2814.50 | 2831.00 | 2843.50 | 2778.00 | 85.50 | 131.50 | 125.50 | 120.00 |
| 2022-01-24 | 2905.00 | 2900.00 | 2965.00 | 2871.00 | 2785.00 | 2786.50 | 2853.00 | 2761.00 | 120.00 | 113.50 | 112.00 | 110.00 |
| 2022-01-21 | 3009.00 | 2907.50 | 3012.00 | 2897.50 | 2873.00 | 2802.00 | 2903.00 | 2800.00 | 136.00 | 105.50 | 109.00 | 97.50 |
| 2022-01-20 | 2946.00 | 3008.00 | 3024.00 | 2890.00 | 2828.50 | 2894.00 | 2906.50 | 2788.00 | 117.50 | 114.00 | 117.50 | 102.00 |
| 2022-01-19 | 2992.50 | 2946.00 | 3048.50 | 2936.00 | 2863.50 | 2830.00 | 2923.00 | 2820.00 | 129.00 | 116.00 | 125.50 | 116.00 |
| 2022-01-18 | 2914.50 | 2992.50 | 3004.00 | 2902.50 | 2780.50 | 2856.00 | 2868.50 | 2780.50 | 134.00 | 136.50 | 135.50 | 122.00 |
| 2022-01-17 | 3075.00 | 2914.50 | 3095.00 | 2913.00 | 2949.00 | 2781.00 | 2951.00 | 2781.00 | 126.00 | 133.50 | 144.00 | 132.00 |
| 2022-01-14 | 3099.00 | 3082.00 | 3131.00 | 3066.00 | 2958.50 | 2945.00 | 2986.00 | 2923.00 | 140.50 | 137.00 | 145.00 | 143.00 |
| 2022-01-13 | 3189.50 | 3106.00 | 3248.00 | 3106.00 | 3048.00 | 2964.00 | 3085.00 | 2958.00 | 141.50 | 142.00 | 163.00 | 148.00 |
| 2022-01-12 | 3191.00 | 3181.00 | 3210.00 | 3115.00 | 3054.00 | 3018.00 | 3054.00 | 2960.00 | 137.00 | 163.00 | 156.00 | 155.00 |
| 2022-01-11 | 3198.00 | 3171.00 | 3198.00 | 3091.00 | 3012.00 | 3015.00 | 3015.00 | 2942.50 | 186.00 | 156.00 | 183.00 | 148.50 |
| 2022-01-10 | 3159.50 | 3178.50 | 3230.50 | 3130.50 | 3025.00 | 3026.50 | 3058.00 | 2970.00 | 134.50 | 152.00 | 172.50 | 160.50 |
| 2022-01-07 | 3200.00 | 3159.50 | 3209.00 | 3105.00 | 3040.00 | 2999.00 | 3040.00 | 2944.00 | 160.00 | 160.50 | 169.00 | 161.00 |
| 2022-01-06 | 3155.00 | 3175.50 | 3225.00 | 3154.50 | 2950.00 | 3012.50 | 3051.00 | 2950.00 | 205.00 | 163.00 | 174.00 | 204.50 |
| 2022-01-05 | 3059.50 | 3150.00 | 3151.50 | 3037.50 | 2878.50 | 2970.00 | 2970.00 | 2860.00 | 181.00 | 180.00 | 181.50 | 177.50 |
| 2022-01-04 | 2957.00 | 3047.00 | 3055.00 | 2957.00 | 2999.00 | 3035.00 | 3101.00 | 2940.50 | -42.00 | 12.00 | -46.00 | 16.50 |
| 2021-12-31 | 2900.00 | 2934.00 | 2945.00 | 2861.50 | 2916.50 | 2963.50 | 3095.00 | 2910.00 | -16.50 | -29.50 | -150.00 | -48.50 |
| 2021-12-30 | 2930.00 | 2911.00 | 2953.00 | 2880.00 | 2900.00 | 2944.00 | 2944.00 | 2900.00 | 30.00 | -33.00 | 9.00 | -20.00 |
| 2021-12-29 | 2895.00 | 2934.00 | 2939.00 | 2874.00 | 2729.00 | 2763.50 | 2773.50 | 2717.50 | 166.00 | 170.50 | 165.50 | 156.50 |
| 2021-12-28 | 2926.00 | 2895.00 | 2948.00 | 2886.00 | 2760.50 | 2721.50 | 2770.00 | 2700.00 | 165.50 | 173.50 | 178.00 | 186.00 |
| 2021-12-27 | 3150.00 | 2935.50 | 3166.50 | 2916.50 | 2983.50 | 2779.00 | 2999.00 | 2774.00 | 166.50 | 156.50 | 167.50 | 142.50 |
| 2021-12-24 | 3092.00 | 3168.50 | 3169.00 | 3090.00 | 2956.50 | 3003.00 | 3010.00 | 2940.00 | 135.50 | 165.50 | 159.00 | 150.00 |
| 2021-12-23 | 3070.00 | 3087.50 | 3107.00 | 3045.50 | 2888.50 | 2924.00 | 2946.00 | 2882.00 | 181.50 | 163.50 | 161.00 | 163.50 |
| 2021-12-22 | 3040.00 | 3067.00 | 3110.00 | 3027.00 | 2960.00 | 2899.00 | 2960.00 | 2888.50 | 80.00 | 168.00 | 150.00 | 138.50 |
| 2021-12-21 | 2992.00 | 3078.50 | 3089.50 | 2965.00 | 2971.50 | 2999.00 | 3001.00 | 2959.00 | 20.50 | 79.50 | 88.50 | 6.00 |
| 2021-12-20 | 3051.00 | 2993.50 | 3140.00 | 2988.00 | 3050.00 | 2980.00 | 3068.50 | 2980.00 | 1.00 | 13.50 | 71.50 | 8.00 |
| 2021-12-17 | 3050.00 | 3051.00 | 3098.50 | 3019.50 | 3025.00 | 3035.50 | 3052.00 | 3004.50 | 25.00 | 15.50 | 46.50 | 15.00 |
| 2021-12-16 | 2996.50 | 3053.00 | 3058.00 | 2962.00 | 2979.00 | 3021.50 | 3025.00 | 2971.00 | 17.50 | 31.50 | 33.00 | -9.00 |
| 2021-12-15 | 2990.00 | 2996.50 | 3048.00 | 2955.00 | 3000.00 | 2987.00 | 3040.00 | 2970.00 | -10.00 | 9.50 | 8.00 | -15.00 |
| 2021-12-14 | 2980.00 | 2968.00 | 3016.50 | 2936.00 | 2995.00 | 2970.00 | 3023.00 | 2970.00 | -15.00 | -2.00 | -6.50 | -34.00 |
| 2021-12-13 | 2939.00 | 2972.00 | 2983.00 | 2847.00 | 2950.00 | 2995.00 | 3000.00 | 2932.50 | -11.00 | -23.00 | -17.00 | -85.50 |
| 2021-12-10 | 2900.00 | 2911.00 | 2978.00 | 2853.50 | 2984.00 | 2967.50 | 3006.00 | 2905.50 | -84.00 | -56.50 | -28.00 | -52.00 |
| 2021-12-09 | 2916.50 | 2920.50 | 3000.50 | 2881.00 | 2990.00 | 2985.50 | 3025.00 | 2962.00 | -73.50 | -65.00 | -24.50 | -81.00 |
| 2021-12-08 | 2956.00 | 2916.50 | 3019.00 | 2910.00 | 2997.50 | 2985.50 | 3025.00 | 2961.00 | -41.50 | -69.00 | -6.00 | -51.00 |
| 2021-12-07 | 2852.50 | 2949.00 | 2999.50 | 2852.50 | 2950.00 | 2997.50 | 3046.00 | 2947.50 | -97.50 | -48.50 | -46.50 | -95.00 |
| 2021-12-06 | 2873.00 | 2844.00 | 2899.50 | 2785.50 | 2910.00 | 2908.00 | 2960.00 | 2880.00 | -37.00 | -64.00 | -60.50 | -94.50 |
| 2021-12-03 | 2710.00 | 2847.00 | 2877.00 | 2665.50 | 2870.00 | 2905.00 | 2945.00 | 2835.50 | -160.00 | -58.00 | -68.00 | -170.00 |
| 2021-12-02 | 2800.00 | 2710.00 | 2843.50 | 2709.00 | 2870.00 | 2876.00 | 2940.00 | 2870.00 | -70.00 | -166.00 | -96.50 | -161.00 |
| 2021-12-01 | 2688.00 | 2798.00 | 2813.50 | 2676.50 | 2870.00 | 2877.50 | 2920.00 | 2840.00 | -182.00 | -79.50 | -106.50 | -163.50 |
| 2021-11-30 | 2609.00 | 2663.00 | 2708.00 | 2600.00 | 2802.50 | 2828.50 | 2903.00 | 2801.00 | -193.50 | -165.50 | -195.00 | -201.00 |
| 2021-11-29 | 2803.00 | 2820.00 | 2882.00 | 2800.00 | 2580.00 | 2599.00 | 2655.50 | 2550.00 | 223.00 | 221.00 | 226.50 | 250.00 |
| 2021-11-26 | 3044.00 | 2857.00 | 3045.00 | 2842.00 | 2780.00 | 2593.50 | 2780.00 | 2591.50 | 264.00 | 263.50 | 265.00 | 250.50 |
| 2021-11-25 | 3000.00 | 3044.00 | 3080.00 | 2980.00 | 2740.00 | 2770.50 | 2797.50 | 2700.50 | 260.00 | 273.50 | 282.50 | 279.50 |
| 2021-11-24 | 2880.00 | 3050.00 | 3050.00 | 2876.00 | 2542.50 | 2755.00 | 2784.00 | 2542.00 | 337.50 | 295.00 | 266.00 | 334.00 |
| 2021-11-23 | 2856.50 | 2880.50 | 2956.00 | 2851.00 | 2465.00 | 2546.00 | 2589.00 | 2456.50 | 391.50 | 334.50 | 367.00 | 394.50 |
| 2021-11-22 | 2758.50 | 2866.00 | 2913.50 | 2747.50 | 2380.00 | 2478.00 | 2517.50 | 2380.00 | 378.50 | 388.00 | 396.00 | 367.50 |
| 2021-11-19 | 2775.00 | 2801.50 | 2860.00 | 2680.00 | 2360.00 | 2434.50 | 2455.00 | 2285.50 | 415.00 | 367.00 | 405.00 | 394.50 |
| 2021-11-18 | 2800.00 | 2770.00 | 2840.00 | 2741.00 | 2410.00 | 2354.00 | 2418.50 | 2350.00 | 390.00 | 416.00 | 421.50 | 391.00 |
| 2021-11-17 | 2650.00 | 2777.00 | 2850.00 | 2650.00 | 2380.00 | 2402.00 | 2450.00 | 2360.00 | 270.00 | 375.00 | 400.00 | 290.00 |
| 2021-11-16 | 2710.00 | 2684.50 | 2790.00 | 2670.00 | 2365.00 | 2385.00 | 2464.50 | 2365.00 | 345.00 | 299.50 | 325.50 | 305.00 |
| 2021-11-15 | 2910.00 | 2708.00 | 2928.00 | 2687.50 | 2400.00 | 2363.00 | 2477.00 | 2355.00 | 510.00 | 345.00 | 451.00 | 332.50 |
| 2021-11-12 | 3039.50 | 2952.00 | 3067.00 | 2930.00 | 2500.00 | 2446.00 | 2554.50 | 2441.50 | 539.50 | 506.00 | 512.50 | 488.50 |
| 2021-11-11 | 2928.00 | 3090.50 | 3154.50 | 2928.00 | 2349.50 | 2522.00 | 2568.00 | 2349.50 | 578.50 | 568.50 | 586.50 | 578.50 |
| 2021-11-10 | 2955.00 | 2920.00 | 2970.00 | 2806.00 | 2370.00 | 2349.50 | 2370.00 | 2280.00 | 585.00 | 570.50 | 600.00 | 526.00 |
| 2021-11-09 | 3070.00 | 3012.50 | 3070.00 | 2980.00 | 2430.00 | 2392.00 | 2430.00 | 2355.00 | 640.00 | 620.50 | 640.00 | 625.00 |
| 2021-11-08 | 3040.00 | 3075.50 | 3166.00 | 2995.00 | 2401.00 | 2428.00 | 2468.50 | 2360.50 | 639.00 | 647.50 | 697.50 | 634.50 |
| 2021-11-05 | 3041.00 | 3046.00 | 3118.00 | 2950.00 | 2428.50 | 2393.50 | 2458.00 | 2345.00 | 612.50 | 652.50 | 660.00 | 605.00 |
| 2021-11-04 | 3210.00 | 3034.50 | 3250.00 | 2981.50 | 2579.00 | 2417.50 | 2579.00 | 2403.00 | 631.00 | 617.00 | 671.00 | 578.50 |
| 2021-11-03 | 2996.50 | 3215.00 | 3260.00 | 2966.00 | 2388.00 | 2540.50 | 2576.50 | 2387.50 | 608.50 | 674.50 | 683.50 | 578.50 |
| 2021-11-02 | 2917.50 | 3001.00 | 3115.50 | 2785.00 | 2478.50 | 2388.00 | 2558.00 | 2201.00 | 439.00 | 613.00 | 557.50 | 584.00 |
| 2021-11-01 | 3000.00 | 2897.50 | 3045.00 | 2840.00 | 2550.00 | 2467.00 | 2599.00 | 2415.50 | 450.00 | 430.50 | 446.00 | 424.50 |
| 2021-10-29 | 3201.00 | 2978.00 | 3280.00 | 2943.50 | 2600.00 | 2535.00 | 2666.00 | 2420.00 | 601.00 | 443.00 | 614.00 | 523.50 |
| 2021-10-28 | 3201.00 | 3201.00 | 3392.00 | 3201.00 | 2485.50 | 2553.50 | 2650.00 | 2485.50 | 715.50 | 647.50 | 742.00 | 715.50 |
| 2021-10-27 | 3770.00 | 3430.00 | 3805.00 | 3430.00 | 2945.00 | 2663.50 | 2957.50 | 2663.50 | 825.00 | 766.50 | 847.50 | 766.50 |