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
2020-03-03 1846.00 1828.50 1854.50 1822.00 1850.00 1827.50 1850.00 1822.00 -4.00 1.00 4.50 0.00
2020-03-02 1788.00 1838.00 1864.00 1787.00 1788.00 1832.50 1858.00 1787.00 0.00 5.50 6.00 0.00
2020-02-28 1785.00 1789.00 1818.50 1766.00 1794.00 1789.50 1819.00 1773.50 -9.00 -0.50 -0.50 -7.50
2020-02-27 1842.50 1805.00 1846.50 1804.00 1839.50 1811.50 1841.50 1808.50 3.00 -6.50 5.00 -4.50
2020-02-26 1865.00 1844.00 1868.50 1842.00 1852.00 1842.00 1865.00 1842.00 13.00 2.00 3.50 0.00
2020-02-25 1845.00 1870.00 1870.00 1839.50 1849.00 1864.50 1865.00 1833.50 -4.00 5.50 5.00 6.00
2020-02-24 1863.00 1864.00 1884.00 1837.00 1857.00 1850.50 1869.00 1833.00 6.00 13.50 15.00 4.00
2020-02-21 1874.50 1867.00 1876.50 1861.00 1850.00 1857.00 1864.00 1849.00 24.50 10.00 12.50 12.00
2020-02-20 1845.00 1875.00 1878.00 1841.00 1842.00 1856.50 1861.00 1839.00 3.00 18.50 17.00 2.00
2020-02-19 1849.00 1842.00 1859.00 1833.00 1836.00 1838.00 1850.50 1835.00 13.00 4.00 8.50 -2.00
2020-02-18 1870.00 1849.00 1873.00 1841.00 1859.00 1839.50 1859.00 1836.00 11.00 9.50 14.00 5.00
2020-02-17 1871.50 1871.00 1886.00 1858.50 1857.00 1857.50 1865.00 1839.50 14.50 13.50 21.00 19.00
2020-02-14 1880.50 1881.50 1887.00 1867.00 1850.00 1863.00 1866.50 1850.00 30.50 18.50 20.50 17.00
2020-02-13 1886.00 1880.00 1894.00 1868.00 1870.00 1857.50 1878.50 1843.50 16.00 22.50 15.50 24.50
2020-02-12 1855.50 1886.00 1893.50 1855.50 1848.00 1866.00 1867.50 1840.00 7.50 20.00 26.00 15.50
2020-02-11 1799.00 1855.00 1880.00 1793.00 1800.00 1844.50 1857.50 1790.50 -1.00 10.50 22.50 2.50
2020-02-10 1785.50 1799.00 1811.50 1775.00 1780.00 1792.50 1800.00 1769.00 5.50 6.50 11.50 6.00
2020-02-07 1793.00 1793.50 1799.50 1782.00 1780.00 1784.50 1788.00 1778.00 13.00 9.00 11.50 4.00
2020-02-06 1775.00 1793.50 1798.00 1767.00 1753.00 1783.50 1788.00 1745.50 22.00 10.00 10.00 21.50
2020-02-05 1776.00 1775.00 1788.50 1766.00 1745.00 1751.50 1757.00 1740.00 31.00 23.50 31.50 26.00
2020-02-04 1733.50 1778.00 1785.00 1731.50 1712.00 1749.50 1755.00 1705.00 21.50 28.50 30.00 26.50
2020-02-03 1750.00 1733.00 1798.50 1732.00 1746.00 1705.50 1770.00 1704.00 4.00 27.50 28.50 28.00
2020-01-23 1858.00 1832.00 1862.00 1823.50 1821.50 1803.00 1825.00 1795.00 36.50 29.00 37.00 28.50
2020-01-22 1860.00 1859.00 1869.50 1813.00 1819.50 1822.50 1832.00 1786.50 40.50 36.50 37.50 26.50
2020-01-21 1875.50 1861.00 1880.00 1850.00 1838.00 1819.50 1839.50 1812.50 37.50 41.50 40.50 37.50
2020-01-20 1874.00 1880.50 1889.00 1870.00 1835.00 1841.00 1844.50 1828.00 39.00 39.50 44.50 42.00
2020-01-17 1854.00 1875.00 1882.50 1854.00 1817.00 1833.00 1840.00 1814.50 37.00 42.00 42.50 39.50
2020-01-16 1852.50 1857.50 1869.50 1847.00 1812.00 1818.00 1831.50 1808.00 40.50 39.50 38.00 39.00
2020-01-15 1861.00 1852.50 1866.00 1849.00 1820.00 1815.00 1826.00 1813.00 41.00 37.50 40.00 36.00
2020-01-14 1847.00 1862.00 1868.00 1847.00 1810.50 1821.00 1826.00 1809.00 36.50 41.00 42.00 38.00
2020-01-13 1880.00 1848.00 1884.00 1843.50 1841.00 1811.00 1847.00 1807.00 39.00 37.00 37.00 36.50
2020-01-10 1873.00 1882.00 1889.50 1873.00 1837.50 1845.00 1848.50 1835.00 35.50 37.00 41.00 38.00
2020-01-09 1909.00 1879.50 1912.50 1873.50 1866.00 1835.00 1867.50 1832.50 43.00 44.50 45.00 41.00
2020-01-08 1895.50 1908.50 1927.00 1888.50 1850.00 1863.00 1876.50 1844.50 45.50 45.50 50.50 44.00
2020-01-07 1885.00 1891.00 1892.50 1876.50 1845.00 1846.00 1848.00 1836.00 40.00 45.00 44.50 40.50
2020-01-06 1864.00 1883.00 1884.00 1859.50 1831.00 1844.00 1847.00 1825.00 33.00 39.00 37.00 34.50
2020-01-03 1862.50 1867.00 1878.00 1862.00 1833.00 1830.50 1839.00 1828.50 29.50 36.50 39.00 33.50
2020-01-02 1893.00 1868.00 1908.00 1858.50 1940.00 1951.00 1968.00 1940.00 -47.00 -83.00 -60.00 -81.50
2019-12-31 1861.50 1883.00 1887.00 1833.00 1939.50 1950.00 1958.50 1934.00 -78.00 -67.00 -71.50 -101.00
2019-12-30 1852.50 1861.50 1867.50 1851.00 1913.00 1938.00 1938.50 1913.00 -60.50 -76.50 -71.00 -62.00
2019-12-27 1853.50 1855.50 1874.50 1845.00 1925.00 1929.00 1939.00 1917.00 -71.50 -73.50 -64.50 -72.00
2019-12-26 1848.00 1852.50 1857.50 1832.50 1914.50 1919.50 1926.00 1912.00 -66.50 -67.00 -68.50 -79.50
2019-12-25 1850.00 1846.00 1854.00 1841.50 1920.00 1915.00 1920.00 1907.50 -70.00 -69.00 -66.00 -66.00
2019-12-24 1861.00 1854.00 1861.50 1831.00 1933.00 1922.00 1936.50 1900.50 -72.00 -68.00 -75.00 -69.50
2019-12-23 1872.00 1863.00 1885.00 1856.00 1945.50 1934.00 1952.00 1933.50 -73.50 -71.00 -67.00 -77.50
2019-12-20 1890.00 1872.00 1892.00 1863.00 1945.00 1945.00 1949.50 1938.00 -55.00 -73.00 -57.50 -75.00
2019-12-19 1860.50 1887.50 1893.00 1853.00 1947.00 1948.50 1955.00 1944.00 -86.50 -61.00 -62.00 -91.00
2019-12-18 1864.00 1862.00 1869.00 1848.50 1938.00 1951.50 1955.00 1933.50 -74.00 -89.50 -86.00 -85.00
2019-12-17 1825.00 1854.50 1865.00 1816.50 1923.00 1942.00 1946.00 1919.50 -98.00 -87.50 -81.00 -103.00
2019-12-16 1851.00 1825.50 1874.50 1814.50 1913.50 1926.00 1935.00 1905.50 -62.50 -100.50 -60.50 -91.00
2019-12-13 1845.00 1848.00 1857.00 1833.00 1918.00 1919.50 1921.50 1896.00 -73.00 -71.50 -64.50 -63.00
2019-12-12 1864.00 1845.00 1888.00 1830.50 1920.00 1915.00 1922.00 1893.00 -56.00 -70.00 -34.00 -62.50
2019-12-11 1918.50 1918.00 1925.00 1905.50 1854.00 1863.00 1869.00 1852.00 64.50 55.00 56.00 53.50
2019-12-10 1923.00 1918.50 1938.00 1907.50 1860.00 1854.00 1871.00 1845.50 63.00 64.50 67.00 62.00
2019-12-09 1872.50 1926.50 1944.50 1854.00 1807.00 1860.00 1880.00 1800.00 65.50 66.50 64.50 54.00
2019-12-06 1868.00 1873.50 1882.50 1861.00 1797.00 1805.00 1813.00 1794.00 71.00 68.50 69.50 67.00
2019-12-05 1879.00 1868.00 1900.00 1860.00 1790.50 1797.50 1816.00 1785.00 88.50 70.50 84.00 75.00
2019-12-04 1858.00 1873.50 1891.50 1845.00 1778.50 1788.00 1794.50 1762.00 79.50 85.50 97.00 83.00
2019-12-03 1855.00 1859.50 1869.00 1846.00 1782.00 1781.00 1797.00 1777.50 73.00 78.50 72.00 68.50
2019-12-02 1846.00 1853.50 1859.50 1813.50 1781.00 1786.50 1789.00 1742.00 65.00 67.00 70.50 71.50
2019-11-29 1862.00 1849.50 1874.00 1835.00 1793.00 1783.50 1804.00 1779.50 69.00 66.00 70.00 55.50
2019-11-28 1877.50 1860.00 1879.00 1841.00 1794.00 1791.50 1798.00 1771.50 83.50 68.50 81.00 69.50
2019-11-27 1860.00 1864.50 1878.00 1845.50 1785.00 1785.00 1802.00 1769.00 75.00 79.50 76.00 76.50
2019-11-26 1903.50 1859.00 1904.50 1836.00 1820.00 1779.00 1823.00 1770.50 83.50 80.00 81.50 65.50
2019-11-25 1820.00 1903.50 1913.00 1805.50 1763.00 1822.00 1843.00 1749.00 57.00 81.50 70.00 56.50
2019-11-22 1805.00 1814.50 1820.00 1797.50 1737.00 1761.00 1762.00 1735.50 68.00 53.50 58.00 62.00
2019-11-21 1816.00 1802.00 1817.50 1792.00 1735.00 1737.00 1741.00 1721.50 81.00 65.00 76.50 70.50
2019-11-20 1814.00 1814.00 1827.00 1800.00 1735.00 1738.50 1744.50 1723.50 79.00 75.50 82.50 76.50
2019-11-19 1760.00 1813.00 1814.50 1752.50 1695.50 1733.00 1735.00 1686.00 64.50 80.00 79.50 66.50
2019-11-18 1760.50 1756.50 1799.00 1744.50 1714.50 1690.50 1733.00 1677.00 46.00 66.00 66.00 67.50
2019-11-15 1751.50 1760.00 1767.50 1750.00 1706.50 1715.50 1729.00 1704.00 45.00 44.50 38.50 46.00
2019-11-14 1713.00 1753.00 1757.50 1708.00 1672.50 1704.50 1714.00 1667.00 40.50 48.50 43.50 41.00
2019-11-13 1721.00 1712.50 1724.00 1703.00 1677.00 1671.00 1679.50 1663.00 44.00 41.50 44.50 40.00
2019-11-12 1699.00 1718.50 1730.00 1694.00 1664.00 1670.00 1685.00 1649.50 35.00 48.50 45.00 44.50
2019-11-11 1746.00 1699.00 1752.00 1685.50 1702.50 1664.00 1702.50 1659.00 43.50 35.00 49.50 26.50
2019-11-08 1752.00 1750.00 1758.00 1742.00 1685.00 1703.00 1711.00 1677.50 67.00 47.00 47.00 64.50
2019-11-07 1749.00 1748.50 1766.50 1740.00 1684.50 1683.00 1692.00 1676.00 64.50 65.50 74.50 64.00
2019-11-06 1765.00 1749.00 1778.00 1748.00 1691.00 1684.50 1704.00 1683.00 74.00 64.50 74.00 65.00
2019-11-05 1734.00 1764.00 1772.50 1729.00 1680.00 1691.00 1699.50 1670.00 54.00 73.00 73.00 59.00
2019-11-04 1742.50 1732.50 1745.50 1723.50 1700.00 1674.50 1700.00 1669.50 42.50 58.00 45.50 54.00
2019-11-01 1732.50 1743.00 1757.50 1720.00 1700.00 1701.00 1708.50 1685.50 32.50 42.00 49.00 34.50
2019-10-31 1745.00 1737.50 1751.50 1731.50 1715.00 1704.00 1719.50 1702.00 30.00 33.50 32.00 29.50
2019-10-30 1758.00 1744.50 1760.50 1716.00 1721.00 1715.50 1728.50 1693.00 37.00 29.00 32.00 23.00
2019-10-29 1747.00 1758.00 1765.00 1743.00 1725.00 1725.50 1733.00 1718.00 22.00 32.50 32.00 25.00
2019-10-28 1793.50 1747.50 1799.50 1736.50 1758.00 1725.00 1769.50 1710.00 35.50 22.50 30.00 26.50
2019-10-25 1780.00 1793.50 1798.00 1763.50 1748.00 1765.00 1768.00 1740.50 32.00 28.50 30.00 23.00
2019-10-24 1773.00 1781.00 1784.50 1760.50 1745.00 1751.00 1755.00 1736.00 28.00 30.00 29.50 24.50
2019-10-23 1750.00 1770.50 1777.50 1747.50 1726.00 1745.50 1749.50 1724.50 24.00 25.00 28.00 23.00
2019-10-22 1742.00 1748.50 1754.00 1733.00 1721.50 1726.00 1729.00 1715.00 20.50 22.50 25.00 18.00
2019-10-21 1780.00 1742.50 1783.00 1732.00 1742.00 1723.50 1758.00 1715.00 38.00 19.00 25.00 17.00
2019-10-18 1786.00 1779.00 1793.00 1746.50 1753.00 1744.50 1753.50 1722.00 33.00 34.50 39.50 24.50
2019-10-17 1773.00 1788.00 1794.50 1772.00 1744.00 1749.50 1755.00 1740.50 29.00 38.50 39.50 31.50
2019-10-16 1809.50 1777.00 1819.50 1757.00 1768.00 1747.50 1776.00 1736.50 41.50 29.50 43.50 20.50
2019-10-15 1805.00 1809.50 1814.00 1769.00 1769.50 1771.50 1774.00 1748.00 35.50 38.00 40.00 21.00
2019-10-14 1858.00 1805.00 1885.00 1805.00 1812.00 1769.00 1828.00 1767.50 46.00 36.00 57.00 37.50
2019-10-11 1860.00 1862.00 1868.50 1840.00 1802.00 1810.00 1813.00 1790.50 58.00 52.00 55.50 49.50
2019-10-10 1845.00 1858.00 1866.00 1835.00 1795.00 1805.00 1811.00 1785.00 50.00 53.00 55.00 50.00
2019-10-09 1879.00 1851.00 1890.00 1839.00 1825.00 1795.00 1829.50 1789.50 54.00 56.00 60.50 49.50
2019-10-08 1890.00 1880.00 1893.00 1836.00 1808.00 1826.00 1836.00 1782.00 82.00 54.00 57.00 54.00
2019-09-30 1875.00 1873.00 1916.00 1863.00 1815.50 1813.00 1845.00 1807.00 59.50 60.00 71.00 56.00
导出Excel数据