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
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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
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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
2019-05-08 2118.50 2147.50 2152.00 2103.50 2051.50 2079.50 2094.50 2043.50 67.00 68.00 57.50 60.00
2019-05-07 2065.00 2119.00 2132.00 2062.00 2020.00 2056.50 2071.50 2012.00 45.00 62.50 60.50 50.00
2019-05-06 2030.00 2063.00 2075.00 2017.50 2065.00 2109.00 2109.00 2061.50 -35.00 -46.00 -34.00 -44.00
2019-04-30 2050.00 2046.50 2054.00 2026.50 2044.00 2068.50 2070.00 2039.00 6.00 -22.00 -16.00 -12.50
2019-04-29 2015.00 2047.00 2049.00 2008.00 2022.00 2048.00 2055.50 2021.00 -7.00 -1.00 -6.50 -13.00
2019-04-26 2035.00 2015.00 2051.50 2001.00 2031.00 2026.50 2041.00 2025.50 4.00 -11.50 10.50 -24.50
2019-04-25 2050.50 2036.00 2068.00 2033.00 2030.00 2030.00 2046.50 2028.00 20.50 6.00 21.50 5.00
2019-04-24 2046.00 2047.00 2048.00 2024.50 2032.00 2035.00 2035.00 2020.00 14.00 12.00 13.00 4.50
2019-04-23 2031.50 2046.00 2055.00 2029.00 2032.50 2030.00 2037.00 2025.00 -1.00 16.00 18.00 4.00
2019-04-22 2051.50 2033.50 2066.00 2026.00 2030.00 2026.00 2047.00 2021.50 21.50 7.50 19.00 4.50
2019-04-19 2009.00 2050.00 2055.00 2003.50 2005.00 2037.00 2042.50 2005.00 4.00 13.00 12.50 -1.50
2019-04-18 2047.00 2012.00 2050.00 2007.50 2032.00 2010.00 2037.00 2007.50 15.00 2.00 13.00 0.00
2019-04-17 2060.00 2047.00 2065.00 2041.00 2036.00 2030.50 2036.00 2021.00 24.00 16.50 29.00 20.00
2019-04-16 2054.00 2061.00 2073.00 2033.00 2036.00 2036.50 2038.00 2015.00 18.00 24.50 35.00 18.00
2019-04-15 2040.00 2050.00 2069.00 2021.00 2020.00 2028.50 2039.50 2002.50 20.00 21.50 29.50 18.50
2019-04-12 2012.50 2031.00 2033.50 1981.50 1995.50 2010.00 2012.00 1975.00 17.00 21.00 21.50 6.50
2019-04-11 2015.00 2012.00 2021.50 1987.50 2010.00 1993.50 2015.00 1980.50 5.00 18.50 6.50 7.00
2019-04-10 2040.50 2017.50 2046.00 2009.00 2010.50 2009.00 2032.00 2003.00 30.00 8.50 14.00 6.00
2019-04-09 2074.50 2045.00 2080.00 2041.00 2042.50 2017.00 2049.50 2000.00 32.00 28.00 30.50 41.00
2019-04-08 2050.00 2075.50 2086.00 2046.00 2025.00 2048.50 2055.00 2022.50 25.00 27.00 31.00 23.50
2019-04-04 2026.00 2026.50 2031.00 2010.00 2022.00 2036.00 2038.50 2011.00 4.00 -9.50 -7.50 -1.00
2019-04-03 2004.50 2026.00 2043.50 1996.00 1995.50 2022.50 2028.50 1988.00 9.00 3.50 15.00 8.00
2019-04-02 2018.50 2004.50 2026.50 2002.50 1996.00 1995.50 2017.00 1981.00 22.50 9.00 9.50 21.50
2019-04-01 1984.50 2017.00 2023.50 1974.50 1946.00 1995.00 1995.00 1945.00 38.50 22.00 28.50 29.50
2019-03-29 1960.00 1984.50 1995.00 1955.00 1920.00 1945.00 1958.00 1916.00 40.00 39.50 37.00 39.00
2019-03-28 1948.00 1965.00 1976.00 1944.50 1918.00 1924.00 1940.00 1914.00 30.00 41.00 36.00 30.50
2019-03-27 1969.00 1948.00 1978.00 1942.50 1941.50 1919.00 1950.50 1916.00 27.50 29.00 27.50 26.50
2019-03-26 1973.50 1968.00 1976.00 1960.50 1958.00 1942.00 1959.00 1936.50 15.50 26.00 17.00 24.00
2019-03-25 1999.00 1973.50 1999.00 1972.00 1955.00 1956.50 1978.00 1955.00 44.00 17.00 21.00 17.00
2019-03-22 1965.00 1999.00 2008.00 1961.50 1925.00 1963.00 1964.00 1921.00 40.00 36.00 44.00 40.50
2019-03-21 1965.50 1971.50 1988.00 1963.50 1921.00 1930.00 1948.00 1918.00 44.50 41.50 40.00 45.50
2019-03-20 1965.00 1968.00 1982.00 1955.00 1925.00 1924.50 1932.50 1914.00 40.00 43.50 49.50 41.00
2019-03-19 1966.00 1964.00 1985.00 1947.00 1920.00 1920.00 1936.50 1905.00 46.00 44.00 48.50 42.00
2019-03-18 1980.00 1968.00 2001.50 1965.00 1940.00 1919.00 1943.50 1915.00 40.00 49.00 58.00 50.00
2019-03-15 2012.00 1994.00 2032.00 1961.00 1957.00 1944.00 1980.00 1918.00 55.00 50.00 52.00 43.00
2019-03-14 1984.50 2012.00 2018.00 1972.00 1939.00 1959.00 1968.50 1923.00 45.50 53.00 49.50 49.00
2019-03-13 2008.00 1985.50 2020.00 1975.50 1956.00 1939.00 1965.00 1929.50 52.00 46.50 55.00 46.00
2019-03-12 1969.00 2005.00 2013.00 1967.00 1909.00 1953.50 1955.50 1908.00 60.00 51.50 57.50 59.00
2019-03-11 2000.00 1966.50 2015.00 1965.00 1970.00 1907.00 1980.00 1907.00 30.00 59.50 35.00 58.00
2019-03-08 2080.00 2023.50 2081.00 2018.00 2026.00 1980.50 2028.00 1976.50 54.00 43.00 53.00 41.50
2019-03-07 2062.00 2080.00 2092.00 2055.00 2000.00 2027.00 2035.50 1994.00 62.00 53.00 56.50 61.00
2019-03-06 2087.00 2063.50 2095.50 2057.00 2029.00 2002.00 2032.00 2001.00 58.00 61.50 63.50 56.00
2019-03-05 2105.00 2087.00 2106.00 2071.00 2040.00 2024.00 2042.00 2012.50 65.00 63.00 64.00 58.50
2019-03-04 2167.00 2107.50 2170.00 2092.00 2090.00 2041.50 2096.00 2033.00 77.00 66.00 74.00 59.00
2019-03-01 2123.00 2168.00 2169.00 2115.00 2055.00 2088.00 2090.00 2042.50 68.00 80.00 79.00 72.50
2019-02-28 2125.00 2124.50 2137.00 2100.50 2055.00 2049.50 2065.00 2030.00 70.00 75.00 72.00 70.50
2019-02-27 2140.00 2122.00 2152.00 2115.50 2066.00 2052.00 2069.00 2040.00 74.00 70.00 83.00 75.50
2019-02-26 2131.50 2143.50 2150.00 2106.00 2055.00 2065.50 2072.00 2038.00 76.50 78.00 78.00 68.00
2019-02-25 2168.00 2138.00 2185.00 2131.00 2085.00 2060.50 2112.50 2058.00 83.00 77.50 72.50 73.00
2019-02-22 2128.00 2163.00 2165.50 2122.00 2046.00 2080.00 2081.00 2040.50 82.00 83.00 84.50 81.50
2019-02-21 2116.50 2126.50 2145.00 2114.00 2034.00 2042.00 2057.50 2033.00 82.50 84.50 87.50 81.00
2019-02-20 2085.00 2113.00 2121.00 2068.00 2025.00 2029.00 2035.00 1995.00 60.00 84.00 86.00 73.00
2019-02-19 2068.00 2085.00 2089.50 2050.00 1997.00 2010.00 2014.50 1988.00 71.00 75.00 75.00 62.00
2019-02-18 2054.50 2068.00 2099.00 2043.50 1980.00 1994.00 2022.00 1978.00 74.50 74.00 77.00 65.50
2019-02-15 2090.00 2042.50 2092.50 2033.50 2010.00 1971.00 2014.00 1963.00 80.00 71.50 78.50 70.50
2019-02-14 2065.00 2088.50 2097.00 2053.50 2004.00 2009.50 2024.00 1986.50 61.00 79.00 73.00 67.00
2019-02-13 2100.00 2066.00 2119.50 2031.50 2035.00 1999.00 2050.00 1969.50 65.00 67.00 69.50 62.00
2019-02-12 2090.00 2100.50 2117.00 2085.00 2018.00 2038.00 2051.00 2017.00 72.00 62.50 66.00 68.00
2019-02-11 2166.00 2096.50 2174.50 2089.00 2050.00 2024.50 2086.50 2014.00 116.00 72.00 88.00 75.00
2019-02-01 2065.00 2112.50 2118.00 2056.00 1997.00 2028.50 2030.00 1982.00 68.00 84.00 88.00 74.00
2019-01-31 2021.00 2062.00 2074.00 2010.00 1962.00 1997.00 2006.00 1951.00 59.00 65.00 68.00 59.00
2019-01-30 2030.00 2020.00 2070.00 2017.50 1962.50 1961.00 2002.50 1959.00 67.50 59.00 67.50 58.50
2019-01-29 2038.50 2026.00 2046.00 2015.00 1975.00 1962.50 1979.50 1952.00 63.50 63.50 66.50 63.00
2019-01-28 2046.50 2041.00 2093.50 2037.50 1970.00 1972.00 2021.50 1967.00 76.50 69.00 72.00 70.50
2019-01-25 2032.00 2048.50 2073.00 2032.00 1970.50 1975.50 1997.00 1967.00 61.50 73.00 76.00 65.00
2019-01-24 2046.00 2034.50 2058.00 2025.00 1985.00 1972.00 1991.50 1965.00 61.00 62.50 66.50 60.00
2019-01-23 2020.00 2043.00 2050.00 2019.50 1951.50 1975.00 1982.00 1951.50 68.50 68.00 68.00 68.00
2019-01-22 2025.00 2019.00 2070.00 2013.00 1961.00 1953.50 1995.00 1950.50 64.00 65.50 75.00 62.50
2019-01-21 2065.50 2030.00 2080.00 2022.00 1981.50 1960.50 1993.50 1955.00 84.00 69.50 86.50 67.00
2019-01-18 2030.00 2065.50 2075.50 2020.00 1954.00 1981.00 1990.00 1946.00 76.00 84.50 85.50 74.00
2019-01-17 2030.00 2034.50 2045.00 2022.00 1974.00 1959.00 1974.50 1954.00 56.00 75.50 70.50 68.00
2019-01-16 2019.00 2034.50 2040.00 2006.00 1945.00 1975.00 1983.50 1939.00 74.00 59.50 56.50 67.00
2019-01-15 2016.00 2019.00 2029.00 1995.00 1935.00 1945.50 1952.50 1920.00 81.00 73.50 76.50 75.00
2019-01-14 1981.50 2015.00 2019.50 1967.00 1893.00 1934.50 1941.50 1883.00 88.50 80.50 78.00 84.00
2019-01-11 1934.50 1982.00 1985.00 1931.00 1842.50 1895.50 1899.00 1839.00 92.00 86.50 86.00 92.00
2019-01-10 1945.00 1934.50 1959.00 1925.00 1844.50 1844.00 1870.00 1840.00 100.50 90.50 89.00 85.00
2019-01-09 1948.00 1946.00 1979.00 1943.00 1858.00 1850.00 1876.00 1848.00 90.00 96.00 103.00 95.00
2019-01-08 1969.50 1949.00 1970.00 1938.00 1862.00 1851.00 1866.00 1840.00 107.50 98.00 104.00 98.00
2019-01-07 1945.50 1964.00 1976.00 1928.00 1846.00 1861.50 1872.00 1825.50 99.50 102.50 104.00 102.50
2019-01-04 1939.00 1941.00 1958.00 1916.00 1821.00 1835.50 1842.00 1810.00 118.00 105.50 116.00 106.00
2019-01-03 1866.00 1937.00 1944.00 1840.00 1771.00 1817.00 1821.00 1740.00 95.00 120.00 123.00 100.00
2019-01-02 1890.00 1876.50 1912.00 1868.50 1788.00 1770.00 1797.00 1767.00 102.00 106.50 115.00 101.50
2018-12-28 1889.00 1901.00 1905.50 1863.00 2372.00 2294.00 2391.00 2290.00 -483.00 -393.00 -485.50 -427.00
2018-12-27 1895.00 1889.00 1955.00 1881.00 2360.00 2387.50 2404.00 2351.00 -465.00 -498.50 -449.00 -470.00
2018-12-26 1880.50 1892.50 1907.00 1878.00 2355.00 2361.00 2365.00 2285.50 -474.50 -468.50 -458.00 -407.50
2018-12-25 1977.00 1888.50 1977.00 1866.00 2379.00 2367.00 2381.00 2358.00 -402.00 -478.50 -404.00 -492.00
2018-12-24 1998.00 1980.00 2002.50 1963.00 2385.00 2384.00 2394.00 2362.00 -387.00 -404.00 -391.50 -399.00
2018-12-21 1987.00 1993.00 2009.00 1967.00 2403.50 2388.00 2403.50 2376.50 -416.50 -395.00 -394.50 -409.50
2018-12-20 1978.00 1986.00 2005.00 1948.50 2380.00 2401.00 2404.00 2378.00 -402.00 -415.00 -399.00 -429.50
2018-12-19 1982.50 1977.00 1993.00 1960.00 2362.50 2386.50 2388.00 2362.50 -380.00 -409.50 -395.00 -402.50
2018-12-18 2025.00 1984.00 2033.00 1967.50 2401.00 2369.00 2401.00 2352.00 -376.00 -385.00 -368.00 -384.50
2018-12-17 2018.00 2028.00 2051.00 2005.00 2403.00 2395.50 2418.00 2385.50 -385.00 -367.50 -367.00 -380.50
2018-12-14 2018.00 2016.00 2048.00 1996.50 2412.00 2401.00 2423.00 2392.00 -394.00 -385.00 -375.00 -395.50
2018-12-13 1969.50 2019.00 2043.00 1965.00 2353.00 2406.00 2423.00 2352.50 -383.50 -387.00 -380.00 -387.50
2018-12-12 1971.50 1965.00 2011.00 1960.00 2361.00 2352.50 2381.00 2347.50 -389.50 -387.50 -370.00 -387.50
2018-12-11 1984.00 1962.50 1984.00 1930.00 2365.00 2354.00 2370.00 2326.00 -381.00 -391.50 -386.00 -396.00
2018-12-10 2053.50 1984.50 2067.50 1966.50 2430.00 2371.50 2447.50 2340.00 -376.50 -387.00 -380.00 -373.50
2018-12-07 1925.00 2063.00 2074.00 1912.50 2317.50 2432.00 2449.50 2306.00 -392.50 -369.00 -375.50 -393.50
2018-12-06 1998.50 1932.50 2010.00 1927.00 2340.00 2324.50 2344.50 2304.00 -341.50 -392.00 -334.50 -377.00
2018-12-05 2318.00 2337.00 2347.50 2291.50 1950.00 1986.00 1996.00 1938.00 368.00 351.00 351.50 353.50
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