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
2025-07-11 1498.00 1519.50 1524.00 1490.50 1522.00 1548.00 1552.00 1517.50 -24.00 -28.50 -28.00 -27.00
2025-07-10 1456.00 1497.00 1498.50 1453.00 1486.00 1526.50 1528.00 1486.00 -30.00 -29.50 -29.50 -33.00
2025-07-09 1428.00 1456.00 1466.00 1428.00 1476.50 1491.50 1499.50 1474.50 -48.50 -35.50 -33.50 -46.50
2025-07-08 1417.00 1424.50 1437.00 1410.00 1468.00 1470.50 1480.00 1454.00 -51.00 -46.00 -43.00 -44.00
2025-07-07 1433.00 1422.50 1433.50 1410.50 1466.50 1468.00 1474.00 1454.00 -33.50 -45.50 -40.50 -43.50
2025-07-04 1435.00 1433.00 1447.50 1427.00 1488.00 1472.50 1490.50 1467.00 -53.00 -39.50 -43.00 -40.00
2025-07-03 1442.00 1445.50 1450.00 1426.00 1476.50 1491.00 1495.00 1467.00 -34.50 -45.50 -45.00 -41.00
2025-07-02 1390.00 1442.00 1445.00 1388.00 1433.50 1479.50 1480.50 1429.50 -43.50 -37.50 -35.50 -41.50
2025-07-01 1404.00 1388.50 1417.00 1380.00 1439.00 1427.50 1449.00 1420.00 -35.00 -39.00 -32.00 -40.00
2025-06-30 1420.00 1404.00 1437.00 1403.50 1458.50 1442.50 1475.00 1442.50 -38.50 -38.50 -38.00 -39.00
2025-06-27 1389.00 1421.50 1422.00 1389.00 1435.00 1461.50 1464.00 1435.00 -46.00 -40.00 -42.00 -46.00
2025-06-26 1387.00 1395.50 1396.50 1378.00 1427.00 1434.00 1434.50 1418.00 -40.00 -38.50 -38.00 -40.00
2025-06-25 1352.00 1387.50 1396.50 1345.50 1402.00 1428.00 1432.00 1392.00 -50.00 -40.50 -35.50 -46.50
2025-06-24 1385.00 1351.50 1390.00 1346.50 1415.50 1399.50 1429.00 1392.00 -30.50 -48.00 -39.00 -45.50
2025-06-23 1379.50 1385.00 1394.00 1370.00 1404.50 1424.00 1427.00 1402.00 -25.00 -39.00 -33.00 -32.00
2025-06-20 1376.00 1384.50 1403.00 1372.00 1408.50 1411.50 1427.00 1401.50 -32.50 -27.00 -24.00 -29.50
2025-06-19 1385.50 1374.00 1385.50 1355.00 1403.00 1401.50 1412.00 1388.00 -17.50 -27.50 -26.50 -33.00
2025-06-18 1369.00 1375.00 1390.00 1361.50 1388.00 1403.00 1412.50 1383.00 -19.00 -28.00 -22.50 -21.50
2025-06-17 1365.00 1365.50 1378.00 1357.00 1385.50 1388.00 1399.00 1379.00 -20.50 -22.50 -21.00 -22.00
2025-06-16 1345.50 1371.00 1374.50 1330.00 1363.00 1392.50 1396.00 1353.00 -17.50 -21.50 -21.50 -23.00
2025-06-13 1332.50 1349.50 1385.00 1315.00 1351.00 1366.50 1397.00 1338.50 -18.50 -17.00 -12.00 -23.50
2025-06-12 1346.00 1328.50 1356.00 1326.50 1367.50 1348.00 1373.00 1346.50 -21.50 -19.50 -17.00 -20.00
2025-06-11 1345.00 1356.00 1365.50 1339.00 1361.00 1373.50 1380.00 1356.50 -16.00 -17.50 -14.50 -17.50
2025-06-10 1340.00 1349.00 1359.50 1320.00 1367.00 1364.50 1375.00 1340.00 -27.00 -15.50 -15.50 -20.00
2025-06-09 1345.00 1339.00 1353.00 1328.50 1359.50 1360.00 1373.00 1350.00 -14.50 -21.00 -20.00 -21.50
2025-06-06 1348.00 1350.50 1379.00 1335.50 1360.00 1368.00 1391.00 1355.00 -12.00 -17.50 -12.00 -19.50
2025-06-05 1359.50 1342.00 1359.50 1323.00 1373.50 1358.50 1373.50 1343.00 -14.00 -16.50 -14.00 -20.00
2025-06-04 1297.00 1367.50 1375.00 1297.00 1326.00 1376.00 1383.00 1324.50 -29.00 -8.50 -8.00 -27.50
2025-06-03 1311.00 1299.00 1316.00 1280.50 1333.50 1322.50 1333.50 1308.00 -22.50 -23.50 -17.50 -27.50
2025-05-30 1333.00 1308.00 1334.50 1295.50 1350.00 1331.50 1350.00 1320.00 -17.00 -23.50 -15.50 -24.50
2025-05-29 1346.00 1332.00 1352.00 1322.00 1364.50 1350.00 1367.00 1345.50 -18.50 -18.00 -15.00 -23.50
2025-05-28 1370.00 1338.50 1374.50 1335.50 1390.50 1362.50 1392.50 1360.00 -20.50 -24.00 -18.00 -24.50
2025-05-27 1370.50 1364.00 1382.00 1348.00 1395.00 1388.00 1399.00 1374.00 -24.50 -24.00 -17.00 -26.00
2025-05-26 1385.00 1375.00 1388.50 1363.50 1409.50 1390.50 1412.00 1386.50 -24.50 -15.50 -23.50 -23.00
2025-05-23 1406.00 1383.00 1418.00 1376.00 1432.50 1406.50 1435.00 1402.00 -26.50 -23.50 -17.00 -26.00
2025-05-22 1420.50 1406.50 1422.00 1398.50 1443.50 1428.50 1446.00 1423.00 -23.00 -22.00 -24.00 -24.50
2025-05-21 1409.00 1417.50 1429.50 1408.00 1438.00 1444.50 1455.00 1436.00 -29.00 -27.00 -25.50 -28.00
2025-05-20 1430.00 1407.50 1433.00 1406.00 1460.00 1437.50 1460.00 1435.00 -30.00 -30.00 -27.00 -29.00
2025-05-19 1442.50 1428.00 1453.50 1418.50 1467.00 1454.50 1481.00 1446.00 -24.50 -26.50 -27.50 -27.50
2025-05-16 1470.00 1445.50 1470.00 1441.00 1493.00 1472.50 1495.00 1468.50 -23.00 -27.00 -25.00 -27.50
2025-05-15 1477.00 1472.00 1492.00 1457.00 1502.00 1498.50 1512.50 1485.50 -25.00 -26.50 -20.50 -28.50
2025-05-14 1450.00 1482.00 1495.00 1432.00 1479.00 1508.00 1511.00 1462.00 -29.00 -26.00 -16.00 -30.00
2025-05-13 1483.00 1447.00 1485.50 1442.00 1502.00 1475.00 1510.00 1472.00 -19.00 -28.00 -24.50 -30.00
2025-05-12 1453.00 1471.50 1476.00 1440.50 1579.50 1578.50 1579.50 1578.50 -126.50 -107.00 -103.50 -138.00
2025-05-09 1476.00 1446.50 1478.00 1444.00 1511.00 1474.00 1511.00 1470.50 -35.00 -27.50 -33.00 -26.50
2025-05-08 1503.00 1478.00 1503.00 1465.50 1546.00 1508.00 1546.00 1499.50 -43.00 -30.00 -43.00 -34.00
2025-05-07 1506.00 1507.00 1534.00 1495.50 1497.00 1559.00 1563.00 1497.00 9.00 -52.00 -29.00 -1.50
2025-05-06 1538.00 1502.00 1552.00 1499.00 1605.00 1470.50 1605.00 1470.50 -67.00 31.50 -53.00 28.50
2025-04-30 1556.00 1538.00 1562.00 1534.00 1593.00 1601.00 1614.00 1555.00 -37.00 -63.00 -52.00 -21.00
2025-04-29 1563.50 1553.00 1563.50 1545.00 1570.50 1574.00 1575.00 1562.00 -7.00 -21.00 -11.50 -17.00
2025-04-28 1566.00 1562.00 1587.00 1553.50 1571.00 1569.00 1585.00 1555.00 -5.00 -7.00 2.00 -1.50
2025-04-25 1592.00 1566.00 1606.00 1553.50 1598.50 1565.50 1604.00 1562.00 -6.50 0.50 2.00 -8.50
2025-04-24 1588.00 1590.50 1595.00 1573.00 1590.00 1592.00 1601.50 1579.00 -2.00 -1.50 -6.50 -6.00
2025-04-23 1535.00 1595.00 1599.00 1525.50 1540.00 1591.00 1595.00 1537.00 -5.00 4.00 4.00 -11.50
2025-04-22 1573.50 1530.50 1578.00 1521.00 1578.00 1539.50 1581.50 1537.00 -4.50 -9.00 -3.50 -16.00
2025-04-21 1539.50 1574.00 1584.00 1537.00 1573.00 1573.00 1577.00 1551.00 -33.50 1.00 7.00 -14.00
2025-04-18 1538.50 1558.00 1569.00 1526.00 1556.00 1552.50 1567.00 1540.00 -17.50 5.50 2.00 -14.00
2025-04-17 1572.00 1538.50 1590.00 1530.50 1561.50 1555.50 1590.00 1550.00 10.50 -17.00 0.00 -19.50
2025-04-16 1564.00 1558.50 1580.00 1540.00 1583.50 1566.00 1595.00 1556.00 -19.50 -7.50 -15.00 -16.00
2025-04-15 1551.00 1567.00 1572.00 1541.00 1585.50 1583.00 1595.00 1575.00 -34.50 -16.00 -23.00 -34.00
2025-04-14 1514.00 1548.00 1559.00 1514.00 1571.00 1585.00 1595.50 1562.00 -57.00 -37.00 -36.50 -48.00
2025-04-11 1538.00 1522.00 1550.00 1512.00 1580.00 1570.00 1589.50 1561.00 -42.00 -48.00 -39.50 -49.00
2025-04-10 1536.00 1550.50 1567.00 1518.00 1566.00 1588.00 1610.00 1553.50 -30.00 -37.50 -43.00 -35.50
2025-04-09 1532.00 1523.50 1553.50 1477.50 1583.00 1567.00 1592.50 1517.00 -51.00 -43.50 -39.00 -39.50
2025-04-08 1593.50 1527.00 1618.50 1522.50 1620.00 1580.00 1640.00 1573.50 -26.50 -53.00 -21.50 -51.00
2025-04-07 1585.00 1594.00 1628.00 1570.00 1618.00 1620.00 1648.00 1600.00 -33.00 -26.00 -20.00 -30.00
2025-04-03 1642.00 1628.50 1647.00 1612.00 1677.00 1664.50 1684.00 1652.50 -35.00 -36.00 -37.00 -40.50
2025-04-02 1647.00 1636.50 1650.00 1621.50 1686.00 1677.50 1692.00 1670.00 -39.00 -41.00 -42.00 -48.50
2025-04-01 1585.00 1648.00 1663.50 1572.50 1638.00 1686.00 1699.00 1636.00 -53.00 -38.00 -35.50 -63.50
2025-03-31 1617.50 1582.50 1622.50 1569.00 1663.50 1640.00 1664.00 1634.00 -46.00 -57.50 -41.50 -65.00
2025-03-28 1632.00 1617.50 1637.00 1601.00 1678.00 1661.00 1678.00 1648.00 -46.00 -43.50 -41.00 -47.00
2025-03-27 1617.00 1637.50 1640.00 1615.50 1662.00 1672.00 1680.00 1662.00 -45.00 -34.50 -40.00 -46.50
2025-03-26 1597.00 1615.50 1625.00 1597.00 1650.00 1659.50 1672.00 1649.50 -53.00 -44.00 -47.00 -52.50
2025-03-25 1592.50 1592.00 1605.00 1578.00 1647.50 1646.50 1658.50 1634.00 -55.00 -54.50 -53.50 -56.00
2025-03-24 1545.00 1595.50 1600.00 1527.50 1619.50 1651.00 1657.00 1600.00 -74.50 -55.50 -57.00 -72.50
2025-03-21 1563.50 1536.00 1571.00 1533.50 1635.00 1616.50 1641.00 1612.00 -71.50 -80.50 -70.00 -78.50
2025-03-20 1560.00 1560.00 1576.00 1551.00 1638.00 1633.50 1647.00 1625.00 -78.00 -73.50 -71.00 -74.00
2025-03-19 1604.50 1563.00 1605.00 1558.00 1671.00 1638.50 1672.00 1635.00 -66.50 -75.50 -67.00 -77.00
2025-03-18 1610.50 1605.00 1618.50 1596.00 1687.00 1670.50 1687.00 1668.00 -76.50 -65.50 -68.50 -72.00
2025-03-17 1642.50 1614.50 1646.00 1605.00 1703.50 1682.00 1704.50 1670.00 -61.00 -67.50 -58.50 -65.00
2025-03-14 1652.00 1642.50 1652.00 1622.00 1712.50 1705.00 1712.50 1685.00 -60.50 -62.50 -60.50 -63.00
2025-03-13 1630.00 1655.00 1659.00 1621.00 1676.00 1713.00 1714.50 1672.50 -46.00 -58.00 -55.50 -51.50
2025-03-12 1626.00 1625.00 1639.50 1611.00 1672.00 1671.50 1686.50 1664.00 -46.00 -46.50 -47.00 -53.00
2025-03-11 1618.50 1622.00 1634.50 1615.00 1679.50 1670.50 1679.50 1664.50 -61.00 -48.50 -45.00 -49.50
2025-03-10 1650.00 1618.50 1668.00 1617.00 1708.50 1671.00 1718.00 1666.50 -58.50 -52.50 -50.00 -49.50
2025-03-07 1635.00 1657.00 1669.00 1634.00 1709.00 1708.50 1730.00 1696.00 -74.00 -51.50 -61.00 -62.00
2025-03-06 1634.00 1638.00 1651.50 1624.50 1699.00 1709.50 1721.00 1695.50 -65.00 -71.50 -69.50 -71.00
2025-03-05 1665.00 1631.00 1665.00 1630.00 1745.00 1701.00 1745.00 1700.00 -80.00 -70.00 -80.00 -70.00
2025-03-04 1681.00 1666.00 1694.00 1662.00 1763.00 1747.00 1771.50 1741.00 -82.00 -81.00 -77.50 -79.00
2025-03-03 1690.00 1681.50 1708.00 1677.00 1770.00 1762.50 1783.00 1758.00 -80.00 -81.00 -75.00 -81.00
2025-02-28 1682.00 1684.00 1692.00 1666.00 1745.50 1760.50 1764.00 1744.50 -63.50 -76.50 -72.00 -78.50
2025-02-27 1665.50 1682.00 1689.50 1655.00 1741.00 1754.50 1760.00 1730.50 -75.50 -72.50 -70.50 -75.50
2025-02-26 1668.00 1665.50 1684.00 1658.00 1761.50 1741.00 1761.50 1738.50 -93.50 -75.50 -77.50 -80.50
2025-02-25 1695.00 1672.00 1702.00 1666.00 1780.00 1750.50 1780.00 1748.50 -85.00 -78.50 -78.00 -82.50
2025-02-24 1737.00 1695.50 1746.00 1683.50 1812.00 1775.00 1813.50 1762.00 -75.00 -79.50 -67.50 -78.50
2025-02-21 1742.00 1750.00 1757.50 1737.50 1807.00 1816.50 1826.00 1806.00 -65.00 -66.50 -68.50 -68.50
2025-02-20 1696.00 1742.00 1750.00 1687.00 1778.00 1812.50 1818.00 1769.50 -82.00 -70.50 -68.00 -82.50
2025-02-19 1703.00 1697.50 1707.50 1686.00 1774.50 1778.00 1784.00 1766.00 -71.50 -80.50 -76.50 -80.00
2025-02-18 1690.00 1704.00 1713.00 1678.00 1765.00 1780.00 1788.00 1757.50 -75.00 -76.00 -75.00 -79.50
2025-02-17 1672.00 1692.50 1695.50 1663.50 1756.50 1766.00 1771.00 1743.50 -84.50 -73.50 -75.50 -80.00
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