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
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
2025-02-14 1694.00 1681.50 1704.50 1678.00 1763.00 1761.50 1783.00 1756.50 -69.00 -80.00 -78.50 -78.50
2025-02-13 1721.50 1692.50 1724.00 1690.00 1789.00 1770.00 1797.50 1765.00 -67.50 -77.50 -73.50 -75.00
2025-02-12 1722.00 1722.00 1733.50 1710.50 1791.50 1797.50 1805.00 1783.50 -69.50 -75.50 -71.50 -73.00
2025-02-11 1753.00 1727.00 1764.00 1701.00 1824.50 1798.00 1835.00 1777.50 -71.50 -71.00 -71.00 -76.50
2025-02-10 1780.00 1746.00 1783.00 1731.00 1857.50 1818.00 1858.00 1803.50 -77.50 -72.00 -75.00 -72.50
2025-02-07 1745.00 1786.50 1818.00 1727.00 1803.00 1854.50 1880.00 1795.50 -58.00 -68.00 -62.00 -68.50
2025-02-06 1712.00 1745.50 1753.50 1712.00 1779.50 1813.00 1818.50 1770.50 -67.50 -67.50 -65.00 -58.50
2025-02-05 1798.00 1712.00 1803.50 1707.00 1844.00 1779.50 1844.00 1779.00 -46.00 -67.50 -40.50 -72.00
2025-01-27 1764.00 1785.00 1793.00 1747.00 1838.00 1845.00 1860.50 1820.00 -74.00 -60.00 -67.50 -73.00
2025-01-24 1749.00 1764.50 1770.00 1727.50 1816.50 1835.00 1837.00 1797.00 -67.50 -70.50 -67.00 -69.50
2025-01-23 1763.00 1751.00 1800.00 1751.00 1840.00 1818.50 1866.00 1818.50 -77.00 -67.50 -66.00 -67.50
2025-01-22 1768.50 1759.00 1769.00 1735.00 1831.50 1825.50 1833.00 1805.00 -63.00 -66.50 -64.00 -70.00
2025-01-21 1755.00 1770.00 1777.50 1748.00 1829.50 1831.00 1843.00 1817.00 -74.50 -61.00 -65.50 -69.00
2025-01-20 1790.00 1748.00 1798.50 1735.50 1838.50 1818.50 1856.00 1803.00 -48.50 -70.50 -57.50 -67.50
2025-01-17 1780.00 1798.00 1803.00 1778.00 1834.00 1850.50 1854.00 1829.00 -54.00 -52.50 -51.00 -51.00
2025-01-16 1735.50 1786.50 1796.00 1731.50 1794.00 1837.00 1842.50 1790.00 -58.50 -50.50 -46.50 -58.50
2025-01-15 1738.50 1735.50 1738.50 1713.00 1799.00 1798.00 1802.00 1779.00 -60.50 -62.50 -63.50 -66.00
2025-01-14 1724.00 1730.50 1742.50 1705.50 1767.00 1800.00 1806.50 1767.00 -43.00 -69.50 -64.00 -61.50
2025-01-13 1690.50 1725.00 1740.50 1680.50 1742.00 1790.00 1805.50 1742.00 -51.50 -65.00 -65.00 -61.50
2025-01-10 1692.50 1681.50 1698.50 1673.00 1753.00 1747.50 1766.00 1742.00 -60.50 -66.00 -67.50 -69.00
2025-01-09 1688.00 1697.00 1706.00 1681.00 1762.50 1762.50 1773.00 1751.50 -74.50 -65.50 -67.00 -70.50
2025-01-08 1723.50 1690.00 1729.50 1689.50 1793.50 1759.00 1797.50 1756.50 -70.00 -69.00 -68.00 -67.00
2025-01-07 1757.50 1722.50 1763.00 1720.00 1729.50 1723.00 1745.00 1720.00 28.00 -0.50 18.00 0.00
2025-01-06 1768.50 1745.50 1774.50 1744.00 1825.50 1816.00 1842.00 1816.00 -57.00 -70.50 -67.50 -72.00
2025-01-03 1836.00 1760.50 1836.00 1755.00 1744.50 1741.50 1758.50 1713.50 91.50 19.00 77.50 41.50
2025-01-02 1805.00 1825.00 1843.50 1795.00 1760.00 1816.00 1816.00 1660.50 45.00 9.00 27.50 134.50
2024-12-31 1797.00 1812.00 1836.00 1790.00 1779.00 1760.00 1785.00 1722.00 18.00 52.00 51.00 68.00
2024-12-30 1781.00 1798.50 1799.00 1766.00 1779.00 1782.00 1783.50 1766.00 2.00 16.50 15.50 0.00
2024-12-27 1800.00 1780.00 1806.00 1773.00 1784.50 1771.00 1784.50 1744.50 15.50 9.00 21.50 28.50
2024-12-26 1824.50 1805.50 1830.00 1803.00 1784.00 1775.50 1795.00 1769.50 40.50 30.00 35.00 33.50
2024-12-25 1824.50 1817.50 1839.00 1805.00 1786.00 1783.50 1800.00 1758.00 38.50 34.00 39.00 47.00
2024-12-24 1796.00 1789.50 1796.00 1752.50 1808.00 1824.50 1825.00 1794.50 -12.00 -35.00 -29.00 -42.00
2024-12-23 1775.50 1783.50 1796.00 1766.50 1810.00 1825.00 1836.00 1808.00 -34.50 -41.50 -40.00 -41.50
2024-12-20 1745.50 1766.50 1778.00 1740.50 1820.00 1820.00 1838.00 1806.00 -74.50 -53.50 -60.00 -65.50
2024-12-19 1766.00 1754.50 1775.00 1717.00 1841.00 1827.50 1845.00 1803.00 -75.00 -73.00 -70.00 -86.00
2024-12-18 1795.00 1757.00 1805.00 1741.00 1883.50 1833.50 1886.50 1828.00 -88.50 -76.50 -81.50 -87.00
2024-12-17 1814.50 1789.00 1824.50 1788.50 1894.00 1880.00 1903.00 1880.00 -79.50 -91.00 -78.50 -91.50
2024-12-16 1838.50 1815.00 1839.50 1801.00 1921.50 1896.00 1924.00 1891.00 -83.00 -81.00 -84.50 -90.00
2024-12-13 1890.50 1835.00 1892.00 1827.00 1967.00 1917.00 1967.00 1910.00 -76.50 -82.00 -75.00 -83.00
2024-12-12 1891.00 1904.00 1925.00 1871.00 1958.00 1979.00 1992.00 1948.00 -67.00 -75.00 -67.00 -77.00
2024-12-11 1854.50 1895.00 1895.50 1851.50 1932.50 1964.00 1964.00 1930.50 -78.00 -69.00 -68.50 -79.00
2024-12-10 1825.00 1860.50 1918.00 1825.00 1912.50 1938.50 1989.00 1911.00 -87.50 -78.00 -71.00 -86.00
2024-12-09 1822.00 1800.50 1837.50 1772.50 1895.00 1887.50 1912.00 1864.00 -73.00 -87.00 -74.50 -91.50
2024-12-06 1806.00 1811.50 1828.00 1795.50 1905.00 1895.50 1909.00 1886.00 -99.00 -84.00 -81.00 -90.50
2024-12-05 1838.00 1811.00 1854.50 1805.00 1928.00 1902.00 1935.00 1899.00 -90.00 -91.00 -80.50 -94.00
2024-12-04 1865.00 1828.00 1866.00 1801.00 1957.00 1922.50 1960.00 1903.00 -92.00 -94.50 -94.00 -102.00
2024-12-03 1870.50 1858.50 1886.00 1851.00 1958.00 1957.00 1971.00 1948.50 -87.50 -98.50 -85.00 -97.50
2024-12-02 1866.00 1867.00 1889.00 1858.00 1950.00 1962.00 1973.00 1945.50 -84.00 -95.00 -84.00 -87.50
2024-11-29 1860.00 1875.50 1899.50 1855.00 1939.50 1956.00 1978.50 1937.00 -79.50 -80.50 -79.00 -82.00
2024-11-28 1901.00 1865.50 1903.50 1862.00 1969.50 1943.00 1972.00 1940.50 -68.50 -77.50 -68.50 -78.50
2024-11-27 1923.50 1905.00 1923.50 1880.00 1981.00 1973.50 1994.00 1956.50 -57.50 -68.50 -70.50 -76.50
2024-11-26 1924.00 1909.50 1932.00 1909.00 1993.50 1985.00 2006.00 1985.00 -69.50 -75.50 -74.00 -76.00
2024-11-25 1908.50 1911.00 1940.00 1902.00 1992.00 1992.00 2017.00 1982.50 -83.50 -81.00 -77.00 -80.50
2024-11-22 1964.00 1905.00 1975.00 1885.00 2019.50 1991.50 2035.00 1970.50 -55.50 -86.50 -60.00 -85.50
2024-11-21 1924.00 1962.00 1963.00 1911.00 2000.00 2022.00 2024.00 1988.50 -76.00 -60.00 -61.00 -77.50
2024-11-20 1932.00 1918.50 1945.00 1906.50 2016.50 1997.50 2016.50 1981.00 -84.50 -79.00 -71.50 -74.50
2024-11-19 1907.00 1944.50 1952.00 1902.00 1998.50 2017.50 2023.00 1984.00 -91.50 -73.00 -71.00 -82.00
2024-11-18 1902.50 1923.00 1944.00 1888.00 1982.50 1995.00 2015.00 1967.00 -80.00 -72.00 -71.00 -79.00
2024-11-15 1916.50 1902.00 1933.00 1886.00 1989.50 1986.50 2007.00 1967.00 -73.00 -84.50 -74.00 -81.00
2024-11-14 1938.00 1916.50 1948.00 1897.00 2004.50 1991.50 2015.00 1976.00 -66.50 -75.00 -67.00 -79.00
2024-11-13 1930.00 1936.00 1967.00 1922.00 1980.00 2002.00 2034.50 1980.00 -50.00 -66.00 -67.50 -58.00
2024-11-12 1930.00 1929.50 1942.00 1911.00 2020.00 2009.00 2020.00 1973.50 -90.00 -79.50 -78.00 -62.50
2024-11-11 1973.50 1934.50 1999.50 1917.50 2059.00 2016.00 2080.50 2003.50 -85.50 -81.50 -81.00 -86.00
2024-11-08 2003.50 1989.00 2084.50 1975.00 2105.00 2066.00 2151.00 2057.00 -101.50 -77.00 -66.50 -82.00
2024-11-07 1979.00 2003.00 2010.00 1957.00 2068.00 2090.00 2102.50 2053.00 -89.00 -87.00 -92.50 -96.00
2024-11-06 2047.50 1972.00 2061.00 1940.50 2133.50 2064.00 2140.50 2040.00 -86.00 -92.00 -79.50 -99.50
2024-11-05 2059.00 2047.00 2076.00 2033.00 2145.00 2127.00 2154.00 2116.00 -86.00 -80.00 -78.00 -83.00
2024-11-04 2012.00 2051.00 2055.00 1971.00 2083.00 2126.50 2131.50 2064.00 -71.00 -75.50 -76.50 -93.00
2024-11-01 2044.00 1996.50 2047.00 1985.00 2123.50 2087.50 2133.50 2080.00 -79.50 -91.00 -86.50 -95.00
2024-10-31 2048.00 2028.00 2052.00 2002.00 2134.00 2120.50 2137.00 2089.50 -86.00 -92.50 -85.00 -87.50
2024-10-30 2041.00 2048.00 2075.00 2033.00 2115.50 2133.50 2161.00 2114.00 -74.50 -85.50 -86.00 -81.00
2024-10-29 2062.50 2025.50 2092.00 2010.00 2142.50 2114.50 2167.50 2094.50 -80.00 -89.00 -75.50 -84.50
2024-10-28 1991.50 2067.00 2087.00 1971.00 2052.50 2147.00 2158.00 2052.50 -61.00 -80.00 -71.00 -81.50
2024-10-25 1945.00 1990.00 1997.00 1945.00 2032.50 2065.50 2068.00 2022.50 -87.50 -75.50 -71.00 -77.50
2024-10-24 1942.00 1961.00 1965.50 1927.00 2030.00 2028.50 2034.00 1997.00 -88.00 -67.50 -68.50 -70.00
2024-10-23 1982.00 1956.00 2000.00 1948.00 2044.00 2026.00 2057.50 2020.00 -62.00 -70.00 -57.50 -72.00
2024-10-22 1997.50 1978.50 2016.00 1953.50 2063.00 2040.00 2081.00 2021.00 -65.50 -61.50 -65.00 -67.50
2024-10-21 1990.50 1997.50 2009.00 1976.00 2060.00 2074.50 2080.50 2049.50 -69.50 -77.00 -71.50 -73.50
2024-10-18 1976.50 1988.00 2025.00 1944.00 2060.00 2056.00 2085.00 2012.50 -83.50 -68.00 -60.00 -68.50
2024-10-17 2108.00 1966.00 2131.50 1962.00 2143.50 2043.50 2182.00 2036.00 -35.50 -77.50 -50.50 -74.00
2024-10-16 2151.00 2101.50 2171.50 2095.00 2186.50 2145.50 2206.50 2141.50 -35.50 -44.00 -35.00 -46.50
2024-10-15 2159.50 2149.00 2194.50 2133.50 2191.50 2186.50 2226.50 2171.00 -32.00 -37.50 -32.00 -37.50
2024-10-14 2143.00 2176.50 2195.00 2118.00 2180.00 2206.00 2218.00 2149.00 -37.00 -29.50 -23.00 -31.00
2024-10-11 2092.00 2139.00 2146.50 2089.00 2148.00 2169.00 2175.00 2143.00 -56.00 -30.00 -28.50 -54.00
2024-10-10 2122.00 2094.50 2155.50 2073.50 2144.00 2137.00 2184.00 2115.00 -22.00 -42.50 -28.50 -41.50
2024-10-09 2159.50 2128.50 2185.00 2115.00 2179.50 2162.00 2218.50 2148.00 -20.00 -33.50 -33.50 -33.00
2024-10-08 2319.00 2143.00 2320.50 2124.00 2355.00 2174.50 2355.00 2155.00 -36.00 -31.50 -34.50 -31.00
2024-09-30 2052.50 2257.00 2257.00 2042.00 2089.50 2293.00 2293.00 2071.00 -37.00 -36.00 -36.00 -29.00
2024-09-27 2010.00 2055.00 2058.00 2008.00 2043.00 2077.50 2101.50 2034.50 -33.00 -22.50 -43.50 -26.50
2024-09-26 1956.00 1999.50 2002.00 1950.50 1987.00 2041.00 2041.00 1986.50 -31.00 -41.50 -39.00 -36.00
2024-09-25 1927.00 1956.00 1985.50 1915.00 1959.00 1987.00 2015.50 1959.00 -32.00 -31.00 -30.00 -44.00
2024-09-24 1812.00 1925.00 1927.50 1812.00 1858.50 1963.00 1966.50 1858.50 -46.50 -38.00 -39.00 -46.50
2024-09-23 1885.00 1812.50 1894.50 1801.00 1908.50 1855.00 1923.50 1851.50 -23.50 -42.50 -29.00 -50.50
2024-09-20 1902.00 1882.50 1917.50 1865.00 1941.00 1921.00 1941.00 1902.50 -39.00 -38.50 -23.50 -37.50
2024-09-19 1857.00 1914.50 1915.00 1833.50 1893.00 1937.50 1938.00 1870.00 -36.00 -23.00 -23.00 -36.50
2024-09-18 1867.50 1857.00 1905.00 1830.00 1902.00 1897.00 1927.00 1867.50 -34.50 -40.00 -22.00 -37.50
2024-09-13 1865.00 1866.00 1888.50 1852.00 1918.50 1892.00 1925.50 1877.50 -53.50 -26.00 -37.00 -25.50
2024-09-12 1831.50 1863.50 1867.00 1821.00 1887.00 1918.50 1923.50 1880.00 -55.50 -55.00 -56.50 -59.00
2024-09-11 1767.00 1831.50 1834.00 1730.00 1818.00 1890.00 1892.50 1800.00 -51.00 -58.50 -58.50 -70.00
2024-09-10 1784.50 1772.00 1804.50 1761.50 1837.00 1836.00 1860.00 1827.00 -52.50 -64.00 -55.50 -65.50
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