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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 1797.50 | 1780.00 | 1797.50 | 1736.00 | 1864.00 | 1835.00 | 1864.00 | 1807.00 | -66.50 | -55.00 | -66.50 | -71.00 |
| 2024-09-06 | 1821.50 | 1797.50 | 1838.50 | 1765.00 | 1867.50 | 1860.50 | 1889.00 | 1830.00 | -46.00 | -63.00 | -50.50 | -65.00 |
| 2024-09-05 | 1843.00 | 1815.50 | 1862.00 | 1805.00 | 1888.00 | 1867.50 | 1902.00 | 1858.00 | -45.00 | -52.00 | -40.00 | -53.00 |
| 2024-09-04 | 1916.00 | 1843.00 | 1927.00 | 1825.50 | 1951.00 | 1889.00 | 1963.00 | 1879.00 | -35.00 | -46.00 | -36.00 | -53.50 |
| 2024-09-03 | 1931.00 | 1918.00 | 1952.00 | 1912.50 | 1979.00 | 1959.00 | 1986.50 | 1952.50 | -48.00 | -41.00 | -34.50 | -40.00 |
| 2024-09-02 | 1996.50 | 1931.00 | 1997.50 | 1931.00 | 1867.00 | 1805.00 | 1871.00 | 1805.00 | 129.50 | 126.00 | 126.50 | 126.00 |
| 2024-08-30 | 1989.00 | 1996.50 | 2033.00 | 1980.00 | 1927.50 | 1858.00 | 1930.00 | 1818.00 | 61.50 | 138.50 | 103.00 | 162.00 |
| 2024-08-29 | 1992.00 | 1991.00 | 2009.50 | 1970.00 | 1916.50 | 1909.50 | 1939.00 | 1885.50 | 75.50 | 81.50 | 70.50 | 84.50 |
| 2024-08-28 | 1990.00 | 1988.50 | 2015.50 | 1976.00 | 1898.50 | 1924.00 | 1936.00 | 1886.50 | 91.50 | 64.50 | 79.50 | 89.50 |
| 2024-08-27 | 1963.50 | 1990.00 | 1997.00 | 1953.50 | 1879.00 | 1883.50 | 1889.50 | 1869.00 | 84.50 | 106.50 | 107.50 | 84.50 |
| 2024-08-26 | 1871.00 | 1973.00 | 1979.50 | 1858.00 | 1860.50 | 1881.00 | 1888.00 | 1842.00 | 10.50 | 92.00 | 91.50 | 16.00 |
| 2024-08-23 | 1935.00 | 1889.00 | 1935.00 | 1888.50 | 1881.50 | 1867.00 | 1902.00 | 1864.00 | 53.50 | 22.00 | 33.00 | 24.50 |
| 2024-08-22 | 1912.00 | 1895.00 | 1921.00 | 1867.50 | 1969.00 | 1923.00 | 1974.00 | 1920.00 | -57.00 | -28.00 | -53.00 | -52.50 |
| 2024-08-21 | 1878.00 | 1921.00 | 1922.50 | 1868.00 | 1900.00 | 1969.50 | 1970.00 | 1898.50 | -22.00 | -48.50 | -47.50 | -30.50 |
| 2024-08-20 | 1849.00 | 1862.50 | 1877.50 | 1836.50 | 1892.00 | 1892.00 | 1910.00 | 1870.00 | -43.00 | -29.50 | -32.50 | -33.50 |
| 2024-08-19 | 1820.00 | 1842.50 | 1849.00 | 1781.50 | 1898.00 | 1896.00 | 1908.00 | 1851.00 | -78.00 | -53.50 | -59.00 | -69.50 |
| 2024-08-16 | 1868.50 | 1825.50 | 1878.00 | 1816.00 | 1915.50 | 1900.50 | 1949.00 | 1890.50 | -47.00 | -75.00 | -71.00 | -74.50 |
| 2024-08-15 | 1856.50 | 1879.00 | 1900.00 | 1846.00 | 1880.00 | 1903.00 | 1909.50 | 1870.00 | -23.50 | -24.00 | -9.50 | -24.00 |
| 2024-08-14 | 1890.00 | 1853.00 | 1890.00 | 1822.00 | 1943.00 | 1885.50 | 1943.00 | 1861.50 | -53.00 | -32.50 | -53.00 | -39.50 |
| 2024-08-13 | 1916.00 | 1888.00 | 1918.00 | 1857.50 | 2014.00 | 1941.00 | 2014.00 | 1922.00 | -98.00 | -53.00 | -96.00 | -64.50 |
| 2024-08-12 | 1968.50 | 1912.50 | 1979.50 | 1892.50 | 2063.00 | 2010.00 | 2065.00 | 1994.00 | -94.50 | -97.50 | -85.50 | -101.50 |
| 2024-08-09 | 1966.00 | 1966.00 | 2008.00 | 1952.00 | 2052.00 | 2055.00 | 2092.00 | 2050.00 | -86.00 | -89.00 | -84.00 | -98.00 |
| 2024-08-08 | 1995.00 | 1966.00 | 2010.00 | 1962.00 | 2087.50 | 2062.00 | 2103.00 | 2061.50 | -92.50 | -96.00 | -93.00 | -99.50 |
| 2024-08-07 | 1990.00 | 1994.00 | 2043.00 | 1977.00 | 2096.50 | 2092.00 | 2140.00 | 2086.00 | -106.50 | -98.00 | -97.00 | -109.00 |
| 2024-08-06 | 2000.00 | 1992.00 | 2028.50 | 1985.50 | 2110.00 | 2102.50 | 2135.00 | 2095.00 | -110.00 | -110.50 | -106.50 | -109.50 |
| 2024-08-05 | 2016.00 | 2009.50 | 2035.00 | 1988.50 | 2129.00 | 2121.00 | 2144.50 | 2101.00 | -113.00 | -111.50 | -109.50 | -112.50 |
| 2024-08-02 | 2011.00 | 2016.00 | 2029.50 | 1976.00 | 2125.00 | 2129.00 | 2135.50 | 2090.00 | -114.00 | -113.00 | -106.00 | -114.00 |
| 2024-08-01 | 2040.50 | 2013.50 | 2063.00 | 1992.00 | 2141.00 | 2121.50 | 2166.00 | 2100.00 | -100.50 | -108.00 | -103.00 | -108.00 |
| 2024-07-31 | 2011.50 | 2036.50 | 2068.00 | 2010.50 | 2118.00 | 2137.00 | 2163.50 | 2108.00 | -106.50 | -100.50 | -95.50 | -97.50 |
| 2024-07-30 | 2075.00 | 2022.00 | 2087.50 | 2004.00 | 2170.00 | 2119.00 | 2184.50 | 2103.00 | -95.00 | -97.00 | -97.00 | -99.00 |
| 2024-07-29 | 2071.50 | 2069.50 | 2089.50 | 2055.00 | 2185.00 | 2165.50 | 2189.00 | 2158.50 | -113.50 | -96.00 | -99.50 | -103.50 |
| 2024-07-26 | 2052.50 | 2085.00 | 2112.00 | 2052.50 | 2151.00 | 2185.00 | 2215.00 | 2151.00 | -98.50 | -100.00 | -103.00 | -98.50 |
| 2024-07-25 | 2102.50 | 2062.00 | 2102.50 | 2058.00 | 2185.00 | 2163.00 | 2197.50 | 2155.00 | -82.50 | -101.00 | -95.00 | -97.00 |
| 2024-07-24 | 2103.00 | 2096.50 | 2118.50 | 2090.00 | 2196.50 | 2192.00 | 2211.00 | 2185.50 | -93.50 | -95.50 | -92.50 | -95.50 |
| 2024-07-23 | 2133.50 | 2095.00 | 2148.00 | 2089.50 | 2218.50 | 2190.00 | 2236.00 | 2188.00 | -85.00 | -95.00 | -88.00 | -98.50 |
| 2024-07-22 | 2171.50 | 2138.50 | 2180.00 | 2125.00 | 2266.00 | 2225.00 | 2266.00 | 2209.50 | -94.50 | -86.50 | -86.00 | -84.50 |
| 2024-07-19 | 2207.00 | 2182.00 | 2217.00 | 2172.00 | 2292.50 | 2266.50 | 2303.00 | 2260.00 | -85.50 | -84.50 | -86.00 | -88.00 |
| 2024-07-18 | 2232.00 | 2219.50 | 2237.50 | 2181.00 | 2317.50 | 2306.50 | 2321.00 | 2272.00 | -85.50 | -87.00 | -83.50 | -91.00 |
| 2024-07-17 | 2288.00 | 2232.00 | 2296.00 | 2230.00 | 2367.00 | 2320.00 | 2379.00 | 2317.00 | -79.00 | -88.00 | -83.00 | -87.00 |
| 2024-07-16 | 2283.00 | 2288.00 | 2292.00 | 2266.00 | 2370.00 | 2372.00 | 2379.00 | 2357.00 | -87.00 | -84.00 | -87.00 | -91.00 |
| 2024-07-15 | 2247.50 | 2290.00 | 2315.00 | 2210.00 | 2350.00 | 2377.50 | 2398.00 | 2300.00 | -102.50 | -87.50 | -83.00 | -90.00 |
| 2024-07-12 | 2245.00 | 2244.00 | 2255.00 | 2221.50 | 2322.00 | 2329.50 | 2342.00 | 2311.50 | -77.00 | -85.50 | -87.00 | -90.00 |
| 2024-07-11 | 2216.50 | 2232.00 | 2255.00 | 2211.50 | 2301.00 | 2325.00 | 2346.00 | 2290.00 | -84.50 | -93.00 | -91.00 | -78.50 |
| 2024-07-10 | 2242.50 | 2215.00 | 2247.00 | 2204.00 | 2330.00 | 2306.00 | 2330.00 | 2291.00 | -87.50 | -91.00 | -83.00 | -87.00 |
| 2024-07-09 | 2227.00 | 2242.50 | 2255.50 | 2221.00 | 2319.50 | 2330.00 | 2342.00 | 2308.00 | -92.50 | -87.50 | -86.50 | -87.00 |
| 2024-07-08 | 2253.50 | 2227.00 | 2273.50 | 2222.00 | 2347.00 | 2315.00 | 2358.50 | 2311.00 | -93.50 | -88.00 | -85.00 | -89.00 |
| 2024-07-05 | 2336.00 | 2253.50 | 2349.00 | 2218.00 | 2405.00 | 2340.00 | 2420.00 | 2295.50 | -69.00 | -86.50 | -71.00 | -77.50 |
| 2024-07-04 | 2355.50 | 2336.00 | 2359.00 | 2329.50 | 2436.00 | 2408.00 | 2436.00 | 2407.00 | -80.50 | -72.00 | -77.00 | -77.50 |
| 2024-07-03 | 2322.00 | 2359.00 | 2359.00 | 2301.00 | 2397.00 | 2436.00 | 2436.00 | 2385.00 | -75.00 | -77.00 | -77.00 | -84.00 |
| 2024-07-02 | 2310.00 | 2313.50 | 2323.00 | 2295.00 | 2388.00 | 2396.00 | 2405.00 | 2381.00 | -78.00 | -82.50 | -82.00 | -86.00 |
| 2024-07-01 | 2243.00 | 2310.00 | 2310.50 | 2236.00 | 2332.00 | 2395.50 | 2398.00 | 2323.50 | -89.00 | -85.50 | -87.50 | -87.50 |
| 2024-06-28 | 2227.00 | 2250.00 | 2260.00 | 2212.50 | 2317.00 | 2330.00 | 2340.00 | 2295.00 | -90.00 | -80.00 | -80.00 | -82.50 |
| 2024-06-27 | 2277.00 | 2232.50 | 2277.50 | 2228.00 | 2358.00 | 2312.50 | 2358.00 | 2312.00 | -81.00 | -80.00 | -80.50 | -84.00 |
| 2024-06-26 | 2209.00 | 2277.00 | 2278.00 | 2196.00 | 2295.00 | 2355.00 | 2355.00 | 2285.00 | -86.00 | -78.00 | -77.00 | -89.00 |
| 2024-06-25 | 2206.50 | 2209.00 | 2219.50 | 2188.00 | 2290.00 | 2296.00 | 2302.00 | 2276.00 | -83.50 | -87.00 | -82.50 | -88.00 |
| 2024-06-24 | 2215.00 | 2195.00 | 2232.00 | 2187.00 | 2307.50 | 2281.50 | 2315.50 | 2274.00 | -92.50 | -86.50 | -83.50 | -87.00 |
| 2024-06-21 | 2258.00 | 2215.00 | 2268.00 | 2215.00 | 2343.00 | 2301.00 | 2356.00 | 2300.50 | -85.00 | -86.00 | -88.00 | -85.50 |
| 2024-06-20 | 2289.50 | 2249.50 | 2294.00 | 2236.50 | 2376.00 | 2336.00 | 2387.50 | 2323.50 | -86.50 | -86.50 | -93.50 | -87.00 |
| 2024-06-19 | 2272.00 | 2289.50 | 2309.50 | 2261.50 | 2357.00 | 2372.00 | 2393.00 | 2350.00 | -85.00 | -82.50 | -83.50 | -88.50 |
| 2024-06-18 | 2276.00 | 2270.50 | 2315.50 | 2250.00 | 2372.50 | 2358.50 | 2400.00 | 2337.50 | -96.50 | -88.00 | -84.50 | -87.50 |
| 2024-06-17 | 2330.00 | 2276.00 | 2330.00 | 2263.00 | 2410.00 | 2365.50 | 2412.50 | 2350.00 | -80.00 | -89.50 | -82.50 | -87.00 |
| 2024-06-14 | 2270.00 | 2331.00 | 2335.00 | 2264.00 | 2342.00 | 2417.50 | 2419.00 | 2342.00 | -72.00 | -86.50 | -84.00 | -78.00 |
| 2024-06-13 | 2250.00 | 2263.00 | 2264.00 | 2212.00 | 2330.00 | 2349.50 | 2350.00 | 2302.50 | -80.00 | -86.50 | -86.00 | -90.50 |
| 2024-06-12 | 2201.50 | 2236.00 | 2253.00 | 2201.50 | 2285.00 | 2324.50 | 2337.00 | 2285.00 | -83.50 | -88.50 | -84.00 | -83.50 |
| 2024-06-11 | 2245.00 | 2201.50 | 2248.00 | 2192.00 | 2308.00 | 2285.00 | 2333.00 | 2282.00 | -63.00 | -83.50 | -85.00 | -90.00 |
| 2024-06-07 | 2242.50 | 2252.00 | 2308.50 | 2239.00 | 2341.00 | 2338.50 | 2387.00 | 2324.00 | -98.50 | -86.50 | -78.50 | -85.00 |
| 2024-06-06 | 2242.00 | 2242.50 | 2265.50 | 2211.00 | 2325.00 | 2325.50 | 2345.00 | 2293.50 | -83.00 | -83.00 | -79.50 | -82.50 |
| 2024-06-05 | 2245.50 | 2237.00 | 2272.00 | 2229.00 | 2339.50 | 2325.50 | 2353.00 | 2314.50 | -94.00 | -88.50 | -81.00 | -85.50 |
| 2024-06-04 | 2269.00 | 2250.50 | 2281.00 | 2236.00 | 2348.50 | 2335.50 | 2360.00 | 2318.00 | -79.50 | -85.00 | -79.00 | -82.00 |
| 2024-06-03 | 2285.00 | 2269.00 | 2294.00 | 2247.00 | 2346.50 | 2346.50 | 2368.00 | 2328.00 | -61.50 | -77.50 | -74.00 | -81.00 |
| 2024-05-31 | 2330.00 | 2273.00 | 2345.00 | 2267.00 | 2410.00 | 2346.50 | 2418.00 | 2341.50 | -80.00 | -73.50 | -73.00 | -74.50 |
| 2024-05-30 | 2355.00 | 2334.50 | 2408.50 | 2307.00 | 2433.00 | 2414.00 | 2480.00 | 2385.00 | -78.00 | -79.50 | -71.50 | -78.00 |
| 2024-05-29 | 2316.50 | 2367.00 | 2372.50 | 2316.00 | 2392.00 | 2443.00 | 2446.50 | 2392.00 | -75.50 | -76.00 | -74.00 | -76.00 |
| 2024-05-28 | 2350.00 | 2316.50 | 2393.00 | 2314.50 | 2417.50 | 2398.00 | 2462.00 | 2390.00 | -67.50 | -81.50 | -69.00 | -75.50 |
| 2024-05-27 | 2379.00 | 2340.50 | 2380.00 | 2322.00 | 2446.50 | 2410.50 | 2454.00 | 2393.00 | -67.50 | -70.00 | -74.00 | -71.00 |
| 2024-05-24 | 2348.50 | 2374.50 | 2381.50 | 2332.00 | 2405.50 | 2439.50 | 2452.00 | 2403.00 | -57.00 | -65.00 | -70.50 | -71.00 |
| 2024-05-23 | 2340.50 | 2339.00 | 2373.00 | 2300.00 | 2435.00 | 2405.50 | 2447.50 | 2373.00 | -94.50 | -66.50 | -74.50 | -73.00 |
| 2024-05-22 | 2265.00 | 2354.00 | 2357.00 | 2265.00 | 2352.50 | 2428.00 | 2428.00 | 2352.50 | -87.50 | -74.00 | -71.00 | -87.50 |
| 2024-05-21 | 2265.00 | 2269.50 | 2290.00 | 2208.00 | 2349.50 | 2347.50 | 2366.50 | 2290.00 | -84.50 | -78.00 | -76.50 | -82.00 |
| 2024-05-20 | 2277.00 | 2278.00 | 2298.00 | 2235.00 | 2342.00 | 2354.50 | 2369.00 | 2308.00 | -65.00 | -76.50 | -71.00 | -73.00 |
| 2024-05-17 | 2238.00 | 2264.00 | 2273.00 | 2232.50 | 2304.00 | 2337.50 | 2343.00 | 2304.00 | -66.00 | -73.50 | -70.00 | -71.50 |
| 2024-05-16 | 2175.00 | 2232.50 | 2249.00 | 2157.00 | 2236.50 | 2311.00 | 2320.00 | 2228.50 | -61.50 | -78.50 | -71.00 | -71.50 |
| 2024-05-15 | 2180.00 | 2185.50 | 2197.50 | 2166.00 | 2263.00 | 2255.00 | 2263.00 | 2231.50 | -83.00 | -69.50 | -65.50 | -65.50 |
| 2024-05-14 | 2258.00 | 2190.00 | 2258.00 | 2184.00 | 2328.00 | 2256.50 | 2328.00 | 2253.50 | -70.00 | -66.50 | -70.00 | -69.50 |
| 2024-05-13 | 2278.00 | 2258.00 | 2283.50 | 2213.00 | 2342.50 | 2326.50 | 2343.00 | 2289.00 | -64.50 | -68.50 | -59.50 | -76.00 |
| 2024-05-10 | 2300.00 | 2269.00 | 2311.00 | 2250.00 | 2370.00 | 2335.50 | 2389.00 | 2322.00 | -70.00 | -66.50 | -78.00 | -72.00 |
| 2024-05-09 | 2312.00 | 2297.00 | 2324.00 | 2282.50 | 2387.00 | 2377.50 | 2402.00 | 2357.50 | -75.00 | -80.50 | -78.00 | -75.00 |
| 2024-05-08 | 2386.00 | 2311.00 | 2390.50 | 2303.50 | 2436.50 | 2383.00 | 2450.00 | 2336.00 | -50.50 | -72.00 | -59.50 | -32.50 |
| 2024-05-07 | 2422.00 | 2387.00 | 2428.00 | 2381.00 | 2469.50 | 2444.00 | 2488.00 | 2441.50 | -47.50 | -57.00 | -60.00 | -60.50 |
| 2024-05-06 | 2356.00 | 2419.00 | 2420.00 | 2356.00 | 2310.00 | 2320.00 | 2320.00 | 2301.50 | 46.00 | 99.00 | 100.00 | 54.50 |
| 2024-04-30 | 2348.50 | 2355.00 | 2386.50 | 2328.00 | 2239.50 | 2289.00 | 2299.00 | 2234.00 | 109.00 | 66.00 | 87.50 | 94.00 |
| 2024-04-29 | 2354.00 | 2348.50 | 2382.00 | 2310.00 | 2221.00 | 2240.00 | 2259.50 | 2206.00 | 133.00 | 108.50 | 122.50 | 104.00 |
| 2024-04-26 | 2324.00 | 2357.50 | 2367.50 | 2314.00 | 2215.50 | 2225.00 | 2234.00 | 2200.00 | 108.50 | 132.50 | 133.50 | 114.00 |
| 2024-04-25 | 2303.50 | 2324.00 | 2362.50 | 2301.50 | 2208.00 | 2205.50 | 2235.50 | 2192.50 | 95.50 | 118.50 | 127.00 | 109.00 |
| 2024-04-24 | 2260.00 | 2316.00 | 2336.00 | 2259.00 | 2165.00 | 2210.50 | 2227.50 | 2165.00 | 95.00 | 105.50 | 108.50 | 94.00 |
| 2024-04-23 | 2308.00 | 2263.00 | 2323.00 | 2260.50 | 2185.00 | 2173.00 | 2206.00 | 2166.00 | 123.00 | 90.00 | 117.00 | 94.50 |
| 2024-04-22 | 2305.00 | 2297.00 | 2339.50 | 2275.00 | 2206.00 | 2195.50 | 2236.00 | 2184.00 | 99.00 | 101.50 | 103.50 | 91.00 |
| 2024-04-19 | 2308.00 | 2308.00 | 2351.00 | 2296.00 | 2220.00 | 2206.00 | 2252.00 | 2202.00 | 88.00 | 102.00 | 99.00 | 94.00 |
| 2024-04-18 | 2288.00 | 2301.00 | 2318.00 | 2284.00 | 2214.00 | 2227.50 | 2239.00 | 2211.00 | 74.00 | 73.50 | 79.00 | 73.00 |
| 2024-04-17 | 2235.00 | 2288.00 | 2294.50 | 2220.00 | 2136.50 | 2222.00 | 2225.00 | 2127.50 | 98.50 | 66.00 | 69.50 | 92.50 |