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
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
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