焦煤期货跨期套利数据回测

本页面展示焦煤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

关于焦煤期货跨期套利的详细数据分析,请查看文章:。

焦煤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
暂无数据

焦煤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

焦煤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
2025-12-08 1137.00 1104.00 1138.00 1102.00 1053.00 1015.50 1058.50 1009.50 84.00 88.50 79.50 92.50
2025-12-05 1185.50 1140.00 1193.00 1138.50 1092.50 1056.00 1099.50 1054.50 93.00 84.00 93.50 84.00
2025-12-04 1075.00 1091.50 1096.50 1059.50 1167.00 1184.00 1190.00 1148.00 -92.00 -92.50 -93.50 -88.50
2025-12-03 1096.50 1070.50 1104.00 1062.00 1179.00 1164.50 1184.00 1152.50 -82.50 -94.00 -80.00 -90.50
2025-12-02 1093.00 1096.50 1103.50 1085.00 1183.00 1179.50 1188.00 1170.00 -90.00 -83.00 -84.50 -85.00
2025-12-01 1066.00 1093.00 1098.50 1055.50 1152.00 1183.00 1189.00 1137.00 -86.00 -90.00 -90.50 -81.50
2025-11-28 1069.00 1067.00 1074.00 1053.00 1165.00 1152.00 1165.00 1139.50 -96.00 -85.00 -91.00 -86.50
2025-11-27 1084.50 1071.00 1088.00 1066.50 1174.50 1165.00 1185.00 1156.50 -90.00 -94.00 -97.00 -90.00
2025-11-26 1090.00 1084.50 1090.00 1053.50 1180.00 1176.50 1183.50 1146.00 -90.00 -92.00 -93.50 -92.50
2025-11-25 1109.00 1086.00 1111.00 1082.00 1182.00 1184.00 1206.00 1174.50 -73.00 -98.00 -95.00 -92.50
2025-11-24 1103.00 1096.50 1111.50 1077.00 1186.00 1179.50 1201.00 1159.50 -83.00 -83.00 -89.50 -82.50
2025-11-21 1116.50 1103.00 1124.00 1096.00 1187.00 1188.50 1209.50 1180.50 -70.50 -85.50 -85.50 -84.50
2025-11-20 1139.50 1113.50 1149.00 1103.00 1211.00 1182.50 1218.00 1158.00 -71.50 -69.00 -69.00 -55.00
2025-11-19 1160.00 1139.50 1162.00 1138.00 1232.00 1210.50 1237.00 1207.50 -72.00 -71.00 -75.00 -69.50
2025-11-18 1205.50 1159.00 1209.50 1151.00 1275.00 1232.00 1276.00 1225.00 -69.50 -73.00 -66.50 -74.00
2025-11-17 1196.00 1210.00 1219.00 1192.00 1250.50 1277.00 1286.50 1248.50 -54.50 -67.00 -67.50 -56.50
2025-11-14 1215.00 1192.00 1224.00 1183.00 1264.50 1250.00 1270.50 1237.00 -49.50 -58.00 -46.50 -54.00
2025-11-13 1219.00 1214.00 1224.50 1202.00 1276.00 1261.00 1279.50 1249.50 -57.00 -47.00 -55.00 -47.50
2025-11-12 1210.50 1219.00 1226.00 1207.00 1270.00 1279.50 1287.00 1266.00 -59.50 -60.50 -61.00 -59.00
2025-11-11 1265.00 1213.00 1271.50 1213.00 1308.00 1272.00 1316.50 1271.00 -43.00 -59.00 -45.00 -58.00
2025-11-10 1265.00 1265.50 1276.00 1247.00 1312.50 1303.00 1323.50 1279.50 -47.50 -37.50 -47.50 -32.50
2025-11-07 1290.50 1270.00 1294.50 1261.00 1347.50 1316.50 1349.50 1306.50 -57.00 -46.50 -55.00 -45.50
2025-11-06 1269.00 1290.50 1294.50 1265.00 1332.00 1345.00 1353.50 1326.50 -63.00 -54.50 -59.00 -61.50
2025-11-05 1256.50 1268.50 1276.50 1244.00 1311.00 1332.00 1340.00 1303.50 -54.50 -63.50 -63.50 -59.50
2025-11-04 1288.00 1253.00 1295.00 1251.00 1344.50 1311.50 1356.00 1306.00 -56.50 -58.50 -61.00 -55.00
2025-11-03 1286.00 1284.50 1303.00 1267.00 1352.00 1347.50 1365.00 1332.50 -66.00 -63.00 -62.00 -65.50
2025-10-31 1283.00 1286.00 1318.00 1276.00 1356.00 1354.00 1380.00 1340.50 -73.00 -68.00 -62.00 -64.50
2025-10-30 1303.00 1288.00 1316.00 1282.50 1380.50 1359.00 1384.50 1352.00 -77.50 -71.00 -68.50 -69.50
2025-10-29 1242.00 1302.00 1307.00 1238.50 1305.00 1378.50 1382.00 1304.50 -63.00 -76.50 -75.00 -66.00
2025-10-28 1265.00 1242.00 1272.00 1239.50 1324.00 1307.50 1335.50 1306.00 -59.00 -65.50 -63.50 -66.50
2025-10-27 1249.00 1263.50 1267.00 1227.00 1307.00 1326.00 1330.50 1293.00 -58.00 -62.50 -63.50 -66.00
2025-10-24 1261.00 1248.50 1266.50 1239.00 1327.00 1312.50 1332.50 1305.00 -66.00 -64.00 -66.00 -66.00
2025-10-23 1211.50 1258.50 1261.00 1205.50 1287.00 1325.00 1325.00 1279.00 -75.50 -66.50 -64.00 -73.50
2025-10-22 1180.00 1209.50 1212.50 1180.00 1251.00 1284.50 1289.00 1251.00 -71.00 -75.00 -76.50 -71.00
2025-10-21 1216.00 1177.00 1216.00 1173.00 1285.50 1250.00 1287.00 1247.00 -69.50 -73.00 -71.00 -74.00
2025-10-20 1190.00 1216.00 1238.50 1187.00 1265.00 1287.50 1314.50 1265.00 -75.00 -71.50 -76.00 -78.00
2025-10-17 1190.50 1179.00 1194.50 1172.00 1269.50 1261.50 1278.00 1254.50 -79.00 -82.50 -83.50 -82.50
2025-10-16 1155.00 1185.50 1186.50 1142.50 1236.50 1269.50 1271.50 1219.00 -81.50 -84.00 -85.00 -76.50
2025-10-15 1150.00 1151.00 1164.00 1131.50 1234.00 1228.50 1240.00 1203.50 -84.00 -77.50 -76.00 -72.00
2025-10-14 1150.00 1153.50 1162.50 1116.00 1245.00 1234.00 1256.50 1197.50 -95.00 -80.50 -94.00 -81.50
2025-10-13 1163.00 1146.00 1174.50 1128.00 1260.00 1242.50 1269.50 1222.50 -97.00 -96.50 -95.00 -94.50
2025-10-10 1170.00 1161.00 1179.00 1151.50 1268.00 1259.00 1276.50 1248.50 -98.00 -98.00 -97.50 -97.00
2025-10-09 1126.00 1164.00 1169.50 1126.00 1216.00 1263.00 1267.50 1215.50 -90.00 -99.00 -98.00 -89.50
2025-09-30 1155.50 1126.00 1168.00 1117.50 1241.00 1212.00 1258.00 1202.00 -85.50 -86.00 -90.00 -84.50
2025-09-29 1191.00 1154.00 1194.50 1152.50 1278.50 1239.50 1280.00 1238.00 -87.50 -85.50 -85.50 -85.50
2025-09-26 1229.50 1196.50 1232.50 1195.00 1327.00 1281.50 1327.00 1280.50 -97.50 -85.00 -94.50 -85.50
2025-09-25 1229.50 1234.50 1239.00 1215.00 1312.00 1328.00 1331.50 1303.50 -82.50 -93.50 -92.50 -88.50
2025-09-24 1221.00 1224.50 1237.00 1207.50 1319.00 1312.00 1329.00 1296.50 -98.00 -87.50 -92.00 -89.00
2025-09-23 1214.00 1217.50 1224.00 1193.50 1305.00 1314.00 1316.50 1282.50 -91.00 -96.50 -92.50 -89.00
2025-09-22 1236.50 1217.50 1253.00 1204.00 1339.00 1306.50 1354.50 1291.00 -102.50 -89.00 -101.50 -87.00
2025-09-19 1203.00 1232.00 1234.00 1200.50 1298.00 1334.00 1336.00 1290.50 -95.00 -102.00 -102.00 -90.00
2025-09-18 1230.00 1203.50 1237.50 1192.00 1304.00 1295.50 1319.50 1280.50 -74.00 -92.00 -82.00 -88.50
2025-09-17 1255.00 1233.00 1258.50 1208.50 1340.00 1313.00 1344.00 1285.00 -85.00 -80.00 -85.50 -76.50
2025-09-16 1200.00 1240.50 1249.00 1195.00 1296.00 1329.50 1344.00 1291.00 -96.00 -89.00 -95.00 -96.00
2025-09-15 1147.50 1187.50 1198.00 1147.00 1228.00 1284.50 1299.00 1228.00 -80.50 -97.00 -101.00 -81.00
2025-09-12 1140.00 1144.50 1152.00 1125.00 1227.00 1225.50 1234.50 1208.50 -87.00 -81.00 -82.50 -83.50
2025-09-11 1117.50 1141.50 1149.00 1117.50 1195.00 1228.00 1237.50 1195.00 -77.50 -86.50 -88.50 -77.50
2025-09-10 1117.00 1117.00 1131.50 1101.50 1199.50 1195.00 1208.50 1172.00 -82.50 -78.00 -77.00 -70.50
2025-09-09 1143.00 1123.50 1151.50 1122.00 1224.00 1205.00 1242.00 1204.00 -81.00 -81.50 -90.50 -82.00
2025-09-08 1163.00 1143.50 1166.00 1121.50 1232.00 1227.50 1244.00 1199.50 -69.00 -84.00 -78.00 -78.00
2025-09-05 1095.00 1158.50 1172.00 1090.50 1152.00 1230.50 1230.50 1146.00 -57.00 -72.00 -58.50 -55.50
2025-09-04 1105.50 1094.50 1106.50 1075.00 1150.50 1149.50 1160.50 1125.00 -45.00 -55.00 -54.00 -50.00
2025-09-03 1120.00 1106.00 1132.50 1097.50 1179.00 1153.50 1182.00 1144.50 -59.00 -47.50 -49.50 -47.00
2025-09-02 1119.00 1112.50 1138.00 1107.50 1168.00 1159.50 1185.50 1155.50 -49.00 -47.00 -47.50 -48.00
2025-09-01 1152.00 1118.50 1153.00 1095.00 1193.00 1167.50 1195.50 1142.00 -41.00 -49.00 -42.50 -47.00
2025-08-29 1178.00 1151.00 1180.50 1139.50 1223.50 1193.00 1227.50 1182.00 -45.50 -42.00 -47.00 -42.50
2025-08-28 1155.00 1175.00 1175.50 1133.00 1198.00 1222.00 1222.00 1172.50 -43.00 -47.00 -46.50 -39.50
2025-08-27 1162.00 1154.00 1183.00 1142.00 1200.00 1195.50 1222.00 1182.50 -38.00 -41.50 -39.00 -40.50
2025-08-26 1224.50 1160.50 1225.50 1158.00 1260.00 1199.00 1268.50 1197.00 -35.50 -38.50 -43.00 -39.00
2025-08-25 1162.00 1215.50 1229.50 1162.00 1210.00 1261.50 1274.00 1207.50 -48.00 -46.00 -44.50 -45.50
2025-08-22 1141.50 1162.00 1164.00 1127.50 1192.50 1209.50 1211.50 1170.00 -51.00 -47.50 -47.50 -42.50
2025-08-21 1168.00 1147.00 1178.00 1143.00 1207.50 1193.00 1226.00 1189.50 -39.50 -46.00 -48.00 -46.50
2025-08-20 1210.00 1162.50 1215.00 1126.00 1240.00 1201.00 1248.00 1163.00 -30.00 -38.50 -33.00 -37.00
2025-08-19 1189.50 1194.50 1211.00 1174.00 1239.00 1230.00 1248.00 1215.50 -49.50 -35.50 -37.00 -41.50
2025-08-18 1238.00 1187.50 1252.00 1168.00 1290.00 1233.00 1308.00 1211.00 -52.00 -45.50 -56.00 -43.00
2025-08-15 1215.50 1230.00 1242.00 1205.00 1065.00 1080.50 1092.50 1058.00 150.50 149.50 149.50 147.00
2025-08-14 1212.50 1214.00 1256.50 1192.50 1089.00 1066.00 1118.00 1060.00 123.50 148.00 138.50 132.50
2025-08-13 1313.00 1245.00 1328.00 1230.50 1164.50 1100.50 1182.50 1094.00 148.50 144.50 145.50 136.50
2025-08-12 1256.00 1313.00 1325.00 1247.00 1099.50 1162.50 1162.50 1097.50 156.50 150.50 162.50 149.50
2025-08-11 1215.00 1256.00 1264.50 1185.50 1056.50 1106.50 1110.00 1040.00 158.50 149.50 154.50 145.50
2025-08-08 1228.00 1227.00 1237.50 1202.00 1088.00 1069.50 1092.00 1043.00 140.00 157.50 145.50 159.00
2025-08-07 1226.50 1229.50 1254.00 1185.00 1080.00 1087.00 1104.00 1053.00 146.50 142.50 150.00 132.00
2025-08-06 1182.00 1221.00 1233.00 1172.50 1035.00 1074.00 1085.00 1022.00 147.00 147.00 148.00 150.50
2025-08-05 1140.00 1182.00 1193.50 1111.00 1008.00 1035.00 1054.00 980.50 132.00 147.00 139.50 130.50
2025-08-04 1099.50 1141.00 1143.00 1066.50 987.00 1005.50 1007.50 953.50 112.50 135.50 135.50 113.00
2025-08-01 1120.00 1092.50 1153.50 1062.50 1045.00 985.00 1056.00 966.00 75.00 107.50 97.50 96.50
2025-07-31 1100.50 1045.50 1113.50 1045.50 1213.00 1135.00 1230.00 1135.00 -112.50 -89.50 -116.50 -89.50
2025-07-30 1121.00 1117.00 1172.00 1061.00 1218.00 1232.50 1257.00 1166.00 -97.00 -115.50 -85.00 -105.00
2025-07-29 1090.00 1120.50 1129.50 1050.00 1158.00 1214.50 1218.50 1118.50 -68.00 -94.00 -89.00 -68.50
2025-07-28 1264.50 1100.50 1288.50 1100.50 1305.00 1180.00 1314.00 1180.00 -40.50 -79.50 -25.50 -79.50
2025-07-25 1207.00 1259.00 1259.00 1205.50 1270.00 1318.50 1318.50 1252.00 -63.00 -59.50 -59.50 -46.50
2025-07-24 1140.50 1198.50 1198.50 1115.50 1180.00 1264.50 1271.50 1168.00 -39.50 -66.00 -73.00 -52.50
2025-07-23 1068.00 1135.50 1135.50 1062.00 1148.00 1195.50 1219.00 1117.50 -80.00 -60.00 -83.50 -55.50
2025-07-22 1006.00 1048.50 1048.50 997.50 1060.00 1137.00 1137.00 1057.00 -54.00 -88.50 -88.50 -59.50
2025-07-21 934.00 1006.00 1007.00 932.00 980.00 1056.00 1056.00 979.50 -46.00 -50.00 -49.00 -47.50
2025-07-18 922.00 926.00 948.50 920.00 971.50 975.50 990.50 969.00 -49.50 -49.50 -42.00 -49.00
2025-07-17 895.00 918.50 919.00 890.00 942.50 968.00 969.00 936.50 -47.50 -49.50 -50.00 -46.50
2025-07-16 912.00 897.00 918.50 889.50 961.00 943.50 967.50 931.50 -49.00 -46.50 -49.00 -42.00
2025-07-15 919.00 911.50 922.50 895.50 963.50 962.00 971.50 943.50 -44.50 -50.50 -49.00 -48.00
2025-07-14 912.00 920.00 928.00 903.00 942.50 963.50 965.00 935.00 -30.50 -43.50 -37.00 -32.00
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