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：
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。
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。
关于焦煤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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-08 | 1373.50 | 1368.00 | 1374.50 | 1364.00 | 1334.00 | 1329.00 | 1337.00 | 1328.00 | 39.50 | 39.00 | 37.50 | 36.00 |
| 2019-05-07 | 1363.00 | 1373.00 | 1382.00 | 1359.00 | 1325.00 | 1334.00 | 1342.00 | 1323.50 | 38.00 | 39.00 | 40.00 | 35.50 |
| 2019-05-06 | 1348.00 | 1362.50 | 1370.00 | 1346.00 | 1166.00 | 1160.00 | 1210.00 | 1160.00 | 182.00 | 202.50 | 160.00 | 186.00 |
| 2019-04-30 | 1356.00 | 1352.00 | 1358.00 | 1346.00 | 1210.00 | 1170.00 | 1225.00 | 1160.00 | 146.00 | 182.00 | 133.00 | 186.00 |
| 2019-04-29 | 1348.50 | 1354.50 | 1362.00 | 1346.00 | 1190.50 | 1212.00 | 1220.00 | 1180.50 | 158.00 | 142.50 | 142.00 | 165.50 |
| 2019-04-26 | 1345.00 | 1347.00 | 1362.50 | 1340.00 | 1206.00 | 1190.50 | 1214.50 | 1190.00 | 139.00 | 156.50 | 148.00 | 150.00 |
| 2019-04-25 | 1350.00 | 1345.00 | 1354.50 | 1343.00 | 1223.00 | 1208.00 | 1223.00 | 1198.00 | 127.00 | 137.00 | 131.50 | 145.00 |
| 2019-04-24 | 1339.50 | 1350.00 | 1350.00 | 1334.00 | 1215.00 | 1218.50 | 1223.50 | 1213.00 | 124.50 | 131.50 | 126.50 | 121.00 |
| 2019-04-23 | 1329.50 | 1337.50 | 1342.50 | 1329.50 | 1220.00 | 1216.00 | 1231.00 | 1216.00 | 109.50 | 121.50 | 111.50 | 113.50 |
| 2019-04-22 | 1334.00 | 1330.50 | 1344.50 | 1330.00 | 1227.50 | 1225.00 | 1237.00 | 1221.50 | 106.50 | 105.50 | 107.50 | 108.50 |
| 2019-04-19 | 1318.00 | 1336.50 | 1337.50 | 1313.00 | 1223.00 | 1230.00 | 1230.00 | 1223.00 | 95.00 | 106.50 | 107.50 | 90.00 |
| 2019-04-18 | 1328.50 | 1318.00 | 1335.00 | 1314.00 | 1222.50 | 1224.00 | 1229.00 | 1218.00 | 106.00 | 94.00 | 106.00 | 96.00 |
| 2019-04-17 | 1319.50 | 1324.50 | 1325.00 | 1312.50 | 1222.00 | 1223.50 | 1224.00 | 1218.50 | 97.50 | 101.00 | 101.00 | 94.00 |
| 2019-04-16 | 1326.00 | 1319.50 | 1327.00 | 1310.50 | 1230.50 | 1220.50 | 1231.00 | 1217.00 | 95.50 | 99.00 | 96.00 | 93.50 |
| 2019-04-15 | 1322.50 | 1326.00 | 1335.00 | 1311.50 | 1230.00 | 1226.50 | 1232.50 | 1223.50 | 92.50 | 99.50 | 102.50 | 88.00 |
| 2019-04-12 | 1312.00 | 1317.50 | 1324.00 | 1302.00 | 1223.00 | 1224.00 | 1228.00 | 1217.50 | 89.00 | 93.50 | 96.00 | 84.50 |
| 2019-04-11 | 1321.50 | 1312.50 | 1329.00 | 1297.50 | 1230.50 | 1226.00 | 1233.50 | 1219.00 | 91.00 | 86.50 | 95.50 | 78.50 |
| 2019-04-10 | 1331.50 | 1322.00 | 1335.00 | 1316.50 | 1227.50 | 1233.50 | 1239.00 | 1226.00 | 104.00 | 88.50 | 96.00 | 90.50 |
| 2019-04-09 | 1260.50 | 1229.50 | 1260.50 | 1226.00 | 1364.00 | 1336.00 | 1365.00 | 1330.00 | -103.50 | -106.50 | -104.50 | -104.00 |
| 2019-04-08 | 1248.00 | 1258.50 | 1260.50 | 1244.50 | 1339.50 | 1360.00 | 1362.50 | 1338.50 | -91.50 | -101.50 | -102.00 | -94.00 |
| 2019-04-04 | 1249.00 | 1247.50 | 1251.00 | 1243.00 | 1329.00 | 1335.50 | 1339.00 | 1326.50 | -80.00 | -88.00 | -88.00 | -83.50 |
| 2019-04-03 | 1234.50 | 1248.00 | 1254.50 | 1233.50 | 1323.00 | 1331.50 | 1336.00 | 1320.00 | -88.50 | -83.50 | -81.50 | -86.50 |
| 2019-04-02 | 1249.00 | 1237.50 | 1249.00 | 1234.00 | 1340.00 | 1325.50 | 1340.00 | 1325.00 | -91.00 | -88.00 | -91.00 | -91.00 |
| 2019-04-01 | 1232.00 | 1248.50 | 1256.50 | 1225.50 | 1321.00 | 1337.50 | 1345.00 | 1311.00 | -89.00 | -89.00 | -88.50 | -85.50 |
| 2019-03-29 | 1232.00 | 1230.50 | 1238.00 | 1222.00 | 1322.00 | 1318.00 | 1328.50 | 1316.00 | -90.00 | -87.50 | -90.50 | -94.00 |
| 2019-03-28 | 1227.50 | 1228.50 | 1243.50 | 1227.00 | 1323.50 | 1323.00 | 1331.00 | 1318.00 | -96.00 | -94.50 | -87.50 | -91.00 |
| 2019-03-27 | 1224.00 | 1229.50 | 1239.00 | 1213.00 | 1330.00 | 1321.00 | 1339.00 | 1312.00 | -106.00 | -91.50 | -100.00 | -99.00 |
| 2019-03-26 | 1232.00 | 1230.00 | 1236.00 | 1224.00 | 1321.00 | 1327.00 | 1331.00 | 1316.00 | -89.00 | -97.00 | -95.00 | -92.00 |
| 2019-03-25 | 1245.00 | 1233.00 | 1247.50 | 1232.00 | 1328.50 | 1323.00 | 1337.00 | 1322.00 | -83.50 | -90.00 | -89.50 | -90.00 |
| 2019-03-22 | 1235.00 | 1248.50 | 1249.50 | 1230.00 | 1313.00 | 1327.50 | 1331.00 | 1313.00 | -78.00 | -79.00 | -81.50 | -83.00 |
| 2019-03-21 | 1222.00 | 1233.50 | 1238.50 | 1222.00 | 1310.00 | 1317.00 | 1326.50 | 1310.00 | -88.00 | -83.50 | -88.00 | -88.00 |
| 2019-03-20 | 1231.00 | 1225.00 | 1242.50 | 1218.00 | 1325.00 | 1312.00 | 1331.00 | 1310.50 | -94.00 | -87.00 | -88.50 | -92.50 |
| 2019-03-19 | 1231.50 | 1227.50 | 1247.50 | 1224.50 | 1329.00 | 1322.00 | 1340.00 | 1320.00 | -97.50 | -94.50 | -92.50 | -95.50 |
| 2019-03-18 | 1237.00 | 1231.00 | 1240.50 | 1226.50 | 1330.00 | 1325.50 | 1334.50 | 1322.50 | -93.00 | -94.50 | -94.00 | -96.00 |
| 2019-03-15 | 1235.00 | 1237.00 | 1251.00 | 1229.50 | 1325.00 | 1330.50 | 1341.50 | 1322.00 | -90.00 | -93.50 | -90.50 | -92.50 |
| 2019-03-14 | 1234.00 | 1234.00 | 1242.00 | 1221.00 | 1332.00 | 1329.50 | 1339.50 | 1323.00 | -98.00 | -95.50 | -97.50 | -102.00 |
| 2019-03-13 | 1230.00 | 1232.00 | 1243.50 | 1228.00 | 1331.00 | 1332.00 | 1346.00 | 1331.00 | -101.00 | -100.00 | -102.50 | -103.00 |
| 2019-03-12 | 1224.00 | 1228.00 | 1236.00 | 1222.50 | 1318.00 | 1331.00 | 1342.00 | 1317.00 | -94.00 | -103.00 | -106.00 | -94.50 |
| 2019-03-11 | 1234.00 | 1226.00 | 1246.50 | 1222.00 | 1340.50 | 1319.00 | 1346.00 | 1317.50 | -106.50 | -93.00 | -99.50 | -95.50 |
| 2019-03-08 | 1272.50 | 1237.00 | 1278.00 | 1233.50 | 1371.50 | 1341.00 | 1375.00 | 1341.00 | -99.00 | -104.00 | -97.00 | -107.50 |
| 2019-03-07 | 1266.00 | 1272.50 | 1276.00 | 1259.00 | 1364.00 | 1370.00 | 1375.00 | 1360.00 | -98.00 | -97.50 | -99.00 | -101.00 |
| 2019-03-06 | 1281.00 | 1266.50 | 1283.50 | 1262.00 | 1374.50 | 1366.00 | 1379.50 | 1361.50 | -93.50 | -99.50 | -96.00 | -99.50 |
| 2019-03-05 | 1279.50 | 1278.50 | 1286.00 | 1266.50 | 1380.00 | 1373.50 | 1383.00 | 1365.00 | -100.50 | -95.00 | -97.00 | -98.50 |
| 2019-03-04 | 1316.00 | 1282.00 | 1322.50 | 1274.00 | 1407.00 | 1379.00 | 1410.50 | 1373.00 | -91.00 | -97.00 | -88.00 | -99.00 |
| 2019-03-01 | 1296.50 | 1313.50 | 1315.50 | 1288.00 | 1391.50 | 1406.50 | 1408.00 | 1383.50 | -95.00 | -93.00 | -92.50 | -95.50 |
| 2019-02-28 | 1296.50 | 1296.00 | 1303.00 | 1281.50 | 1392.50 | 1391.00 | 1398.50 | 1382.00 | -96.00 | -95.00 | -95.50 | -100.50 |
| 2019-02-27 | 1293.50 | 1295.50 | 1316.00 | 1288.00 | 1389.50 | 1393.50 | 1405.00 | 1383.00 | -96.00 | -98.00 | -89.00 | -95.00 |
| 2019-02-26 | 1290.00 | 1295.00 | 1301.50 | 1277.00 | 1388.00 | 1390.00 | 1402.50 | 1376.50 | -98.00 | -95.00 | -101.00 | -99.50 |
| 2019-02-25 | 1295.00 | 1291.00 | 1303.50 | 1281.00 | 1390.00 | 1390.00 | 1403.50 | 1376.00 | -95.00 | -99.00 | -100.00 | -95.00 |
| 2019-02-22 | 1289.00 | 1295.00 | 1299.50 | 1276.50 | 1376.50 | 1390.50 | 1393.50 | 1372.00 | -87.50 | -95.50 | -94.00 | -95.50 |
| 2019-02-21 | 1285.00 | 1285.00 | 1296.00 | 1275.00 | 1363.00 | 1372.50 | 1382.50 | 1363.00 | -78.00 | -87.50 | -86.50 | -88.00 |
| 2019-02-20 | 1257.00 | 1265.50 | 1269.00 | 1245.50 | 1342.50 | 1354.50 | 1357.50 | 1334.00 | -85.50 | -89.00 | -88.50 | -88.50 |
| 2019-02-19 | 1255.00 | 1256.00 | 1265.50 | 1250.50 | 1347.00 | 1342.50 | 1353.00 | 1337.00 | -92.00 | -86.50 | -87.50 | -86.50 |
| 2019-02-18 | 1277.00 | 1258.50 | 1294.00 | 1246.50 | 1360.00 | 1345.00 | 1374.50 | 1335.50 | -83.00 | -86.50 | -80.50 | -89.00 |
| 2019-02-15 | 1274.00 | 1272.50 | 1281.50 | 1264.00 | 1357.00 | 1356.50 | 1363.50 | 1348.00 | -83.00 | -84.00 | -82.00 | -84.00 |
| 2019-02-14 | 1281.00 | 1272.50 | 1286.50 | 1262.00 | 1361.00 | 1355.00 | 1366.00 | 1346.50 | -80.00 | -82.50 | -79.50 | -84.50 |
| 2019-02-13 | 1292.50 | 1279.00 | 1299.00 | 1264.50 | 1372.00 | 1359.50 | 1377.50 | 1347.50 | -79.50 | -80.50 | -78.50 | -83.00 |
| 2019-02-12 | 1266.00 | 1291.50 | 1302.00 | 1261.00 | 1353.00 | 1372.00 | 1381.50 | 1350.50 | -87.00 | -80.50 | -79.50 | -89.50 |
| 2019-02-11 | 1305.00 | 1267.50 | 1323.50 | 1260.50 | 1380.00 | 1356.50 | 1398.00 | 1343.50 | -75.00 | -89.00 | -74.50 | -83.00 |
| 2019-02-01 | 1268.50 | 1288.50 | 1290.00 | 1262.00 | 1350.00 | 1365.00 | 1365.00 | 1342.00 | -81.50 | -76.50 | -75.00 | -80.00 |
| 2019-01-31 | 1204.50 | 1269.00 | 1275.00 | 1195.00 | 1294.00 | 1347.00 | 1353.00 | 1285.00 | -89.50 | -78.00 | -78.00 | -90.00 |
| 2019-01-30 | 1210.00 | 1204.00 | 1225.50 | 1202.50 | 1295.50 | 1292.00 | 1311.50 | 1291.50 | -85.50 | -88.00 | -86.00 | -89.00 |
| 2019-01-29 | 1223.00 | 1209.00 | 1227.00 | 1196.00 | 1307.00 | 1291.00 | 1307.50 | 1284.00 | -84.00 | -82.00 | -80.50 | -88.00 |
| 2019-01-28 | 1213.00 | 1222.00 | 1236.00 | 1210.00 | 1297.00 | 1305.50 | 1316.50 | 1291.00 | -84.00 | -83.50 | -80.50 | -81.00 |
| 2019-01-25 | 1215.50 | 1213.00 | 1234.00 | 1209.00 | 1299.50 | 1296.50 | 1314.00 | 1294.00 | -84.00 | -83.50 | -80.00 | -85.00 |
| 2019-01-24 | 1232.00 | 1216.00 | 1238.00 | 1216.00 | 1313.00 | 1300.50 | 1317.50 | 1300.00 | -81.00 | -84.50 | -79.50 | -84.00 |
| 2019-01-23 | 1215.00 | 1232.00 | 1236.00 | 1208.00 | 1300.00 | 1312.00 | 1315.00 | 1293.00 | -85.00 | -80.00 | -79.00 | -85.00 |
| 2019-01-22 | 1216.00 | 1215.50 | 1227.50 | 1205.00 | 1302.50 | 1299.00 | 1315.00 | 1294.50 | -86.50 | -83.50 | -87.50 | -89.50 |
| 2019-01-21 | 1237.50 | 1214.00 | 1253.00 | 1208.00 | 1324.50 | 1303.00 | 1335.00 | 1297.50 | -87.00 | -89.00 | -82.00 | -89.50 |
| 2019-01-18 | 1229.50 | 1238.00 | 1245.50 | 1226.00 | 1315.00 | 1325.00 | 1328.50 | 1312.00 | -85.50 | -87.00 | -83.00 | -86.00 |
| 2019-01-17 | 1230.00 | 1231.50 | 1234.00 | 1223.00 | 1318.00 | 1319.00 | 1319.50 | 1308.50 | -88.00 | -87.50 | -85.50 | -85.50 |
| 2019-01-16 | 1236.00 | 1231.50 | 1240.00 | 1223.00 | 1313.00 | 1317.00 | 1324.50 | 1306.50 | -77.00 | -85.50 | -84.50 | -83.50 |
| 2019-01-15 | 1242.00 | 1237.50 | 1246.00 | 1231.00 | 1322.00 | 1315.00 | 1323.50 | 1304.50 | -80.00 | -77.50 | -77.50 | -73.50 |
| 2019-01-14 | 1231.00 | 1245.00 | 1256.00 | 1227.00 | 1314.00 | 1322.00 | 1333.50 | 1308.00 | -83.00 | -77.00 | -77.50 | -81.00 |
| 2019-01-11 | 1193.00 | 1233.00 | 1234.00 | 1193.00 | 1279.50 | 1315.50 | 1316.00 | 1279.50 | -86.50 | -82.50 | -82.00 | -86.50 |
| 2019-01-10 | 1188.50 | 1192.00 | 1199.00 | 1182.00 | 1274.00 | 1279.00 | 1283.00 | 1269.00 | -85.50 | -87.00 | -84.00 | -87.00 |
| 2019-01-09 | 1185.50 | 1187.50 | 1199.00 | 1184.50 | 1269.00 | 1273.00 | 1283.00 | 1264.00 | -83.50 | -85.50 | -84.00 | -79.50 |
| 2019-01-08 | 1196.50 | 1184.00 | 1197.00 | 1179.50 | 1274.00 | 1269.00 | 1277.50 | 1264.50 | -77.50 | -85.00 | -80.50 | -85.00 |
| 2019-01-07 | 1190.50 | 1195.00 | 1198.00 | 1178.50 | 1268.00 | 1276.00 | 1280.50 | 1258.00 | -77.50 | -81.00 | -82.50 | -79.50 |
| 2019-01-04 | 1176.00 | 1185.50 | 1190.00 | 1165.00 | 1254.00 | 1265.00 | 1270.00 | 1248.00 | -78.00 | -79.50 | -80.00 | -83.00 |
| 2019-01-03 | 1144.50 | 1175.50 | 1176.00 | 1143.50 | 1235.00 | 1254.00 | 1256.00 | 1233.00 | -90.50 | -78.50 | -80.00 | -89.50 |
| 2019-01-02 | 1171.00 | 1145.50 | 1177.00 | 1144.00 | 1260.00 | 1233.00 | 1260.00 | 1232.00 | -89.00 | -87.50 | -83.00 | -88.00 |
| 2018-12-28 | 1172.00 | 1179.50 | 1183.00 | 1162.50 | 1255.00 | 1261.50 | 1264.00 | 1249.00 | -83.00 | -82.00 | -81.00 | -86.50 |
| 2018-12-27 | 1172.00 | 1172.00 | 1201.00 | 1168.00 | 1432.50 | 1451.00 | 1452.50 | 1432.50 | -260.50 | -279.00 | -251.50 | -264.50 |
| 2018-12-26 | 1169.00 | 1171.50 | 1182.50 | 1166.50 | 1434.00 | 1432.00 | 1442.00 | 1422.50 | -265.00 | -260.50 | -259.50 | -256.00 |
| 2018-12-25 | 1194.50 | 1168.00 | 1197.00 | 1153.00 | 1420.00 | 1435.00 | 1438.00 | 1420.00 | -225.50 | -267.00 | -241.00 | -267.00 |
| 2018-12-24 | 1200.00 | 1199.00 | 1205.50 | 1183.50 | 1425.00 | 1424.00 | 1428.50 | 1415.00 | -225.00 | -225.00 | -223.00 | -231.50 |
| 2018-12-21 | 1192.00 | 1198.50 | 1215.00 | 1186.00 | 1440.00 | 1429.00 | 1442.50 | 1400.00 | -248.00 | -230.50 | -227.50 | -214.00 |
| 2018-12-20 | 1194.50 | 1191.00 | 1206.00 | 1181.00 | 1438.00 | 1442.00 | 1446.00 | 1437.50 | -243.50 | -251.00 | -240.00 | -256.50 |
| 2018-12-19 | 1215.00 | 1195.50 | 1222.00 | 1183.50 | 1433.50 | 1438.00 | 1445.00 | 1433.50 | -218.50 | -242.50 | -223.00 | -250.00 |
| 2018-12-18 | 1242.00 | 1216.00 | 1247.50 | 1211.00 | 1442.00 | 1435.00 | 1443.50 | 1432.00 | -200.00 | -219.00 | -196.00 | -221.00 |
| 2018-12-17 | 1253.00 | 1242.00 | 1258.00 | 1233.50 | 1435.00 | 1442.00 | 1447.00 | 1428.00 | -182.00 | -200.00 | -189.00 | -194.50 |
| 2018-12-14 | 1247.50 | 1256.00 | 1258.00 | 1240.00 | 1430.50 | 1430.50 | 1437.00 | 1422.50 | -183.00 | -174.50 | -179.00 | -182.50 |
| 2018-12-13 | 1207.00 | 1245.00 | 1259.00 | 1202.50 | 1433.50 | 1434.00 | 1444.00 | 1427.00 | -226.50 | -189.00 | -185.00 | -224.50 |
| 2018-12-12 | 1194.00 | 1204.00 | 1215.50 | 1194.00 | 1438.00 | 1433.50 | 1438.00 | 1418.00 | -244.00 | -229.50 | -222.50 | -224.00 |
| 2018-12-11 | 1449.00 | 1431.50 | 1451.00 | 1418.00 | 1195.00 | 1193.00 | 1199.50 | 1176.00 | 254.00 | 238.50 | 251.50 | 242.00 |
| 2018-12-10 | 1455.00 | 1444.00 | 1455.00 | 1431.50 | 1217.00 | 1194.50 | 1225.00 | 1185.00 | 238.00 | 249.50 | 230.00 | 246.50 |
| 2018-12-07 | 1419.00 | 1455.00 | 1464.00 | 1410.00 | 1182.00 | 1217.50 | 1221.50 | 1171.50 | 237.00 | 237.50 | 242.50 | 238.50 |
| 2018-12-06 | 1412.00 | 1423.00 | 1424.00 | 1401.00 | 1207.50 | 1188.50 | 1212.50 | 1177.00 | 204.50 | 234.50 | 211.50 | 224.00 |
| 2018-12-05 | 1394.00 | 1412.00 | 1419.50 | 1389.00 | 1220.00 | 1208.00 | 1220.00 | 1184.00 | 174.00 | 204.00 | 199.50 | 205.00 |