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
2025 -41.32 -112.50 158.50 -41.81 -115.50 157.50 -41.66 -116.50 162.50 -41.30 -105.00 159.00
2024 -26.99 -163.50 341.50 -26.38 -158.50 348.00 -27.16 -156.00 328.50 -28.71 -157.00 325.00
2023 56.54 -661.50 205.00 58.38 -621.50 188.00 59.24 -964.50 185.00 54.25 -630.00 179.50
2022 139.23 -583.00 515.50 137.76 -635.50 513.00 143.79 -611.50 523.00 133.63 -615.50 514.50
2021 86.65 -663.00 666.00 87.00 -661.00 674.50 92.62 -629.50 672.50 81.81 -641.50 640.00
2020 17.67 -171.00 149.50 18.75 -183.00 150.00 18.57 -210.00 144.00 19.63 -173.00 170.50
2019 11.99 -163.00 182.00 12.61 -130.00 202.50 12.76 -152.50 160.00 11.31 -132.50 186.00
2018 59.70 -265.00 254.00 61.98 -279.00 249.50 61.62 -259.50 251.50 57.82 -267.00 246.50

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
2025-12 -28.92 -92.00 93.00 -31.17 -94.00 88.50 -29.25 -93.50 93.50 -28.17 -90.50 92.50
2025-11 -66.18 -96.00 -43.00 -68.28 -98.00 -37.50 -69.25 -97.00 -45.00 -66.08 -92.50 -32.50
2025-10 -77.18 -98.00 -58.00 -77.15 -99.00 -62.50 -77.35 -98.00 -62.00 -75.79 -97.00 -64.50
2025-09 -78.32 -102.50 -41.00 -80.20 -102.00 -47.00 -81.02 -102.00 -42.50 -76.36 -96.00 -47.00
2025-08 50.40 -52.00 158.50 54.81 -47.50 157.50 53.57 -56.00 162.50 51.19 -46.50 159.00
2025-07 -53.52 -112.50 -30.50 -58.72 -115.50 -33.00 -56.41 -116.50 -25.50 -52.98 -105.00 -32.00
2025-06 -22.30 -41.00 -1.00 -23.25 -43.50 -6.50 -21.90 -46.00 -3.00 -22.62 -42.00 -7.50
2025-05 -12.11 -43.00 50.00 -12.58 -28.00 31.50 -11.45 -42.50 44.50 -12.79 -31.00 28.00
2025-04 -3.69 -103.00 89.00 -3.00 -104.00 89.50 -3.71 -94.50 87.50 -3.52 -98.00 84.00
2025-03 -58.90 -76.00 -38.50 -59.10 -74.50 -41.50 -58.71 -77.00 -39.00 -60.31 -76.00 -41.50
2025-02 -81.89 -98.00 -66.00 -82.28 -91.00 -66.50 -81.58 -93.50 -63.00 -84.78 -95.50 -70.50
2025-01 -64.97 -85.00 72.50 -62.83 -81.50 129.50 -63.86 -79.50 97.50 -65.00 -80.00 113.00
2024-12 2.20 -85.50 126.00 5.75 -86.00 128.50 1.27 -85.00 128.00 5.16 -91.00 155.00
2024-11 -62.00 -100.50 -31.50 -58.86 -87.50 -34.00 -60.05 -85.00 -33.50 -61.00 -87.50 -39.50
2024-10 -53.47 -82.00 -15.50 -55.06 -78.50 -30.50 -53.92 -76.00 -28.50 -56.06 -78.00 -33.50
2024-09 -3.74 -45.50 150.00 -7.89 -46.50 109.00 -13.74 -46.50 10.50 -7.82 -51.50 124.50
2024-08 -10.16 -100.50 93.00 0.86 -98.00 145.50 -5.75 -97.00 90.50 -6.02 -103.50 133.00
2024-07 -122.96 -155.50 -73.50 -123.76 -152.00 -74.00 -124.26 -151.00 -72.00 -126.52 -155.50 -72.50
2024-06 -142.71 -163.50 -128.00 -144.11 -158.50 -125.50 -142.58 -156.00 -128.50 -146.61 -157.00 -134.00
2024-05 -69.25 -147.00 341.50 -71.62 -137.50 348.00 -71.88 -136.50 328.50 -70.85 -143.00 325.00
2024-04 68.72 -98.00 190.00 77.53 -110.50 290.00 72.97 -113.50 194.50 71.32 -95.00 263.50
2024-03 -15.79 -61.00 46.50 -24.02 -61.00 34.50 -16.60 -57.00 44.00 -23.62 -58.50 37.00
2024-02 39.03 13.50 65.00 40.67 28.00 53.50 41.20 28.00 52.50 37.23 27.00 55.00
2024-01 57.93 -75.00 84.00 54.91 -70.00 75.00 58.80 -53.50 79.50 51.55 -83.00 76.50
2023-12 -32.12 -85.50 74.00 -35.62 -84.00 70.00 -25.17 -73.50 74.00 -40.69 -88.00 70.00
2023-11 86.25 26.50 155.00 84.73 28.50 162.00 84.84 31.00 148.00 85.98 26.00 150.00
2023-10 135.85 77.00 205.00 129.29 81.50 181.00 134.00 89.50 181.50 126.71 73.00 170.50
2023-09 112.15 -16.00 179.50 116.95 -0.50 172.50 114.85 -34.00 185.00 109.75 -15.00 179.50
2023-08 8.50 -83.00 130.00 9.61 -83.00 117.50 16.65 -71.00 120.50 3.30 -92.50 121.00
2023-07 43.38 14.00 101.00 43.79 15.00 93.00 46.43 20.00 95.00 40.26 15.50 97.00
2023-06 22.02 4.50 38.00 24.05 16.00 36.50 26.18 14.00 36.50 19.70 10.50 36.00
2023-05 31.78 12.00 149.00 30.68 15.50 95.50 35.25 17.00 117.00 26.42 10.00 88.00
2023-04 -6.39 -198.50 158.50 21.18 -166.00 188.00 4.89 -156.00 158.50 15.50 -179.50 173.50
2023-03 121.83 87.00 170.00 120.74 94.50 163.50 126.63 103.50 170.00 118.20 95.00 156.50
2023-02 116.28 80.50 174.50 117.30 75.50 166.50 119.85 75.00 176.00 112.25 73.50 164.00
2023-01 44.97 -661.50 118.00 44.69 -621.50 97.50 27.06 -964.50 103.50 40.06 -630.00 96.50
2022-12 -341.00 -583.00 468.00 -360.41 -635.50 429.50 -347.27 -611.50 455.00 -357.84 -615.50 439.50
2022-11 442.59 361.00 515.50 447.98 380.50 513.00 452.20 387.00 523.00 438.16 350.50 514.50
2022-10 371.16 348.00 418.50 368.91 350.50 400.00 376.12 356.00 401.50 361.62 348.00 375.50
2022-09 271.71 -274.50 366.00 273.24 -322.00 349.50 281.64 -253.00 357.00 266.50 -298.50 363.00
2022-08 57.72 -261.00 257.00 59.89 -271.50 264.50 65.91 -247.00 252.00 54.39 -259.00 267.00
2022-07 178.40 121.00 265.50 181.48 128.50 266.50 185.88 119.50 285.00 169.98 116.00 227.50
2022-06 148.83 50.00 203.50 154.29 105.00 210.50 164.45 111.00 205.00 144.71 101.00 184.50
2022-05 42.26 -454.50 196.00 46.76 -511.50 167.00 60.47 -449.00 177.50 56.82 -463.00 186.00
2022-04 56.42 -220.00 325.00 30.74 -347.50 302.00 38.66 -524.50 304.50 30.39 -257.50 315.00
2022-03 198.37 45.00 367.50 202.96 50.00 347.00 204.09 58.00 363.00 201.80 84.00 336.50
2022-02 155.78 125.50 210.00 154.88 131.50 180.00 157.78 133.00 184.00 150.50 129.50 180.00
2022-01 141.26 105.00 256.00 143.32 121.00 236.50 135.79 12.00 173.50 138.08 107.50 243.50
2021-12 43.30 -147.50 228.50 53.59 -128.00 188.50 63.04 -108.00 188.00 28.17 -185.00 199.50
2021-11 371.43 184.00 629.00 367.05 192.50 574.50 379.36 208.00 600.00 358.64 196.00 554.50
2021-10 557.81 430.00 666.00 559.22 363.00 674.50 582.97 477.00 672.50 527.25 348.50 640.00
2021-09 45.58 -663.00 509.00 47.90 -661.00 509.00 53.68 -629.50 509.00 48.80 -641.50 510.00
2021-08 -103.11 -563.50 278.50 -116.30 -524.00 280.00 -113.43 -573.00 270.50 -104.39 -522.50 279.50
2021-07 94.80 47.50 163.00 99.61 54.00 197.00 102.91 53.50 190.00 93.39 50.00 177.50
2021-06 46.36 -29.50 108.00 54.07 -4.00 95.50 52.12 2.00 98.50 50.79 -3.50 87.00
2021-05 20.94 -88.00 82.00 22.86 -52.00 78.50 27.33 -53.00 80.00 23.06 -72.50 74.00
2021-04 3.67 -94.00 133.00 3.36 -96.00 142.50 8.50 -89.00 143.50 -2.93 -103.00 138.50
2021-03 17.65 -27.50 58.50 17.26 -24.50 50.50 19.91 -15.00 48.00 16.91 -12.00 45.50
2021-02 14.97 -110.00 59.50 9.83 -108.00 59.00 10.20 -106.50 48.00 11.33 -101.50 54.00
2021-01 8.85 -83.00 97.50 6.60 -69.00 97.50 8.28 -70.50 101.50 9.68 -80.50 98.50
2020-12 42.50 -39.50 110.00 45.57 -39.50 105.00 45.41 -28.00 105.50 46.13 -20.50 103.00
2020-11 17.36 -1.00 44.00 18.48 9.00 34.50 15.48 2.50 32.00 19.62 8.00 37.50
2020-10 22.59 3.50 39.00 24.78 12.50 37.00 21.59 -34.50 36.00 31.38 13.50 104.00
2020-09 9.55 -5.50 20.50 9.39 -21.50 17.50 7.45 -21.50 15.50 15.45 4.50 116.50
2020-08 -8.83 -25.50 9.00 -7.38 -23.00 19.00 -8.19 -19.00 1.50 -9.19 -34.50 10.00
2020-07 22.02 2.00 36.00 21.70 -4.50 35.00 22.22 -8.50 35.50 22.17 -2.00 36.00
2020-06 36.60 26.00 51.00 35.72 25.00 49.00 37.12 27.50 50.50 35.40 26.00 47.50
2020-05 33.67 -171.00 59.50 33.50 -157.00 52.00 34.78 -164.00 53.00 31.61 -173.00 51.50
2020-04 -89.55 -160.00 149.50 -91.88 -183.00 150.00 -90.45 -210.00 144.00 -91.14 -159.50 170.50
2020-03 65.16 31.50 118.00 69.30 32.00 143.50 68.61 34.00 129.00 69.30 31.50 125.50
2020-02 45.00 2.00 64.50 48.52 29.50 65.00 51.75 28.00 71.00 45.00 27.50 59.00
2020-01 16.78 -52.50 30.50 18.12 -43.50 32.00 17.62 -63.00 32.50 21.88 -47.00 31.50
2019-12 23.57 -74.50 77.50 24.02 -63.00 76.50 25.61 -63.50 77.50 23.91 -64.00 77.50
2019-11 91.93 65.00 129.00 89.71 68.50 109.00 90.29 64.50 111.00 91.36 67.50 112.50
2019-10 66.81 57.00 95.50 67.81 56.50 86.50 67.75 57.50 85.00 67.06 59.00 90.00
2019-09 50.92 -163.00 82.50 57.68 -126.50 81.00 54.55 -152.50 79.50 55.72 -132.50 79.00
2019-08 7.36 -113.00 97.00 7.59 -130.00 97.50 6.61 -128.00 92.50 5.50 -119.50 100.00
2019-07 17.96 -4.00 31.00 16.48 -4.00 32.50 18.39 -1.00 33.50 15.85 3.50 28.50
2019-06 38.21 21.50 56.50 38.66 25.00 54.50 39.97 23.00 56.00 35.63 25.00 47.50
2019-05 47.15 30.00 182.00 47.45 31.00 202.50 46.60 29.50 160.00 44.52 28.00 186.00
2019-04 54.17 -103.50 158.00 56.60 -106.50 182.00 54.52 -104.50 148.00 55.24 -104.00 186.00
2019-03 -94.36 -106.50 -78.00 -93.81 -104.00 -79.00 -93.93 -106.00 -81.50 -95.69 -107.50 -83.00
2019-02 -86.47 -98.00 -75.00 -88.33 -99.00 -76.50 -86.10 -101.00 -74.50 -89.43 -100.50 -80.00
2019-01 -84.00 -90.50 -77.00 -83.32 -89.00 -77.00 -81.68 -87.50 -77.50 -84.93 -90.00 -73.50
2018-12 -65.35 -265.00 254.00 -64.08 -279.00 249.50 -59.35 -259.50 251.50 -67.10 -267.00 246.50
2018-11 148.98 110.00 197.00 152.55 117.00 190.50 144.91 64.50 183.00 147.82 113.00 189.00
2018-10 89.53 75.00 117.00 91.33 76.00 113.00 94.25 73.50 118.00 86.61 68.00 114.00

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
2018-12-04 1382.50 1394.00 1402.00 1371.50 1171.00 1193.50 1198.50 1170.00 211.50 200.50 203.50 201.50
2018-12-03 1328.00 1383.50 1425.50 1319.00 1149.50 1180.00 1233.00 1146.00 178.50 203.50 192.50 173.00
2018-11-30 1341.00 1329.50 1347.00 1322.00 1160.00 1150.50 1164.00 1143.00 181.00 179.00 183.00 179.00
2018-11-29 1335.00 1338.00 1347.00 1320.00 1138.00 1157.50 1165.00 1138.00 197.00 180.50 182.00 182.00
2018-11-28 1308.00 1330.00 1335.00 1305.50 1121.00 1139.50 1153.00 1116.50 187.00 190.50 182.00 189.00
2018-11-27 1291.00 1306.50 1324.00 1288.50 1138.50 1127.00 1156.50 1106.50 152.50 179.50 167.50 182.00
2018-11-26 1335.00 1297.00 1338.00 1278.00 1200.00 1141.00 1200.00 1141.00 135.00 156.00 138.00 137.00
2018-11-23 1361.00 1340.50 1363.50 1340.00 1228.00 1209.00 1246.00 1208.00 133.00 131.50 117.50 132.00
2018-11-22 1378.00 1364.00 1380.00 1352.50 1231.00 1227.50 1236.50 1221.50 147.00 136.50 143.50 131.00
2018-11-21 1364.50 1378.50 1382.00 1330.00 1205.00 1231.00 1237.00 1176.00 159.50 147.50 145.00 154.00
2018-11-20 1383.50 1371.50 1383.50 1358.00 1225.00 1204.50 1230.00 1199.00 158.50 167.00 153.50 159.00
2018-11-19 1384.00 1382.50 1393.00 1376.00 1229.50 1225.50 1239.00 1218.50 154.50 157.00 154.00 157.50
2018-11-16 1383.00 1385.00 1396.00 1377.00 1220.00 1231.50 1247.00 1213.50 163.00 153.50 149.00 163.50
2018-11-15 1360.50 1382.00 1383.00 1351.00 1190.00 1218.50 1220.00 1189.50 170.50 163.50 163.00 161.50
2018-11-14 1331.00 1360.00 1366.50 1325.50 1179.00 1188.00 1206.00 1176.50 152.00 172.00 160.50 149.00
2018-11-13 1356.50 1333.00 1364.00 1330.50 1179.50 1177.00 1185.00 1171.00 177.00 156.00 179.00 159.50
2018-11-12 1345.00 1360.50 1370.50 1329.50 1200.00 1172.00 1214.50 1171.50 145.00 188.50 156.00 158.00
2018-11-09 1355.00 1343.50 1363.50 1342.00 1225.00 1199.00 1228.50 1197.50 130.00 144.50 135.00 144.50
2018-11-08 1361.50 1358.00 1364.00 1330.00 1242.00 1222.50 1249.00 1212.00 119.50 135.50 115.00 118.00
2018-11-07 1369.00 1361.00 1371.50 1339.00 1251.00 1244.00 1251.00 1226.00 118.00 117.00 120.50 113.00
2018-11-06 1382.00 1370.00 1397.00 1365.00 1251.00 1248.00 1265.00 1244.00 131.00 122.00 132.00 121.00
2018-11-05 1361.00 1384.00 1384.50 1353.00 1229.50 1256.00 1320.00 1229.50 131.50 128.00 64.50 123.50
2018-11-02 1385.00 1360.50 1386.00 1336.00 1260.00 1232.00 1263.00 1218.00 125.00 128.50 123.00 118.00
2018-11-01 1395.00 1385.00 1412.50 1379.00 1285.00 1263.00 1288.00 1259.00 110.00 122.00 124.50 120.00
2018-10-31 1392.50 1393.00 1398.00 1374.50 1285.00 1285.00 1291.50 1270.00 107.50 108.00 106.50 104.50
2018-10-30 1389.00 1394.00 1413.00 1384.50 1285.00 1285.50 1296.50 1282.50 104.00 108.50 116.50 102.00
2018-10-29 1407.50 1388.00 1420.00 1380.00 1290.50 1284.50 1302.50 1282.00 117.00 103.50 117.50 98.00
2018-10-26 1415.00 1409.00 1433.00 1403.00 1305.00 1296.00 1315.00 1289.00 110.00 113.00 118.00 114.00
2018-10-25 1392.00 1415.00 1419.00 1380.00 1296.50 1305.00 1308.00 1283.50 95.50 110.00 111.00 96.50
2018-10-24 1384.00 1395.00 1396.00 1371.00 1286.00 1297.50 1297.50 1281.00 98.00 97.50 98.50 90.00
2018-10-23 1366.00 1388.50 1398.50 1365.50 1290.50 1287.00 1302.00 1277.50 75.50 101.50 96.50 88.00
2018-10-22 1355.00 1361.50 1387.50 1355.00 1280.00 1282.50 1297.50 1275.00 75.00 79.00 90.00 80.00
2018-10-19 1383.00 1356.00 1389.50 1354.00 1290.50 1275.00 1299.00 1273.00 92.50 81.00 90.50 81.00
2018-10-18 1400.50 1384.50 1407.50 1375.50 1313.00 1295.00 1316.00 1288.00 87.50 89.50 91.50 87.50
2018-10-17 1368.50 1399.50 1412.50 1364.50 1288.00 1313.00 1321.00 1282.00 80.50 86.50 91.50 82.50
2018-10-16 1350.00 1367.50 1378.00 1349.00 1273.50 1287.00 1295.00 1269.50 76.50 80.50 83.00 79.50
2018-10-15 1372.00 1350.50 1382.00 1350.00 1287.50 1273.50 1298.00 1270.50 84.50 77.00 84.00 79.50
2018-10-12 1370.00 1375.50 1384.50 1356.00 1280.00 1287.00 1297.50 1276.00 90.00 88.50 87.00 80.00
2018-10-11 1363.50 1366.50 1377.50 1343.50 1280.00 1278.00 1293.00 1268.50 83.50 88.50 84.50 75.00
2018-10-10 1334.50 1363.50 1394.00 1325.00 1258.00 1284.00 1315.00 1257.00 76.50 79.50 79.00 68.00
2018-10-09 1330.50 1333.00 1346.50 1323.00 1254.00 1257.00 1273.00 1250.00 76.50 76.00 73.50 73.00
2018-10-08 1281.00 1330.00 1332.50 1280.00 1200.00 1254.00 1255.00 1200.00 81.00 76.00 77.50 80.00
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