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:
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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-07-11 | 897.00 | 913.00 | 924.50 | 894.00 | 930.00 | 946.00 | 955.00 | 927.00 | -33.00 | -33.00 | -30.50 | -33.00 |
| 2025-07-10 | 871.00 | 897.00 | 902.50 | 870.50 | 909.00 | 934.50 | 941.00 | 908.50 | -38.00 | -37.50 | -38.50 | -38.00 |
| 2025-07-09 | 849.50 | 871.50 | 877.00 | 847.50 | 896.00 | 911.00 | 916.00 | 894.00 | -46.50 | -39.50 | -39.00 | -46.50 |
| 2025-07-08 | 832.00 | 843.50 | 849.50 | 829.00 | 885.00 | 891.00 | 897.50 | 877.50 | -53.00 | -47.50 | -48.00 | -48.50 |
| 2025-07-07 | 836.00 | 835.00 | 846.00 | 828.50 | 883.00 | 888.50 | 898.00 | 877.00 | -47.00 | -53.50 | -52.00 | -48.50 |
| 2025-07-04 | 852.50 | 839.50 | 861.50 | 837.00 | 920.00 | 888.50 | 920.00 | 886.00 | -67.50 | -49.00 | -58.50 | -49.00 |
| 2025-07-03 | 847.00 | 856.00 | 863.00 | 836.00 | 891.50 | 914.00 | 918.50 | 887.00 | -44.50 | -58.00 | -55.50 | -51.00 |
| 2025-07-02 | 813.50 | 843.50 | 848.00 | 809.00 | 860.00 | 891.50 | 894.50 | 851.50 | -46.50 | -48.00 | -46.50 | -42.50 |
| 2025-07-01 | 824.50 | 814.50 | 832.00 | 804.50 | 858.00 | 857.00 | 864.50 | 844.50 | -33.50 | -42.50 | -32.50 | -40.00 |
| 2025-06-30 | 847.00 | 825.00 | 854.00 | 821.50 | 888.00 | 861.00 | 900.00 | 860.00 | -41.00 | -36.00 | -46.00 | -38.50 |
| 2025-06-27 | 821.00 | 847.50 | 848.00 | 820.50 | 856.00 | 890.00 | 894.00 | 856.00 | -35.00 | -42.50 | -46.00 | -35.50 |
| 2025-06-26 | 804.00 | 819.50 | 820.00 | 801.00 | 845.00 | 855.50 | 858.00 | 841.00 | -41.00 | -36.00 | -38.00 | -40.00 |
| 2025-06-25 | 784.00 | 804.50 | 805.00 | 778.50 | 822.50 | 847.50 | 850.00 | 820.50 | -38.50 | -43.00 | -45.00 | -42.00 |
| 2025-06-24 | 806.50 | 784.00 | 812.00 | 781.00 | 843.50 | 827.50 | 850.50 | 822.50 | -37.00 | -43.50 | -38.50 | -41.50 |
| 2025-06-23 | 793.00 | 807.00 | 810.00 | 788.00 | 820.00 | 843.50 | 845.00 | 816.00 | -27.00 | -36.50 | -35.00 | -28.00 |
| 2025-06-20 | 790.00 | 795.00 | 809.00 | 788.50 | 815.00 | 821.50 | 831.00 | 810.00 | -25.00 | -26.50 | -22.00 | -21.50 |
| 2025-06-19 | 788.00 | 790.50 | 795.00 | 778.00 | 817.00 | 814.00 | 819.00 | 806.50 | -29.00 | -23.50 | -24.00 | -28.50 |
| 2025-06-18 | 786.50 | 790.50 | 801.00 | 782.00 | 809.00 | 815.50 | 819.50 | 801.50 | -22.50 | -25.00 | -18.50 | -19.50 |
| 2025-06-17 | 793.50 | 789.50 | 808.00 | 785.00 | 805.50 | 807.00 | 819.50 | 801.50 | -12.00 | -17.50 | -11.50 | -16.50 |
| 2025-06-16 | 775.00 | 795.50 | 799.50 | 768.00 | 786.00 | 810.50 | 815.50 | 781.50 | -11.00 | -15.00 | -16.00 | -13.50 |
| 2025-06-13 | 765.00 | 774.50 | 791.00 | 758.50 | 780.00 | 788.00 | 798.50 | 772.00 | -15.00 | -13.50 | -7.50 | -13.50 |
| 2025-06-12 | 782.00 | 766.50 | 784.50 | 765.50 | 793.50 | 779.00 | 794.00 | 778.00 | -11.50 | -12.50 | -9.50 | -12.50 |
| 2025-06-11 | 790.00 | 783.50 | 801.00 | 778.50 | 791.00 | 793.00 | 804.00 | 786.00 | -1.00 | -9.50 | -3.00 | -7.50 |
| 2025-06-10 | 780.00 | 785.00 | 794.00 | 756.50 | 794.00 | 791.50 | 799.00 | 767.50 | -14.00 | -6.50 | -5.00 | -11.00 |
| 2025-06-09 | 779.00 | 780.00 | 790.00 | 772.00 | 796.50 | 793.50 | 802.00 | 787.00 | -17.50 | -13.50 | -12.00 | -15.00 |
| 2025-06-06 | 764.50 | 778.50 | 796.00 | 757.50 | 774.50 | 792.50 | 807.50 | 774.00 | -10.00 | -14.00 | -11.50 | -16.50 |
| 2025-06-05 | 760.00 | 757.00 | 765.00 | 742.00 | 780.50 | 773.00 | 781.50 | 760.00 | -20.50 | -16.00 | -16.50 | -18.00 |
| 2025-06-04 | 721.00 | 768.00 | 772.50 | 721.00 | 739.50 | 786.00 | 788.00 | 738.00 | -18.50 | -18.00 | -15.50 | -17.00 |
| 2025-06-03 | 726.00 | 719.00 | 729.50 | 709.00 | 745.00 | 735.50 | 746.50 | 725.50 | -19.00 | -16.50 | -17.00 | -16.50 |
| 2025-05-30 | 757.00 | 726.00 | 759.50 | 726.00 | 776.00 | 747.50 | 777.00 | 747.00 | -19.00 | -21.50 | -17.50 | -21.00 |
| 2025-05-29 | 779.00 | 759.00 | 779.50 | 757.00 | 796.00 | 778.00 | 796.50 | 775.50 | -17.00 | -19.00 | -17.00 | -18.50 |
| 2025-05-28 | 800.00 | 779.00 | 804.00 | 775.50 | 814.00 | 795.00 | 819.00 | 792.50 | -14.00 | -16.00 | -15.00 | -17.00 |
| 2025-05-27 | 801.50 | 799.50 | 806.50 | 788.00 | 814.00 | 815.00 | 821.00 | 805.00 | -12.50 | -15.50 | -14.50 | -17.00 |
| 2025-05-26 | 803.00 | 799.50 | 810.50 | 791.00 | 819.50 | 813.00 | 825.00 | 807.50 | -16.50 | -13.50 | -14.50 | -16.50 |
| 2025-05-23 | 827.50 | 801.50 | 830.00 | 801.00 | 843.50 | 820.50 | 843.50 | 820.00 | -16.00 | -19.00 | -13.50 | -19.00 |
| 2025-05-22 | 842.00 | 827.50 | 845.00 | 825.00 | 855.50 | 844.00 | 860.00 | 841.50 | -13.50 | -16.50 | -15.00 | -16.50 |
| 2025-05-21 | 838.50 | 842.00 | 848.00 | 835.00 | 850.00 | 856.50 | 866.50 | 846.00 | -11.50 | -14.50 | -18.50 | -11.00 |
| 2025-05-20 | 845.00 | 838.50 | 853.50 | 837.00 | 857.00 | 851.00 | 866.00 | 849.50 | -12.00 | -12.50 | -12.50 | -12.50 |
| 2025-05-19 | 850.50 | 845.00 | 864.00 | 841.00 | 875.50 | 855.50 | 881.50 | 854.00 | -25.00 | -10.50 | -17.50 | -13.00 |
| 2025-05-16 | 880.00 | 852.50 | 881.00 | 852.00 | 899.00 | 874.00 | 899.00 | 873.00 | -19.00 | -21.50 | -18.00 | -21.00 |
| 2025-05-15 | 893.00 | 883.00 | 897.50 | 877.00 | 908.50 | 899.00 | 914.00 | 892.50 | -15.50 | -16.00 | -16.50 | -15.50 |
| 2025-05-14 | 870.00 | 894.50 | 896.50 | 852.00 | 881.00 | 911.00 | 911.00 | 870.00 | -11.00 | -16.50 | -14.50 | -18.00 |
| 2025-05-13 | 898.00 | 870.50 | 905.00 | 865.00 | 904.50 | 881.50 | 908.00 | 877.00 | -6.50 | -11.00 | -3.00 | -12.00 |
| 2025-05-12 | 877.00 | 889.50 | 891.50 | 864.50 | 896.50 | 900.50 | 902.50 | 878.00 | -19.50 | -11.00 | -11.00 | -13.50 |
| 2025-05-09 | 892.00 | 877.50 | 892.50 | 877.00 | 923.00 | 896.00 | 923.50 | 894.50 | -31.00 | -18.50 | -31.00 | -17.50 |
| 2025-05-08 | 907.50 | 894.00 | 908.00 | 886.50 | 950.50 | 922.00 | 950.50 | 917.50 | -43.00 | -28.00 | -42.50 | -31.00 |
| 2025-05-07 | 913.00 | 908.00 | 928.00 | 902.50 | 890.50 | 897.50 | 898.00 | 883.00 | 22.50 | 10.50 | 30.00 | 19.50 |
| 2025-05-06 | 935.00 | 911.50 | 939.00 | 906.00 | 885.00 | 880.00 | 894.50 | 878.00 | 50.00 | 31.50 | 44.50 | 28.00 |
| 2025-04-30 | 933.00 | 930.50 | 935.50 | 918.50 | 895.00 | 888.00 | 934.00 | 884.50 | 38.00 | 42.50 | 1.50 | 34.00 |
| 2025-04-29 | 945.00 | 932.00 | 947.50 | 926.00 | 887.50 | 887.50 | 894.00 | 880.00 | 57.50 | 44.50 | 53.50 | 46.00 |
| 2025-04-28 | 956.00 | 947.00 | 968.00 | 943.50 | 890.00 | 880.50 | 902.00 | 877.50 | 66.00 | 66.50 | 66.00 | 66.00 |
| 2025-04-25 | 961.50 | 956.00 | 976.00 | 950.00 | 893.00 | 889.00 | 906.00 | 885.00 | 68.50 | 67.00 | 70.00 | 65.00 |
| 2025-04-24 | 961.50 | 956.00 | 965.50 | 946.00 | 888.00 | 892.50 | 899.50 | 877.00 | 73.50 | 63.50 | 66.00 | 69.00 |
| 2025-04-23 | 930.00 | 962.50 | 964.50 | 929.00 | 857.00 | 884.00 | 885.00 | 854.50 | 73.00 | 78.50 | 79.50 | 74.50 |
| 2025-04-22 | 957.00 | 928.50 | 957.00 | 924.00 | 868.00 | 850.00 | 869.50 | 840.00 | 89.00 | 78.50 | 87.50 | 84.00 |
| 2025-04-21 | 953.00 | 956.50 | 962.00 | 942.00 | 880.00 | 867.00 | 880.00 | 861.00 | 73.00 | 89.50 | 82.00 | 81.00 |
| 2025-04-18 | 950.50 | 952.50 | 958.00 | 928.50 | 870.50 | 872.00 | 879.50 | 849.00 | 80.00 | 80.50 | 78.50 | 79.50 |
| 2025-04-17 | 968.50 | 950.50 | 971.00 | 948.50 | 899.00 | 866.50 | 899.00 | 866.00 | 69.50 | 84.00 | 72.00 | 82.50 |
| 2025-04-16 | 984.00 | 966.00 | 988.50 | 958.50 | 910.00 | 899.00 | 917.00 | 896.00 | 74.00 | 67.00 | 71.50 | 62.50 |
| 2025-04-15 | 909.50 | 908.00 | 917.00 | 898.50 | 1000.00 | 985.50 | 1006.00 | 982.00 | -90.50 | -77.50 | -89.00 | -83.50 |
| 2025-04-14 | 896.00 | 905.50 | 908.50 | 892.50 | 999.00 | 996.00 | 1001.50 | 984.00 | -103.00 | -90.50 | -93.00 | -91.50 |
| 2025-04-11 | 910.00 | 892.50 | 913.00 | 888.50 | 1007.00 | 996.50 | 1007.50 | 986.50 | -97.00 | -104.00 | -94.50 | -98.00 |
| 2025-04-10 | 915.00 | 913.00 | 940.00 | 906.50 | 1005.00 | 1010.50 | 1030.50 | 993.50 | -90.00 | -97.50 | -90.50 | -87.00 |
| 2025-04-09 | 930.00 | 917.00 | 940.00 | 884.00 | 1018.00 | 1005.00 | 1020.50 | 957.00 | -88.00 | -88.00 | -80.50 | -73.00 |
| 2025-04-08 | 977.00 | 926.00 | 988.50 | 922.50 | 1050.00 | 1012.50 | 1058.50 | 1005.50 | -73.00 | -86.50 | -70.00 | -83.00 |
| 2025-04-07 | 961.00 | 977.00 | 984.50 | 940.50 | 1050.00 | 1047.50 | 1067.50 | 1023.00 | -89.00 | -70.50 | -83.00 | -82.50 |
| 2025-04-03 | 1000.00 | 1001.00 | 1004.50 | 986.50 | 1074.00 | 1073.50 | 1078.50 | 1063.50 | -74.00 | -72.50 | -74.00 | -77.00 |
| 2025-04-02 | 1010.00 | 1001.50 | 1011.00 | 989.50 | 1072.00 | 1075.00 | 1081.00 | 1066.50 | -62.00 | -73.50 | -70.00 | -77.00 |
| 2025-04-01 | 988.00 | 1008.00 | 1020.50 | 982.50 | 1061.00 | 1072.50 | 1082.00 | 1048.00 | -73.00 | -64.50 | -61.50 | -65.50 |
| 2025-03-31 | 1020.00 | 988.50 | 1021.50 | 985.00 | 1079.50 | 1059.00 | 1080.50 | 1055.00 | -59.50 | -70.50 | -59.00 | -70.00 |
| 2025-03-28 | 1035.00 | 1024.00 | 1035.00 | 1016.50 | 1085.00 | 1080.50 | 1086.00 | 1076.00 | -50.00 | -56.50 | -51.00 | -59.50 |
| 2025-03-27 | 1030.00 | 1035.00 | 1041.00 | 1028.00 | 1081.00 | 1087.50 | 1092.00 | 1081.00 | -51.00 | -52.50 | -51.00 | -53.00 |
| 2025-03-26 | 1027.00 | 1025.50 | 1034.00 | 1021.50 | 1084.00 | 1079.00 | 1089.00 | 1075.50 | -57.00 | -53.50 | -55.00 | -54.00 |
| 2025-03-25 | 1035.00 | 1027.00 | 1035.00 | 1018.50 | 1092.50 | 1083.50 | 1093.00 | 1077.00 | -57.50 | -56.50 | -58.00 | -58.50 |
| 2025-03-24 | 1016.00 | 1030.00 | 1033.00 | 1000.00 | 1086.50 | 1088.50 | 1094.00 | 1060.00 | -70.50 | -58.50 | -61.00 | -60.00 |
| 2025-03-21 | 1030.00 | 1010.00 | 1035.00 | 1006.50 | 1091.00 | 1077.00 | 1093.00 | 1073.50 | -61.00 | -67.00 | -58.00 | -67.00 |
| 2025-03-20 | 1028.00 | 1031.00 | 1036.00 | 1017.50 | 1093.00 | 1087.00 | 1098.00 | 1081.50 | -65.00 | -56.00 | -62.00 | -64.00 |
| 2025-03-19 | 1050.00 | 1026.00 | 1051.00 | 1023.50 | 1115.00 | 1091.00 | 1117.50 | 1088.00 | -65.00 | -65.00 | -66.50 | -64.50 |
| 2025-03-18 | 1058.00 | 1048.50 | 1066.00 | 1047.00 | 1128.00 | 1116.00 | 1128.00 | 1116.00 | -70.00 | -67.50 | -62.00 | -69.00 |
| 2025-03-17 | 1086.50 | 1061.50 | 1086.50 | 1056.00 | 1145.00 | 1127.50 | 1146.00 | 1120.00 | -58.50 | -66.00 | -59.50 | -64.00 |
| 2025-03-14 | 1090.00 | 1088.00 | 1092.00 | 1073.50 | 1140.50 | 1148.50 | 1153.00 | 1132.00 | -50.50 | -60.50 | -61.00 | -58.50 |
| 2025-03-13 | 1070.50 | 1092.00 | 1093.00 | 1065.50 | 1120.00 | 1150.00 | 1152.00 | 1116.00 | -49.50 | -58.00 | -59.00 | -50.50 |
| 2025-03-12 | 1065.50 | 1073.00 | 1076.00 | 1056.00 | 1112.00 | 1119.00 | 1125.50 | 1108.50 | -46.50 | -46.00 | -49.50 | -52.50 |
| 2025-03-11 | 1066.50 | 1061.00 | 1069.50 | 1056.50 | 1105.00 | 1109.50 | 1115.50 | 1104.50 | -38.50 | -48.50 | -46.00 | -48.00 |
| 2025-03-10 | 1080.00 | 1063.50 | 1094.00 | 1062.00 | 1130.00 | 1105.00 | 1133.00 | 1103.50 | -50.00 | -41.50 | -39.00 | -41.50 |
| 2025-03-07 | 1075.50 | 1083.00 | 1088.00 | 1067.50 | 1132.00 | 1131.00 | 1139.00 | 1121.00 | -56.50 | -48.00 | -51.00 | -53.50 |
| 2025-03-06 | 1061.50 | 1070.00 | 1074.00 | 1051.00 | 1125.50 | 1128.00 | 1137.50 | 1117.00 | -64.00 | -58.00 | -63.50 | -66.00 |
| 2025-03-05 | 1089.00 | 1061.50 | 1091.50 | 1061.00 | 1165.00 | 1124.00 | 1165.00 | 1124.00 | -76.00 | -62.50 | -73.50 | -63.00 |
| 2025-03-04 | 1111.00 | 1091.00 | 1112.00 | 1087.00 | 1178.50 | 1165.00 | 1182.50 | 1160.50 | -67.50 | -74.00 | -70.50 | -73.50 |
| 2025-03-03 | 1100.00 | 1104.00 | 1123.00 | 1095.00 | 1173.00 | 1178.50 | 1200.00 | 1171.00 | -73.00 | -74.50 | -77.00 | -76.00 |
| 2025-02-28 | 1098.00 | 1093.00 | 1105.50 | 1082.50 | 1164.00 | 1166.00 | 1168.50 | 1153.00 | -66.00 | -73.00 | -63.00 | -70.50 |
| 2025-02-27 | 1086.50 | 1097.50 | 1104.00 | 1076.00 | 1168.50 | 1164.00 | 1170.00 | 1147.50 | -82.00 | -66.50 | -66.00 | -71.50 |
| 2025-02-26 | 1085.50 | 1088.00 | 1097.00 | 1078.00 | 1167.00 | 1167.00 | 1180.00 | 1164.00 | -81.50 | -79.00 | -83.00 | -86.00 |
| 2025-02-25 | 1108.00 | 1085.00 | 1111.00 | 1082.00 | 1190.00 | 1171.00 | 1192.50 | 1168.50 | -82.00 | -86.00 | -81.50 | -86.50 |
| 2025-02-24 | 1125.00 | 1108.00 | 1131.50 | 1100.50 | 1209.00 | 1190.00 | 1211.00 | 1184.00 | -84.00 | -82.00 | -79.50 | -83.50 |
| 2025-02-21 | 1124.00 | 1130.00 | 1138.00 | 1120.00 | 1205.50 | 1209.50 | 1220.50 | 1202.00 | -81.50 | -79.50 | -82.50 | -82.00 |
| 2025-02-20 | 1086.00 | 1121.00 | 1124.50 | 1083.00 | 1175.50 | 1203.50 | 1205.50 | 1171.50 | -89.50 | -82.50 | -81.00 | -88.50 |
| 2025-02-19 | 1090.00 | 1086.00 | 1097.50 | 1082.50 | 1171.50 | 1174.50 | 1182.00 | 1169.00 | -81.50 | -88.50 | -84.50 | -86.50 |
| 2025-02-18 | 1089.00 | 1094.50 | 1096.00 | 1075.50 | 1171.50 | 1174.50 | 1177.00 | 1157.50 | -82.50 | -80.00 | -81.00 | -82.00 |
| 2025-02-17 | 1088.00 | 1089.00 | 1091.50 | 1068.00 | 1168.00 | 1169.00 | 1178.50 | 1154.00 | -80.00 | -80.00 | -87.00 | -86.00 |