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
2025-02-14 1094.00 1085.00 1103.50 1075.50 1192.00 1171.50 1192.00 1171.00 -98.00 -86.50 -88.50 -95.50
2025-02-13 1122.00 1098.50 1125.50 1092.00 1216.00 1189.00 1219.00 1185.00 -94.00 -90.50 -93.50 -93.00
2025-02-12 1121.00 1127.50 1128.50 1113.00 1205.00 1218.50 1219.00 1200.00 -84.00 -91.00 -90.50 -87.00
2025-02-11 1144.00 1122.00 1151.50 1111.00 1230.00 1208.00 1237.00 1201.00 -86.00 -86.00 -85.50 -90.00
2025-02-10 1152.00 1147.00 1152.50 1133.00 1224.50 1230.00 1235.50 1218.50 -72.50 -83.00 -83.00 -85.50
2025-02-07 1132.00 1153.50 1169.00 1114.50 1207.00 1234.50 1246.50 1197.50 -75.00 -81.00 -77.50 -83.00
2025-02-06 1102.00 1126.50 1134.00 1102.00 1186.00 1208.50 1216.00 1185.00 -84.00 -82.00 -82.00 -83.00
2025-02-05 1147.00 1098.50 1147.00 1096.50 1217.00 1182.50 1226.00 1182.50 -70.00 -84.00 -79.00 -86.00
2025-01-27 1131.00 1135.00 1144.00 1125.50 1208.00 1214.00 1223.50 1203.50 -77.00 -79.00 -79.50 -78.00
2025-01-24 1130.00 1131.00 1137.00 1118.50 1215.00 1207.00 1215.50 1195.00 -85.00 -76.00 -78.50 -76.50
2025-01-23 1143.50 1132.50 1163.00 1124.50 1217.00 1211.50 1239.00 1203.00 -73.50 -79.00 -76.00 -78.50
2025-01-22 1153.00 1143.50 1155.00 1133.50 1221.00 1213.50 1227.00 1208.50 -68.00 -70.00 -72.00 -75.00
2025-01-21 1143.50 1153.50 1164.00 1140.50 1221.00 1223.50 1241.50 1219.00 -77.50 -70.00 -77.50 -78.50
2025-01-20 1170.00 1139.00 1173.00 1132.00 1239.00 1216.00 1242.50 1212.00 -69.00 -77.00 -69.50 -80.00
2025-01-17 1160.00 1175.50 1178.00 1160.00 1224.50 1244.50 1244.50 1222.00 -64.50 -69.00 -66.50 -62.00
2025-01-16 1127.00 1164.50 1167.00 1125.50 1203.00 1225.50 1231.50 1201.00 -76.00 -61.00 -64.50 -75.50
2025-01-15 1127.00 1127.00 1129.50 1113.00 1206.00 1203.00 1206.00 1189.00 -79.00 -76.00 -76.50 -76.00
2025-01-14 1119.00 1129.50 1131.50 1110.50 1191.00 1204.50 1207.00 1184.50 -72.00 -75.00 -75.50 -74.00
2025-01-13 1090.00 1119.50 1120.50 1082.00 1170.50 1191.00 1192.50 1161.50 -80.50 -71.50 -72.00 -79.50
2025-01-10 1096.00 1083.50 1101.50 1081.50 1170.00 1165.00 1177.00 1159.50 -74.00 -81.50 -75.50 -78.00
2025-01-09 1103.00 1097.00 1106.00 1086.00 1177.00 1174.00 1181.00 1161.00 -74.00 -77.00 -75.00 -75.00
2025-01-08 1132.00 1103.00 1135.00 1100.00 1192.50 1177.00 1208.00 1174.00 -60.50 -74.00 -73.00 -74.00
2025-01-07 1162.00 1128.00 1169.50 1123.00 1228.50 1203.50 1243.50 1198.00 -66.50 -75.50 -74.00 -75.00
2025-01-06 1144.50 1156.00 1170.00 1131.50 1220.00 1231.50 1242.50 1206.00 -75.50 -75.50 -72.50 -74.50
2025-01-03 1174.50 1148.50 1176.50 1140.00 1244.00 1222.00 1245.50 1213.00 -69.50 -73.50 -69.00 -73.00
2025-01-02 1162.50 1174.00 1187.50 1154.00 1090.00 1044.50 1090.00 1041.00 72.50 129.50 97.50 113.00
2024-12-31 1156.50 1160.50 1168.00 1142.00 1032.00 1035.00 1080.00 987.00 124.50 125.50 88.00 155.00
2024-12-30 1136.00 1157.50 1162.00 1116.00 1020.00 1029.00 1034.00 1010.50 116.00 128.50 128.00 105.50
2024-12-27 1136.00 1140.00 1145.50 1133.00 1010.00 1017.50 1029.50 997.00 126.00 122.50 116.00 136.00
2024-12-26 1153.00 1141.00 1163.00 1138.00 1048.00 1012.50 1048.00 1012.00 105.00 128.50 115.00 126.00
2024-12-25 1150.00 1153.00 1165.50 1145.00 1053.00 1041.00 1059.50 1036.50 97.00 112.00 106.00 108.50
2024-12-24 1152.50 1153.00 1156.00 1130.00 1079.00 1052.50 1079.00 1043.50 73.50 100.50 77.00 86.50
2024-12-23 1157.00 1155.50 1166.50 1150.00 1082.00 1079.00 1088.50 1074.00 75.00 76.50 78.00 76.00
2024-12-20 1146.50 1160.50 1172.00 1142.50 1093.00 1082.00 1095.50 1073.50 53.50 78.50 76.50 69.00
2024-12-19 1166.00 1147.50 1177.00 1134.50 1125.50 1077.00 1125.50 1062.00 40.50 70.50 51.50 72.50
2024-12-18 1209.00 1174.00 1212.00 1166.50 1146.00 1115.00 1158.50 1102.50 63.00 59.00 53.50 64.00
2024-12-17 1139.00 1147.00 1154.00 1133.50 1212.00 1209.00 1222.00 1203.50 -73.00 -62.00 -68.00 -70.00
2024-12-16 1161.00 1136.00 1163.00 1122.00 1246.50 1222.00 1246.50 1213.00 -85.50 -86.00 -83.50 -91.00
2024-12-13 1189.50 1159.00 1189.50 1153.50 1265.00 1242.50 1270.00 1237.00 -75.50 -83.50 -80.50 -83.50
2024-12-12 1182.00 1195.00 1202.00 1169.50 1260.00 1277.00 1287.00 1251.50 -78.00 -82.00 -85.00 -82.00
2024-12-11 1166.00 1182.00 1182.50 1160.00 1240.00 1262.00 1263.50 1240.00 -74.00 -80.00 -81.00 -80.00
2024-12-10 1175.00 1160.00 1215.00 1155.00 1248.00 1242.00 1291.00 1235.00 -73.00 -82.00 -76.00 -80.00
2024-12-09 1169.00 1149.50 1173.00 1136.50 1230.00 1220.00 1238.50 1208.00 -61.00 -70.50 -65.50 -71.50
2024-12-06 1162.00 1171.00 1187.50 1160.50 1226.00 1234.50 1252.50 1226.00 -64.00 -63.50 -65.00 -65.50
2024-12-05 1200.00 1170.50 1214.00 1167.00 1267.50 1239.50 1275.00 1233.50 -67.50 -69.00 -61.00 -66.50
2024-12-04 1230.50 1195.00 1231.50 1175.00 1300.00 1262.00 1302.50 1246.00 -69.50 -67.00 -71.00 -71.00
2024-12-03 1232.00 1227.00 1238.00 1221.00 1295.00 1299.50 1307.50 1288.00 -63.00 -72.50 -69.50 -67.00
2024-12-02 1245.50 1233.50 1250.00 1225.50 1287.00 1291.00 1305.50 1283.00 -41.50 -57.50 -55.50 -57.50
2024-11-29 1244.00 1245.50 1258.00 1233.50 1280.00 1288.50 1299.00 1279.50 -36.00 -43.00 -41.00 -46.00
2024-11-28 1261.00 1242.00 1263.00 1238.00 1297.00 1281.00 1299.50 1277.50 -36.00 -39.00 -36.50 -39.50
2024-11-27 1266.00 1258.00 1274.00 1237.00 1310.50 1297.50 1314.00 1280.50 -44.50 -39.50 -40.00 -43.50
2024-11-26 1273.00 1273.00 1281.50 1267.50 1320.00 1312.00 1325.00 1308.00 -47.00 -39.00 -43.50 -40.50
2024-11-25 1280.50 1273.00 1304.00 1264.50 1326.50 1318.00 1345.00 1308.00 -46.00 -45.00 -41.00 -43.50
2024-11-22 1320.00 1284.00 1328.50 1279.00 1351.50 1324.00 1367.00 1322.00 -31.50 -40.00 -38.50 -43.00
2024-11-21 1275.50 1316.50 1317.00 1270.50 1330.00 1350.50 1350.50 1321.00 -54.50 -34.00 -33.50 -50.50
2024-11-20 1291.00 1282.50 1291.00 1268.00 1348.00 1334.00 1348.00 1321.00 -57.00 -51.50 -57.00 -53.00
2024-11-19 1283.00 1293.00 1296.00 1267.50 1330.50 1345.50 1352.00 1326.00 -47.50 -52.50 -56.00 -58.50
2024-11-18 1261.00 1276.50 1289.50 1251.00 1325.50 1330.50 1348.00 1314.00 -64.50 -54.00 -58.50 -63.00
2024-11-15 1270.00 1261.00 1283.50 1256.00 1335.00 1325.00 1342.00 1320.00 -65.00 -64.00 -58.50 -64.00
2024-11-14 1286.50 1269.00 1293.50 1263.50 1340.00 1329.50 1352.00 1320.00 -53.50 -60.50 -58.50 -56.50
2024-11-13 1280.00 1286.50 1308.00 1277.50 1339.50 1338.00 1362.50 1333.50 -59.50 -51.50 -54.50 -56.00
2024-11-12 1290.00 1280.00 1300.00 1267.50 1370.00 1337.00 1370.00 1320.00 -80.00 -57.00 -70.00 -52.50
2024-11-11 1315.00 1300.50 1334.00 1278.50 1390.00 1366.50 1413.00 1350.50 -75.00 -66.00 -79.00 -72.00
2024-11-08 1346.50 1322.50 1362.50 1317.50 1427.00 1406.00 1446.50 1401.50 -80.50 -83.50 -84.00 -84.00
2024-11-07 1305.00 1340.00 1342.50 1303.00 1405.50 1422.00 1427.50 1390.50 -100.50 -82.00 -85.00 -87.50
2024-11-06 1362.00 1317.50 1367.00 1295.00 1443.00 1405.00 1449.00 1380.00 -81.00 -87.50 -82.00 -85.00
2024-11-05 1372.00 1358.00 1379.50 1351.50 1451.00 1440.00 1461.50 1434.00 -79.00 -82.00 -82.00 -82.50
2024-11-04 1341.00 1366.00 1368.00 1312.00 1420.50 1450.00 1451.50 1392.50 -79.50 -84.00 -83.50 -80.50
2024-11-01 1357.00 1337.00 1369.00 1332.00 1441.00 1417.50 1447.50 1411.50 -84.00 -80.50 -78.50 -79.50
2024-10-31 1374.00 1362.00 1380.50 1328.00 1456.00 1440.50 1456.50 1406.00 -82.00 -78.50 -76.00 -78.00
2024-10-30 1380.00 1377.50 1398.50 1360.50 1450.00 1452.50 1473.50 1433.50 -70.00 -75.00 -75.00 -73.00
2024-10-29 1409.50 1366.00 1427.00 1356.00 1470.00 1441.50 1493.00 1428.50 -60.50 -75.50 -66.00 -72.50
2024-10-28 1360.00 1409.50 1417.00 1350.50 1423.50 1476.00 1482.00 1418.50 -63.50 -66.50 -65.00 -68.00
2024-10-25 1337.00 1355.00 1368.00 1336.50 1396.00 1419.50 1430.00 1396.00 -59.00 -64.50 -62.00 -59.50
2024-10-24 1325.50 1337.00 1344.50 1305.00 1396.50 1398.00 1407.50 1375.00 -71.00 -61.00 -63.00 -70.00
2024-10-23 1342.00 1328.50 1358.00 1320.00 1390.00 1394.00 1414.00 1382.00 -48.00 -65.50 -56.00 -62.00
2024-10-22 1362.00 1340.50 1382.50 1325.50 1413.00 1389.00 1433.00 1377.50 -51.00 -48.50 -50.50 -52.00
2024-10-21 1355.00 1365.00 1375.00 1341.50 1415.00 1417.00 1428.50 1402.00 -60.00 -52.00 -53.50 -60.50
2024-10-18 1335.00 1351.00 1378.00 1322.50 1398.00 1413.50 1436.00 1377.00 -63.00 -62.50 -58.00 -54.50
2024-10-17 1429.00 1340.00 1457.50 1340.00 1489.00 1395.50 1520.00 1395.50 -60.00 -55.50 -62.50 -55.50
2024-10-16 1471.00 1432.00 1488.00 1426.50 1531.00 1484.00 1546.50 1483.00 -60.00 -52.00 -58.50 -56.50
2024-10-15 1488.00 1471.00 1509.00 1465.00 1526.50 1531.50 1558.00 1520.00 -38.50 -60.50 -49.00 -55.00
2024-10-14 1488.00 1498.50 1517.00 1452.00 1523.00 1535.50 1555.50 1498.00 -35.00 -37.00 -38.50 -46.00
2024-10-11 1436.50 1484.00 1494.00 1435.00 1477.50 1526.50 1533.00 1474.00 -41.00 -42.50 -39.00 -39.00
2024-10-10 1458.50 1436.50 1477.50 1410.00 1493.00 1469.00 1506.00 1450.00 -34.50 -32.50 -28.50 -40.00
2024-10-09 1488.00 1465.50 1509.50 1454.50 1503.50 1496.00 1539.00 1488.00 -15.50 -30.50 -29.50 -33.50
2024-10-08 1605.00 1481.50 1620.00 1451.00 1655.00 1512.50 1660.00 1484.50 -50.00 -31.00 -40.00 -33.50
2024-09-30 1402.00 1546.00 1546.00 1393.50 1447.50 1592.50 1592.50 1445.00 -45.50 -46.50 -46.50 -51.50
2024-09-27 1372.50 1402.00 1416.00 1372.00 1387.50 1447.50 1458.00 1386.00 -15.00 -45.50 -42.00 -14.00
2024-09-26 1320.00 1362.00 1363.50 1315.00 1320.50 1379.50 1382.00 1316.00 -0.50 -17.50 -18.50 -1.00
2024-09-25 1309.00 1324.50 1350.00 1305.00 1306.50 1328.50 1358.00 1306.50 2.50 -4.00 -8.00 -1.50
2024-09-24 1230.50 1303.00 1305.50 1227.00 1242.50 1309.50 1313.00 1239.00 -12.00 -6.50 -7.50 -12.00
2024-09-23 1274.00 1230.50 1289.00 1227.00 1278.00 1242.50 1285.00 1242.50 -4.00 -12.00 4.00 -15.50
2024-09-20 1291.00 1274.00 1300.00 1260.00 1289.50 1276.00 1295.00 1261.50 1.50 -2.00 5.00 -1.50
2024-09-19 1258.00 1291.00 1296.00 1240.50 1259.00 1287.00 1297.00 1250.50 -1.00 4.00 -1.00 -10.00
2024-09-18 1280.00 1262.00 1296.00 1237.00 1277.50 1262.00 1285.50 1245.50 2.50 0.00 10.50 -8.50
2024-09-13 1290.00 1269.00 1296.00 1263.50 1289.00 1260.00 1305.00 1259.50 1.00 9.00 -9.00 4.00
2024-09-12 1264.00 1282.50 1284.50 1252.00 1283.00 1292.00 1293.50 1266.00 -19.00 -9.50 -9.00 -14.00
2024-09-11 1224.50 1262.00 1262.50 1182.50 1235.00 1280.50 1280.50 1200.50 -10.50 -18.50 -18.00 -18.00
2024-09-10 1230.00 1227.50 1247.00 1220.50 1241.00 1240.50 1256.50 1235.00 -11.00 -13.00 -9.50 -14.50
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