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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 1227.00 | 1230.50 | 1237.00 | 1190.50 | 1265.50 | 1241.00 | 1265.50 | 1215.50 | -38.50 | -10.50 | -28.50 | -25.00 |
| 2024-09-06 | 1241.00 | 1231.50 | 1266.50 | 1212.00 | 1265.00 | 1257.50 | 1285.50 | 1240.50 | -24.00 | -26.00 | -19.00 | -28.50 |
| 2024-09-05 | 1259.00 | 1238.00 | 1278.50 | 1230.50 | 1275.00 | 1263.50 | 1295.50 | 1255.50 | -16.00 | -25.50 | -17.00 | -25.00 |
| 2024-09-04 | 1310.00 | 1256.50 | 1319.00 | 1251.50 | 1327.00 | 1278.00 | 1331.00 | 1276.50 | -17.00 | -21.50 | -12.00 | -25.00 |
| 2024-09-03 | 1327.50 | 1315.00 | 1339.50 | 1311.00 | 1342.00 | 1328.50 | 1351.00 | 1322.50 | -14.50 | -13.50 | -11.50 | -11.50 |
| 2024-09-02 | 1370.00 | 1327.50 | 1370.50 | 1324.50 | 1220.00 | 1218.50 | 1394.00 | 1200.00 | 150.00 | 109.00 | -23.50 | 124.50 |
| 2024-08-30 | 1380.00 | 1370.50 | 1397.00 | 1358.00 | 1328.00 | 1225.00 | 1328.00 | 1225.00 | 52.00 | 145.50 | 69.00 | 133.00 |
| 2024-08-29 | 1378.00 | 1387.00 | 1408.00 | 1373.00 | 1320.00 | 1321.00 | 1345.00 | 1314.00 | 58.00 | 66.00 | 63.00 | 59.00 |
| 2024-08-28 | 1384.00 | 1382.00 | 1399.50 | 1365.50 | 1291.00 | 1322.00 | 1328.00 | 1291.00 | 93.00 | 60.00 | 71.50 | 74.50 |
| 2024-08-27 | 1361.00 | 1383.50 | 1395.00 | 1348.50 | 1285.00 | 1290.50 | 1307.50 | 1264.00 | 76.00 | 93.00 | 87.50 | 84.50 |
| 2024-08-26 | 1313.00 | 1361.00 | 1366.00 | 1286.00 | 1240.00 | 1275.00 | 1275.50 | 1225.00 | 73.00 | 86.00 | 90.50 | 61.00 |
| 2024-08-23 | 1339.50 | 1314.00 | 1346.50 | 1312.00 | 1312.00 | 1238.00 | 1312.50 | 1232.00 | 27.50 | 76.00 | 34.00 | 80.00 |
| 2024-08-22 | 1375.50 | 1343.50 | 1380.00 | 1333.00 | 1345.00 | 1310.50 | 1349.00 | 1306.00 | 30.50 | 33.00 | 31.00 | 27.00 |
| 2024-08-21 | 1336.50 | 1372.50 | 1376.50 | 1333.00 | 1326.00 | 1340.00 | 1346.00 | 1323.00 | 10.50 | 32.50 | 30.50 | 10.00 |
| 2024-08-20 | 1341.00 | 1327.00 | 1354.00 | 1308.00 | 1341.50 | 1320.00 | 1358.00 | 1309.50 | -0.50 | 7.00 | -4.00 | -1.50 |
| 2024-08-19 | 1337.00 | 1346.50 | 1354.50 | 1303.50 | 1335.00 | 1343.00 | 1354.00 | 1322.50 | 2.00 | 3.50 | 0.50 | -19.00 |
| 2024-08-16 | 1360.00 | 1343.50 | 1384.00 | 1338.50 | 1340.00 | 1342.50 | 1397.50 | 1339.00 | 20.00 | 1.00 | -13.50 | -0.50 |
| 2024-08-15 | 1319.00 | 1367.50 | 1371.00 | 1317.00 | 1326.50 | 1345.50 | 1348.00 | 1306.00 | -7.50 | 22.00 | 23.00 | 11.00 |
| 2024-08-14 | 1337.00 | 1316.00 | 1347.50 | 1297.50 | 1360.00 | 1324.00 | 1360.00 | 1312.50 | -23.00 | -8.00 | -12.50 | -15.00 |
| 2024-08-13 | 1365.00 | 1337.00 | 1379.00 | 1327.00 | 1390.50 | 1359.00 | 1398.00 | 1344.50 | -25.50 | -22.00 | -19.00 | -17.50 |
| 2024-08-12 | 1397.00 | 1360.00 | 1408.00 | 1352.00 | 1430.00 | 1388.00 | 1439.50 | 1381.00 | -33.00 | -28.00 | -31.50 | -29.00 |
| 2024-08-09 | 1385.00 | 1391.50 | 1421.00 | 1376.00 | 1436.00 | 1424.00 | 1458.50 | 1417.00 | -51.00 | -32.50 | -37.50 | -41.00 |
| 2024-08-08 | 1417.50 | 1378.00 | 1428.50 | 1371.50 | 1484.00 | 1440.50 | 1490.00 | 1435.00 | -66.50 | -62.50 | -61.50 | -63.50 |
| 2024-08-07 | 1400.00 | 1412.00 | 1422.00 | 1382.00 | 1493.00 | 1479.50 | 1505.00 | 1475.50 | -93.00 | -67.50 | -83.00 | -93.50 |
| 2024-08-06 | 1412.00 | 1402.00 | 1432.00 | 1391.50 | 1512.50 | 1499.00 | 1526.00 | 1495.00 | -100.50 | -97.00 | -94.00 | -103.50 |
| 2024-08-05 | 1425.50 | 1423.00 | 1435.00 | 1393.00 | 1519.50 | 1521.00 | 1532.00 | 1496.00 | -94.00 | -98.00 | -97.00 | -103.00 |
| 2024-08-02 | 1425.00 | 1426.00 | 1433.00 | 1402.50 | 1525.00 | 1524.00 | 1529.50 | 1494.00 | -100.00 | -98.00 | -96.50 | -91.50 |
| 2024-08-01 | 1465.00 | 1431.00 | 1476.50 | 1420.00 | 1536.50 | 1524.00 | 1553.50 | 1514.00 | -71.50 | -93.00 | -77.00 | -94.00 |
| 2024-07-31 | 1446.50 | 1461.00 | 1478.00 | 1435.50 | 1520.00 | 1535.00 | 1550.00 | 1508.00 | -73.50 | -74.00 | -72.00 | -72.50 |
| 2024-07-30 | 1480.00 | 1446.50 | 1490.50 | 1432.00 | 1555.00 | 1522.00 | 1564.50 | 1507.00 | -75.00 | -75.50 | -74.00 | -75.00 |
| 2024-07-29 | 1488.00 | 1477.00 | 1494.50 | 1455.00 | 1570.50 | 1553.50 | 1583.00 | 1547.00 | -82.50 | -76.50 | -88.50 | -92.00 |
| 2024-07-26 | 1470.00 | 1487.50 | 1500.00 | 1468.00 | 1564.50 | 1571.00 | 1596.00 | 1563.00 | -94.50 | -83.50 | -96.00 | -95.00 |
| 2024-07-25 | 1490.50 | 1474.00 | 1495.00 | 1462.50 | 1596.00 | 1569.50 | 1601.50 | 1558.00 | -105.50 | -95.50 | -106.50 | -95.50 |
| 2024-07-24 | 1487.00 | 1489.00 | 1508.00 | 1481.50 | 1592.00 | 1600.00 | 1615.00 | 1591.00 | -105.00 | -111.00 | -107.00 | -109.50 |
| 2024-07-23 | 1507.00 | 1482.00 | 1518.00 | 1477.50 | 1615.50 | 1595.00 | 1628.50 | 1588.00 | -108.50 | -113.00 | -110.50 | -110.50 |
| 2024-07-22 | 1533.00 | 1507.00 | 1542.00 | 1503.00 | 1653.50 | 1618.00 | 1660.00 | 1610.00 | -120.50 | -111.00 | -118.00 | -107.00 |
| 2024-07-19 | 1557.00 | 1543.50 | 1571.50 | 1532.00 | 1690.00 | 1663.50 | 1695.00 | 1656.00 | -133.00 | -120.00 | -123.50 | -124.00 |
| 2024-07-18 | 1556.00 | 1564.00 | 1564.50 | 1519.50 | 1690.00 | 1692.50 | 1693.50 | 1654.00 | -134.00 | -128.50 | -129.00 | -134.50 |
| 2024-07-17 | 1569.00 | 1556.00 | 1595.00 | 1551.50 | 1692.00 | 1690.00 | 1723.00 | 1686.00 | -123.00 | -134.00 | -128.00 | -134.50 |
| 2024-07-16 | 1579.50 | 1571.00 | 1587.00 | 1554.00 | 1718.00 | 1708.00 | 1724.00 | 1697.00 | -138.50 | -137.00 | -137.00 | -143.00 |
| 2024-07-15 | 1573.00 | 1580.50 | 1613.50 | 1543.00 | 1711.00 | 1723.00 | 1749.00 | 1690.00 | -138.00 | -142.50 | -135.50 | -147.00 |
| 2024-07-12 | 1562.00 | 1571.00 | 1580.50 | 1551.00 | 1702.00 | 1716.50 | 1726.00 | 1699.00 | -140.00 | -145.50 | -145.50 | -148.00 |
| 2024-07-11 | 1538.00 | 1560.00 | 1578.50 | 1534.00 | 1688.00 | 1707.50 | 1725.00 | 1685.00 | -150.00 | -147.50 | -146.50 | -151.00 |
| 2024-07-10 | 1562.50 | 1531.00 | 1577.00 | 1513.00 | 1706.00 | 1683.00 | 1728.00 | 1668.50 | -143.50 | -152.00 | -151.00 | -155.50 |
| 2024-07-09 | 1563.00 | 1563.00 | 1574.00 | 1545.00 | 1699.00 | 1711.00 | 1719.50 | 1694.00 | -136.00 | -148.00 | -145.50 | -149.00 |
| 2024-07-08 | 1558.00 | 1556.00 | 1575.00 | 1542.50 | 1713.50 | 1703.50 | 1724.00 | 1695.00 | -155.50 | -147.50 | -149.00 | -152.50 |
| 2024-07-05 | 1615.00 | 1557.00 | 1623.00 | 1550.00 | 1741.50 | 1708.50 | 1762.50 | 1701.00 | -126.50 | -151.50 | -139.50 | -151.00 |
| 2024-07-04 | 1631.50 | 1616.00 | 1636.00 | 1605.50 | 1769.50 | 1756.00 | 1774.50 | 1750.00 | -138.00 | -140.00 | -138.50 | -144.50 |
| 2024-07-03 | 1609.00 | 1631.50 | 1634.50 | 1594.00 | 1750.00 | 1775.00 | 1778.00 | 1738.00 | -141.00 | -143.50 | -143.50 | -144.00 |
| 2024-07-02 | 1610.00 | 1612.00 | 1622.00 | 1592.00 | 1743.50 | 1750.00 | 1765.00 | 1733.50 | -133.50 | -138.00 | -143.00 | -141.50 |
| 2024-07-01 | 1573.50 | 1603.00 | 1603.50 | 1561.50 | 1706.00 | 1734.00 | 1734.00 | 1694.50 | -132.50 | -131.00 | -130.50 | -133.00 |
| 2024-06-28 | 1556.00 | 1573.50 | 1576.00 | 1542.50 | 1700.00 | 1704.50 | 1709.50 | 1686.00 | -144.00 | -131.00 | -133.50 | -143.50 |
| 2024-06-27 | 1581.00 | 1556.50 | 1582.00 | 1553.50 | 1720.00 | 1692.00 | 1720.00 | 1691.00 | -139.00 | -135.50 | -138.00 | -137.50 |
| 2024-06-26 | 1549.50 | 1581.00 | 1584.00 | 1539.00 | 1685.00 | 1718.50 | 1721.00 | 1681.50 | -135.50 | -137.50 | -137.00 | -142.50 |
| 2024-06-25 | 1543.00 | 1546.50 | 1553.00 | 1522.50 | 1688.00 | 1691.00 | 1694.50 | 1668.50 | -145.00 | -144.50 | -141.50 | -146.00 |
| 2024-06-24 | 1560.00 | 1543.00 | 1567.50 | 1534.50 | 1723.50 | 1693.50 | 1723.50 | 1686.50 | -163.50 | -150.50 | -156.00 | -152.00 |
| 2024-06-21 | 1592.00 | 1560.00 | 1597.00 | 1560.00 | 1745.00 | 1718.50 | 1750.00 | 1717.00 | -153.00 | -158.50 | -153.00 | -157.00 |
| 2024-06-20 | 1616.50 | 1587.50 | 1617.00 | 1570.50 | 1753.50 | 1740.00 | 1766.50 | 1722.50 | -137.00 | -152.50 | -149.50 | -152.00 |
| 2024-06-19 | 1609.50 | 1616.00 | 1634.50 | 1602.00 | 1763.00 | 1766.50 | 1788.50 | 1757.00 | -153.50 | -150.50 | -154.00 | -155.00 |
| 2024-06-18 | 1632.00 | 1615.00 | 1659.00 | 1604.00 | 1784.00 | 1768.50 | 1809.00 | 1753.00 | -152.00 | -153.50 | -150.00 | -149.00 |
| 2024-06-17 | 1658.00 | 1631.00 | 1658.00 | 1611.00 | 1804.50 | 1781.50 | 1808.50 | 1767.00 | -146.50 | -150.50 | -150.50 | -156.00 |
| 2024-06-14 | 1628.50 | 1658.00 | 1678.00 | 1620.00 | 1768.00 | 1810.00 | 1824.50 | 1768.00 | -139.50 | -152.00 | -146.50 | -148.00 |
| 2024-06-13 | 1645.00 | 1619.00 | 1656.50 | 1591.00 | 1775.00 | 1767.00 | 1793.00 | 1739.50 | -130.00 | -148.00 | -136.50 | -148.50 |
| 2024-06-12 | 1607.00 | 1628.00 | 1640.00 | 1605.00 | 1751.00 | 1771.00 | 1779.00 | 1751.00 | -144.00 | -143.00 | -139.00 | -146.00 |
| 2024-06-11 | 1637.00 | 1602.50 | 1644.00 | 1590.00 | 1765.00 | 1746.00 | 1788.00 | 1735.00 | -128.00 | -143.50 | -144.00 | -145.00 |
| 2024-06-07 | 1638.00 | 1637.00 | 1670.00 | 1632.00 | 1791.50 | 1779.00 | 1817.00 | 1776.00 | -153.50 | -142.00 | -147.00 | -144.00 |
| 2024-06-06 | 1652.50 | 1637.50 | 1668.00 | 1610.00 | 1792.00 | 1788.50 | 1805.00 | 1759.00 | -139.50 | -151.00 | -137.00 | -149.00 |
| 2024-06-05 | 1663.00 | 1652.00 | 1685.00 | 1650.50 | 1808.00 | 1785.00 | 1820.00 | 1784.50 | -145.00 | -133.00 | -135.00 | -134.00 |
| 2024-06-04 | 1690.00 | 1671.50 | 1690.00 | 1641.00 | 1820.00 | 1807.00 | 1822.50 | 1787.00 | -130.00 | -135.50 | -132.50 | -146.00 |
| 2024-06-03 | 1681.00 | 1696.50 | 1708.00 | 1655.50 | 1814.00 | 1822.00 | 1836.50 | 1790.00 | -133.00 | -125.50 | -128.50 | -134.50 |
| 2024-05-31 | 1675.00 | 1670.50 | 1698.00 | 1662.00 | 1822.00 | 1805.50 | 1834.50 | 1805.00 | -147.00 | -135.00 | -136.50 | -143.00 |
| 2024-05-30 | 1716.00 | 1679.50 | 1754.00 | 1665.00 | 1839.00 | 1817.00 | 1883.00 | 1795.00 | -123.00 | -137.50 | -129.00 | -130.00 |
| 2024-05-29 | 1710.50 | 1726.00 | 1732.50 | 1701.00 | 1829.00 | 1854.00 | 1863.00 | 1820.00 | -118.50 | -128.00 | -130.50 | -119.00 |
| 2024-05-28 | 1758.00 | 1703.00 | 1773.50 | 1700.00 | 1855.00 | 1824.00 | 1884.00 | 1817.00 | -97.00 | -121.00 | -110.50 | -117.00 |
| 2024-05-27 | 1809.00 | 1751.00 | 1814.50 | 1737.00 | 1910.50 | 1849.50 | 1910.50 | 1827.00 | -101.50 | -98.50 | -96.00 | -90.00 |
| 2024-05-24 | 1789.00 | 1814.00 | 1830.00 | 1777.50 | 1875.00 | 1905.00 | 1919.50 | 1870.00 | -86.00 | -91.00 | -89.50 | -92.50 |
| 2024-05-23 | 1790.00 | 1786.00 | 1828.00 | 1752.00 | 1881.00 | 1870.00 | 1921.00 | 1831.50 | -91.00 | -84.00 | -93.00 | -79.50 |
| 2024-05-22 | 1740.00 | 1799.50 | 1811.00 | 1740.00 | 1834.50 | 1895.00 | 1906.00 | 1830.00 | -94.50 | -95.50 | -95.00 | -90.00 |
| 2024-05-21 | 1730.00 | 1736.50 | 1759.50 | 1686.00 | 1831.00 | 1838.50 | 1850.00 | 1784.50 | -101.00 | -102.00 | -90.50 | -98.50 |
| 2024-05-20 | 1725.00 | 1743.00 | 1760.00 | 1702.00 | 1815.00 | 1836.00 | 1857.50 | 1791.50 | -90.00 | -93.00 | -97.50 | -89.50 |
| 2024-05-17 | 1719.50 | 1724.50 | 1745.00 | 1708.00 | 1788.00 | 1812.00 | 1819.00 | 1780.00 | -68.50 | -87.50 | -74.00 | -72.00 |
| 2024-05-16 | 1665.00 | 1720.50 | 1735.00 | 1641.00 | 1731.00 | 1793.50 | 1811.00 | 1700.50 | -66.00 | -73.00 | -76.00 | -59.50 |
| 2024-05-15 | 1664.00 | 1664.00 | 1678.00 | 1647.00 | 1733.50 | 1721.50 | 1740.50 | 1709.00 | -69.50 | -57.50 | -62.50 | -62.00 |
| 2024-05-14 | 1721.00 | 1664.00 | 1728.00 | 1652.00 | 1794.00 | 1728.50 | 1798.00 | 1715.50 | -73.00 | -64.50 | -70.00 | -63.50 |
| 2024-05-13 | 1765.50 | 1737.00 | 1766.50 | 1703.00 | 1809.00 | 1804.50 | 1835.00 | 1790.00 | -43.50 | -67.50 | -68.50 | -87.00 |
| 2024-05-10 | 1772.50 | 1753.50 | 1779.50 | 1733.00 | 1880.00 | 1824.00 | 1884.50 | 1817.50 | -107.50 | -70.50 | -105.00 | -84.50 |
| 2024-05-09 | 1770.50 | 1769.50 | 1797.50 | 1748.00 | 1887.00 | 1875.50 | 1901.00 | 1850.50 | -116.50 | -106.00 | -103.50 | -102.50 |
| 2024-05-08 | 1850.00 | 1777.50 | 1858.00 | 1771.00 | 1916.00 | 1877.00 | 1928.00 | 1866.50 | -66.00 | -99.50 | -70.00 | -95.50 |
| 2024-05-07 | 1872.50 | 1853.00 | 1889.00 | 1844.00 | 1939.00 | 1922.00 | 1957.50 | 1910.50 | -66.50 | -69.00 | -68.50 | -66.50 |
| 2024-05-06 | 1810.00 | 1873.00 | 1875.00 | 1793.50 | 1468.50 | 1525.00 | 1546.50 | 1468.50 | 341.50 | 348.00 | 328.50 | 325.00 |
| 2024-04-30 | 1810.00 | 1806.00 | 1830.00 | 1770.00 | 1620.00 | 1516.00 | 1635.50 | 1506.50 | 190.00 | 290.00 | 194.50 | 263.50 |
| 2024-04-29 | 1817.00 | 1808.50 | 1846.00 | 1766.50 | 1639.00 | 1619.50 | 1654.00 | 1602.00 | 178.00 | 189.00 | 192.00 | 164.50 |
| 2024-04-26 | 1810.00 | 1817.50 | 1831.00 | 1786.50 | 1630.00 | 1637.50 | 1646.00 | 1615.00 | 180.00 | 180.00 | 185.00 | 171.50 |
| 2024-04-25 | 1789.00 | 1804.50 | 1836.00 | 1770.00 | 1630.00 | 1640.00 | 1664.00 | 1621.50 | 159.00 | 164.50 | 172.00 | 148.50 |
| 2024-04-24 | 1730.00 | 1789.00 | 1797.50 | 1730.00 | 1607.00 | 1630.50 | 1647.50 | 1599.50 | 123.00 | 158.50 | 150.00 | 130.50 |
| 2024-04-23 | 1786.00 | 1734.50 | 1799.50 | 1730.50 | 1661.50 | 1600.50 | 1661.50 | 1600.00 | 124.50 | 134.00 | 138.00 | 130.50 |
| 2024-04-22 | 1795.00 | 1790.00 | 1825.00 | 1760.50 | 1698.00 | 1648.00 | 1698.00 | 1632.00 | 97.00 | 142.00 | 127.00 | 128.50 |
| 2024-04-19 | 1790.00 | 1802.50 | 1841.50 | 1782.00 | 1709.00 | 1683.00 | 1735.00 | 1671.00 | 81.00 | 119.50 | 106.50 | 111.00 |
| 2024-04-18 | 1787.00 | 1791.50 | 1815.00 | 1776.00 | 1680.00 | 1698.50 | 1710.00 | 1679.00 | 107.00 | 93.00 | 105.00 | 97.00 |
| 2024-04-17 | 1746.00 | 1787.00 | 1790.00 | 1727.00 | 1612.50 | 1674.50 | 1678.00 | 1605.00 | 133.50 | 112.50 | 112.00 | 122.00 |