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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | 1741.50 | 1746.00 | 1766.00 | 1718.00 | 1618.50 | 1609.00 | 1624.00 | 1592.00 | 123.00 | 137.00 | 142.00 | 126.00 |
| 2024-04-15 | 1705.00 | 1740.00 | 1740.00 | 1697.00 | 1602.00 | 1609.00 | 1615.50 | 1572.00 | 103.00 | 131.00 | 124.50 | 125.00 |
| 2024-04-12 | 1655.00 | 1709.00 | 1712.50 | 1642.00 | 1538.00 | 1592.00 | 1607.50 | 1526.00 | 117.00 | 117.00 | 105.00 | 116.00 |
| 2024-04-11 | 1600.00 | 1655.00 | 1663.00 | 1590.00 | 1502.00 | 1536.50 | 1541.00 | 1494.00 | 98.00 | 118.50 | 122.00 | 96.00 |
| 2024-04-10 | 1520.00 | 1507.50 | 1532.50 | 1493.00 | 1618.00 | 1603.50 | 1633.50 | 1588.00 | -98.00 | -96.00 | -101.00 | -95.00 |
| 2024-04-09 | 1489.00 | 1508.00 | 1516.50 | 1452.00 | 1537.00 | 1618.50 | 1630.00 | 1537.00 | -48.00 | -110.50 | -113.50 | -85.00 |
| 2024-04-08 | 1422.00 | 1493.50 | 1494.50 | 1400.50 | 1498.00 | 1570.00 | 1571.50 | 1488.50 | -76.00 | -76.50 | -77.00 | -88.00 |
| 2024-04-03 | 1454.50 | 1471.50 | 1511.00 | 1449.50 | 1540.00 | 1539.00 | 1585.00 | 1530.50 | -85.50 | -67.50 | -74.00 | -81.00 |
| 2024-04-02 | 1472.00 | 1443.00 | 1489.00 | 1437.50 | 1560.00 | 1540.00 | 1573.50 | 1525.50 | -88.00 | -97.00 | -84.50 | -88.00 |
| 2024-04-01 | 1496.00 | 1471.50 | 1496.00 | 1421.00 | 1540.00 | 1560.00 | 1562.00 | 1488.00 | -44.00 | -88.50 | -66.00 | -67.00 |
| 2024-03-29 | 1564.00 | 1487.50 | 1564.00 | 1473.50 | 1599.50 | 1540.00 | 1601.00 | 1522.00 | -35.50 | -52.50 | -37.00 | -48.50 |
| 2024-03-28 | 1569.00 | 1570.50 | 1583.50 | 1538.00 | 1600.00 | 1608.50 | 1629.00 | 1580.00 | -31.00 | -38.00 | -45.50 | -42.00 |
| 2024-03-27 | 1605.00 | 1569.00 | 1642.50 | 1568.50 | 1648.00 | 1614.00 | 1678.00 | 1612.50 | -43.00 | -45.00 | -35.50 | -44.00 |
| 2024-03-26 | 1647.00 | 1611.00 | 1670.00 | 1605.00 | 1684.00 | 1650.00 | 1704.00 | 1640.00 | -37.00 | -39.00 | -34.00 | -35.00 |
| 2024-03-25 | 1670.00 | 1647.50 | 1685.00 | 1644.00 | 1692.00 | 1689.50 | 1713.00 | 1678.00 | -22.00 | -42.00 | -28.00 | -34.00 |
| 2024-03-22 | 1655.00 | 1665.50 | 1678.00 | 1630.50 | 1675.00 | 1687.00 | 1694.50 | 1666.00 | -20.00 | -21.50 | -16.50 | -35.50 |
| 2024-03-21 | 1636.50 | 1656.50 | 1660.00 | 1601.00 | 1652.50 | 1686.00 | 1698.00 | 1635.50 | -16.00 | -29.50 | -38.00 | -34.50 |
| 2024-03-20 | 1630.00 | 1638.50 | 1676.00 | 1626.00 | 1660.00 | 1669.00 | 1704.00 | 1660.00 | -30.00 | -30.50 | -28.00 | -34.00 |
| 2024-03-19 | 1598.50 | 1630.50 | 1646.00 | 1570.00 | 1625.50 | 1679.50 | 1689.50 | 1615.00 | -27.00 | -49.00 | -43.50 | -45.00 |
| 2024-03-18 | 1561.00 | 1591.00 | 1598.50 | 1542.00 | 1622.00 | 1645.00 | 1651.00 | 1594.00 | -61.00 | -54.00 | -52.50 | -52.00 |
| 2024-03-15 | 1595.00 | 1564.50 | 1595.00 | 1556.00 | 1650.50 | 1625.50 | 1652.00 | 1613.00 | -55.50 | -61.00 | -57.00 | -57.00 |
| 2024-03-14 | 1640.00 | 1599.00 | 1644.00 | 1586.00 | 1670.00 | 1654.50 | 1678.50 | 1644.50 | -30.00 | -55.50 | -34.50 | -58.50 |
| 2024-03-13 | 1703.00 | 1637.50 | 1707.00 | 1606.00 | 1730.00 | 1679.00 | 1731.50 | 1650.00 | -27.00 | -41.50 | -24.50 | -44.00 |
| 2024-03-12 | 1670.00 | 1703.00 | 1733.00 | 1665.00 | 1713.50 | 1727.50 | 1745.00 | 1691.00 | -43.50 | -24.50 | -12.00 | -26.00 |
| 2024-03-11 | 1718.00 | 1670.50 | 1726.50 | 1665.00 | 1740.00 | 1696.50 | 1740.00 | 1686.00 | -22.00 | -26.00 | -13.50 | -21.00 |
| 2024-03-08 | 1725.00 | 1729.50 | 1739.00 | 1691.50 | 1720.00 | 1742.00 | 1752.00 | 1711.00 | 5.00 | -12.50 | -13.00 | -19.50 |
| 2024-03-07 | 1725.00 | 1729.00 | 1743.50 | 1713.50 | 1701.00 | 1723.50 | 1735.50 | 1700.00 | 24.00 | 5.50 | 8.00 | 13.50 |
| 2024-03-06 | 1736.00 | 1720.00 | 1749.00 | 1700.00 | 1710.50 | 1706.00 | 1715.00 | 1682.00 | 25.50 | 14.00 | 34.00 | 18.00 |
| 2024-03-05 | 1789.50 | 1740.00 | 1795.00 | 1731.00 | 1760.00 | 1710.00 | 1760.00 | 1701.00 | 29.50 | 30.00 | 35.00 | 30.00 |
| 2024-03-04 | 1773.50 | 1789.50 | 1799.00 | 1746.50 | 1735.00 | 1755.00 | 1755.00 | 1710.50 | 38.50 | 34.50 | 44.00 | 36.00 |
| 2024-03-01 | 1797.00 | 1780.50 | 1836.00 | 1767.50 | 1750.50 | 1747.00 | 1792.50 | 1730.50 | 46.50 | 33.50 | 43.50 | 37.00 |
| 2024-02-29 | 1778.00 | 1791.50 | 1795.50 | 1762.50 | 1727.00 | 1745.50 | 1754.00 | 1720.00 | 51.00 | 46.00 | 41.50 | 42.50 |
| 2024-02-28 | 1762.00 | 1772.50 | 1794.50 | 1750.50 | 1735.00 | 1730.00 | 1750.50 | 1712.50 | 27.00 | 42.50 | 44.00 | 38.00 |
| 2024-02-27 | 1695.00 | 1770.00 | 1774.50 | 1695.00 | 1659.00 | 1735.00 | 1735.00 | 1659.00 | 36.00 | 35.00 | 39.50 | 36.00 |
| 2024-02-26 | 1766.00 | 1702.50 | 1788.00 | 1677.50 | 1723.00 | 1669.00 | 1738.00 | 1640.00 | 43.00 | 33.50 | 50.00 | 37.50 |
| 2024-02-23 | 1790.00 | 1766.00 | 1798.00 | 1763.50 | 1745.00 | 1718.00 | 1750.00 | 1711.50 | 45.00 | 48.00 | 48.00 | 52.00 |
| 2024-02-22 | 1760.00 | 1793.50 | 1808.00 | 1750.00 | 1695.00 | 1745.00 | 1755.50 | 1695.00 | 65.00 | 48.50 | 52.50 | 55.00 |
| 2024-02-21 | 1644.50 | 1748.50 | 1778.00 | 1620.50 | 1616.50 | 1695.00 | 1745.50 | 1593.00 | 28.00 | 53.50 | 32.50 | 27.50 |
| 2024-02-20 | 1644.00 | 1646.50 | 1661.50 | 1632.00 | 1630.50 | 1614.00 | 1633.50 | 1603.00 | 13.50 | 32.50 | 28.00 | 29.00 |
| 2024-02-19 | 1726.00 | 1647.00 | 1735.50 | 1645.00 | 1705.00 | 1619.00 | 1705.00 | 1618.00 | 21.00 | 28.00 | 30.50 | 27.00 |
| 2024-02-08 | 1706.50 | 1746.00 | 1749.00 | 1700.00 | 1665.00 | 1705.00 | 1708.50 | 1665.00 | 41.50 | 41.00 | 40.50 | 35.00 |
| 2024-02-07 | 1715.00 | 1700.50 | 1725.00 | 1685.00 | 1665.00 | 1661.00 | 1684.00 | 1649.50 | 50.00 | 39.50 | 41.00 | 35.50 |
| 2024-02-06 | 1703.50 | 1715.00 | 1734.00 | 1680.50 | 1670.00 | 1672.00 | 1689.50 | 1645.00 | 33.50 | 43.00 | 44.50 | 35.50 |
| 2024-02-05 | 1714.00 | 1708.00 | 1727.00 | 1690.50 | 1670.00 | 1665.00 | 1683.50 | 1651.00 | 44.00 | 43.00 | 43.50 | 39.50 |
| 2024-02-02 | 1725.00 | 1708.50 | 1730.00 | 1686.00 | 1679.00 | 1669.50 | 1691.00 | 1657.00 | 46.00 | 39.00 | 39.00 | 29.00 |
| 2024-02-01 | 1705.00 | 1726.00 | 1735.00 | 1700.00 | 1664.00 | 1689.00 | 1692.00 | 1660.50 | 41.00 | 37.00 | 43.00 | 39.50 |
| 2024-01-31 | 1750.00 | 1704.00 | 1750.00 | 1697.00 | 1700.00 | 1664.00 | 1701.50 | 1660.00 | 50.00 | 40.00 | 48.50 | 37.00 |
| 2024-01-30 | 1780.00 | 1751.00 | 1803.00 | 1750.00 | 1729.50 | 1705.00 | 1750.00 | 1705.00 | 50.50 | 46.00 | 53.00 | 45.00 |
| 2024-01-29 | 1783.00 | 1780.00 | 1816.50 | 1767.00 | 1721.00 | 1729.50 | 1758.00 | 1717.00 | 62.00 | 50.50 | 58.50 | 50.00 |
| 2024-01-26 | 1835.00 | 1778.50 | 1842.50 | 1772.50 | 1751.00 | 1726.50 | 1781.00 | 1721.50 | 84.00 | 52.00 | 61.50 | 51.00 |
| 2024-01-25 | 1868.00 | 1835.00 | 1874.00 | 1830.00 | 1803.00 | 1771.50 | 1809.00 | 1769.00 | 65.00 | 63.50 | 65.00 | 61.00 |
| 2024-01-24 | 1824.00 | 1853.00 | 1860.50 | 1811.00 | 1765.00 | 1791.50 | 1796.50 | 1750.00 | 59.00 | 61.50 | 64.00 | 61.00 |
| 2024-01-23 | 1813.00 | 1826.50 | 1839.00 | 1808.00 | 1757.50 | 1765.00 | 1773.50 | 1748.50 | 55.50 | 61.50 | 65.50 | 59.50 |
| 2024-01-22 | 1822.00 | 1812.50 | 1853.00 | 1796.50 | 1764.50 | 1752.50 | 1791.50 | 1737.00 | 57.50 | 60.00 | 61.50 | 59.50 |
| 2024-01-19 | 1817.00 | 1822.50 | 1831.00 | 1801.00 | 1749.00 | 1759.50 | 1763.00 | 1737.00 | 68.00 | 63.00 | 68.00 | 64.00 |
| 2024-01-18 | 1770.00 | 1816.50 | 1820.00 | 1762.00 | 1714.00 | 1744.00 | 1750.00 | 1702.00 | 56.00 | 72.50 | 70.00 | 60.00 |
| 2024-01-17 | 1809.00 | 1776.50 | 1830.00 | 1776.50 | 1738.50 | 1714.50 | 1762.50 | 1714.50 | 70.50 | 62.00 | 67.50 | 62.00 |
| 2024-01-16 | 1787.00 | 1798.50 | 1805.50 | 1755.00 | 1723.00 | 1731.00 | 1736.50 | 1697.50 | 64.00 | 67.50 | 69.00 | 57.50 |
| 2024-01-15 | 1806.00 | 1796.00 | 1820.00 | 1764.00 | 1736.50 | 1727.50 | 1763.00 | 1707.00 | 69.50 | 68.50 | 57.00 | 57.00 |
| 2024-01-12 | 1800.00 | 1788.50 | 1809.00 | 1773.50 | 1729.50 | 1724.50 | 1746.50 | 1714.00 | 70.50 | 64.00 | 62.50 | 59.50 |
| 2024-01-11 | 1759.00 | 1803.50 | 1817.00 | 1740.50 | 1707.00 | 1735.00 | 1750.00 | 1687.00 | 52.00 | 68.50 | 67.00 | 53.50 |
| 2024-01-10 | 1786.00 | 1759.00 | 1791.50 | 1750.50 | 1730.00 | 1704.50 | 1732.50 | 1697.00 | 56.00 | 54.50 | 59.00 | 53.50 |
| 2024-01-09 | 1786.50 | 1786.50 | 1808.00 | 1772.50 | 1728.00 | 1729.00 | 1749.50 | 1715.00 | 58.50 | 57.50 | 58.50 | 57.50 |
| 2024-01-08 | 1846.50 | 1786.50 | 1855.00 | 1781.00 | 1788.00 | 1728.00 | 1788.00 | 1723.00 | 58.50 | 58.50 | 67.00 | 58.00 |
| 2024-01-05 | 1895.00 | 1846.00 | 1903.50 | 1845.00 | 1811.50 | 1783.00 | 1835.50 | 1780.00 | 83.50 | 63.00 | 68.00 | 65.00 |
| 2024-01-04 | 1973.00 | 1885.50 | 1973.00 | 1884.50 | 1893.50 | 1817.00 | 1896.50 | 1815.50 | 79.50 | 68.50 | 76.50 | 69.00 |
| 2024-01-03 | 1930.00 | 1973.00 | 1983.00 | 1927.00 | 1850.50 | 1898.00 | 1903.50 | 1850.50 | 79.50 | 75.00 | 79.50 | 76.50 |
| 2024-01-02 | 1884.00 | 1930.00 | 1946.50 | 1837.00 | 1959.00 | 2000.00 | 2000.00 | 1920.00 | -75.00 | -70.00 | -53.50 | -83.00 |
| 2023-12-29 | 1880.00 | 1887.50 | 1900.00 | 1861.00 | 1965.50 | 1969.00 | 1973.50 | 1939.00 | -85.50 | -81.50 | -73.50 | -78.00 |
| 2023-12-28 | 1910.00 | 1879.00 | 1932.00 | 1870.00 | 1970.00 | 1957.50 | 1985.50 | 1947.00 | -60.00 | -78.50 | -53.50 | -77.00 |
| 2023-12-27 | 1948.00 | 1913.00 | 1961.00 | 1892.00 | 2000.00 | 1970.00 | 2003.00 | 1970.00 | -52.00 | -57.00 | -42.00 | -78.00 |
| 2023-12-26 | 1950.00 | 1943.00 | 1969.00 | 1926.50 | 2004.50 | 2006.00 | 2022.00 | 1991.50 | -54.50 | -63.00 | -53.00 | -65.00 |
| 2023-12-25 | 1964.00 | 1950.50 | 1988.50 | 1932.00 | 2010.00 | 2005.50 | 2019.50 | 1988.00 | -46.00 | -55.00 | -31.00 | -56.00 |
| 2023-12-22 | 1958.00 | 1968.50 | 2008.00 | 1950.00 | 1999.00 | 2003.00 | 2039.00 | 1992.50 | -41.00 | -34.50 | -31.00 | -42.50 |
| 2023-12-21 | 1902.00 | 1953.50 | 1955.00 | 1877.00 | 1976.00 | 2002.00 | 2002.00 | 1955.00 | -74.00 | -48.50 | -47.00 | -78.00 |
| 2023-12-20 | 1895.00 | 1907.50 | 1932.00 | 1868.00 | 1972.00 | 1972.00 | 1991.00 | 1952.50 | -77.00 | -64.50 | -59.00 | -84.50 |
| 2023-12-19 | 1892.50 | 1886.50 | 1917.00 | 1862.00 | 1965.00 | 1966.50 | 1985.00 | 1946.00 | -72.50 | -80.00 | -68.00 | -84.00 |
| 2023-12-18 | 1910.00 | 1885.50 | 1923.50 | 1835.00 | 1978.00 | 1955.50 | 1984.50 | 1922.00 | -68.00 | -70.00 | -61.00 | -87.00 |
| 2023-12-15 | 1894.00 | 1907.50 | 1947.00 | 1887.50 | 1968.00 | 1973.50 | 1996.50 | 1960.00 | -74.00 | -66.00 | -49.50 | -72.50 |
| 2023-12-14 | 1920.00 | 1881.00 | 1939.00 | 1873.50 | 1985.00 | 1965.00 | 1998.00 | 1958.50 | -65.00 | -84.00 | -59.00 | -85.00 |
| 2023-12-13 | 2021.00 | 1898.50 | 2023.00 | 1869.50 | 2053.00 | 1981.50 | 2055.50 | 1957.50 | -32.00 | -83.00 | -32.50 | -88.00 |
| 2023-12-12 | 1960.00 | 2022.00 | 2031.50 | 1951.00 | 2012.50 | 2052.50 | 2062.00 | 2002.00 | -52.50 | -30.50 | -30.50 | -51.00 |
| 2023-12-11 | 2000.00 | 1956.00 | 2022.50 | 1928.50 | 2017.00 | 2007.50 | 2042.00 | 1983.00 | -17.00 | -51.50 | -19.50 | -54.50 |
| 2023-12-08 | 2027.00 | 1990.50 | 2038.00 | 1965.50 | 2064.00 | 2014.00 | 2070.00 | 1999.00 | -37.00 | -23.50 | -32.00 | -33.50 |
| 2023-12-07 | 2009.50 | 2064.00 | 2072.00 | 2004.00 | 1944.00 | 2037.00 | 2040.00 | 1934.50 | 65.50 | 27.00 | 32.00 | 69.50 |
| 2023-12-06 | 1989.00 | 2018.00 | 2043.00 | 1985.00 | 1915.00 | 1948.00 | 1969.00 | 1915.00 | 74.00 | 70.00 | 74.00 | 70.00 |
| 2023-12-05 | 1995.00 | 1989.50 | 2012.00 | 1956.50 | 1970.00 | 1920.00 | 1977.50 | 1900.00 | 25.00 | 69.50 | 34.50 | 56.50 |
| 2023-12-04 | 2123.50 | 1995.00 | 2123.50 | 1985.50 | 2087.00 | 1968.00 | 2091.00 | 1960.00 | 36.50 | 27.00 | 32.50 | 25.50 |
| 2023-12-01 | 2087.50 | 2116.50 | 2140.50 | 2078.50 | 2055.00 | 2087.00 | 2100.00 | 2040.00 | 32.50 | 29.50 | 40.50 | 38.50 |
| 2023-11-30 | 2099.50 | 2090.00 | 2100.00 | 2026.00 | 2052.00 | 2050.00 | 2062.00 | 1986.50 | 47.50 | 40.00 | 38.00 | 39.50 |
| 2023-11-29 | 2142.50 | 2085.00 | 2169.50 | 2073.00 | 2094.00 | 2042.50 | 2105.50 | 2027.00 | 48.50 | 42.50 | 64.00 | 46.00 |
| 2023-11-28 | 2169.50 | 2124.00 | 2178.00 | 2086.50 | 2135.00 | 2076.00 | 2136.00 | 2031.50 | 34.50 | 48.00 | 42.00 | 55.00 |
| 2023-11-27 | 2095.00 | 2171.00 | 2179.00 | 2063.50 | 2068.50 | 2142.50 | 2148.00 | 2037.50 | 26.50 | 28.50 | 31.00 | 26.00 |
| 2023-11-24 | 2030.00 | 2092.50 | 2094.50 | 1988.50 | 1984.00 | 2053.50 | 2055.00 | 1925.00 | 46.00 | 39.00 | 39.50 | 63.50 |
| 2023-11-23 | 2040.00 | 2015.00 | 2076.00 | 1965.00 | 1955.00 | 1952.50 | 1986.00 | 1892.50 | 85.00 | 62.50 | 90.00 | 72.50 |
| 2023-11-22 | 2009.00 | 2028.50 | 2041.00 | 1986.50 | 1955.00 | 1942.50 | 1972.50 | 1912.50 | 54.00 | 86.00 | 68.50 | 74.00 |
| 2023-11-21 | 2065.00 | 2005.00 | 2088.00 | 2003.00 | 1986.00 | 1940.00 | 2015.00 | 1939.00 | 79.00 | 65.00 | 73.00 | 64.00 |
| 2023-11-20 | 2056.00 | 2064.50 | 2083.00 | 2034.00 | 1968.00 | 1983.00 | 1998.00 | 1946.50 | 88.00 | 81.50 | 85.00 | 87.50 |
| 2023-11-17 | 2120.00 | 2044.50 | 2133.00 | 2027.00 | 2010.00 | 1952.50 | 2020.00 | 1934.50 | 110.00 | 92.00 | 113.00 | 92.50 |
| 2023-11-16 | 1980.00 | 2082.50 | 2089.50 | 1958.50 | 1870.00 | 1982.00 | 1991.50 | 1841.00 | 110.00 | 100.50 | 98.00 | 117.50 |