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
2023-06-16 1381.00 1400.50 1403.50 1377.00 1343.00 1364.00 1367.00 1341.00 38.00 36.50 36.50 36.00
2023-06-15 1340.00 1379.50 1381.50 1339.00 1314.00 1343.00 1347.50 1310.00 26.00 36.50 34.00 29.00
2023-06-14 1325.50 1337.00 1357.50 1305.00 1303.00 1309.00 1328.00 1283.50 22.50 28.00 29.50 21.50
2023-06-13 1278.50 1323.50 1329.50 1266.00 1257.50 1304.50 1309.00 1250.00 21.00 19.00 20.50 16.00
2023-06-12 1287.50 1277.50 1298.00 1243.00 1274.00 1261.50 1275.00 1230.00 13.50 16.00 23.00 13.00
2023-06-09 1272.00 1289.00 1294.50 1263.50 1250.00 1269.50 1274.50 1247.50 22.00 19.50 20.00 16.00
2023-06-08 1274.50 1268.00 1290.00 1258.00 1250.00 1244.50 1268.00 1240.50 24.50 23.50 22.00 17.50
2023-06-07 1282.00 1270.00 1301.50 1256.00 1249.00 1246.00 1273.00 1237.00 33.00 24.00 28.50 19.00
2023-06-06 1261.50 1273.50 1298.00 1251.00 1244.00 1249.50 1271.00 1234.00 17.50 24.00 27.00 17.00
2023-06-05 1280.00 1261.50 1313.50 1253.00 1260.00 1240.00 1287.50 1237.00 20.00 21.50 26.00 16.00
2023-06-02 1260.00 1276.00 1296.00 1225.00 1237.00 1255.50 1272.00 1209.50 23.00 20.50 24.00 15.50
2023-06-01 1215.50 1259.00 1260.00 1195.00 1205.50 1237.50 1237.50 1181.50 10.00 21.50 22.50 13.50
2023-05-31 1216.50 1227.50 1234.00 1195.50 1204.00 1212.00 1217.00 1184.50 12.50 15.50 17.00 11.00
2023-05-30 1253.00 1222.00 1261.50 1209.00 1234.00 1204.50 1242.00 1195.50 19.00 17.50 19.50 13.50
2023-05-29 1263.00 1253.00 1274.50 1230.00 1243.50 1233.50 1253.50 1214.00 19.50 19.50 21.00 16.00
2023-05-26 1260.00 1263.00 1280.50 1215.00 1248.00 1244.00 1260.00 1205.00 12.00 19.00 20.50 10.00
2023-05-25 1305.00 1267.00 1325.00 1251.00 1278.00 1245.00 1295.00 1231.50 27.00 22.00 30.00 19.50
2023-05-24 1325.50 1307.50 1333.50 1296.00 1304.00 1278.00 1307.00 1258.50 21.50 29.50 26.50 37.50
2023-05-23 1320.00 1325.50 1353.00 1311.00 1297.50 1298.50 1325.00 1285.00 22.50 27.00 28.00 26.00
2023-05-22 1344.00 1311.50 1355.00 1301.00 1330.50 1287.00 1330.50 1276.50 13.50 24.50 24.50 24.50
2023-05-19 1400.00 1345.00 1400.00 1336.00 1371.00 1321.00 1371.00 1310.00 29.00 24.00 29.00 26.00
2023-05-18 1428.00 1406.50 1448.50 1401.00 1391.50 1373.00 1403.00 1367.50 36.50 33.50 45.50 33.50
2023-05-17 1386.00 1428.00 1430.50 1375.00 1351.00 1387.50 1390.00 1344.00 35.00 40.50 40.50 31.00
2023-05-16 1393.50 1383.00 1398.00 1365.50 1364.50 1351.50 1364.50 1336.00 29.00 31.50 33.50 29.50
2023-05-15 1369.50 1388.50 1390.00 1355.50 1325.00 1356.00 1356.00 1325.00 44.50 32.50 34.00 30.50
2023-05-12 1329.50 1352.00 1374.50 1313.00 1305.00 1325.50 1343.00 1290.00 24.50 26.50 31.50 23.00
2023-05-11 1355.00 1337.50 1373.00 1327.00 1327.50 1310.00 1341.00 1301.50 27.50 27.50 32.00 25.50
2023-05-10 1345.00 1351.50 1376.50 1332.50 1320.50 1325.50 1339.00 1310.00 24.50 26.00 37.50 22.50
2023-05-09 1412.50 1351.50 1419.00 1345.50 1380.00 1323.50 1380.00 1321.50 32.50 28.00 39.00 24.00
2023-05-08 1352.00 1412.50 1420.00 1300.50 1319.00 1376.00 1379.00 1284.00 33.00 36.50 41.00 16.50
2023-05-05 1323.00 1352.00 1360.00 1287.50 1300.00 1315.00 1322.50 1267.00 23.00 37.00 37.50 20.50
2023-05-04 1380.00 1325.50 1381.00 1318.00 1231.00 1230.00 1264.00 1230.00 149.00 95.50 117.00 88.00
2023-04-28 1408.00 1385.00 1413.50 1361.00 1415.00 1262.00 1415.50 1235.00 -7.00 123.00 -2.00 126.00
2023-04-27 1443.00 1416.50 1463.00 1415.00 1451.50 1414.50 1476.50 1405.00 -8.50 2.00 -13.50 10.00
2023-04-26 1460.00 1442.50 1470.00 1437.00 1502.00 1452.00 1502.00 1447.50 -42.00 -9.50 -32.00 -10.50
2023-04-25 1482.00 1473.50 1504.00 1465.50 1553.00 1502.50 1556.00 1501.00 -71.00 -29.00 -52.00 -35.50
2023-04-24 1486.50 1487.00 1510.00 1468.00 1622.50 1551.50 1622.50 1525.50 -136.00 -64.50 -112.50 -57.50
2023-04-21 1521.00 1486.50 1529.50 1485.00 1615.50 1536.00 1619.00 1535.00 -94.50 -49.50 -89.50 -50.00
2023-04-20 1575.00 1525.50 1575.00 1515.00 1680.00 1618.50 1680.00 1617.00 -105.00 -93.00 -105.00 -102.00
2023-04-19 1595.00 1583.50 1614.50 1575.00 1710.00 1688.00 1712.00 1684.00 -115.00 -104.50 -97.50 -109.00
2023-04-18 1578.00 1595.00 1609.50 1570.00 1708.50 1713.50 1723.00 1680.00 -130.50 -118.50 -113.50 -110.00
2023-04-17 1540.50 1574.00 1575.00 1523.00 1717.00 1713.50 1717.00 1681.00 -176.50 -139.50 -142.00 -158.00
2023-04-14 1531.00 1550.50 1592.00 1531.00 1729.50 1716.50 1748.00 1710.50 -198.50 -166.00 -156.00 -179.50
2023-04-13 1721.00 1726.00 1727.50 1705.00 1569.00 1538.00 1569.00 1531.50 152.00 188.00 158.50 173.50
2023-04-12 1738.50 1725.00 1738.50 1701.00 1580.00 1559.50 1590.00 1546.00 158.50 165.50 148.50 155.00
2023-04-11 1690.50 1726.00 1730.00 1686.50 1565.00 1579.50 1586.00 1553.00 125.50 146.50 144.00 133.50
2023-04-10 1761.00 1696.50 1772.50 1677.00 1628.00 1566.50 1640.00 1552.50 133.00 130.00 132.50 124.50
2023-04-07 1745.00 1768.00 1780.00 1733.50 1640.00 1629.50 1649.00 1618.50 105.00 138.50 131.00 115.00
2023-04-06 1751.00 1740.00 1770.00 1730.50 1658.00 1641.00 1671.50 1636.00 93.00 99.00 98.50 94.50
2023-04-04 1791.00 1757.50 1791.50 1743.50 1700.00 1662.50 1700.00 1655.50 91.00 95.00 91.50 88.00
2023-04-03 1860.00 1779.50 1866.00 1776.50 1755.00 1690.50 1762.00 1690.00 105.00 89.00 104.00 86.50
2023-03-31 1833.00 1860.00 1868.00 1825.00 1746.00 1755.00 1761.00 1730.00 87.00 105.00 107.00 95.00
2023-03-30 1834.00 1833.50 1843.00 1812.00 1723.50 1739.00 1739.50 1711.00 110.50 94.50 103.50 101.00
2023-03-29 1828.50 1832.50 1847.00 1815.50 1709.00 1718.50 1730.00 1706.00 119.50 114.00 117.00 109.50
2023-03-28 1845.00 1817.50 1851.00 1800.00 1732.50 1707.00 1734.50 1694.00 112.50 110.50 116.50 106.00
2023-03-27 1839.00 1844.00 1862.50 1823.50 1736.00 1729.50 1748.00 1712.00 103.00 114.50 114.50 111.50
2023-03-24 1811.00 1858.50 1859.50 1811.00 1715.50 1745.00 1747.50 1705.00 95.50 113.50 112.00 106.00
2023-03-23 1834.00 1818.50 1856.50 1805.00 1729.00 1709.50 1740.00 1701.00 105.00 109.00 116.50 104.00
2023-03-22 1821.00 1838.00 1841.50 1811.00 1711.00 1725.00 1729.00 1705.50 110.00 113.00 112.50 105.50
2023-03-21 1869.50 1812.00 1877.50 1811.00 1757.00 1710.00 1763.00 1709.00 112.50 102.00 114.50 102.00
2023-03-20 1875.00 1863.50 1889.50 1852.50 1763.00 1751.50 1775.00 1743.00 112.00 112.00 114.50 109.50
2023-03-17 1853.50 1874.50 1900.50 1850.00 1740.00 1761.00 1784.00 1735.00 113.50 113.50 116.50 115.00
2023-03-16 1893.00 1853.50 1910.50 1851.50 1776.00 1742.00 1790.00 1739.00 117.00 111.50 120.50 112.50
2023-03-15 1975.00 1913.00 1978.50 1907.00 1843.00 1793.00 1850.50 1787.00 132.00 120.00 128.00 120.00
2023-03-14 1997.00 1968.00 2019.50 1963.00 1874.00 1841.50 1884.00 1836.50 123.00 126.50 135.50 126.50
2023-03-13 1960.00 2020.50 2021.00 1957.50 1843.50 1885.00 1886.50 1837.50 116.50 135.50 134.50 120.00
2023-03-10 1975.00 1955.50 2014.50 1952.50 1850.50 1833.00 1883.50 1833.00 124.50 122.50 131.00 119.50
2023-03-09 1983.00 1966.00 1983.00 1934.50 1855.00 1849.00 1860.00 1819.50 128.00 117.00 123.00 115.00
2023-03-08 1975.00 1984.00 1997.00 1955.00 1849.00 1860.00 1866.00 1830.00 126.00 124.00 131.00 125.00
2023-03-07 1980.00 1973.50 1998.00 1965.00 1850.00 1850.50 1870.00 1839.50 130.00 123.00 128.00 125.50
2023-03-06 2002.50 1980.00 2015.00 1961.00 1853.00 1854.00 1868.50 1831.50 149.50 126.00 146.50 129.50
2023-03-03 2019.00 2004.00 2026.00 1980.00 1863.00 1858.00 1875.00 1831.00 156.00 146.00 151.00 149.00
2023-03-02 2040.00 2018.00 2048.50 2005.00 1870.00 1858.00 1880.00 1848.50 170.00 160.00 168.50 156.50
2023-03-01 2014.00 2033.50 2054.50 2003.00 1865.50 1870.00 1884.50 1848.50 148.50 163.50 170.00 154.50
2023-02-28 2064.50 2013.50 2073.00 2001.00 1903.50 1862.00 1907.50 1845.50 161.00 151.50 165.50 155.50
2023-02-27 2049.50 2064.00 2101.50 2025.00 1891.50 1899.50 1925.50 1883.50 158.00 164.50 176.00 141.50
2023-02-24 2019.50 2049.50 2060.50 2014.00 1863.50 1896.00 1896.00 1855.00 156.00 153.50 164.50 159.00
2023-02-23 2020.00 2020.50 2085.00 2013.00 1849.00 1860.00 1921.50 1849.00 171.00 160.50 163.50 164.00
2023-02-22 1970.00 1960.00 1989.00 1952.00 1795.50 1825.50 1844.00 1795.50 174.50 134.50 145.00 156.50
2023-02-21 1933.00 1975.00 1976.00 1928.50 1778.00 1808.50 1808.50 1778.00 155.00 166.50 167.50 150.50
2023-02-20 1893.00 1925.00 1925.00 1877.50 1755.00 1776.00 1778.00 1741.00 138.00 149.00 147.00 136.50
2023-02-17 1865.00 1897.00 1899.00 1861.00 1755.00 1762.00 1772.50 1748.50 110.00 135.00 126.50 112.50
2023-02-16 1826.50 1865.50 1869.50 1819.50 1724.00 1755.00 1758.50 1718.00 102.50 110.50 111.00 101.50
2023-02-15 1815.50 1825.00 1847.50 1808.50 1713.00 1723.50 1739.00 1710.00 102.50 101.50 108.50 98.50
2023-02-14 1785.00 1813.00 1823.00 1780.00 1695.00 1714.50 1723.00 1682.50 90.00 98.50 100.00 97.50
2023-02-13 1849.50 1789.00 1857.00 1784.00 1769.00 1693.00 1769.00 1688.00 80.50 96.00 88.00 96.00
2023-02-10 1845.00 1840.00 1866.00 1808.00 1764.50 1741.00 1765.50 1717.00 80.50 99.00 100.50 91.00
2023-02-09 1840.00 1845.50 1864.00 1831.00 1741.00 1749.00 1764.50 1735.50 99.00 96.50 99.50 95.50
2023-02-08 1820.50 1843.50 1854.50 1801.00 1732.00 1746.00 1754.00 1715.00 88.50 97.50 100.50 86.00
2023-02-07 1839.00 1828.50 1846.50 1804.50 1741.00 1735.50 1753.00 1716.50 98.00 93.00 93.50 88.00
2023-02-06 1812.00 1835.50 1836.00 1787.00 1725.00 1742.50 1744.50 1704.00 87.00 93.00 91.50 83.00
2023-02-03 1812.00 1812.00 1825.00 1772.00 1719.00 1726.00 1750.00 1691.00 93.00 86.00 75.00 81.00
2023-02-02 1806.00 1800.50 1831.00 1782.50 1717.00 1716.50 1745.00 1705.00 89.00 84.00 86.00 77.50
2023-02-01 1839.50 1788.50 1839.50 1778.00 1748.00 1713.00 1752.00 1704.50 91.50 75.50 87.50 73.50
2023-01-31 1872.50 1832.50 1892.00 1824.00 1775.00 1751.00 1798.50 1742.50 97.50 81.50 93.50 81.50
2023-01-30 1918.00 1867.00 1949.00 1857.00 1800.00 1778.50 1845.50 1769.50 118.00 88.50 103.50 87.50
2023-01-20 1896.50 1886.00 1912.50 1868.00 1798.00 1796.00 1813.00 1775.50 98.50 90.00 99.50 92.50
2023-01-19 1894.00 1896.00 1919.00 1873.50 1802.00 1798.50 1820.00 1779.50 92.00 97.50 99.00 94.00
2023-01-18 1868.50 1892.00 1897.00 1861.00 1775.00 1796.50 1801.50 1769.00 93.50 95.50 95.50 92.00
2023-01-17 1862.50 1857.50 1880.00 1828.00 1768.50 1767.50 1786.00 1737.00 94.00 90.00 94.00 91.00
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