动力煤期货跨期套利数据回测

本页面展示动力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

关于动力煤期货跨期套利的详细数据分析,请查看文章:。

动力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
2022 11.90 -168.00 269.80 12.77 -160.60 189.00 17.13 -168.00 271.00 8.02 -130.00 175.00
2021 45.75 -167.80 522.00 47.33 -173.00 524.00 50.73 -204.00 594.00 43.28 -164.80 501.80
2020 5.07 -78.80 88.40 4.98 -78.40 87.60 5.46 -79.00 91.60 4.58 -79.60 86.00
2019 0.65 -13.80 25.80 0.63 -12.80 27.20 1.15 -12.60 29.00 0.08 -16.00 27.60
2018 13.21 -48.60 48.40 13.02 -50.00 42.20 14.40 -48.60 46.80 12.12 -50.40 57.20

动力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
2022-09 144.30 18.80 269.80 144.50 100.00 189.00 185.50 100.00 271.00 96.90 18.80 175.00
2022-08 -121.40 -168.00 -71.20 -105.80 -160.60 -26.80 -132.27 -168.00 -103.80 -95.13 -130.00 -26.80
2022-07 -4.53 -9.80 2.00 13.40 -3.80 25.40 17.47 8.40 25.40 -5.27 -11.80 2.00
2022-06 20.42 -19.80 87.00 19.20 -16.80 67.20 22.78 -6.80 86.80 22.71 -21.00 67.20
2022-05 6.38 -48.00 36.00 6.18 -29.80 39.20 19.12 -18.00 46.60 -4.45 -47.60 30.00
2022-04 -0.98 -18.80 31.00 0.36 -10.00 11.60 1.08 -30.80 72.00 0.56 -35.20 14.00
2022-03 30.30 -8.80 91.40 28.72 -3.00 77.60 36.43 6.00 81.20 22.37 -9.80 67.00
2022-02 12.35 -6.00 52.40 11.71 -4.20 36.00 17.15 2.60 43.60 6.81 -5.00 17.00
2022-01 10.12 -15.40 62.80 11.26 -5.20 89.80 12.11 -8.80 66.60 6.46 -6.20 76.00
2021-12 -84.16 -167.80 158.00 -79.86 -162.60 157.80 -82.33 -157.60 171.60 -84.79 -164.80 152.00
2021-11 155.47 110.80 198.60 156.21 118.60 191.00 173.77 128.80 215.60 146.13 103.00 189.80
2021-10 355.56 224.00 522.00 356.69 168.00 524.00 373.56 210.40 594.00 345.11 190.40 501.80
2021-09 157.85 -147.40 319.80 165.59 -141.20 320.80 170.99 -160.80 327.00 149.78 -149.20 296.00
2021-08 -39.25 -163.20 113.40 -41.09 -173.00 115.00 -40.28 -204.00 121.20 -40.50 -163.40 115.40
2021-07 61.89 41.40 90.40 64.10 40.00 92.40 65.90 39.80 90.80 60.20 39.40 85.40
2021-06 45.53 29.60 52.80 46.27 37.00 53.60 47.74 36.00 57.40 44.40 33.00 52.00
2021-05 -30.29 -69.20 28.80 -27.80 -68.80 35.40 -30.28 -78.20 35.20 -28.87 -66.00 26.60
2021-04 17.16 -46.40 68.00 18.02 -39.60 69.60 19.93 -43.40 70.60 16.74 -38.40 68.80
2021-03 3.58 -13.20 20.60 5.02 -16.20 21.40 5.69 -10.20 22.80 3.50 -16.40 28.60
2021-02 2.12 -11.60 18.00 1.64 -10.60 18.80 3.11 -8.80 19.80 2.23 -12.00 18.80
2021-01 -29.87 -101.00 26.40 -30.61 -101.40 26.80 -30.75 -100.80 28.40 -28.82 -93.80 23.60
2020-12 2.20 -78.80 88.40 -0.66 -78.40 87.60 0.70 -79.00 91.60 0.76 -79.60 86.00
2020-11 18.53 11.40 22.40 19.95 14.80 24.00 19.98 15.00 24.60 18.41 13.00 23.60
2020-10 11.31 -21.00 35.60 9.55 -21.80 31.20 10.52 -19.40 36.40 10.89 -20.80 33.60
2020-09 19.21 8.00 40.60 20.63 8.40 39.40 20.85 9.40 40.60 19.26 8.40 38.40
2020-08 5.66 -7.20 12.00 6.23 -1.00 11.20 6.87 -0.80 11.80 5.51 -0.60 10.60
2020-07 7.25 3.00 12.60 6.94 2.20 13.20 7.67 3.00 13.20 6.40 2.20 11.40
2020-06 0.16 -6.80 6.20 0.38 -7.20 6.20 0.66 -5.80 7.00 0.01 -7.00 5.20
2020-05 -0.23 -8.60 8.80 -0.49 -6.40 8.20 -0.64 -7.60 7.60 -0.40 -8.00 8.00
2020-04 -0.86 -14.80 4.00 -0.22 -15.20 5.20 0.01 -17.60 4.80 -1.83 -18.20 2.60
2020-03 -3.43 -16.00 9.20 -3.15 -16.20 16.20 -3.26 -15.00 7.00 -3.87 -16.60 11.00
2020-02 2.10 -7.40 10.20 1.65 -5.80 8.20 2.64 -5.80 9.20 1.63 -7.80 10.20
2020-01 -2.78 -5.20 -1.40 -2.98 -5.60 -1.00 -2.54 -6.00 -0.80 -3.38 -7.40 -1.40
2019-12 -0.36 -12.40 8.60 -0.36 -10.80 8.80 0.21 -9.80 8.80 -0.84 -12.00 9.80
2019-11 5.90 -0.60 9.20 6.28 1.20 8.80 6.51 1.60 8.80 5.66 1.00 8.80
2019-10 4.10 -12.60 12.60 3.69 -11.80 11.60 4.12 -11.00 11.00 3.19 -14.20 12.00
2019-09 2.05 -13.80 11.80 1.77 -11.40 9.60 2.18 -10.40 9.60 1.43 -16.00 11.80
2019-08 4.23 -1.00 11.20 4.37 -1.00 12.20 4.84 -1.80 12.60 3.59 -1.40 11.80
2019-07 -1.17 -6.00 3.40 -1.29 -5.60 2.40 -0.39 -5.00 4.00 -1.80 -5.80 4.00
2019-06 -2.67 -11.00 6.80 -2.45 -11.20 4.60 -2.47 -10.80 5.00 -3.08 -11.60 7.00
2019-05 -10.25 -13.20 -6.60 -10.50 -12.80 -7.80 -9.82 -12.40 -7.20 -10.85 -14.40 -8.20
2019-04 9.14 -12.00 25.80 9.37 -9.80 27.20 10.36 -11.80 29.00 8.95 -11.80 27.60
2019-03 5.68 -0.60 11.80 5.94 1.80 11.40 6.78 3.20 11.00 4.85 1.80 8.20
2019-02 -3.87 -5.80 0.80 -4.35 -6.40 -0.60 -3.59 -5.20 -0.20 -4.52 -5.80 -0.80
2019-01 -6.16 -10.80 -2.00 -6.27 -11.40 -1.00 -6.27 -12.60 -1.80 -6.85 -13.00 -3.60
2018-12 -18.27 -48.60 37.20 -18.00 -50.00 36.20 -17.64 -48.60 35.80 -18.91 -50.40 33.80
2018-11 33.49 24.20 48.40 32.76 24.00 42.20 35.35 25.60 46.80 31.67 23.20 57.20
2018-10 23.40 -11.40 37.80 23.34 -12.80 38.40 24.40 -8.40 38.80 22.71 -8.20 36.00

动力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
2022-09-28 918.80 1000.00 1000.00 918.80 900.00 900.00 900.00 900.00 18.80 100.00 100.00 18.80
2022-09-20 1094.80 1014.00 1096.00 1000.00 825.00 825.00 825.00 825.00 269.80 189.00 271.00 175.00
2022-08-26 888.80 831.40 888.80 831.40 960.00 992.00 992.60 960.00 -71.20 -160.60 -103.80 -128.60
2022-08-23 835.00 830.00 835.00 830.00 960.00 960.00 960.00 960.00 -125.00 -130.00 -125.00 -130.00
2022-08-22 832.00 826.00 832.00 826.00 1000.00 852.80 1000.00 852.80 -168.00 -26.80 -168.00 -26.80
2022-07-15 833.20 835.20 847.40 833.00 839.00 839.00 839.00 839.00 -5.80 -3.80 8.40 -6.00
2022-07-07 843.20 866.60 866.60 843.20 841.20 841.20 841.20 841.20 2.00 25.40 25.40 2.00
2022-07-01 838.00 866.60 866.60 836.00 847.80 848.00 848.00 847.80 -9.80 18.60 18.60 -11.80
2022-06-30 859.00 836.40 859.00 836.40 772.00 769.20 772.20 769.20 87.00 67.20 86.80 67.20
2022-06-27 840.00 844.40 844.40 840.00 820.20 820.20 820.20 820.20 19.80 24.20 24.20 19.80
2022-06-22 850.00 844.20 889.00 833.40 850.00 850.00 850.00 850.00 0.00 -5.80 39.00 -16.60
2022-06-21 831.20 844.00 844.20 830.00 851.00 851.00 851.00 851.00 -19.80 -7.00 -6.80 -21.00
2022-06-20 836.00 833.00 861.00 833.00 836.00 849.80 849.80 836.00 0.00 -16.80 11.20 -3.00
2022-06-17 865.40 866.00 875.60 865.40 800.20 816.20 816.20 800.20 65.20 49.80 59.40 65.20
2022-06-10 870.00 867.00 885.80 841.00 888.00 851.00 888.00 851.00 -18.00 16.00 -2.20 -10.00
2022-06-07 879.80 873.20 879.80 873.20 822.20 879.60 879.60 822.20 57.60 -6.40 0.20 51.00
2022-06-06 880.00 870.00 881.20 870.00 888.00 818.40 888.00 818.20 -8.00 51.60 -6.80 51.80
2022-05-26 864.00 856.40 865.80 847.20 828.00 828.00 828.00 828.00 36.00 28.40 37.80 19.20
2022-05-25 845.00 858.20 858.20 843.40 840.00 840.00 840.00 840.00 5.00 18.20 18.20 3.40
2022-05-23 837.80 852.00 852.00 837.60 837.80 837.80 837.80 837.80 0.00 14.20 14.20 -0.20
2022-05-17 840.80 841.20 885.00 840.80 823.00 854.40 854.40 823.00 17.80 -13.20 30.60 17.80
2022-05-11 820.00 829.20 836.60 820.00 790.00 790.00 790.00 790.00 30.00 39.20 46.60 30.00
2022-05-10 839.20 818.20 839.20 817.80 848.00 848.00 848.00 848.00 -8.80 -29.80 -8.80 -30.20
2022-05-06 878.60 848.00 892.00 812.00 859.60 859.60 859.60 859.60 19.00 -11.60 32.40 -47.60
2022-05-05 802.00 860.00 860.00 802.00 850.00 856.00 878.00 830.00 -48.00 4.00 -18.00 -28.00
2022-04-29 815.00 822.00 896.60 803.00 819.20 823.60 824.60 803.00 -4.20 -1.60 72.00 0.00
2022-04-28 817.80 819.20 819.20 812.20 818.80 825.00 825.20 810.40 -1.00 -5.80 -6.00 1.80
2022-04-27 810.40 815.40 818.80 810.40 809.00 810.00 817.40 809.00 1.40 5.40 1.40 1.40
2022-04-26 817.80 815.00 820.00 810.80 803.80 817.60 822.00 803.80 14.00 -2.60 -2.00 7.00
2022-04-25 804.20 815.00 825.00 802.20 813.80 810.00 824.80 800.60 -9.60 5.00 0.20 1.60
2022-04-22 811.20 822.00 830.00 811.20 826.60 813.40 860.80 807.00 -15.40 8.60 -30.80 4.20
2022-04-21 824.20 825.80 829.80 815.00 821.60 814.20 827.00 814.20 2.60 11.60 2.80 0.80
2022-04-20 828.00 812.40 830.00 778.00 813.20 821.60 825.00 813.20 14.80 -9.20 5.00 -35.20
2022-04-19 816.20 829.00 829.60 816.20 812.00 825.00 827.00 803.00 4.20 4.00 2.60 13.20
2022-04-18 810.20 816.00 828.00 810.20 823.00 812.00 826.00 812.00 -12.80 4.00 2.00 -1.80
2022-04-15 814.00 820.00 820.00 808.40 809.20 826.00 827.80 800.00 4.80 -6.00 -7.80 8.40
2022-04-14 807.60 813.00 814.00 802.80 818.80 817.00 818.80 808.80 -11.20 -4.00 -4.80 -6.00
2022-04-13 800.20 805.00 807.80 800.20 819.00 801.00 819.00 800.60 -18.80 4.00 -11.20 -0.40
2022-04-12 798.20 808.40 813.20 798.20 805.20 806.20 817.80 800.20 -7.00 2.20 -4.60 -2.00
2022-04-11 803.20 805.00 814.00 793.40 812.80 815.00 815.80 801.40 -9.60 -10.00 -1.80 -8.00
2022-04-08 803.20 803.20 808.80 802.00 800.00 809.00 812.60 794.20 3.20 -5.80 -3.80 7.80
2022-04-07 803.60 802.00 813.20 802.00 810.40 800.20 816.20 800.00 -6.80 1.80 -3.00 2.00
2022-04-06 819.00 806.40 819.00 802.00 788.00 810.40 818.00 788.00 31.00 -4.00 1.00 14.00
2022-04-01 801.80 809.20 824.20 801.80 800.00 800.00 814.80 800.00 1.80 9.20 9.40 1.80
2022-03-31 814.00 805.00 844.60 801.40 822.80 805.80 827.80 802.00 -8.80 -0.80 16.80 -0.60
2022-03-30 829.00 814.00 845.60 805.20 815.00 817.00 822.60 815.00 14.00 -3.00 23.00 -9.80
2022-03-29 845.20 840.60 849.80 830.20 808.00 821.00 834.60 808.00 37.20 19.60 15.20 22.20
2022-03-28 874.20 847.40 874.20 845.20 831.80 830.00 831.80 820.20 42.40 17.40 42.40 25.00
2022-03-25 852.20 865.60 878.60 852.20 834.80 827.40 836.00 827.20 17.40 38.20 42.60 25.00
2022-03-24 856.00 870.00 884.60 855.00 823.80 824.40 825.00 821.00 32.20 45.60 59.60 34.00
2022-03-23 856.00 878.60 879.80 845.00 825.00 815.20 830.00 812.20 31.00 63.40 49.80 32.80
2022-03-22 835.00 855.00 855.00 830.40 825.00 826.20 828.00 806.00 10.00 28.80 27.00 24.40
2022-03-21 829.60 834.00 834.80 810.60 806.00 825.00 826.00 806.00 23.60 9.00 8.80 4.60
2022-03-18 832.00 829.00 833.00 807.80 824.80 812.40 825.00 806.80 7.20 16.60 8.00 1.00
2022-03-17 823.00 816.60 826.00 805.20 812.00 815.00 817.80 802.00 11.00 1.60 8.20 3.20
2022-03-16 791.60 815.00 821.00 791.60 770.20 815.00 815.00 770.00 21.40 0.00 6.00 21.60
2022-03-15 819.40 802.00 844.40 799.00 796.00 790.00 816.20 786.00 23.40 12.00 28.20 13.00
2022-03-14 800.20 810.00 820.60 766.00 788.00 784.00 798.40 766.40 12.20 26.00 22.20 -0.40
2022-03-11 820.60 818.00 860.00 816.40 788.00 813.60 819.80 776.00 32.60 4.40 40.20 40.40
2022-03-10 843.00 841.00 858.60 792.00 803.00 794.80 819.20 776.00 40.00 46.20 39.40 16.00
2022-03-09 897.40 852.00 919.00 852.00 806.00 820.00 841.60 803.20 91.40 32.00 77.40 48.80
2022-03-08 919.00 901.40 939.20 890.00 843.00 826.80 858.00 823.00 76.00 74.60 81.20 67.00
2022-03-07 852.20 919.00 920.00 835.20 786.40 841.40 842.00 786.40 65.80 77.60 78.00 48.80
2022-03-04 849.60 852.20 860.00 819.40 810.80 797.00 812.00 783.40 38.80 55.20 48.00 36.00
2022-03-03 855.00 846.00 888.40 840.00 819.00 810.60 830.00 803.00 36.00 35.40 58.40 37.00
2022-03-02 816.00 857.80 858.80 807.00 784.00 815.40 816.00 784.00 32.00 42.40 42.80 23.00
2022-03-01 780.00 815.00 825.00 771.40 770.00 796.60 810.20 770.00 10.00 18.40 14.80 1.40
2022-02-28 751.20 771.40 793.60 730.20 744.80 765.60 780.20 735.20 6.40 5.80 13.40 -5.00
2022-02-25 822.00 745.00 825.40 738.00 814.60 743.80 815.00 732.00 7.40 1.20 10.40 6.00
2022-02-24 840.00 811.00 845.60 807.40 825.20 800.00 830.00 800.00 14.80 11.00 15.60 7.40
2022-02-23 826.60 831.00 835.00 815.20 811.00 818.80 824.00 808.40 15.60 12.20 11.00 6.80
2022-02-22 845.00 810.00 849.80 803.00 836.00 810.40 836.00 797.20 9.00 -0.40 13.80 5.80
2022-02-21 806.00 841.20 845.00 798.00 796.00 826.40 830.00 788.00 10.00 14.80 15.00 10.00
2022-02-18 770.80 812.00 812.00 765.00 772.00 795.80 799.20 763.80 -1.20 16.20 12.80 1.20
2022-02-17 775.00 770.60 779.60 767.40 773.00 772.00 777.00 768.20 2.00 -1.40 2.60 -0.80
2022-02-16 775.00 780.60 789.00 760.40 768.20 784.80 784.80 761.00 6.80 -4.20 4.20 -0.60
2022-02-15 818.00 775.00 818.00 770.00 805.40 771.40 805.40 768.00 12.60 3.60 12.60 2.00
2022-02-14 826.60 819.20 845.20 810.00 808.00 805.20 820.00 799.20 18.60 14.00 25.20 10.80
2022-02-11 859.20 822.60 862.40 820.00 828.00 806.60 836.00 803.00 31.20 16.00 26.40 17.00
2022-02-10 810.00 843.60 850.00 801.00 816.00 815.00 820.00 786.00 -6.00 28.60 30.00 15.00
2022-02-09 880.00 836.60 898.60 829.00 827.60 816.20 855.00 812.00 52.40 20.40 43.60 17.00
2022-02-08 827.80 876.80 876.80 827.60 815.80 840.80 856.00 815.80 12.00 36.00 20.80 11.80
2022-02-07 772.40 822.60 826.00 771.00 766.40 809.00 809.00 766.40 6.00 13.60 17.00 4.60
2022-01-28 824.20 756.20 830.00 751.40 797.20 742.00 810.80 741.80 27.00 14.20 19.20 9.60
2022-01-27 795.00 808.00 823.80 788.00 780.00 793.40 811.80 775.60 15.00 14.60 12.00 12.40
2022-01-26 771.60 788.00 795.00 765.00 765.00 766.40 780.00 762.20 6.60 21.60 15.00 2.80
2022-01-25 755.40 778.00 780.00 743.00 751.00 768.00 768.00 737.00 4.40 10.00 12.00 6.00
2022-01-24 772.00 739.60 797.60 727.80 750.00 739.80 780.00 725.00 22.00 -0.20 17.60 2.80
2022-01-21 765.00 767.20 783.60 755.00 750.00 757.80 766.20 750.00 15.00 9.40 17.40 5.00
2022-01-20 772.40 774.80 778.00 756.40 761.00 758.60 764.20 750.00 11.40 16.20 13.80 6.40
2022-01-19 760.00 774.80 790.00 750.20 741.40 757.20 767.00 737.60 18.60 17.60 23.00 12.60
2022-01-18 716.00 749.40 750.00 709.80 712.00 740.00 740.00 702.60 4.00 9.40 10.00 7.20
2022-01-17 696.60 714.80 715.00 685.00 692.20 710.00 710.00 688.00 4.40 4.80 5.00 -3.00
2022-01-14 689.00 692.40 695.60 683.80 704.40 692.20 704.40 689.00 -15.40 0.20 -8.80 -5.20
2022-01-13 698.00 689.00 709.80 686.00 696.00 694.20 710.00 692.20 2.00 -5.20 -0.20 -6.20
2022-01-12 683.60 692.80 698.00 683.00 695.80 691.40 699.00 683.20 -12.20 1.40 -1.00 -0.20
2022-01-11 700.00 683.00 703.00 680.00 695.40 688.00 699.00 685.00 4.60 -5.00 4.00 -5.00
2022-01-10 716.00 700.00 723.00 696.00 711.60 700.60 716.00 697.00 4.40 -0.60 7.00 -1.00
2022-01-07 700.00 713.20 715.80 693.00 702.40 706.00 708.80 692.60 -2.40 7.20 7.00 0.40
2022-01-06 702.60 697.20 706.00 695.00 691.40 696.20 703.00 691.40 11.20 1.00 3.00 3.60
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