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
2022-01-05 713.80 702.60 716.60 688.60 705.00 695.00 709.20 690.00 8.80 7.60 7.40 -1.40
2022-01-04 718.00 713.80 724.80 700.00 655.20 624.00 658.20 624.00 62.80 89.80 66.60 76.00
2021-12-31 677.00 672.20 680.20 660.40 761.20 699.00 776.40 699.00 -84.20 -26.80 -96.20 -38.60
2021-12-30 674.20 678.20 685.00 673.00 779.60 771.00 786.00 770.80 -105.40 -92.80 -101.00 -97.80
2021-12-29 674.00 681.60 689.00 672.00 800.00 788.60 806.00 786.20 -126.00 -107.00 -117.00 -114.20
2021-12-28 689.20 674.00 699.00 671.00 815.00 801.00 817.60 801.00 -125.80 -127.00 -118.60 -130.00
2021-12-27 708.00 689.20 715.00 686.00 829.20 819.80 833.80 818.00 -121.20 -130.60 -118.80 -132.00
2021-12-24 696.00 707.80 717.40 696.00 832.40 832.40 855.00 830.00 -136.40 -124.60 -137.60 -134.00
2021-12-23 700.00 702.60 706.80 695.00 836.80 842.40 849.00 830.40 -136.80 -139.80 -142.20 -135.40
2021-12-22 695.60 699.60 710.80 685.00 824.00 838.80 858.00 824.00 -128.40 -139.20 -147.20 -139.00
2021-12-21 709.80 707.20 721.80 702.00 877.60 840.00 879.40 840.00 -167.80 -132.80 -157.60 -138.00
2021-12-20 742.20 709.80 750.00 708.00 892.80 872.40 896.00 872.20 -150.60 -162.60 -146.00 -164.20
2021-12-17 723.00 740.60 756.60 722.60 877.00 886.00 891.80 871.00 -154.00 -145.40 -135.20 -148.40
2021-12-16 713.20 722.40 723.00 681.60 849.60 876.60 880.00 846.40 -136.40 -154.20 -157.00 -164.80
2021-12-15 710.60 713.20 725.00 705.00 850.20 854.20 869.00 850.20 -139.60 -141.00 -144.00 -145.20
2021-12-14 721.60 712.00 730.60 706.00 850.20 855.40 859.00 840.00 -128.60 -143.40 -128.40 -134.00
2021-12-13 677.00 727.20 736.00 675.00 820.00 859.80 864.40 812.80 -143.00 -132.60 -128.40 -137.80
2021-12-10 676.00 676.80 697.80 671.00 804.20 812.20 833.00 804.20 -128.20 -135.40 -135.20 -133.20
2021-12-09 670.00 675.80 685.00 662.00 793.80 808.00 809.20 791.00 -123.80 -132.20 -124.20 -129.00
2021-12-08 690.00 671.00 692.00 666.60 816.80 802.40 825.80 801.00 -126.80 -131.40 -133.80 -134.40
2021-12-07 673.00 686.60 698.00 670.00 831.20 816.40 850.20 815.00 -158.20 -129.80 -152.20 -145.00
2021-12-06 852.00 827.20 865.00 815.80 712.00 676.00 713.00 668.00 140.00 151.20 152.00 147.80
2021-12-03 833.00 853.60 892.40 760.00 675.00 708.80 720.80 660.00 158.00 144.80 171.60 100.00
2021-12-02 849.80 837.00 863.00 830.00 709.40 679.20 713.40 678.00 140.40 157.80 149.60 152.00
2021-12-01 835.20 842.80 860.60 826.00 688.00 704.80 706.80 681.00 147.20 138.00 153.80 145.00
2021-11-30 801.20 840.40 848.00 800.80 678.40 687.60 699.00 670.00 122.80 152.80 149.00 130.80
2021-11-29 824.80 810.20 837.40 801.20 680.00 679.40 693.00 659.00 144.80 130.80 144.40 142.20
2021-11-26 912.80 840.80 923.00 840.80 725.00 680.20 726.00 678.80 187.80 160.60 197.00 162.00
2021-11-25 920.00 912.60 965.00 904.80 721.40 725.60 749.40 715.00 198.60 187.00 215.60 189.80
2021-11-24 875.00 921.00 930.00 851.40 702.40 730.00 730.80 695.20 172.60 191.00 199.20 156.20
2021-11-23 867.40 871.20 913.80 865.00 708.80 702.20 726.00 702.00 158.60 169.00 187.80 163.00
2021-11-22 841.00 862.20 878.20 841.00 701.80 708.20 713.00 691.00 139.20 154.00 165.20 150.00
2021-11-19 819.00 852.40 859.60 818.60 685.40 702.80 705.20 680.20 133.60 149.60 154.40 138.40
2021-11-18 830.00 823.20 862.00 808.00 702.00 686.80 707.20 686.80 128.00 136.40 154.80 121.20
2021-11-17 805.20 825.00 836.80 790.00 690.00 700.00 708.00 685.00 115.20 125.00 128.80 105.00
2021-11-16 806.00 817.80 839.00 805.00 685.00 699.20 705.00 685.00 121.00 118.60 134.00 120.00
2021-11-15 861.00 809.60 897.00 802.00 700.20 690.00 717.80 685.00 160.80 119.60 179.20 117.00
2021-11-12 905.40 864.00 909.00 860.00 718.00 700.40 718.00 696.20 187.40 163.60 191.00 163.80
2021-11-11 885.20 905.40 919.00 860.00 705.20 723.60 724.00 692.00 180.00 181.80 195.00 168.00
2021-11-10 852.00 883.80 898.80 850.00 689.20 705.60 711.60 675.00 162.80 178.20 187.20 175.00
2021-11-09 916.00 870.40 934.00 866.00 735.00 693.80 740.00 690.00 181.00 176.60 194.00 176.00
2021-11-08 955.00 916.20 985.00 910.00 775.20 736.00 783.80 735.40 179.80 180.20 201.20 174.60
2021-11-05 935.00 945.20 977.00 930.20 785.00 774.40 800.00 765.60 150.00 170.80 177.00 164.60
2021-11-04 999.80 934.40 999.80 903.00 811.20 778.00 812.40 769.40 188.60 156.40 187.40 133.60
2021-11-03 872.00 978.00 987.80 872.00 761.20 802.00 815.00 760.00 110.80 176.00 172.80 112.00
2021-11-02 900.00 891.80 939.80 841.00 776.00 769.00 805.00 738.00 124.00 122.80 134.80 103.00
2021-11-01 975.00 917.60 991.80 917.60 802.00 781.80 818.60 769.00 173.00 135.80 173.20 148.60
2021-10-29 1061.80 973.00 1109.20 958.40 837.80 805.00 863.00 768.00 224.00 168.00 246.20 190.40
2021-10-28 1088.00 1051.80 1143.80 1033.80 812.00 837.80 902.00 753.20 276.00 214.00 241.80 280.60
2021-10-27 1220.00 1144.60 1249.80 1144.60 895.00 840.20 908.20 840.20 325.00 304.40 341.60 304.40
2021-10-26 1291.00 1237.00 1345.80 1207.00 980.20 904.00 991.00 893.20 310.80 333.00 354.80 313.80
2021-10-25 1365.00 1305.60 1407.40 1286.00 1000.00 980.00 1037.80 961.00 365.00 325.60 369.60 325.00
2021-10-22 1365.00 1365.00 1464.20 1365.00 1001.40 1001.40 1079.00 1001.40 363.60 363.60 385.20 363.60
2021-10-21 1587.40 1587.40 1587.40 1587.40 1164.60 1164.60 1164.60 1164.60 422.80 422.80 422.80 422.80
2021-10-20 1760.20 1755.40 1824.40 1755.40 1294.00 1270.80 1363.00 1270.80 466.20 484.60 461.40 484.60
2021-10-19 1856.00 1835.60 1982.00 1832.00 1334.00 1347.00 1388.00 1330.20 522.00 488.60 594.00 501.80
2021-10-18 1729.80 1829.00 1829.00 1685.00 1236.20 1305.00 1305.00 1218.60 493.60 524.00 524.00 466.40
2021-10-15 1620.80 1692.00 1692.00 1602.00 1196.80 1235.80 1244.60 1171.00 424.00 456.20 447.40 431.00
2021-10-14 1562.80 1615.80 1628.00 1489.00 1177.00 1193.60 1213.80 1132.00 385.80 422.20 414.20 357.00
2021-10-13 1530.00 1562.80 1640.00 1412.00 1190.00 1182.40 1248.40 1113.20 340.00 380.40 391.60 298.80
2021-10-12 1449.20 1507.80 1507.80 1427.60 1179.80 1184.80 1184.80 1137.00 269.40 323.00 323.00 290.60
2021-10-11 1300.00 1408.20 1408.20 1277.00 1046.00 1156.60 1159.20 1020.60 254.00 251.60 249.00 256.40
2021-10-08 1351.80 1262.00 1389.00 1241.20 1105.00 1017.00 1178.60 1006.60 246.80 245.00 210.40 234.60
2021-09-30 1320.00 1393.60 1408.00 1278.00 1031.80 1113.20 1113.20 1021.40 288.20 280.40 294.80 256.60
2021-09-29 1328.80 1308.80 1376.80 1288.20 1009.00 1027.40 1049.80 992.20 319.80 281.40 327.00 296.00
2021-09-28 1251.00 1328.80 1330.00 1246.80 985.00 1008.00 1018.00 985.00 266.00 320.80 312.00 261.80
2021-09-27 1202.00 1253.80 1279.80 1165.00 982.80 989.20 1015.00 955.00 219.20 264.60 264.80 210.00
2021-09-24 1222.00 1188.00 1235.00 1155.40 985.40 968.80 1000.20 947.40 236.60 219.20 234.80 208.00
2021-09-23 1168.00 1237.80 1237.80 1162.60 935.20 986.20 986.20 931.40 232.80 251.60 251.60 231.20
2021-09-22 1051.20 1141.80 1141.80 1051.20 884.60 928.00 930.00 881.60 166.60 213.80 211.80 169.60
2021-09-17 1053.20 1057.80 1076.00 1032.20 892.40 891.20 908.20 880.80 160.80 166.60 167.80 151.40
2021-09-16 1036.00 1053.20 1094.60 1028.60 876.00 897.00 930.00 875.60 160.00 156.20 164.60 153.00
2021-09-15 995.60 1029.60 1048.00 988.00 863.00 876.00 897.60 856.00 132.60 153.60 150.40 132.00
2021-09-14 1003.00 994.00 1005.40 960.00 869.20 861.20 870.00 838.00 133.80 132.80 135.40 122.00
2021-09-13 958.00 988.00 1016.80 958.00 832.40 859.80 880.00 831.80 125.60 128.20 136.80 126.20
2021-09-10 982.00 945.20 999.80 932.00 846.00 820.60 857.00 818.00 136.00 124.60 142.80 114.00
2021-09-09 989.00 990.40 1028.00 977.40 850.00 851.00 871.20 848.80 139.00 139.40 156.80 128.60
2021-09-08 981.00 977.00 986.00 941.00 856.00 846.00 856.00 828.40 125.00 131.00 130.00 112.60
2021-09-07 949.00 985.60 997.80 948.20 822.40 852.40 865.00 820.00 126.60 133.20 132.80 128.20
2021-09-06 904.20 949.00 951.00 902.80 789.20 822.20 823.80 788.00 115.00 126.80 127.20 114.80
2021-09-03 878.80 896.00 900.80 876.00 774.20 782.00 786.80 760.20 104.60 114.00 114.00 115.80
2021-09-02 880.00 906.00 933.40 869.40 763.80 791.20 808.20 756.40 116.20 114.80 125.20 113.00
2021-09-01 872.80 874.80 894.20 866.80 1020.20 1016.00 1055.00 1016.00 -147.40 -141.20 -160.80 -149.20
2021-08-31 868.80 872.00 875.00 858.60 1024.80 1045.00 1079.00 1003.20 -156.00 -173.00 -204.00 -144.60
2021-08-30 854.60 864.00 871.00 846.00 986.80 1021.80 1029.60 986.80 -132.20 -157.80 -158.60 -140.80
2021-08-27 850.00 855.60 859.80 835.00 993.40 988.00 998.60 977.60 -143.40 -132.40 -138.80 -142.60
2021-08-26 873.20 860.40 889.80 851.20 995.20 999.20 1005.00 992.00 -122.00 -138.80 -115.20 -140.80
2021-08-25 860.00 880.20 888.80 855.20 984.80 996.60 999.00 979.60 -124.80 -116.40 -110.20 -124.40
2021-08-24 856.00 856.20 875.20 831.00 984.00 980.80 994.20 976.00 -128.00 -124.60 -119.00 -145.00
2021-08-23 796.80 850.20 850.20 796.80 954.80 989.80 992.60 940.00 -158.00 -139.60 -142.40 -143.20
2021-08-20 778.00 793.00 795.00 775.20 941.20 954.80 981.60 938.60 -163.20 -161.80 -186.60 -163.40
2021-08-19 776.80 777.60 798.00 764.60 919.00 941.20 945.80 916.00 -142.20 -163.60 -147.80 -151.40
2021-08-18 770.80 776.80 785.80 766.00 902.00 917.60 919.00 901.00 -131.20 -140.80 -133.20 -135.00
2021-08-17 755.00 770.80 776.00 750.60 880.40 896.40 896.80 880.40 -125.40 -125.60 -120.80 -129.80
2021-08-16 780.00 762.00 799.40 760.00 882.60 883.80 900.40 882.60 -102.60 -121.80 -101.00 -122.60
2021-08-13 764.00 778.60 781.00 758.20 880.00 889.80 899.60 876.20 -116.00 -111.20 -118.60 -118.00
2021-08-12 880.00 880.00 895.80 880.00 790.00 766.80 798.00 766.60 90.00 113.20 97.80 113.40
2021-08-11 885.60 896.00 908.80 882.20 790.80 797.20 810.80 790.00 94.80 98.80 98.00 92.20
2021-08-10 879.00 882.40 888.00 872.00 766.20 790.60 797.00 765.00 112.80 91.80 91.00 107.00
2021-08-09 879.60 879.60 895.00 870.20 767.60 769.60 773.80 756.00 112.00 110.00 121.20 114.20
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