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
2021-08-06 883.40 882.60 901.20 876.00 770.00 767.60 780.80 760.60 113.40 115.00 120.40 115.40
2021-08-05 890.20 883.20 909.00 883.00 795.00 770.60 804.00 768.40 95.20 112.60 105.00 114.60
2021-08-04 868.80 889.80 890.40 868.20 778.00 791.80 795.00 778.00 90.80 98.00 95.40 90.20
2021-08-03 865.40 867.80 876.20 864.00 791.80 779.80 794.00 778.00 73.60 88.00 82.20 86.00
2021-08-02 898.00 865.20 898.00 852.40 799.00 789.20 799.00 774.80 99.00 76.00 99.00 77.60
2021-07-30 918.60 927.20 943.00 906.20 828.20 834.80 863.60 824.60 90.40 92.40 79.40 81.60
2021-07-29 902.60 918.60 919.00 900.40 820.00 828.00 828.20 815.00 82.60 90.60 90.80 85.40
2021-07-28 892.40 902.40 909.60 890.40 817.60 816.00 823.00 813.00 74.80 86.40 86.60 77.40
2021-07-27 897.00 892.40 915.80 888.00 829.60 812.20 831.40 812.00 67.40 80.20 84.40 76.00
2021-07-26 905.20 897.00 909.80 885.00 835.00 829.20 838.80 821.00 70.20 67.80 71.00 64.00
2021-07-23 910.00 911.20 924.20 898.00 840.20 841.40 848.00 832.00 69.80 69.80 76.20 66.00
2021-07-22 915.20 908.80 918.20 897.60 845.00 839.00 846.60 831.80 70.20 69.80 71.60 65.80
2021-07-21 920.00 911.60 928.00 901.60 847.00 843.00 854.00 831.20 73.00 68.60 74.00 70.40
2021-07-20 909.80 918.40 929.00 903.60 847.00 846.80 854.80 836.00 62.80 71.60 74.20 67.60
2021-07-19 881.00 913.80 921.60 880.00 825.00 848.80 850.80 824.40 56.00 65.00 70.80 55.60
2021-07-16 880.00 882.60 908.00 875.00 816.40 825.00 840.00 814.80 63.60 57.60 68.00 60.20
2021-07-15 890.00 873.00 895.00 862.80 818.00 811.80 819.40 801.40 72.00 61.20 75.60 61.40
2021-07-14 883.00 896.40 897.80 880.00 815.20 818.60 823.40 799.60 67.80 77.80 74.40 80.40
2021-07-13 858.00 882.80 883.40 857.00 798.00 818.20 818.60 796.20 60.00 64.60 64.80 60.80
2021-07-12 844.40 855.60 859.60 839.00 794.00 796.00 803.00 789.00 50.40 59.60 56.60 50.00
2021-07-09 830.00 844.00 848.00 820.20 777.00 793.00 795.80 774.00 53.00 51.00 52.20 46.20
2021-07-08 833.60 824.60 836.40 814.00 786.60 775.20 788.80 771.00 47.00 49.40 47.60 43.00
2021-07-07 820.60 829.40 834.60 813.20 776.20 782.60 787.00 769.00 44.40 46.80 47.60 44.20
2021-07-06 832.40 820.60 838.20 818.00 780.20 777.00 789.80 773.60 52.20 43.60 48.40 44.40
2021-07-05 798.00 831.00 831.80 791.00 748.00 782.00 784.00 747.00 50.00 49.00 47.80 44.00
2021-07-02 783.20 790.40 795.80 776.20 741.80 743.00 747.80 735.60 41.40 47.40 48.00 40.60
2021-07-01 793.60 782.60 799.80 781.80 751.00 742.60 760.00 742.40 42.60 40.00 39.80 39.40
2021-06-30 780.00 793.00 794.20 772.20 741.20 750.60 751.00 738.00 38.80 42.40 43.20 34.20
2021-06-29 790.20 780.00 802.80 778.00 753.40 743.00 764.80 741.40 36.80 37.00 38.00 36.60
2021-06-28 846.00 790.20 848.00 788.00 799.20 752.60 800.20 742.40 46.80 37.60 47.80 45.60
2021-06-25 855.00 848.00 859.60 845.00 802.20 800.00 809.60 797.20 52.80 48.00 50.00 47.80
2021-06-24 858.00 856.80 867.40 840.80 807.60 804.20 813.60 790.60 50.40 52.60 53.80 50.20
2021-06-23 851.00 860.20 866.00 848.80 799.00 806.80 812.40 796.80 52.00 53.40 53.60 52.00
2021-06-22 843.80 850.60 854.80 824.00 793.00 799.00 802.80 776.80 50.80 51.60 52.00 47.20
2021-06-21 835.00 843.80 862.00 835.00 787.80 795.00 810.80 786.20 47.20 48.80 51.20 48.80
2021-06-18 859.00 835.00 874.40 834.00 808.80 784.80 819.80 782.80 50.20 50.20 54.60 51.20
2021-06-17 850.00 863.20 870.80 846.00 798.40 813.00 818.00 794.00 51.60 50.20 52.80 52.00
2021-06-16 861.40 849.60 862.60 842.00 810.00 796.00 812.60 791.60 51.40 53.60 50.00 50.40
2021-06-15 847.00 861.40 868.80 830.00 800.00 809.00 811.40 785.20 47.00 52.40 57.40 44.80
2021-06-11 807.00 827.20 833.00 805.80 758.60 785.00 788.00 758.60 48.40 42.20 45.00 47.20
2021-06-10 818.00 803.40 828.40 801.20 773.60 758.80 781.60 757.20 44.40 44.60 46.80 44.00
2021-06-09 822.40 818.20 832.20 816.00 776.00 773.40 783.60 771.00 46.40 44.80 48.60 45.00
2021-06-08 800.20 819.20 821.00 791.00 754.40 771.20 774.40 748.00 45.80 48.00 46.60 43.00
2021-06-07 805.00 800.20 826.00 792.00 764.60 754.40 782.60 750.00 40.40 45.80 43.40 42.00
2021-06-04 828.60 790.00 833.40 773.00 785.60 749.80 789.20 735.00 43.00 40.20 44.20 38.00
2021-06-03 828.40 835.40 854.60 820.80 782.00 787.60 806.00 776.60 46.40 47.80 48.60 44.20
2021-06-02 800.00 818.40 827.00 800.00 770.40 775.00 791.00 764.80 29.60 43.40 36.00 35.20
2021-06-01 782.00 804.40 809.20 770.00 746.00 767.40 770.20 737.00 36.00 37.00 39.00 33.00
2021-05-31 748.60 775.20 790.00 742.80 719.80 739.80 754.80 717.00 28.80 35.40 35.20 25.80
2021-05-28 746.00 751.00 764.20 740.00 718.40 723.00 737.20 713.40 27.60 28.00 27.00 26.60
2021-05-27 735.20 744.40 766.60 726.60 716.00 718.00 734.80 705.20 19.20 26.40 31.80 21.40
2021-05-26 727.20 726.00 742.00 721.60 709.20 702.20 721.00 700.20 18.00 23.80 21.00 21.40
2021-05-25 733.00 731.80 748.00 723.80 711.40 713.20 728.60 701.60 21.60 18.60 19.40 22.20
2021-05-24 713.20 726.60 733.80 696.00 756.60 779.80 787.00 750.00 -43.40 -53.20 -53.20 -54.00
2021-05-21 765.00 713.00 765.00 711.80 807.80 756.60 807.80 755.40 -42.80 -43.60 -42.80 -43.60
2021-05-20 809.00 779.40 809.00 779.40 870.00 809.60 872.00 809.60 -61.00 -30.20 -63.00 -30.20
2021-05-19 846.00 850.80 866.40 829.00 897.80 902.00 914.40 883.20 -51.80 -51.20 -48.00 -54.20
2021-05-18 827.80 841.80 845.60 818.00 885.20 899.40 900.60 876.40 -57.40 -57.60 -55.00 -58.40
2021-05-17 859.00 833.20 873.00 816.00 888.00 884.00 916.00 872.20 -29.00 -50.80 -43.00 -56.20
2021-05-14 880.00 847.80 896.80 834.20 918.80 884.00 935.00 852.80 -38.80 -36.20 -38.20 -18.60
2021-05-13 925.00 883.00 938.60 871.40 960.00 926.00 973.80 914.60 -35.00 -43.00 -35.20 -43.20
2021-05-12 902.80 943.80 944.20 897.00 972.00 976.20 1007.00 963.00 -69.20 -32.40 -62.80 -66.00
2021-05-11 886.00 900.20 917.00 861.20 945.00 969.00 995.20 923.40 -59.00 -68.80 -78.20 -62.20
2021-05-10 852.00 892.00 896.80 836.20 920.40 946.20 949.00 895.20 -68.40 -54.20 -52.20 -59.00
2021-05-07 848.20 863.40 874.60 838.20 906.00 932.00 939.60 887.80 -57.80 -68.60 -65.00 -49.60
2021-05-06 798.20 849.80 849.80 798.20 845.00 892.60 892.60 840.00 -46.80 -42.80 -42.80 -41.80
2021-04-30 784.00 788.60 797.80 778.20 828.00 828.20 841.20 816.00 -44.00 -39.60 -43.40 -37.80
2021-04-29 758.00 785.60 791.40 752.60 793.00 824.00 824.00 784.80 -35.00 -38.40 -32.60 -32.20
2021-04-28 740.00 758.00 761.40 735.60 768.00 789.80 792.80 763.00 -28.00 -31.80 -31.40 -27.40
2021-04-27 734.60 740.00 746.80 732.00 755.00 767.00 770.00 753.00 -20.40 -27.00 -23.20 -21.00
2021-04-26 743.80 738.60 765.80 735.20 764.00 757.80 779.00 752.40 -20.20 -19.20 -13.20 -17.20
2021-04-23 752.60 745.40 752.80 735.20 762.00 761.60 766.80 748.80 -9.40 -16.20 -14.00 -13.60
2021-04-22 724.20 750.20 752.60 722.60 770.60 777.20 785.20 761.00 -46.40 -27.00 -32.60 -38.40
2021-04-21 778.40 773.40 783.00 765.00 712.00 722.00 722.20 702.00 66.40 51.40 60.80 63.00
2021-04-20 783.60 782.20 792.00 774.20 715.60 712.60 721.60 705.40 68.00 69.60 70.40 68.80
2021-04-19 762.00 788.00 794.80 757.80 702.00 719.20 724.20 701.00 60.00 68.80 70.60 56.80
2021-04-16 750.00 761.20 775.00 742.80 709.00 704.20 719.80 697.40 41.00 57.00 55.20 45.40
2021-04-15 742.40 754.40 755.80 736.40 702.80 708.20 711.20 698.00 39.60 46.20 44.60 38.40
2021-04-14 732.00 739.40 742.60 713.40 693.00 702.40 709.40 679.80 39.00 37.00 33.20 33.60
2021-04-13 711.40 728.00 732.60 708.40 680.00 689.20 694.40 675.40 31.40 38.80 38.20 33.00
2021-04-12 678.00 709.20 718.40 672.80 666.00 679.00 685.00 662.00 12.00 30.20 33.40 10.80
2021-04-09 691.60 676.80 692.80 675.00 675.00 665.40 675.00 664.00 16.60 11.40 17.80 11.00
2021-04-08 690.00 689.40 694.60 679.40 668.80 672.20 677.60 661.60 21.20 17.20 17.00 17.80
2021-04-07 731.80 689.80 734.80 687.80 704.40 667.40 704.40 662.20 27.40 22.40 30.40 25.60
2021-04-06 729.00 734.80 741.80 722.60 690.00 702.00 703.40 686.60 39.00 32.80 38.40 36.00
2021-04-02 735.40 740.40 741.40 728.80 683.00 697.40 697.60 679.20 52.40 43.00 43.80 49.60
2021-04-01 729.80 734.20 744.00 722.40 680.00 682.40 688.80 673.00 49.80 51.80 55.20 49.40
2021-03-31 738.80 730.00 746.00 723.80 719.00 709.60 723.20 695.20 19.80 20.40 22.80 28.60
2021-03-30 734.40 738.80 744.20 728.40 720.40 719.00 728.00 713.40 14.00 19.80 16.20 15.00
2021-03-29 700.40 731.80 731.80 700.40 696.60 721.40 725.00 691.40 3.80 10.40 6.80 9.00
2021-03-26 694.80 698.00 700.20 682.00 695.40 695.00 697.60 683.40 -0.60 3.00 2.60 -1.40
2021-03-25 691.20 695.80 698.00 690.20 695.00 695.40 698.40 690.80 -3.80 0.40 -0.40 -0.60
2021-03-24 681.40 692.20 696.00 678.40 660.80 670.80 673.20 655.60 20.60 21.40 22.80 22.80
2021-03-23 678.40 680.80 688.00 671.20 666.00 659.40 670.80 653.40 12.40 21.40 17.20 17.80
2021-03-22 675.40 676.40 696.00 672.00 665.00 664.80 679.20 663.20 10.40 11.60 16.80 8.80
2021-03-19 670.00 671.80 679.20 665.00 663.80 662.80 670.60 657.60 6.20 9.00 8.60 7.40
2021-03-18 675.00 671.40 675.00 664.00 659.80 663.80 664.80 656.80 15.20 7.60 10.20 7.20
2021-03-17 643.40 676.20 676.20 641.60 637.40 662.60 662.80 635.60 6.00 13.60 13.40 6.00
2021-03-16 635.00 643.40 646.60 630.20 630.20 638.00 641.60 626.80 4.80 5.40 5.00 3.40
2021-03-15 646.00 633.40 649.00 620.60 655.00 649.60 658.20 637.00 -9.00 -16.20 -9.20 -16.40
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