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
2021-03-12 638.80 645.80 651.40 633.00 635.20 639.60 644.40 629.20 3.60 6.20 7.00 3.80
2021-03-11 626.80 640.80 646.80 626.80 640.00 651.60 657.00 638.20 -13.20 -10.80 -10.20 -11.40
2021-03-10 648.00 626.40 651.40 624.40 654.60 637.20 659.20 635.60 -6.60 -10.80 -7.80 -11.20
2021-03-09 650.20 648.00 653.80 639.80 662.60 655.00 662.60 649.60 -12.40 -7.00 -8.80 -9.80
2021-03-08 632.00 651.00 651.20 628.20 627.80 644.80 645.00 626.40 4.20 6.20 6.20 1.80
2021-03-05 654.80 630.80 655.00 627.60 641.20 626.40 642.40 624.00 13.60 4.40 12.60 3.60
2021-03-04 648.00 654.80 655.00 635.20 650.60 660.60 660.60 638.60 -2.60 -5.80 -5.60 -3.40
2021-03-03 643.00 645.60 646.00 636.40 638.00 638.60 640.00 633.60 5.00 7.00 6.00 2.80
2021-03-02 632.40 639.80 640.00 625.20 637.00 638.00 638.80 626.40 -4.60 1.80 1.20 -1.20
2021-03-01 605.60 631.40 635.00 605.60 610.00 635.00 637.60 607.80 -4.40 -3.60 -2.60 -2.20
2021-02-26 617.80 608.80 623.80 602.00 620.00 610.60 624.80 602.80 -2.20 -1.80 -1.00 -0.80
2021-02-25 610.60 619.60 625.20 608.80 611.60 620.00 625.40 610.40 -1.00 -0.40 -0.20 -1.60
2021-02-24 605.00 610.20 614.20 601.60 609.40 610.40 614.20 604.00 -4.40 -0.20 0.00 -2.40
2021-02-23 599.00 605.00 609.40 588.20 610.60 614.00 618.20 600.20 -11.60 -9.00 -8.80 -12.00
2021-02-22 602.20 601.80 608.00 593.00 606.40 612.40 614.00 599.20 -4.20 -10.60 -6.00 -6.20
2021-02-19 601.40 603.80 608.80 600.20 602.80 607.80 611.40 599.00 -1.40 -4.00 -2.60 1.20
2021-02-18 619.00 602.00 623.00 595.20 625.00 603.00 625.00 596.60 -6.00 -1.00 -2.00 -1.40
2021-02-10 617.20 630.40 630.60 615.20 616.20 627.20 628.40 613.20 1.00 3.20 2.20 2.00
2021-02-09 609.00 619.40 623.20 608.20 605.80 618.00 621.00 605.80 3.20 1.40 2.20 2.40
2021-02-08 610.00 610.20 618.20 603.00 605.60 607.60 614.20 599.60 4.40 2.60 4.00 3.40
2021-02-05 613.40 609.40 619.40 604.20 608.40 605.00 613.60 600.20 5.00 4.40 5.80 4.00
2021-02-04 608.20 613.20 614.20 606.40 604.60 607.60 608.00 599.60 3.60 5.60 6.20 6.80
2021-02-03 610.20 608.40 617.40 606.80 600.60 601.80 608.60 598.80 9.60 6.60 8.80 8.00
2021-02-02 632.20 611.80 634.20 608.80 614.20 602.80 616.00 597.60 18.00 9.00 18.20 11.20
2021-02-01 632.20 632.00 638.20 629.40 614.40 613.20 618.40 610.60 17.80 18.80 19.80 18.80
2021-01-29 650.00 632.20 650.00 629.80 630.00 613.80 630.00 611.40 20.00 18.40 20.00 18.40
2021-01-28 656.60 650.20 657.40 648.20 630.60 630.20 636.40 627.60 26.00 20.00 21.00 20.60
2021-01-27 652.40 656.40 658.40 642.20 633.40 636.20 638.60 622.40 19.00 20.20 19.80 19.80
2021-01-26 650.00 650.40 656.80 648.20 631.00 631.20 637.20 629.20 19.00 19.20 19.60 19.00
2021-01-25 654.20 651.20 659.40 644.20 635.60 632.60 639.40 625.00 18.60 18.60 20.00 19.20
2021-01-22 666.60 650.80 672.00 645.80 644.40 631.20 649.60 625.80 22.20 19.60 22.40 20.00
2021-01-21 675.60 667.40 679.40 665.60 760.00 740.00 766.40 736.80 -84.40 -72.60 -87.00 -71.20
2021-01-20 680.20 673.00 683.00 672.40 763.40 758.80 765.80 737.40 -83.20 -85.80 -82.80 -65.00
2021-01-19 717.60 681.60 718.00 681.60 818.60 770.80 818.80 770.80 -101.00 -89.20 -100.80 -89.20
2021-01-18 725.20 717.20 738.20 711.20 805.00 818.60 838.60 805.00 -79.80 -101.40 -100.40 -93.80
2021-01-15 707.00 727.20 732.00 704.20 680.60 700.40 703.60 680.60 26.40 26.80 28.40 23.60
2021-01-14 708.00 702.20 716.80 698.20 685.00 680.00 693.40 676.40 23.00 22.20 23.40 21.80
2021-01-13 721.20 706.40 734.00 702.00 703.20 684.80 712.60 680.60 18.00 21.60 21.40 21.40
2021-01-12 717.00 719.40 719.80 697.60 702.00 702.20 709.60 682.20 15.00 17.20 10.20 15.40
2021-01-11 700.00 716.40 718.00 692.20 751.80 767.00 768.00 739.00 -51.80 -50.60 -50.00 -46.80
2021-01-08 707.40 704.40 730.80 693.80 789.60 794.00 809.60 784.00 -82.20 -89.60 -78.80 -90.20
2021-01-07 686.80 707.40 707.60 684.40 772.00 789.60 790.80 770.60 -85.20 -82.20 -83.20 -86.20
2021-01-06 690.00 684.20 693.00 675.40 773.00 770.00 775.00 759.40 -83.00 -85.80 -82.00 -84.00
2021-01-05 674.00 689.20 689.40 672.20 749.00 771.20 772.00 749.00 -75.00 -82.00 -82.60 -76.80
2021-01-04 666.00 671.40 676.80 662.20 745.00 748.20 750.40 734.60 -79.00 -76.80 -73.60 -72.40
2020-12-31 672.20 674.00 678.60 662.80 751.00 752.40 757.60 742.40 -78.80 -78.40 -79.00 -79.60
2020-12-30 669.00 670.80 674.60 652.40 725.40 748.00 750.60 720.00 -56.40 -77.20 -76.00 -67.60
2020-12-29 691.00 667.00 694.80 658.20 750.00 724.40 751.80 712.60 -59.00 -57.40 -57.00 -54.40
2020-12-28 688.00 689.80 705.00 678.20 740.00 748.80 756.60 736.20 -52.00 -59.00 -51.60 -58.00
2020-12-25 668.00 688.40 691.20 667.00 726.60 739.80 742.00 725.00 -58.60 -51.40 -50.80 -58.00
2020-12-24 680.20 668.40 681.80 664.00 694.00 691.80 698.60 681.00 -13.80 -23.40 -16.80 -17.00
2020-12-23 672.00 678.80 680.80 657.00 701.60 714.00 715.00 692.00 -29.60 -35.20 -34.20 -35.00
2020-12-22 705.00 672.40 709.00 672.40 719.00 681.20 719.20 681.20 -14.00 -8.80 -10.20 -8.80
2020-12-21 718.00 710.80 730.00 703.40 747.20 751.80 773.20 736.80 -29.20 -41.00 -43.20 -33.40
2020-12-18 693.20 707.40 707.40 691.20 730.00 751.20 751.20 730.00 -36.80 -43.80 -43.80 -38.80
2020-12-17 674.80 689.80 690.00 664.40 712.40 728.80 729.00 705.40 -37.60 -39.00 -39.00 -41.00
2020-12-16 671.20 670.80 683.80 660.20 719.80 714.80 735.20 707.20 -48.60 -44.00 -51.40 -47.00
2020-12-15 730.00 721.00 730.20 711.20 654.80 668.60 669.60 646.40 75.20 52.40 60.60 64.80
2020-12-14 742.20 730.20 749.00 730.20 682.00 655.80 696.20 655.80 60.20 74.40 52.80 74.40
2020-12-11 754.00 744.60 777.20 733.60 665.60 680.80 686.80 665.60 88.40 63.80 90.40 68.00
2020-12-10 732.80 752.60 762.40 731.20 668.20 665.00 670.80 645.20 64.60 87.60 91.60 86.00
2020-12-09 710.00 727.80 727.80 707.20 658.60 668.20 674.20 655.40 51.40 59.60 53.60 51.80
2020-12-08 695.00 702.80 709.00 693.40 639.80 655.00 657.00 639.40 55.20 47.80 52.00 54.00
2020-12-07 701.00 693.60 714.00 691.60 635.00 638.20 648.00 635.00 66.00 55.40 66.00 56.60
2020-12-04 681.60 696.60 698.00 677.60 655.20 674.20 674.80 654.60 26.40 22.40 23.20 23.00
2020-12-03 690.00 682.60 695.40 673.80 665.00 656.40 669.60 648.60 25.00 26.20 25.80 25.20
2020-12-02 676.60 699.20 699.20 676.60 648.60 672.40 672.40 648.60 28.00 26.80 26.80 28.00
2020-12-01 662.60 675.20 678.20 660.60 638.00 648.20 651.80 636.40 24.60 27.00 26.40 24.20
2020-11-30 646.60 659.80 663.60 642.00 629.20 636.20 640.60 625.40 17.40 23.60 23.00 16.60
2020-11-27 637.00 649.20 654.20 634.40 619.40 630.40 634.60 616.80 17.60 18.80 19.60 17.60
2020-11-26 625.80 636.80 639.40 625.20 609.00 618.60 622.60 607.80 16.80 18.20 16.80 17.40
2020-11-25 618.40 625.80 627.00 618.40 603.00 606.60 609.00 602.40 15.40 19.20 18.00 16.00
2020-11-24 608.60 614.40 616.20 607.40 592.00 599.60 601.20 592.00 16.60 14.80 15.00 15.40
2020-11-23 603.00 605.80 609.80 600.40 588.40 591.00 594.00 586.40 14.60 14.80 15.80 14.00
2020-11-20 606.00 602.40 607.80 600.40 586.40 587.20 589.20 583.40 19.60 15.20 18.60 17.00
2020-11-19 610.20 607.60 615.20 605.20 590.60 587.40 594.80 586.00 19.60 20.20 20.40 19.20
2020-11-18 614.00 611.00 616.40 603.20 593.00 589.60 593.00 583.80 21.00 21.40 23.40 19.40
2020-11-17 617.20 623.00 626.40 614.20 595.60 599.00 601.80 593.20 21.60 24.00 24.60 21.00
2020-11-16 613.40 617.60 618.60 611.40 591.00 595.00 597.20 588.00 22.40 22.60 21.40 23.40
2020-11-13 601.60 613.40 615.00 600.80 580.80 589.80 593.80 577.20 20.80 23.60 21.20 23.60
2020-11-12 605.20 601.60 607.60 600.60 584.20 579.00 585.40 578.60 21.00 22.60 22.20 22.00
2020-11-11 597.80 607.00 612.00 593.80 577.00 585.00 589.60 576.20 20.80 22.00 22.40 17.60
2020-11-10 594.20 600.20 601.80 592.60 575.00 578.80 581.20 572.80 19.20 21.40 20.60 19.80
2020-11-09 598.40 592.80 602.60 591.40 578.20 574.60 581.40 573.20 20.20 18.20 21.20 18.20
2020-11-06 605.00 602.40 605.80 599.80 584.00 581.60 584.80 580.00 21.00 20.80 21.00 19.80
2020-11-05 602.40 605.20 607.20 595.40 585.20 583.00 586.40 577.40 17.20 22.20 20.80 18.00
2020-11-04 603.80 602.40 605.40 599.40 585.40 583.20 587.00 580.00 18.40 19.20 18.40 19.40
2020-11-03 608.00 600.80 609.20 598.80 591.40 582.20 591.40 580.60 16.60 18.60 17.80 18.20
2020-11-02 595.40 608.60 612.60 593.00 584.00 591.00 595.20 580.00 11.40 17.60 17.40 13.00
2020-10-30 588.00 595.20 597.80 587.20 577.60 583.00 585.40 575.80 10.40 12.20 12.40 11.40
2020-10-29 583.80 589.20 590.00 583.00 570.20 577.40 578.40 568.60 13.60 11.80 11.60 14.40
2020-10-28 582.80 582.60 583.20 577.20 572.20 570.60 572.20 567.00 10.60 12.00 11.00 10.20
2020-10-27 578.00 582.20 584.40 577.80 568.80 571.20 573.80 568.40 9.20 11.00 10.60 9.40
2020-10-26 574.00 577.60 578.40 573.60 565.80 567.80 570.20 565.20 8.20 9.80 8.20 8.40
2020-10-23 573.20 573.20 577.40 572.20 594.20 595.00 596.80 593.00 -21.00 -21.80 -19.40 -20.80
2020-10-22 574.20 573.80 575.60 570.20 590.20 593.60 594.20 590.20 -16.00 -19.80 -18.60 -20.00
2020-10-21 577.80 573.20 579.60 572.60 590.00 591.40 596.20 589.60 -12.20 -18.20 -16.60 -17.00
2020-10-20 591.40 590.00 594.60 590.00 585.00 576.40 588.60 576.00 6.40 13.60 6.00 14.00
2020-10-19 591.60 592.00 598.00 591.00 577.00 584.20 587.40 577.00 14.60 7.80 10.60 14.00
2020-10-16 602.40 593.00 604.40 589.60 584.80 577.80 584.80 575.20 17.60 15.20 19.60 14.40
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