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
暂无数据

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
暂无数据

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
2020-10-15 608.60 602.60 610.80 601.00 584.80 584.80 590.20 582.20 23.80 17.80 20.60 18.80
2020-10-14 612.80 607.40 613.00 606.80 587.00 585.60 587.60 582.60 25.80 21.80 25.40 24.20
2020-10-13 623.00 609.80 625.80 608.00 599.80 585.80 601.40 580.20 23.20 24.00 24.40 27.80
2020-10-12 616.20 626.40 629.80 615.20 585.00 602.00 603.60 583.80 31.20 24.40 26.20 31.40
2020-10-09 615.60 614.40 620.00 612.20 580.00 583.20 583.60 578.60 35.60 31.20 36.40 33.60
2020-09-30 630.00 614.40 630.00 610.60 589.40 575.80 589.40 572.20 40.60 38.60 40.60 38.40
2020-09-29 622.20 629.00 629.60 621.60 589.00 589.60 590.00 586.20 33.20 39.40 39.60 35.40
2020-09-28 613.60 621.80 627.20 613.00 583.60 587.60 593.00 583.20 30.00 34.20 34.20 29.80
2020-09-25 606.00 612.40 616.40 604.80 579.20 582.80 588.80 577.20 26.80 29.60 27.60 27.60
2020-09-24 602.00 605.80 607.40 599.60 579.00 579.40 580.80 576.20 23.00 26.40 26.60 23.40
2020-09-23 597.00 603.20 604.20 596.60 575.00 579.80 581.00 575.00 22.00 23.40 23.20 21.60
2020-09-22 597.80 596.80 599.40 595.40 577.00 574.60 577.40 573.20 20.80 22.20 22.00 22.20
2020-09-21 597.00 599.60 603.40 596.60 573.80 577.60 579.00 573.00 23.20 22.00 24.40 23.60
2020-09-18 594.80 597.20 597.80 591.60 569.20 573.60 575.20 568.20 25.60 23.60 22.60 23.40
2020-09-17 599.60 594.20 601.20 592.20 575.00 570.00 575.60 568.80 24.60 24.20 25.60 23.40
2020-09-16 600.20 601.00 605.40 597.20 576.40 574.40 580.20 573.20 23.80 26.60 25.20 24.00
2020-09-15 590.60 597.80 598.60 589.20 573.20 574.60 576.40 572.20 17.40 23.20 22.20 17.00
2020-09-14 582.00 590.00 591.20 582.00 567.60 573.40 574.60 567.20 14.40 16.60 16.60 14.80
2020-09-11 593.20 584.80 595.60 584.00 579.00 569.60 579.00 568.80 14.20 15.20 16.60 15.20
2020-09-10 586.60 593.00 594.00 585.60 572.60 577.40 578.60 572.20 14.00 15.60 15.40 13.40
2020-09-09 584.60 584.60 586.20 581.80 573.00 571.40 573.40 569.60 11.60 13.20 12.80 12.20
2020-09-08 581.60 585.20 586.80 580.80 570.00 573.40 574.40 569.00 11.60 11.80 12.40 11.80
2020-09-07 580.00 580.60 583.80 575.80 569.20 569.60 572.00 565.40 10.80 11.00 11.80 10.40
2020-09-04 575.00 577.40 579.00 570.80 567.00 567.60 569.00 562.40 8.00 9.80 10.00 8.40
2020-09-03 577.00 575.00 577.40 573.00 567.60 566.60 568.00 564.40 9.40 8.40 9.40 8.60
2020-09-02 572.00 577.00 579.40 571.60 564.00 568.00 569.40 562.40 8.00 9.00 10.00 9.20
2020-09-01 574.40 573.80 575.20 571.20 564.80 564.00 565.20 561.20 9.60 9.80 10.00 10.00
2020-08-31 573.40 574.60 577.60 572.20 563.00 564.40 567.00 562.00 10.40 10.20 10.60 10.20
2020-08-28 568.60 574.20 574.20 566.40 559.20 563.00 563.40 556.80 9.40 11.20 10.80 9.60
2020-08-27 558.80 568.60 569.00 558.40 549.00 559.40 559.80 548.00 9.80 9.20 9.20 10.40
2020-08-26 555.60 558.60 559.60 554.40 544.80 548.60 549.00 544.40 10.80 10.00 10.60 10.00
2020-08-25 557.20 556.00 557.80 555.40 545.40 545.20 546.80 544.80 11.80 10.80 11.00 10.60
2020-08-24 561.80 556.20 562.80 555.20 551.00 545.40 551.00 544.60 10.80 10.80 11.80 10.60
2020-08-21 568.00 563.80 569.40 561.40 563.60 560.20 565.80 560.00 4.40 3.60 3.60 1.40
2020-08-20 562.40 568.00 569.00 562.40 569.60 563.40 569.60 560.00 -7.20 4.60 -0.60 2.40
2020-08-19 569.60 568.60 573.00 568.00 562.20 562.60 564.40 561.00 7.40 6.00 8.60 7.00
2020-08-18 571.60 570.00 571.80 567.40 559.60 561.40 563.20 558.00 12.00 8.60 8.60 9.40
2020-08-17 568.00 569.00 573.80 566.60 558.60 559.40 562.40 557.00 9.40 9.60 11.40 9.60
2020-08-14 571.60 568.00 572.80 566.40 564.60 558.80 565.40 558.20 7.00 9.20 7.40 8.20
2020-08-13 564.20 572.80 579.20 561.80 560.00 564.60 569.80 557.20 4.20 8.20 9.40 4.60
2020-08-12 557.00 564.80 565.00 555.80 557.40 560.00 560.00 555.80 -0.40 4.80 5.00 0.00
2020-08-11 551.80 559.00 559.20 551.20 551.40 560.00 560.00 551.20 0.40 -1.00 -0.80 0.00
2020-08-10 548.00 549.40 552.20 548.00 549.00 550.40 551.40 548.60 -1.00 -1.00 0.80 -0.60
2020-08-07 556.00 549.80 557.40 548.20 550.40 550.20 552.60 548.20 5.60 -0.40 4.80 0.00
2020-08-06 550.80 556.40 558.80 550.60 548.20 551.40 552.00 548.00 2.60 5.00 6.80 2.60
2020-08-05 550.00 551.60 553.60 549.20 546.20 548.20 548.80 545.60 3.80 3.40 4.80 3.60
2020-08-04 553.00 549.00 554.60 549.00 548.60 546.20 549.40 546.00 4.40 2.80 5.20 3.00
2020-08-03 550.80 554.80 555.00 550.20 547.60 549.60 549.80 547.00 3.20 5.20 5.20 3.20
2020-07-31 553.60 550.60 555.00 550.20 548.20 547.60 550.80 547.60 5.40 3.00 4.20 2.60
2020-07-30 556.60 553.80 558.00 553.60 552.00 548.60 552.20 548.60 4.60 5.20 5.80 5.00
2020-07-29 556.80 555.20 557.00 553.20 550.60 551.20 552.20 549.60 6.20 4.00 4.80 3.60
2020-07-28 552.00 556.80 558.00 551.40 548.60 552.20 552.40 548.40 3.40 4.60 5.60 3.00
2020-07-27 555.20 550.20 558.00 550.00 548.00 546.80 551.40 546.60 7.20 3.40 6.60 3.40
2020-07-24 558.00 557.80 562.40 555.00 554.40 550.00 554.60 547.60 3.60 7.80 7.80 7.40
2020-07-23 549.00 555.00 555.00 546.60 546.00 549.40 549.80 544.40 3.00 5.60 5.20 2.20
2020-07-22 549.80 546.60 552.40 546.40 546.80 544.40 549.40 543.60 3.00 2.20 3.00 2.80
2020-07-21 550.20 552.60 553.80 549.00 544.00 548.60 550.00 543.00 6.20 4.00 3.80 6.00
2020-07-20 554.00 550.40 557.60 548.80 546.00 544.00 550.00 543.20 8.00 6.40 7.60 5.60
2020-07-17 557.40 555.00 561.00 554.60 546.60 547.00 549.60 546.00 10.80 8.00 11.40 8.60
2020-07-16 561.80 558.80 566.00 557.80 550.00 547.80 552.80 547.20 11.80 11.00 13.20 10.60
2020-07-15 559.80 559.20 561.60 557.20 547.20 548.40 550.40 545.80 12.60 10.80 11.20 11.40
2020-07-14 559.20 562.60 569.20 559.20 548.60 549.40 556.00 548.60 10.60 13.20 13.20 10.60
2020-07-13 557.80 561.00 562.20 554.80 548.60 550.80 552.00 547.00 9.20 10.20 10.20 7.80
2020-07-10 559.00 557.00 559.00 554.20 550.40 549.80 550.80 548.00 8.60 7.20 8.20 6.20
2020-07-09 558.00 556.60 563.80 555.80 547.80 549.40 555.60 547.80 10.20 7.20 8.20 8.00
2020-07-08 559.00 559.00 560.40 555.80 549.00 550.40 551.40 547.00 10.00 8.60 9.00 8.80
2020-07-07 555.00 559.80 560.40 555.00 549.60 551.20 552.20 547.80 5.40 8.60 8.20 7.20
2020-07-06 564.00 557.80 564.80 555.00 557.00 550.40 557.00 548.40 7.00 7.40 7.80 6.60
2020-07-03 565.60 564.20 567.00 559.80 558.20 556.60 559.40 554.20 7.40 7.60 7.60 5.60
2020-07-02 562.00 561.20 562.60 558.00 556.00 554.40 556.00 550.80 6.00 6.80 6.60 7.20
2020-07-01 555.20 560.80 561.60 555.20 548.60 554.00 554.40 548.20 6.60 6.80 7.20 7.00
2020-06-30 544.80 553.20 555.40 543.60 540.00 547.00 548.40 540.00 4.80 6.20 7.00 3.60
2020-06-29 543.40 543.00 545.40 541.80 538.60 539.00 542.00 538.60 4.80 4.00 3.40 3.20
2020-06-24 542.00 542.40 543.00 538.20 538.20 540.20 540.60 536.20 3.80 2.20 2.40 2.00
2020-06-23 545.00 542.00 546.80 541.00 544.60 539.40 544.60 538.80 0.40 2.60 2.20 2.20
2020-06-22 548.00 545.80 548.60 540.60 544.60 542.80 545.60 536.00 3.40 3.00 3.00 4.60
2020-06-19 545.00 546.00 547.20 544.00 538.80 541.80 542.60 538.80 6.20 4.20 4.60 5.20
2020-06-18 544.00 544.60 547.40 542.80 540.00 539.00 542.80 538.00 4.00 5.60 4.60 4.80
2020-06-17 536.00 541.20 543.60 536.00 533.60 537.80 539.60 532.60 2.40 3.40 4.00 3.40
2020-06-16 538.80 538.00 544.40 536.60 535.00 534.60 540.20 533.40 3.80 3.40 4.20 3.20
2020-06-15 545.60 538.00 548.80 538.00 541.80 535.60 544.80 535.60 3.80 2.40 4.00 2.40
2020-06-12 549.60 544.80 549.60 541.80 546.00 540.00 547.00 538.20 3.60 4.80 2.60 3.60
2020-06-11 549.00 549.80 552.60 546.40 546.00 547.40 548.20 542.40 3.00 2.40 4.40 4.00
2020-06-10 546.20 546.20 548.40 541.20 548.40 550.80 553.00 546.40 -2.20 -4.60 -4.60 -5.20
2020-06-09 545.00 544.00 546.20 535.00 549.00 546.60 549.00 538.00 -4.00 -2.60 -2.80 -3.00
2020-06-08 533.80 544.20 544.60 533.80 540.20 546.60 547.00 538.00 -6.40 -2.40 -2.40 -4.20
2020-06-05 519.20 534.00 537.00 519.20 526.00 538.40 540.40 525.00 -6.80 -4.40 -3.40 -5.80
2020-06-04 524.80 517.60 524.80 516.60 530.40 524.80 530.40 523.60 -5.60 -7.20 -5.60 -7.00
2020-06-03 526.80 523.00 526.80 522.00 530.20 529.20 532.60 527.60 -3.40 -6.20 -5.80 -5.60
2020-06-02 526.60 528.20 528.80 524.80 533.20 532.20 533.20 529.60 -6.60 -4.00 -4.40 -4.80
2020-06-01 528.00 527.40 535.00 524.00 533.80 532.60 539.20 530.40 -5.80 -5.20 -4.20 -6.40
2020-05-29 529.00 528.00 533.80 525.20 533.00 534.00 538.40 530.20 -4.00 -6.00 -4.60 -5.00
2020-05-28 523.00 528.40 529.60 522.20 527.60 531.40 532.20 526.00 -4.60 -3.00 -2.60 -3.80
2020-05-27 526.00 522.20 527.80 521.20 528.80 525.20 529.60 524.80 -2.80 -3.00 -1.80 -3.60
2020-05-26 536.80 529.60 536.80 528.60 540.20 532.00 541.00 531.00 -3.40 -2.40 -4.20 -2.40
2020-05-25 536.00 536.40 539.60 532.40 544.60 541.40 545.00 538.00 -8.60 -5.00 -5.40 -5.60
2020-05-22 537.20 534.80 540.80 527.80 542.40 541.20 547.80 535.80 -5.20 -6.40 -7.00 -8.00
2020-05-21 547.60 536.20 548.80 535.60 554.60 541.00 556.40 540.40 -7.00 -4.80 -7.60 -4.80
2020-05-20 540.00 546.80 547.40 539.80 542.00 552.80 554.00 542.00 -2.00 -6.00 -6.60 -2.20
2020-05-19 534.60 539.80 540.80 532.80 534.60 542.80 543.40 534.60 0.00 -3.00 -2.60 -1.80
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