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
2020-05-18 524.00 531.60 533.20 524.00 524.80 532.00 533.00 522.80 -0.80 -0.40 0.20 1.20
2020-05-15 526.20 522.40 526.20 519.40 526.00 522.40 526.80 520.40 0.20 0.00 -0.60 -1.00
2020-05-14 521.20 526.40 527.00 520.40 522.00 526.60 526.60 521.40 -0.80 -0.20 0.40 -1.00
2020-05-13 517.80 520.00 522.00 512.80 514.40 519.20 520.80 512.20 3.40 0.80 1.20 0.60
2020-05-12 511.60 518.60 518.80 510.60 502.80 514.40 515.00 502.60 8.80 4.20 3.80 8.00
2020-05-11 505.60 509.80 510.40 503.40 498.00 502.00 502.80 496.00 7.60 7.80 7.60 7.40
2020-05-08 502.00 506.40 506.80 499.60 496.60 498.20 500.20 494.20 5.40 8.20 6.60 5.40
2020-05-07 500.80 500.80 503.60 498.80 495.00 495.40 497.80 493.40 5.80 5.40 5.80 5.40
2020-05-06 495.00 500.80 505.00 495.00 491.20 495.80 499.20 491.00 3.80 5.00 5.80 4.00
2020-04-30 493.60 499.80 499.80 493.20 491.00 494.60 495.00 490.80 2.60 5.20 4.80 2.40
2020-04-29 493.80 492.20 495.80 487.40 494.00 489.40 494.00 486.20 -0.20 2.80 1.80 1.20
2020-04-28 486.00 488.20 491.60 484.40 484.40 486.20 488.80 483.00 1.60 2.00 2.80 1.40
2020-04-27 492.60 487.80 493.80 486.60 492.00 486.80 492.60 485.80 0.60 1.00 1.20 0.80
2020-04-24 495.20 493.40 497.00 493.00 493.00 492.60 494.80 492.40 2.20 0.80 2.20 0.60
2020-04-23 490.20 492.60 494.20 485.40 487.60 491.00 493.40 485.40 2.60 1.60 0.80 0.00
2020-04-22 493.60 489.40 495.60 486.60 491.00 488.80 493.00 486.00 2.60 0.60 2.60 0.60
2020-04-21 497.00 496.20 498.40 493.20 495.00 493.40 496.00 491.20 2.00 2.80 2.40 2.00
2020-04-20 500.40 499.80 502.80 497.40 498.60 497.00 501.00 495.80 1.80 2.80 1.80 1.60
2020-04-17 495.00 498.60 500.80 492.40 494.00 498.40 500.00 493.20 1.00 0.20 0.80 -0.80
2020-04-16 488.00 493.00 493.60 483.80 490.00 493.60 493.80 485.00 -2.00 -0.60 -0.20 -1.20
2020-04-15 485.60 494.00 499.80 485.60 485.00 494.40 499.20 485.00 0.60 -0.40 0.60 0.60
2020-04-14 486.60 479.80 486.60 476.40 488.00 478.40 488.20 476.20 -1.40 1.40 -1.60 0.20
2020-04-13 497.00 488.00 497.00 487.80 496.80 490.80 497.00 490.80 0.20 -2.80 0.00 -3.00
2020-04-10 493.60 499.40 502.40 492.20 496.00 500.60 504.00 495.00 -2.40 -1.20 -1.60 -2.80
2020-04-09 495.00 494.80 497.60 491.40 495.00 497.00 499.80 494.60 0.00 -2.20 -2.20 -3.20
2020-04-08 498.00 495.20 500.40 495.00 494.00 492.60 496.40 492.40 4.00 2.60 4.00 2.60
2020-04-07 497.80 500.20 504.20 493.20 503.00 496.40 505.60 496.00 -5.20 3.80 -1.40 -2.80
2020-04-03 507.00 498.80 507.00 496.40 506.40 507.20 509.00 503.80 0.60 -8.40 -2.00 -7.40
2020-04-02 490.60 507.40 512.00 490.00 505.00 508.80 511.00 503.00 -14.40 -1.40 1.00 -13.00
2020-04-01 495.20 492.60 496.60 486.80 510.00 507.80 514.20 505.00 -14.80 -15.20 -17.60 -18.20
2020-03-31 500.00 499.60 504.60 497.40 516.00 515.80 519.60 514.00 -16.00 -16.20 -15.00 -16.60
2020-03-30 519.60 517.80 519.80 510.20 510.40 501.60 512.80 499.20 9.20 16.20 7.00 11.00
2020-03-27 520.80 523.20 523.60 519.00 514.00 515.60 517.80 512.20 6.80 7.60 5.80 6.80
2020-03-26 520.00 521.80 523.20 518.60 517.40 516.00 518.60 514.60 2.60 5.80 4.60 4.00
2020-03-25 524.40 521.00 525.40 517.60 527.80 524.40 528.00 521.80 -3.40 -3.40 -2.60 -4.20
2020-03-24 516.00 523.00 523.40 515.40 520.20 525.00 525.80 519.20 -4.20 -2.00 -2.40 -3.80
2020-03-23 523.00 516.20 523.80 514.40 527.60 520.80 528.80 519.60 -4.60 -4.60 -5.00 -5.20
2020-03-20 529.80 527.00 531.00 525.00 536.40 533.60 538.20 532.60 -6.60 -6.60 -7.20 -7.60
2020-03-19 536.00 529.80 536.60 521.00 543.00 537.20 543.00 530.40 -7.00 -7.40 -6.40 -9.40
2020-03-18 539.00 535.80 541.00 535.60 545.00 543.20 548.40 542.80 -6.00 -7.40 -7.40 -7.20
2020-03-17 537.40 537.40 538.80 535.40 544.00 544.80 545.60 542.80 -6.60 -7.40 -6.80 -7.40
2020-03-16 542.00 538.60 542.00 538.40 548.00 545.20 548.00 545.00 -6.00 -6.60 -6.00 -6.60
2020-03-13 540.00 541.60 542.00 537.20 544.80 547.80 548.20 544.00 -4.80 -6.20 -6.20 -6.80
2020-03-12 541.20 540.00 542.40 538.00 546.40 545.80 547.80 545.00 -5.20 -5.80 -5.40 -7.00
2020-03-11 544.00 540.40 545.40 540.40 549.40 545.80 549.60 545.80 -5.40 -5.40 -4.20 -5.40
2020-03-10 541.00 544.20 546.60 541.00 544.20 548.20 550.00 544.20 -3.20 -4.00 -3.40 -3.20
2020-03-09 540.00 541.20 543.00 537.80 545.00 545.00 545.60 542.00 -5.00 -3.80 -2.60 -4.20
2020-03-06 541.80 546.20 547.80 540.40 545.40 549.00 550.20 543.60 -3.60 -2.80 -2.40 -3.20
2020-03-05 543.20 544.60 546.40 542.40 544.00 547.40 548.40 544.00 -0.80 -2.80 -2.00 -1.60
2020-03-04 543.20 542.00 545.40 541.20 546.00 544.40 547.00 544.00 -2.80 -2.40 -1.60 -2.80
2020-03-03 544.80 543.00 547.00 543.00 546.80 545.40 548.40 545.40 -2.00 -2.40 -1.40 -2.40
2020-03-02 545.00 544.20 546.60 542.20 545.80 546.00 547.80 544.60 -0.80 -1.80 -1.20 -2.40
2020-02-28 543.40 542.20 545.40 540.40 543.60 544.60 546.00 541.20 -0.20 -2.40 -0.60 -0.80
2020-02-27 546.60 545.20 547.80 545.20 546.00 544.60 546.80 544.60 0.60 0.60 1.00 0.60
2020-02-26 548.00 545.40 549.00 545.00 547.00 544.80 547.80 544.60 1.00 0.60 1.20 0.40
2020-02-25 553.00 548.60 553.00 548.20 550.20 547.40 551.00 547.00 2.80 1.20 2.00 1.20
2020-02-24 552.00 554.80 556.00 552.00 549.00 552.00 552.60 549.00 3.00 2.80 3.40 3.00
2020-02-21 554.00 552.00 556.00 551.80 550.80 549.80 553.00 549.60 3.20 2.20 3.00 2.20
2020-02-20 552.20 553.60 554.60 551.20 551.20 551.00 552.20 549.40 1.00 2.60 2.40 1.80
2020-02-19 552.20 552.00 553.60 550.60 551.60 550.00 551.60 549.00 0.60 2.00 2.00 1.60
2020-02-18 553.40 552.00 554.80 552.00 552.60 550.20 552.60 550.00 0.80 1.80 2.20 2.00
2020-02-17 560.00 553.40 560.00 553.00 554.80 551.40 555.80 551.00 5.20 2.00 4.20 2.00
2020-02-14 562.20 560.80 563.40 560.80 555.40 556.40 557.80 550.60 6.80 4.40 5.60 10.20
2020-02-13 566.40 562.40 567.40 562.20 559.60 557.20 560.00 557.20 6.80 5.20 7.40 5.00
2020-02-12 569.00 565.80 569.80 565.00 561.80 558.80 562.20 558.20 7.20 7.00 7.60 6.80
2020-02-11 567.20 570.20 570.60 567.00 559.60 562.00 562.40 559.40 7.60 8.20 8.20 7.60
2020-02-10 570.00 567.20 570.20 565.20 559.80 559.40 561.00 557.80 10.20 7.80 9.20 7.40
2020-02-07 564.80 565.80 567.80 564.60 557.00 558.00 559.60 557.00 7.80 7.80 8.20 7.60
2020-02-06 567.60 564.80 568.60 564.20 573.00 570.60 573.40 570.20 -5.40 -5.80 -4.80 -6.00
2020-02-05 565.00 567.60 568.00 563.20 570.80 572.20 572.60 569.80 -5.80 -4.60 -4.60 -6.60
2020-02-04 559.40 565.80 566.00 557.60 563.20 571.60 571.80 563.20 -3.80 -5.80 -5.80 -5.60
2020-02-03 542.60 557.20 580.00 542.20 550.00 561.80 579.00 550.00 -7.40 -4.60 1.00 -7.80
2020-01-23 547.00 546.20 547.60 543.40 552.00 551.60 552.80 550.20 -5.00 -5.40 -5.20 -6.80
2020-01-22 545.40 546.80 547.60 542.60 550.60 552.40 553.60 550.00 -5.20 -5.60 -6.00 -7.40
2020-01-21 550.80 546.00 552.00 545.40 554.00 551.00 555.60 550.60 -3.20 -5.00 -3.60 -5.20
2020-01-20 551.00 550.40 552.20 550.00 554.40 554.20 557.60 553.80 -3.40 -3.80 -5.40 -3.80
2020-01-17 550.40 551.00 553.60 549.20 553.80 554.80 556.40 553.00 -3.40 -3.80 -2.80 -3.80
2020-01-16 550.60 550.40 553.20 550.20 554.00 554.20 556.00 553.80 -3.40 -3.80 -2.80 -3.60
2020-01-15 557.00 550.60 557.40 550.20 558.40 553.80 558.60 553.40 -1.40 -3.20 -1.20 -3.20
2020-01-14 554.40 556.80 557.20 553.80 556.60 558.20 558.60 555.40 -2.20 -1.40 -1.40 -1.60
2020-01-13 557.00 554.20 557.80 552.40 558.40 556.20 558.80 554.80 -1.40 -2.00 -1.00 -2.40
2020-01-10 556.60 557.40 558.20 555.80 558.20 558.40 559.20 557.20 -1.60 -1.00 -1.00 -1.40
2020-01-09 558.20 556.60 561.00 554.80 560.00 558.20 562.00 556.40 -1.80 -1.60 -1.00 -1.60
2020-01-08 554.60 558.20 558.20 554.40 557.40 559.40 559.60 557.40 -2.80 -1.20 -1.40 -3.00
2020-01-07 553.00 553.80 555.00 553.00 556.80 556.40 557.60 555.80 -3.80 -2.60 -2.60 -2.80
2020-01-06 552.20 552.80 556.00 551.80 554.40 556.00 558.60 554.00 -2.20 -3.20 -2.60 -2.20
2020-01-03 556.00 552.20 556.00 551.20 557.80 555.00 557.80 554.20 -1.80 -2.80 -1.80 -3.00
2020-01-02 557.40 556.60 559.00 555.20 559.20 557.80 559.80 557.40 -1.80 -1.20 -0.80 -2.20
2019-12-31 557.20 556.80 559.60 555.60 558.40 558.00 560.20 557.00 -1.20 -1.20 -0.60 -1.40
2019-12-30 553.20 557.20 559.00 551.40 554.80 558.20 559.60 552.60 -1.60 -1.00 -0.60 -1.20
2019-12-27 550.00 552.60 554.00 549.40 552.20 554.20 555.80 552.00 -2.20 -1.60 -1.80 -2.60
2019-12-26 554.00 550.00 554.00 549.20 556.60 552.20 557.00 551.60 -2.60 -2.20 -3.00 -2.40
2019-12-25 555.00 552.20 556.00 552.00 558.00 555.60 558.60 555.60 -3.00 -3.40 -2.60 -3.60
2019-12-24 555.00 554.00 555.60 551.20 558.40 557.40 558.80 555.00 -3.40 -3.40 -3.20 -3.80
2019-12-23 552.00 554.20 555.00 549.40 554.00 557.80 558.00 552.60 -2.00 -3.60 -3.00 -3.20
2019-12-20 546.80 551.60 551.60 545.00 550.00 553.80 553.80 548.40 -3.20 -2.20 -2.20 -3.40
2019-12-19 545.00 547.00 548.00 544.60 547.80 550.20 550.80 547.80 -2.80 -3.20 -2.80 -3.20
2019-12-18 542.40 544.80 545.40 542.00 546.60 548.00 548.80 546.40 -4.20 -3.20 -3.40 -4.40
2019-12-17 544.00 542.00 545.60 540.20 548.20 546.80 549.20 545.80 -4.20 -4.80 -3.60 -5.60
2019-12-16 536.40 544.00 544.40 535.80 543.40 548.60 548.60 543.20 -7.00 -4.60 -4.20 -7.40
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