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
2019-12-13 533.80 536.40 538.60 533.40 546.20 546.00 548.40 545.40 -12.40 -9.60 -9.80 -12.00
2019-12-12 536.00 535.00 536.60 534.20 544.60 545.80 546.40 543.40 -8.60 -10.80 -9.80 -9.20
2019-12-11 547.00 543.20 548.40 542.60 543.80 541.60 545.20 541.20 3.20 1.60 3.20 1.40
2019-12-10 545.80 546.20 548.20 545.00 544.20 544.00 544.80 542.40 1.60 2.20 3.40 2.60
2019-12-09 553.40 544.60 553.80 541.60 544.80 542.40 546.00 541.80 8.60 2.20 7.80 -0.20
2019-12-06 552.00 552.80 555.20 552.00 543.80 545.20 547.00 543.80 8.20 7.60 8.20 8.20
2019-12-05 552.60 553.60 554.00 551.00 544.40 545.60 546.00 543.60 8.20 8.00 8.00 7.40
2019-12-04 551.00 552.00 553.80 550.00 543.60 544.40 545.00 542.20 7.40 7.60 8.80 7.80
2019-12-03 550.60 551.60 554.40 550.40 544.20 542.80 546.00 540.60 6.40 8.80 8.40 9.80
2019-12-02 553.00 554.00 555.00 550.60 546.20 545.20 547.60 542.60 6.80 8.80 7.40 8.00
2019-11-29 547.00 553.80 553.80 545.00 539.00 545.00 545.40 538.00 8.00 8.80 8.40 7.00
2019-11-28 546.80 546.20 548.00 545.20 537.60 538.20 539.80 537.60 9.20 8.00 8.20 7.60
2019-11-27 552.00 546.00 553.60 546.00 543.60 538.40 544.80 538.20 8.40 7.60 8.80 7.80
2019-11-26 555.40 551.80 555.40 551.40 548.00 543.80 548.00 543.60 7.40 8.00 7.40 7.80
2019-11-25 552.80 555.60 557.00 552.40 544.40 547.00 548.80 544.40 8.40 8.60 8.20 8.00
2019-11-22 554.80 554.40 555.00 552.80 546.40 545.80 546.60 544.00 8.40 8.60 8.40 8.80
2019-11-21 553.40 555.60 555.60 550.20 546.20 547.00 547.00 543.40 7.20 8.60 8.60 6.80
2019-11-20 551.60 552.40 555.80 551.20 546.20 545.80 548.60 545.80 5.40 6.60 7.20 5.40
2019-11-19 551.80 552.60 553.20 549.40 546.40 547.00 547.80 543.40 5.40 5.60 5.40 6.00
2019-11-18 555.00 551.40 555.80 549.00 546.40 546.20 548.00 544.00 8.60 5.20 7.80 5.00
2019-11-15 556.00 554.00 557.80 553.00 548.80 546.80 550.40 546.40 7.20 7.20 7.40 6.60
2019-11-14 557.20 556.00 559.20 555.20 551.00 549.20 551.80 548.60 6.20 6.80 7.40 6.60
2019-11-13 551.20 557.00 557.40 549.80 546.00 549.80 550.60 544.80 5.20 7.20 6.80 5.00
2019-11-12 549.60 550.60 552.20 547.60 544.60 545.20 546.40 542.80 5.00 5.40 5.80 4.80
2019-11-11 551.20 549.80 552.40 546.40 545.40 544.80 546.60 541.20 5.80 5.00 5.80 5.20
2019-11-08 546.00 552.60 553.80 546.00 540.80 546.80 546.80 540.80 5.20 5.80 7.00 5.20
2019-11-07 543.60 544.20 545.40 542.60 539.40 539.40 540.40 538.20 4.20 4.80 5.00 4.40
2019-11-06 544.00 543.60 545.40 538.20 539.80 538.40 540.60 534.40 4.20 5.20 4.80 3.80
2019-11-05 544.40 546.00 546.20 542.20 542.00 541.60 542.00 539.20 2.40 4.40 4.20 3.00
2019-11-04 544.80 545.00 547.20 543.60 542.00 541.80 544.60 540.60 2.80 3.20 2.60 3.00
2019-11-01 540.40 542.00 545.60 538.80 541.00 540.80 544.00 537.80 -0.60 1.20 1.60 1.00
2019-10-31 554.60 543.60 554.60 542.60 550.20 542.20 550.40 541.20 4.40 1.40 4.20 1.40
2019-10-30 556.20 556.60 557.60 555.00 550.40 551.80 552.20 550.20 5.80 4.80 5.40 4.80
2019-10-29 562.00 556.20 562.40 556.00 554.80 550.40 555.80 550.20 7.20 5.80 6.60 5.80
2019-10-28 561.60 562.40 565.00 561.00 549.00 550.80 554.00 549.00 12.60 11.60 11.00 12.00
2019-10-25 555.00 560.00 560.00 554.60 546.60 549.80 550.40 546.40 8.40 10.20 9.60 8.20
2019-10-24 555.00 555.40 556.80 553.40 550.80 551.00 551.40 548.80 4.20 4.40 5.40 4.60
2019-10-23 558.80 556.80 559.40 553.20 552.80 551.60 553.40 548.60 6.00 5.20 6.00 4.60
2019-10-22 559.40 558.80 561.00 555.20 553.20 552.60 554.40 549.60 6.20 6.20 6.60 5.60
2019-10-21 559.00 558.80 560.00 556.40 552.00 552.60 554.00 551.40 7.00 6.20 6.00 5.00
2019-10-18 558.40 558.80 560.60 556.20 553.20 553.20 555.20 551.00 5.20 5.60 5.40 5.20
2019-10-17 557.00 558.40 559.00 556.20 555.00 553.00 555.00 551.60 2.00 5.40 4.00 4.60
2019-10-16 557.80 557.00 559.00 556.20 552.60 552.80 554.60 551.80 5.20 4.20 4.40 4.40
2019-10-15 561.20 559.00 562.00 554.60 557.60 554.60 557.60 550.80 3.60 4.40 4.40 3.80
2019-10-14 564.80 561.80 567.40 561.00 556.60 558.00 561.80 556.20 8.20 3.80 5.60 4.80
2019-10-11 567.00 565.60 571.60 565.00 561.60 560.20 566.20 560.20 5.40 5.40 5.40 4.80
2019-10-10 566.60 567.00 567.80 561.60 561.40 562.00 562.20 556.80 5.20 5.00 5.60 4.80
2019-10-09 566.20 566.80 568.40 563.80 578.80 578.60 579.40 576.60 -12.60 -11.80 -11.00 -12.80
2019-10-08 570.00 567.20 570.60 563.80 580.20 578.60 581.00 578.00 -10.20 -11.40 -10.40 -14.20
2019-09-30 567.80 570.20 572.00 567.80 581.60 579.60 582.00 579.00 -13.80 -9.40 -10.00 -11.20
2019-09-27 572.20 568.00 573.00 562.80 581.00 579.40 583.40 578.80 -8.80 -11.40 -10.40 -16.00
2019-09-26 576.40 573.60 577.00 572.00 584.80 582.60 584.80 581.80 -8.40 -9.00 -7.80 -9.80
2019-09-25 572.80 576.20 576.20 571.20 582.80 584.20 584.60 582.00 -10.00 -8.00 -8.40 -10.80
2019-09-24 573.40 572.20 577.40 571.60 582.00 581.60 584.40 581.40 -8.60 -9.40 -7.00 -9.80
2019-09-23 576.40 573.00 578.00 573.00 583.00 582.00 584.40 581.60 -6.60 -9.00 -6.40 -8.60
2019-09-20 586.60 581.40 586.60 581.00 582.80 576.40 582.80 575.60 3.80 5.00 3.80 5.40
2019-09-19 588.00 586.00 588.80 585.40 584.00 582.00 584.40 581.40 4.00 4.00 4.40 4.00
2019-09-18 589.60 587.40 589.60 585.20 585.40 583.80 586.20 582.20 4.20 3.60 3.40 3.00
2019-09-17 589.00 588.80 589.60 584.00 582.20 584.80 585.40 580.20 6.80 4.00 4.20 3.80
2019-09-16 590.40 587.40 593.60 585.00 586.20 582.60 588.40 581.40 4.20 4.80 5.20 3.60
2019-09-12 590.40 588.20 593.00 588.20 583.00 581.60 585.80 581.40 7.40 6.60 7.20 6.80
2019-09-11 590.00 591.00 591.00 588.00 581.40 582.80 583.00 580.00 8.60 8.20 8.00 8.00
2019-09-10 591.00 590.40 594.00 590.20 585.00 582.40 586.00 581.60 6.00 8.00 8.00 8.60
2019-09-09 595.00 592.00 596.00 588.20 586.60 585.20 588.00 582.40 8.40 6.80 8.00 5.80
2019-09-06 593.00 593.60 595.20 590.20 586.00 585.40 587.00 582.40 7.00 8.20 8.20 7.80
2019-09-05 588.80 592.20 593.60 587.80 581.80 585.80 586.60 581.20 7.00 6.40 7.00 6.60
2019-09-04 584.00 590.20 597.40 583.20 575.00 583.00 590.00 574.00 9.00 7.20 7.40 9.20
2019-09-03 584.00 584.20 586.00 581.60 575.00 575.00 576.80 571.20 9.00 9.20 9.20 10.40
2019-09-02 583.60 584.60 584.60 578.20 571.80 575.00 575.00 566.40 11.80 9.60 9.60 11.80
2019-08-30 580.20 583.40 584.00 579.60 569.20 571.60 571.60 568.40 11.00 11.80 12.40 11.20
2019-08-29 580.20 579.00 582.60 579.00 569.00 568.40 571.20 567.40 11.20 10.60 11.40 11.60
2019-08-28 588.00 581.00 589.00 580.80 577.00 569.40 577.00 569.00 11.00 11.60 12.00 11.80
2019-08-27 587.00 590.20 590.80 585.20 576.00 578.00 578.20 574.60 11.00 12.20 12.60 10.60
2019-08-26 585.40 586.60 591.00 584.20 574.80 576.00 581.80 574.60 10.60 10.60 9.20 9.60
2019-08-23 585.00 585.80 586.60 583.20 586.00 585.80 588.40 584.60 -1.00 0.00 -1.80 -1.40
2019-08-22 585.60 589.80 591.60 584.20 583.20 587.00 588.80 582.80 2.40 2.80 2.80 1.40
2019-08-21 590.00 586.20 590.00 582.00 584.60 583.20 584.60 577.60 5.40 3.00 5.40 4.40
2019-08-20 586.60 591.20 592.60 585.20 584.40 585.00 585.00 581.40 2.20 6.20 7.60 3.80
2019-08-19 584.00 585.80 586.20 578.60 581.20 582.80 583.20 578.20 2.80 3.00 3.00 0.40
2019-08-16 580.40 583.80 585.00 580.00 580.20 581.40 582.60 579.00 0.20 2.40 2.40 1.00
2019-08-15 578.00 580.60 581.00 575.60 576.20 579.60 580.00 575.20 1.80 1.00 1.00 0.40
2019-08-14 575.00 579.00 580.80 572.20 573.20 578.00 580.60 573.20 1.80 1.00 0.20 -1.00
2019-08-13 578.60 573.20 578.80 571.40 576.80 573.00 577.20 572.60 1.80 0.20 1.60 -1.20
2019-08-12 575.40 578.40 581.20 574.80 575.20 577.20 578.40 574.00 0.20 1.20 2.80 0.80
2019-08-09 577.40 574.40 578.60 573.80 576.40 575.40 577.40 574.00 1.00 -1.00 1.20 -0.20
2019-08-08 577.60 577.60 579.00 576.20 575.40 576.00 577.80 573.80 2.20 1.60 1.20 2.40
2019-08-07 577.00 578.40 580.60 575.40 568.40 569.40 570.20 567.60 8.60 9.00 10.40 7.80
2019-08-06 577.00 578.00 584.60 577.00 576.20 575.00 579.80 575.00 0.80 3.00 4.80 2.00
2019-08-05 582.60 577.00 583.80 575.40 579.00 575.00 581.20 574.80 3.60 2.00 2.60 0.60
2019-08-02 584.40 580.60 585.00 580.60 581.40 579.00 583.20 579.00 3.00 1.60 1.80 1.60
2019-08-01 588.80 583.40 589.40 582.40 587.40 581.00 587.60 581.00 1.40 2.40 1.80 1.40
2019-07-31 589.60 587.80 591.00 585.60 588.40 586.80 590.00 584.40 1.20 1.00 1.00 1.20
2019-07-30 589.60 587.40 591.20 583.60 588.00 586.20 588.80 584.40 1.60 1.20 2.40 -0.80
2019-07-29 592.00 591.40 594.00 589.00 590.00 589.20 591.20 587.00 2.00 2.20 2.80 2.00
2019-07-26 592.40 591.00 594.60 587.40 592.00 590.00 592.60 587.80 0.40 1.00 2.00 -0.40
2019-07-25 593.40 592.40 595.00 590.60 593.00 591.80 593.00 590.60 0.40 0.60 2.00 0.00
2019-07-24 593.00 593.20 595.80 589.60 592.20 591.40 593.80 589.60 0.80 1.80 2.00 0.00
2019-07-23 586.80 593.00 593.80 586.60 589.00 592.20 592.60 589.00 -2.20 0.80 1.20 -2.40
2019-07-22 585.20 586.20 589.40 583.40 587.80 589.00 591.80 586.20 -2.60 -2.80 -2.40 -2.80
2019-07-19 579.40 586.00 587.60 579.40 583.60 588.00 589.00 583.60 -4.20 -2.00 -1.40 -4.20
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