本页面展示铁矿石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：
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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。
关于铁矿石期货跨期套利的详细数据分析，请查看文章：。
| 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 | |||||||||||||
| 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 | |||||||||||||
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 682.00 | 714.50 | 721.50 | 681.00 | 661.00 | 688.00 | 694.00 | 658.50 | 21.00 | 26.50 | 27.50 | 22.50 |
| 2021-10-25 | 685.00 | 688.50 | 711.50 | 677.50 | 665.00 | 665.00 | 685.00 | 654.50 | 20.00 | 23.50 | 26.50 | 23.00 |
| 2021-10-22 | 655.00 | 689.50 | 698.00 | 653.00 | 635.00 | 666.50 | 676.00 | 634.00 | 20.00 | 23.00 | 22.00 | 19.00 |
| 2021-10-21 | 709.00 | 650.50 | 735.00 | 642.50 | 688.00 | 630.00 | 711.00 | 622.50 | 21.00 | 20.50 | 24.00 | 20.00 |
| 2021-10-20 | 709.00 | 710.00 | 733.50 | 698.00 | 687.00 | 688.50 | 709.50 | 678.00 | 22.00 | 21.50 | 24.00 | 20.00 |
| 2021-10-19 | 706.50 | 707.00 | 718.00 | 693.50 | 686.00 | 684.00 | 695.00 | 673.00 | 20.50 | 23.00 | 23.00 | 20.50 |
| 2021-10-18 | 729.00 | 711.00 | 732.00 | 686.00 | 707.00 | 685.00 | 710.50 | 666.00 | 22.00 | 26.00 | 21.50 | 20.00 |
| 2021-10-15 | 737.00 | 723.50 | 742.50 | 714.00 | 710.50 | 702.50 | 716.50 | 691.50 | 26.50 | 21.00 | 26.00 | 22.50 |
| 2021-10-14 | 726.00 | 736.00 | 748.00 | 712.00 | 702.00 | 710.50 | 721.50 | 686.00 | 24.00 | 25.50 | 26.50 | 26.00 |
| 2021-10-13 | 775.00 | 731.00 | 799.00 | 720.00 | 747.00 | 702.50 | 772.50 | 701.00 | 28.00 | 28.50 | 26.50 | 19.00 |
| 2021-10-12 | 792.50 | 769.50 | 804.00 | 759.50 | 770.00 | 747.00 | 777.00 | 738.50 | 22.50 | 22.50 | 27.00 | 21.00 |
| 2021-10-11 | 763.50 | 797.50 | 799.50 | 746.00 | 735.00 | 770.00 | 772.00 | 723.50 | 28.50 | 27.50 | 27.50 | 22.50 |
| 2021-10-08 | 732.00 | 762.50 | 769.00 | 724.00 | 707.00 | 731.50 | 736.00 | 698.00 | 25.00 | 31.00 | 33.00 | 26.00 |
| 2021-09-30 | 697.00 | 721.50 | 758.00 | 694.00 | 676.00 | 697.50 | 725.00 | 675.50 | 21.00 | 24.00 | 33.00 | 18.50 |
| 2021-09-29 | 674.50 | 694.00 | 705.50 | 663.00 | 651.00 | 676.00 | 686.00 | 647.00 | 23.50 | 18.00 | 19.50 | 16.00 |
| 2021-09-28 | 699.50 | 678.00 | 709.50 | 661.50 | 675.00 | 657.00 | 680.00 | 642.50 | 24.50 | 21.00 | 29.50 | 19.00 |
| 2021-09-27 | 684.50 | 703.00 | 715.00 | 677.50 | 656.00 | 675.00 | 683.50 | 651.00 | 28.50 | 28.00 | 31.50 | 26.50 |
| 2021-09-24 | 670.50 | 684.50 | 696.00 | 656.00 | 641.00 | 658.00 | 669.00 | 631.00 | 29.50 | 26.50 | 27.00 | 25.00 |
| 2021-09-23 | 670.00 | 667.00 | 685.50 | 652.00 | 636.00 | 641.00 | 656.50 | 628.50 | 34.00 | 26.00 | 29.00 | 23.50 |
| 2021-09-22 | 607.00 | 668.50 | 671.50 | 606.00 | 590.50 | 642.00 | 644.50 | 580.00 | 16.50 | 26.50 | 27.00 | 26.00 |
| 2021-09-17 | 669.50 | 629.00 | 670.00 | 628.50 | 637.00 | 601.00 | 639.00 | 600.00 | 32.50 | 28.00 | 31.00 | 28.50 |
| 2021-09-16 | 688.50 | 670.50 | 693.50 | 660.00 | 654.50 | 638.50 | 657.00 | 628.50 | 34.00 | 32.00 | 36.50 | 31.50 |
| 2021-09-15 | 704.00 | 692.50 | 722.00 | 682.50 | 670.50 | 655.00 | 686.00 | 648.50 | 33.50 | 37.50 | 36.00 | 34.00 |
| 2021-09-14 | 705.00 | 711.00 | 726.50 | 702.00 | 670.00 | 677.50 | 691.00 | 670.00 | 35.00 | 33.50 | 35.50 | 32.00 |
| 2021-09-13 | 730.00 | 706.00 | 749.50 | 696.00 | 689.00 | 674.00 | 706.50 | 665.00 | 41.00 | 32.00 | 43.00 | 31.00 |
| 2021-09-10 | 730.00 | 732.50 | 744.00 | 722.00 | 683.00 | 688.00 | 696.00 | 676.00 | 47.00 | 44.50 | 48.00 | 46.00 |
| 2021-09-09 | 743.50 | 730.00 | 751.00 | 717.50 | 697.00 | 682.50 | 700.00 | 673.50 | 46.50 | 47.50 | 51.00 | 44.00 |
| 2021-09-08 | 763.00 | 747.00 | 764.00 | 734.50 | 708.50 | 699.00 | 713.50 | 686.00 | 54.50 | 48.00 | 50.50 | 48.50 |
| 2021-09-07 | 720.00 | 763.00 | 768.50 | 718.50 | 671.50 | 711.00 | 717.50 | 671.50 | 48.50 | 52.00 | 51.00 | 47.00 |
| 2021-09-06 | 783.00 | 723.00 | 796.00 | 722.00 | 734.00 | 676.50 | 741.00 | 676.00 | 49.00 | 46.50 | 55.00 | 46.00 |
| 2021-09-03 | 763.00 | 786.00 | 788.50 | 754.00 | 720.00 | 733.50 | 734.50 | 703.00 | 43.00 | 52.50 | 54.00 | 51.00 |
| 2021-09-02 | 765.00 | 773.50 | 789.50 | 757.50 | 710.00 | 719.50 | 733.50 | 706.50 | 55.00 | 54.00 | 56.00 | 51.00 |
| 2021-09-01 | 800.50 | 765.00 | 807.00 | 758.50 | 740.50 | 709.50 | 744.50 | 705.00 | 60.00 | 55.50 | 62.50 | 53.50 |
| 2021-08-31 | 845.00 | 808.00 | 848.50 | 807.00 | 771.00 | 744.00 | 782.00 | 743.00 | 74.00 | 64.00 | 66.50 | 64.00 |
| 2021-08-30 | 848.50 | 835.00 | 874.00 | 822.00 | 782.00 | 771.00 | 807.00 | 761.00 | 66.50 | 64.00 | 67.00 | 61.00 |
| 2021-08-27 | 819.00 | 840.00 | 844.50 | 817.00 | 748.00 | 777.00 | 780.00 | 746.00 | 71.00 | 63.00 | 64.50 | 71.00 |
| 2021-08-26 | 807.00 | 816.00 | 844.00 | 801.50 | 730.00 | 745.00 | 774.00 | 730.00 | 77.00 | 71.00 | 70.00 | 71.50 |
| 2021-08-25 | 826.00 | 802.50 | 829.00 | 791.00 | 765.50 | 734.50 | 765.50 | 723.00 | 60.50 | 68.00 | 63.50 | 68.00 |
| 2021-08-24 | 756.00 | 817.50 | 823.00 | 754.50 | 706.00 | 756.00 | 759.50 | 706.00 | 50.00 | 61.50 | 63.50 | 48.50 |
| 2021-08-23 | 777.50 | 757.00 | 789.00 | 752.50 | 736.00 | 709.50 | 746.00 | 703.00 | 41.50 | 47.50 | 43.00 | 49.50 |
| 2021-08-20 | 748.00 | 777.50 | 787.00 | 735.00 | 705.00 | 736.00 | 747.00 | 699.00 | 43.00 | 41.50 | 40.00 | 36.00 |
| 2021-08-19 | 799.50 | 762.50 | 799.50 | 756.00 | 915.00 | 870.00 | 923.50 | 867.00 | -115.50 | -107.50 | -124.00 | -111.00 |
| 2021-08-18 | 830.00 | 813.00 | 838.50 | 806.00 | 968.00 | 936.00 | 972.50 | 935.50 | -138.00 | -123.00 | -134.00 | -129.50 |
| 2021-08-17 | 848.00 | 834.00 | 859.00 | 831.00 | 965.00 | 968.00 | 985.00 | 962.00 | -117.00 | -134.00 | -126.00 | -131.00 |
| 2021-08-16 | 846.00 | 850.50 | 860.50 | 830.00 | 968.00 | 971.00 | 982.00 | 951.00 | -122.00 | -120.50 | -121.50 | -121.00 |
| 2021-08-13 | 836.00 | 841.50 | 846.00 | 814.00 | 960.50 | 975.00 | 979.00 | 952.00 | -124.50 | -133.50 | -133.00 | -138.00 |
| 2021-08-12 | 871.00 | 838.00 | 871.00 | 836.00 | 987.00 | 966.50 | 990.00 | 960.50 | -116.00 | -128.50 | -119.00 | -124.50 |
| 2021-08-11 | 850.00 | 871.50 | 874.50 | 840.50 | 960.00 | 993.00 | 996.50 | 960.00 | -110.00 | -121.50 | -122.00 | -119.50 |
| 2021-08-10 | 845.00 | 853.00 | 855.50 | 823.00 | 950.00 | 959.50 | 967.50 | 937.00 | -105.00 | -106.50 | -112.00 | -114.00 |
| 2021-08-09 | 900.00 | 852.50 | 900.00 | 845.00 | 1001.50 | 959.50 | 1004.50 | 945.00 | -101.50 | -107.00 | -104.50 | -100.00 |
| 2021-08-06 | 890.00 | 895.00 | 907.00 | 875.00 | 1001.00 | 1003.00 | 1015.00 | 987.50 | -111.00 | -108.00 | -108.00 | -112.50 |
| 2021-08-05 | 940.00 | 888.50 | 956.00 | 872.50 | 1060.00 | 1007.00 | 1072.00 | 998.50 | -120.00 | -118.50 | -116.00 | -126.00 |
| 2021-08-04 | 1051.00 | 1067.00 | 1077.00 | 1038.50 | 942.50 | 941.00 | 952.50 | 914.00 | 108.50 | 126.00 | 124.50 | 124.50 |
| 2021-08-03 | 1055.00 | 1062.50 | 1078.50 | 1044.50 | 950.00 | 946.00 | 960.00 | 932.50 | 105.00 | 116.50 | 118.50 | 112.00 |
| 2021-08-02 | 1035.00 | 1054.00 | 1060.00 | 1019.00 | 932.00 | 949.50 | 958.50 | 923.50 | 103.00 | 104.50 | 101.50 | 95.50 |
| 2021-07-30 | 1115.00 | 1027.00 | 1122.00 | 1013.00 | 981.00 | 922.00 | 988.00 | 899.00 | 134.00 | 105.00 | 134.00 | 114.00 |
| 2021-07-29 | 1137.50 | 1114.50 | 1142.50 | 1094.00 | 1007.00 | 980.50 | 1013.00 | 960.00 | 130.50 | 134.00 | 129.50 | 134.00 |
| 2021-07-28 | 1108.00 | 1137.50 | 1148.00 | 1106.00 | 992.50 | 1007.50 | 1018.50 | 990.50 | 115.50 | 130.00 | 129.50 | 115.50 |
| 2021-07-27 | 1141.00 | 1109.50 | 1161.00 | 1103.50 | 1021.50 | 992.50 | 1038.00 | 986.00 | 119.50 | 117.00 | 123.00 | 117.50 |
| 2021-07-26 | 1127.00 | 1136.50 | 1161.50 | 1125.00 | 1023.50 | 1020.50 | 1047.50 | 1014.50 | 103.50 | 116.00 | 114.00 | 110.50 |
| 2021-07-23 | 1137.00 | 1124.00 | 1140.00 | 1115.50 | 1028.00 | 1024.00 | 1034.50 | 1013.00 | 109.00 | 100.00 | 105.50 | 102.50 |
| 2021-07-22 | 1170.00 | 1138.00 | 1178.00 | 1114.50 | 1066.00 | 1031.50 | 1072.00 | 1010.50 | 104.00 | 106.50 | 106.00 | 104.00 |
| 2021-07-21 | 1232.00 | 1174.00 | 1242.50 | 1174.00 | 1113.00 | 1065.00 | 1123.50 | 1063.00 | 119.00 | 109.00 | 119.00 | 111.00 |
| 2021-07-20 | 1212.00 | 1233.00 | 1241.00 | 1202.00 | 1103.00 | 1114.00 | 1121.50 | 1090.00 | 109.00 | 119.00 | 119.50 | 112.00 |
| 2021-07-19 | 1238.00 | 1225.00 | 1248.00 | 1209.00 | 1130.00 | 1114.50 | 1143.00 | 1101.00 | 108.00 | 110.50 | 105.00 | 108.00 |
| 2021-07-16 | 1234.00 | 1241.00 | 1265.50 | 1224.50 | 1106.00 | 1132.50 | 1149.50 | 1099.50 | 128.00 | 108.50 | 116.00 | 125.00 |
| 2021-07-15 | 1208.00 | 1234.00 | 1240.00 | 1196.00 | 1086.00 | 1108.00 | 1112.00 | 1070.50 | 122.00 | 126.00 | 128.00 | 125.50 |
| 2021-07-14 | 1215.00 | 1219.50 | 1223.00 | 1201.00 | 1085.00 | 1086.00 | 1089.50 | 1068.50 | 130.00 | 133.50 | 133.50 | 132.50 |
| 2021-07-13 | 1188.00 | 1225.00 | 1231.50 | 1182.00 | 1060.00 | 1088.50 | 1091.50 | 1055.00 | 128.00 | 136.50 | 140.00 | 127.00 |
| 2021-07-12 | 1177.00 | 1188.50 | 1213.00 | 1165.50 | 1048.00 | 1059.00 | 1079.50 | 1038.00 | 129.00 | 129.50 | 133.50 | 127.50 |
| 2021-07-09 | 1176.00 | 1163.00 | 1187.50 | 1151.50 | 1058.00 | 1039.00 | 1064.00 | 1029.00 | 118.00 | 124.00 | 123.50 | 122.50 |
| 2021-07-08 | 1248.00 | 1187.50 | 1252.00 | 1179.50 | 1107.00 | 1061.50 | 1111.00 | 1050.00 | 141.00 | 126.00 | 141.00 | 129.50 |
| 2021-07-07 | 1230.00 | 1244.00 | 1247.50 | 1206.00 | 1082.50 | 1104.00 | 1108.50 | 1061.00 | 147.50 | 140.00 | 139.00 | 145.00 |
| 2021-07-06 | 1228.00 | 1231.00 | 1241.50 | 1220.00 | 1078.50 | 1082.50 | 1091.50 | 1070.00 | 149.50 | 148.50 | 150.00 | 150.00 |
| 2021-07-05 | 1178.00 | 1225.00 | 1226.00 | 1171.00 | 1029.00 | 1075.00 | 1076.50 | 1028.00 | 149.00 | 150.00 | 149.50 | 143.00 |
| 2021-07-02 | 1161.50 | 1182.50 | 1190.00 | 1143.00 | 1025.00 | 1039.00 | 1045.50 | 1002.50 | 136.50 | 143.50 | 144.50 | 140.50 |
| 2021-07-01 | 1171.00 | 1166.00 | 1191.00 | 1155.00 | 1030.50 | 1024.50 | 1049.50 | 1017.50 | 140.50 | 141.50 | 141.50 | 137.50 |
| 2021-06-30 | 1150.00 | 1165.00 | 1171.50 | 1135.00 | 1013.00 | 1029.50 | 1036.00 | 1000.00 | 137.00 | 135.50 | 135.50 | 135.00 |
| 2021-06-29 | 1199.50 | 1153.00 | 1200.50 | 1144.00 | 1070.00 | 1018.50 | 1070.00 | 1011.00 | 129.50 | 134.50 | 130.50 | 133.00 |
| 2021-06-28 | 1190.00 | 1196.00 | 1209.50 | 1157.50 | 1025.50 | 1061.00 | 1070.00 | 1025.50 | 164.50 | 135.00 | 139.50 | 132.00 |
| 2021-06-25 | 1160.00 | 1185.00 | 1190.00 | 1148.50 | 1026.00 | 1046.00 | 1052.00 | 1012.00 | 134.00 | 139.00 | 138.00 | 136.50 |
| 2021-06-24 | 1179.00 | 1164.50 | 1194.00 | 1141.00 | 1043.00 | 1026.50 | 1058.00 | 1006.00 | 136.00 | 138.00 | 136.00 | 135.00 |
| 2021-06-23 | 1142.00 | 1173.00 | 1181.50 | 1130.00 | 1016.50 | 1043.50 | 1052.50 | 1003.00 | 125.50 | 129.50 | 129.00 | 127.00 |
| 2021-06-22 | 1121.00 | 1139.00 | 1149.50 | 1109.50 | 999.50 | 1011.00 | 1020.00 | 985.50 | 121.50 | 128.00 | 129.50 | 124.00 |
| 2021-06-21 | 1208.00 | 1121.00 | 1215.00 | 1118.50 | 1072.00 | 998.00 | 1089.00 | 997.00 | 136.00 | 123.00 | 126.00 | 121.50 |
| 2021-06-18 | 1216.00 | 1203.00 | 1253.50 | 1202.00 | 1097.00 | 1075.00 | 1122.00 | 1072.50 | 119.00 | 128.00 | 131.50 | 129.50 |
| 2021-06-17 | 1199.00 | 1223.50 | 1225.50 | 1176.00 | 1083.50 | 1102.00 | 1104.50 | 1059.00 | 115.50 | 121.50 | 121.00 | 117.00 |
| 2021-06-16 | 1218.00 | 1197.50 | 1232.00 | 1189.00 | 1090.00 | 1079.50 | 1110.00 | 1072.50 | 128.00 | 118.00 | 122.00 | 116.50 |
| 2021-06-15 | 1247.00 | 1225.50 | 1247.00 | 1185.00 | 1120.00 | 1106.00 | 1122.00 | 1068.00 | 127.00 | 119.50 | 125.00 | 117.00 |
| 2021-06-11 | 1183.50 | 1247.00 | 1248.00 | 1183.50 | 1069.00 | 1123.00 | 1123.00 | 1067.00 | 114.50 | 124.00 | 125.00 | 116.50 |
| 2021-06-10 | 1175.00 | 1178.00 | 1193.50 | 1161.50 | 1057.00 | 1061.00 | 1081.50 | 1050.50 | 118.00 | 117.00 | 112.00 | 111.00 |
| 2021-06-09 | 1155.00 | 1175.00 | 1191.50 | 1150.00 | 1035.00 | 1060.00 | 1075.50 | 1032.50 | 120.00 | 115.00 | 116.00 | 117.50 |
| 2021-06-08 | 1119.00 | 1149.00 | 1152.00 | 1106.00 | 1020.00 | 1032.00 | 1034.50 | 1003.00 | 99.00 | 117.00 | 117.50 | 103.00 |
| 2021-06-07 | 1179.00 | 1118.00 | 1197.00 | 1115.00 | 1074.00 | 1018.50 | 1094.00 | 1017.00 | 105.00 | 99.50 | 103.00 | 98.00 |
| 2021-06-04 | 1185.00 | 1168.50 | 1199.00 | 1148.00 | 1087.00 | 1065.50 | 1096.00 | 1049.50 | 98.00 | 103.00 | 103.00 | 98.50 |
| 2021-06-03 | 1168.50 | 1194.00 | 1221.50 | 1159.50 | 1062.50 | 1091.50 | 1116.50 | 1055.50 | 106.00 | 102.50 | 105.00 | 104.00 |
| 2021-06-02 | 1166.00 | 1168.50 | 1191.50 | 1155.50 | 1068.00 | 1063.50 | 1087.00 | 1052.00 | 98.00 | 105.00 | 104.50 | 103.50 |
| 2021-06-01 | 1120.00 | 1169.50 | 1170.50 | 1093.50 | 1008.50 | 1063.50 | 1064.50 | 994.50 | 111.50 | 106.00 | 106.00 | 99.00 |
| 2021-05-31 | 1050.00 | 1106.00 | 1122.50 | 1048.00 | 960.00 | 1005.50 | 1017.50 | 951.50 | 90.00 | 100.50 | 105.00 | 96.50 |
| 2021-05-28 | 1048.00 | 1063.00 | 1074.50 | 1024.00 | 945.00 | 963.00 | 972.50 | 929.00 | 103.00 | 100.00 | 102.00 | 95.00 |