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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-05-27 | 990.00 | 1046.50 | 1055.00 | 985.00 | 896.00 | 945.50 | 955.00 | 893.00 | 94.00 | 101.00 | 100.00 | 92.00 |
| 2021-05-26 | 1058.00 | 994.50 | 1068.50 | 992.00 | 946.00 | 899.00 | 963.50 | 897.50 | 112.00 | 95.50 | 105.00 | 94.50 |
| 2021-05-25 | 1058.50 | 1058.00 | 1079.00 | 1040.50 | 965.50 | 954.50 | 975.50 | 945.00 | 93.00 | 103.50 | 103.50 | 95.50 |
| 2021-05-24 | 1090.50 | 1064.00 | 1099.50 | 1016.00 | 1000.00 | 961.50 | 1000.00 | 920.00 | 90.50 | 102.50 | 99.50 | 96.00 |
| 2021-05-21 | 1146.00 | 1096.50 | 1155.00 | 1093.50 | 1040.00 | 992.00 | 1043.50 | 990.50 | 106.00 | 104.50 | 111.50 | 103.00 |
| 2021-05-20 | 1140.00 | 1142.50 | 1164.00 | 1102.00 | 1010.00 | 1033.50 | 1053.00 | 998.50 | 130.00 | 109.00 | 111.00 | 103.50 |
| 2021-05-19 | 1240.00 | 1192.50 | 1249.50 | 1178.50 | 1118.00 | 1074.00 | 1131.50 | 1061.50 | 122.00 | 118.50 | 118.00 | 117.00 |
| 2021-05-18 | 1209.00 | 1242.50 | 1256.00 | 1202.00 | 1093.00 | 1124.00 | 1138.00 | 1091.00 | 116.00 | 118.50 | 118.00 | 111.00 |
| 2021-05-17 | 1186.00 | 1197.50 | 1214.00 | 1161.50 | 1075.00 | 1089.00 | 1103.50 | 1053.00 | 111.00 | 108.50 | 110.50 | 108.50 |
| 2021-05-14 | 1210.00 | 1173.00 | 1228.50 | 1141.50 | 1110.00 | 1065.00 | 1119.50 | 1040.00 | 100.00 | 108.00 | 109.00 | 101.50 |
| 2021-05-13 | 1312.50 | 1216.50 | 1326.50 | 1190.00 | 1230.50 | 1106.00 | 1230.50 | 1098.50 | 82.00 | 110.50 | 96.00 | 91.50 |
| 2021-05-12 | 1305.00 | 1337.00 | 1358.00 | 1283.00 | 1205.50 | 1241.00 | 1262.50 | 1188.00 | 99.50 | 96.00 | 95.50 | 95.00 |
| 2021-05-11 | 1335.00 | 1306.50 | 1346.50 | 1265.50 | 1232.00 | 1213.00 | 1249.50 | 1174.50 | 103.00 | 93.50 | 97.00 | 91.00 |
| 2021-05-10 | 1230.00 | 1326.00 | 1326.00 | 1212.00 | 1142.00 | 1230.00 | 1230.00 | 1126.00 | 88.00 | 96.00 | 96.00 | 86.00 |
| 2021-05-07 | 1184.00 | 1226.50 | 1231.00 | 1176.50 | 1095.00 | 1142.00 | 1145.00 | 1090.00 | 89.00 | 84.50 | 86.00 | 86.50 |
| 2021-05-06 | 1121.00 | 1184.00 | 1185.00 | 1121.00 | 1026.50 | 1094.00 | 1098.00 | 1026.50 | 94.50 | 90.00 | 87.00 | 94.50 |
| 2021-04-30 | 1138.00 | 1088.50 | 1138.50 | 1083.00 | 1045.00 | 1005.50 | 1051.50 | 1002.00 | 93.00 | 83.00 | 87.00 | 81.00 |
| 2021-04-29 | 1124.00 | 1126.50 | 1149.50 | 1110.00 | 1040.00 | 1040.00 | 1062.50 | 1025.50 | 84.00 | 86.50 | 87.00 | 84.50 |
| 2021-04-28 | 1164.00 | 1138.50 | 1165.00 | 1118.00 | 1064.50 | 1035.00 | 1068.50 | 1021.00 | 99.50 | 103.50 | 96.50 | 97.00 |
| 2021-04-27 | 1147.00 | 1158.50 | 1160.00 | 1140.50 | 1034.50 | 1063.50 | 1068.50 | 1034.50 | 112.50 | 95.00 | 91.50 | 106.00 |
| 2021-04-26 | 1096.00 | 1144.50 | 1166.00 | 1096.00 | 1226.00 | 1268.50 | 1285.50 | 1225.00 | -130.00 | -124.00 | -119.50 | -129.00 |
| 2021-04-23 | 1094.00 | 1104.50 | 1113.00 | 1084.00 | 1211.00 | 1232.00 | 1238.00 | 1211.00 | -117.00 | -127.50 | -125.00 | -127.00 |
| 2021-04-22 | 1089.00 | 1091.50 | 1108.50 | 1075.00 | 1211.00 | 1214.00 | 1225.00 | 1205.00 | -122.00 | -122.50 | -116.50 | -130.00 |
| 2021-04-21 | 1100.00 | 1100.50 | 1109.00 | 1086.50 | 1201.00 | 1222.00 | 1222.00 | 1201.00 | -101.00 | -121.50 | -113.00 | -114.50 |
| 2021-04-20 | 1070.00 | 1100.00 | 1110.00 | 1062.50 | 1190.00 | 1218.50 | 1225.00 | 1190.00 | -120.00 | -118.50 | -115.00 | -127.50 |
| 2021-04-19 | 1046.00 | 1060.00 | 1080.00 | 1040.00 | 1170.50 | 1188.50 | 1202.50 | 1168.00 | -124.50 | -128.50 | -122.50 | -128.00 |
| 2021-04-16 | 1048.00 | 1046.00 | 1063.50 | 1042.00 | 1178.00 | 1173.00 | 1183.00 | 1168.50 | -130.00 | -127.00 | -119.50 | -126.50 |
| 2021-04-15 | 1016.00 | 1048.50 | 1056.50 | 1010.50 | 1140.00 | 1179.50 | 1181.00 | 1140.00 | -124.00 | -131.00 | -124.50 | -129.50 |
| 2021-04-14 | 1022.50 | 1011.50 | 1026.50 | 1002.50 | 1145.00 | 1148.50 | 1153.50 | 1142.50 | -122.50 | -137.00 | -127.00 | -140.00 |
| 2021-04-13 | 1017.50 | 1022.50 | 1024.50 | 1006.50 | 1140.00 | 1150.00 | 1151.50 | 1136.00 | -122.50 | -127.50 | -127.00 | -129.50 |
| 2021-04-12 | 979.00 | 1014.00 | 1018.50 | 964.00 | 1120.00 | 1140.00 | 1148.00 | 1112.00 | -141.00 | -126.00 | -129.50 | -148.00 |
| 2021-04-09 | 989.50 | 979.00 | 1001.50 | 973.00 | 1120.00 | 1121.00 | 1137.00 | 1117.00 | -130.50 | -142.00 | -135.50 | -144.00 |
| 2021-04-08 | 995.00 | 982.50 | 996.50 | 970.00 | 1120.00 | 1117.50 | 1122.50 | 1109.00 | -125.00 | -135.00 | -126.00 | -139.00 |
| 2021-04-07 | 971.00 | 993.50 | 1003.00 | 968.50 | 1111.00 | 1120.00 | 1123.00 | 1105.00 | -140.00 | -126.50 | -120.00 | -136.50 |
| 2021-04-06 | 982.50 | 971.00 | 999.50 | 961.50 | 1115.00 | 1103.50 | 1126.00 | 1098.50 | -132.50 | -132.50 | -126.50 | -137.00 |
| 2021-04-02 | 978.00 | 979.00 | 997.00 | 957.50 | 1105.00 | 1110.00 | 1113.50 | 1090.50 | -127.00 | -131.00 | -116.50 | -133.00 |
| 2021-04-01 | 920.00 | 975.50 | 987.00 | 920.00 | 1071.00 | 1104.00 | 1114.50 | 1061.50 | -151.00 | -128.50 | -127.50 | -141.50 |
| 2021-03-31 | 1098.50 | 1079.50 | 1109.00 | 1070.00 | 965.00 | 931.00 | 976.50 | 919.50 | 133.50 | 148.50 | 132.50 | 150.50 |
| 2021-03-30 | 1103.00 | 1098.50 | 1118.00 | 1073.50 | 970.00 | 967.00 | 974.50 | 946.50 | 133.00 | 131.50 | 143.50 | 127.00 |
| 2021-03-29 | 1085.00 | 1123.00 | 1143.00 | 1081.50 | 935.00 | 975.50 | 990.00 | 927.50 | 150.00 | 147.50 | 153.00 | 154.00 |
| 2021-03-26 | 1061.50 | 1088.50 | 1094.00 | 1052.00 | 900.00 | 932.50 | 935.00 | 888.00 | 161.50 | 156.00 | 159.00 | 164.00 |
| 2021-03-25 | 1058.00 | 1067.50 | 1079.00 | 1054.50 | 890.00 | 905.00 | 918.50 | 883.50 | 168.00 | 162.50 | 160.50 | 171.00 |
| 2021-03-24 | 1040.00 | 1053.00 | 1055.00 | 1016.50 | 874.50 | 884.00 | 888.50 | 863.00 | 165.50 | 169.00 | 166.50 | 153.50 |
| 2021-03-23 | 1010.50 | 1039.50 | 1040.00 | 1007.00 | 857.50 | 874.50 | 875.00 | 854.00 | 153.00 | 165.00 | 165.00 | 153.00 |
| 2021-03-22 | 1035.00 | 1004.50 | 1055.00 | 990.50 | 871.00 | 853.50 | 888.00 | 838.00 | 164.00 | 151.00 | 167.00 | 152.50 |
| 2021-03-19 | 1083.50 | 1042.00 | 1095.00 | 1036.50 | 923.00 | 876.00 | 934.50 | 871.00 | 160.50 | 166.00 | 160.50 | 165.50 |
| 2021-03-18 | 1065.50 | 1089.00 | 1098.50 | 1060.00 | 915.50 | 929.00 | 940.00 | 905.50 | 150.00 | 160.00 | 158.50 | 154.50 |
| 2021-03-17 | 1064.00 | 1068.00 | 1074.50 | 1047.50 | 925.00 | 917.00 | 927.50 | 898.00 | 139.00 | 151.00 | 147.00 | 149.50 |
| 2021-03-16 | 1046.00 | 1070.00 | 1083.50 | 1042.50 | 911.00 | 924.00 | 936.00 | 903.50 | 135.00 | 146.00 | 147.50 | 139.00 |
| 2021-03-15 | 1059.00 | 1035.00 | 1059.00 | 1005.00 | 916.50 | 901.00 | 920.00 | 877.00 | 142.50 | 134.00 | 139.00 | 128.00 |
| 2021-03-12 | 1080.00 | 1059.00 | 1098.50 | 1041.00 | 957.00 | 923.00 | 968.50 | 910.00 | 123.00 | 136.00 | 130.00 | 131.00 |
| 2021-03-11 | 1055.00 | 1093.50 | 1095.00 | 1031.00 | 920.00 | 958.50 | 959.50 | 906.00 | 135.00 | 135.00 | 135.50 | 125.00 |
| 2021-03-10 | 1042.00 | 1040.50 | 1053.00 | 1022.00 | 927.00 | 914.50 | 930.00 | 902.00 | 115.00 | 126.00 | 123.00 | 120.00 |
| 2021-03-09 | 1140.00 | 1031.50 | 1141.50 | 1031.00 | 1010.00 | 918.00 | 1014.50 | 918.00 | 130.00 | 113.50 | 127.00 | 113.00 |
| 2021-03-08 | 1135.00 | 1143.50 | 1168.00 | 1123.00 | 1008.00 | 1013.50 | 1038.00 | 1003.00 | 127.00 | 130.00 | 130.00 | 120.00 |
| 2021-03-05 | 1166.50 | 1127.50 | 1173.00 | 1112.50 | 1037.00 | 1006.00 | 1043.50 | 990.00 | 129.50 | 121.50 | 129.50 | 122.50 |
| 2021-03-04 | 1148.00 | 1174.50 | 1185.00 | 1143.50 | 1023.00 | 1042.00 | 1051.00 | 1017.50 | 125.00 | 132.50 | 134.00 | 126.00 |
| 2021-03-03 | 1153.00 | 1153.50 | 1178.00 | 1130.00 | 1003.00 | 1025.00 | 1042.00 | 1003.00 | 150.00 | 128.50 | 136.00 | 127.00 |
| 2021-03-02 | 1133.00 | 1154.50 | 1155.00 | 1117.50 | 1005.50 | 1025.50 | 1026.00 | 998.50 | 127.50 | 129.00 | 129.00 | 119.00 |
| 2021-03-01 | 1144.00 | 1132.50 | 1161.00 | 1122.00 | 1017.00 | 1010.00 | 1034.00 | 1000.50 | 127.00 | 122.50 | 127.00 | 121.50 |
| 2021-02-26 | 1131.00 | 1151.00 | 1166.50 | 1113.50 | 1004.00 | 1020.00 | 1030.00 | 992.00 | 127.00 | 131.00 | 136.50 | 121.50 |
| 2021-02-25 | 1130.00 | 1131.00 | 1161.00 | 1105.00 | 1009.50 | 1004.50 | 1034.50 | 988.00 | 120.50 | 126.50 | 126.50 | 117.00 |
| 2021-02-24 | 1106.00 | 1129.50 | 1133.00 | 1090.00 | 994.00 | 1009.50 | 1012.00 | 983.00 | 112.00 | 120.00 | 121.00 | 107.00 |
| 2021-02-23 | 1138.50 | 1107.00 | 1146.50 | 1101.00 | 1019.00 | 994.00 | 1022.00 | 988.00 | 119.50 | 113.00 | 124.50 | 113.00 |
| 2021-02-22 | 1118.00 | 1139.00 | 1180.00 | 1110.00 | 1009.00 | 1019.00 | 1052.50 | 993.50 | 109.00 | 120.00 | 127.50 | 116.50 |
| 2021-02-19 | 1125.00 | 1117.00 | 1145.00 | 1089.50 | 999.00 | 1009.50 | 1019.50 | 980.00 | 126.00 | 107.50 | 125.50 | 109.50 |
| 2021-02-18 | 1100.00 | 1131.50 | 1134.50 | 1100.00 | 978.00 | 998.00 | 1003.00 | 972.50 | 122.00 | 133.50 | 131.50 | 127.50 |
| 2021-02-10 | 1061.50 | 1071.50 | 1072.00 | 1041.00 | 948.00 | 950.00 | 950.00 | 927.50 | 113.50 | 121.50 | 122.00 | 113.50 |
| 2021-02-09 | 1034.00 | 1061.50 | 1067.00 | 1022.50 | 912.50 | 948.00 | 950.00 | 910.00 | 121.50 | 113.50 | 117.00 | 112.50 |
| 2021-02-08 | 1000.00 | 1028.00 | 1033.00 | 996.00 | 899.00 | 916.00 | 918.50 | 886.00 | 101.00 | 112.00 | 114.50 | 110.00 |
| 2021-02-05 | 987.00 | 1004.50 | 1017.00 | 984.00 | 890.00 | 899.00 | 905.00 | 884.00 | 97.00 | 105.50 | 112.00 | 100.00 |
| 2021-02-04 | 950.00 | 991.00 | 993.00 | 944.00 | 858.00 | 889.00 | 889.00 | 851.50 | 92.00 | 102.00 | 104.00 | 92.50 |
| 2021-02-03 | 937.50 | 948.00 | 954.00 | 930.50 | 852.00 | 856.50 | 869.00 | 845.00 | 85.50 | 91.50 | 85.00 | 85.50 |
| 2021-02-02 | 978.50 | 933.50 | 986.00 | 925.00 | 899.50 | 851.50 | 906.50 | 845.50 | 79.00 | 82.00 | 79.50 | 79.50 |
| 2021-02-01 | 995.00 | 977.00 | 1008.00 | 973.50 | 918.00 | 898.50 | 930.50 | 896.00 | 77.00 | 78.50 | 77.50 | 77.50 |
| 2021-01-29 | 984.00 | 990.00 | 995.00 | 970.00 | 909.00 | 914.50 | 919.50 | 896.50 | 75.00 | 75.50 | 75.50 | 73.50 |
| 2021-01-28 | 1035.00 | 985.50 | 1039.50 | 978.50 | 957.00 | 909.00 | 959.50 | 903.50 | 78.00 | 76.50 | 80.00 | 75.00 |
| 2021-01-27 | 1028.00 | 1041.50 | 1048.50 | 1015.50 | 952.50 | 961.00 | 969.50 | 943.00 | 75.50 | 80.50 | 79.00 | 72.50 |
| 2021-01-26 | 1050.00 | 1025.50 | 1063.00 | 1025.00 | 970.00 | 952.00 | 982.00 | 952.00 | 80.00 | 73.50 | 81.00 | 73.00 |
| 2021-01-25 | 1040.00 | 1046.50 | 1061.00 | 1018.50 | 967.00 | 969.50 | 981.00 | 946.00 | 73.00 | 77.00 | 80.00 | 72.50 |
| 2021-01-22 | 1067.00 | 1046.50 | 1073.00 | 1038.00 | 982.50 | 971.50 | 993.00 | 963.50 | 84.50 | 75.00 | 80.00 | 74.50 |
| 2021-01-21 | 1059.00 | 1061.00 | 1069.50 | 1035.00 | 983.00 | 983.50 | 991.50 | 962.50 | 76.00 | 77.50 | 78.00 | 72.50 |
| 2021-01-20 | 1052.00 | 1059.00 | 1067.00 | 1035.50 | 973.50 | 983.00 | 990.00 | 963.00 | 78.50 | 76.00 | 77.00 | 72.50 |
| 2021-01-19 | 1074.00 | 1046.00 | 1077.00 | 1040.00 | 997.00 | 974.00 | 997.00 | 967.50 | 77.00 | 72.00 | 80.00 | 72.50 |
| 2021-01-18 | 1053.00 | 1075.50 | 1084.50 | 1034.00 | 982.00 | 996.00 | 1006.00 | 959.00 | 71.00 | 79.50 | 78.50 | 75.00 |
| 2021-01-15 | 1060.50 | 1053.00 | 1069.00 | 1047.50 | 985.50 | 979.50 | 998.00 | 976.00 | 75.00 | 73.50 | 71.00 | 71.50 |
| 2021-01-14 | 1030.00 | 1055.00 | 1059.50 | 1017.00 | 971.00 | 984.00 | 988.00 | 953.00 | 59.00 | 71.00 | 71.50 | 64.00 |
| 2021-01-13 | 1050.00 | 1034.00 | 1054.00 | 1022.00 | 985.00 | 969.00 | 989.50 | 958.00 | 65.00 | 65.00 | 64.50 | 64.00 |
| 2021-01-12 | 1050.00 | 1049.00 | 1060.00 | 1005.00 | 983.00 | 985.00 | 992.00 | 943.00 | 67.00 | 64.00 | 68.00 | 62.00 |
| 2021-01-11 | 1067.00 | 1046.00 | 1072.50 | 1022.00 | 1003.50 | 983.50 | 1007.00 | 960.50 | 63.50 | 62.50 | 65.50 | 61.50 |
| 2021-01-08 | 1065.00 | 1067.00 | 1079.00 | 1042.50 | 1000.00 | 1003.00 | 1009.50 | 980.50 | 65.00 | 64.00 | 69.50 | 62.00 |
| 2021-01-07 | 1038.00 | 1062.50 | 1066.00 | 1021.50 | 970.00 | 997.00 | 1000.00 | 959.00 | 68.00 | 65.50 | 66.00 | 62.50 |
| 2021-01-06 | 1043.00 | 1033.50 | 1048.50 | 1016.00 | 975.00 | 968.50 | 984.00 | 950.00 | 68.00 | 65.00 | 64.50 | 66.00 |
| 2021-01-05 | 1022.00 | 1039.00 | 1043.50 | 1013.50 | 947.00 | 971.00 | 975.50 | 946.00 | 75.00 | 68.00 | 68.00 | 67.50 |
| 2021-01-04 | 990.00 | 1019.50 | 1023.00 | 972.00 | 922.00 | 946.50 | 949.00 | 907.50 | 68.00 | 73.00 | 74.00 | 64.50 |
| 2020-12-31 | 981.00 | 996.00 | 998.00 | 972.50 | 918.00 | 923.50 | 930.00 | 906.00 | 63.00 | 72.50 | 68.00 | 66.50 |
| 2020-12-30 | 1000.00 | 984.00 | 1005.50 | 959.00 | 940.00 | 919.50 | 940.00 | 891.00 | 60.00 | 64.50 | 65.50 | 68.00 |
| 2020-12-29 | 1027.00 | 1010.50 | 1049.50 | 994.50 | 960.50 | 942.50 | 979.50 | 932.50 | 66.50 | 68.00 | 70.00 | 62.00 |
| 2020-12-28 | 1059.50 | 1025.50 | 1066.50 | 1015.50 | 993.00 | 960.50 | 998.00 | 953.00 | 66.50 | 65.00 | 68.50 | 62.50 |
| 2020-12-25 | 1029.00 | 1063.00 | 1068.00 | 1005.00 | 956.00 | 993.00 | 997.00 | 942.00 | 73.00 | 70.00 | 71.00 | 63.00 |