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：
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。
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 635.50 | 642.50 | 646.50 | 633.00 | 563.50 | 567.00 | 571.50 | 560.00 | 72.00 | 75.50 | 75.00 | 73.00 |
| 2019-09-26 | 625.00 | 637.00 | 642.00 | 623.50 | 556.00 | 563.50 | 569.50 | 556.00 | 69.00 | 73.50 | 72.50 | 67.50 |
| 2019-09-25 | 620.50 | 624.50 | 628.50 | 619.00 | 555.50 | 556.50 | 562.00 | 553.50 | 65.00 | 68.00 | 66.50 | 65.50 |
| 2019-09-24 | 647.00 | 622.50 | 648.50 | 621.00 | 572.50 | 556.50 | 575.50 | 555.00 | 74.50 | 66.00 | 73.00 | 66.00 |
| 2019-09-23 | 636.00 | 647.50 | 649.00 | 628.00 | 561.00 | 571.00 | 573.50 | 554.00 | 75.00 | 76.50 | 75.50 | 74.00 |
| 2019-09-20 | 632.00 | 635.00 | 639.00 | 624.50 | 564.50 | 559.50 | 564.50 | 552.00 | 67.50 | 75.50 | 74.50 | 72.50 |
| 2019-09-19 | 659.00 | 637.50 | 663.00 | 633.50 | 586.00 | 564.00 | 588.00 | 562.50 | 73.00 | 73.50 | 75.00 | 71.00 |
| 2019-09-18 | 665.50 | 661.00 | 680.00 | 658.00 | 589.00 | 586.00 | 599.00 | 584.00 | 76.50 | 75.00 | 81.00 | 74.00 |
| 2019-09-17 | 671.00 | 665.50 | 676.00 | 655.50 | 599.50 | 590.00 | 599.50 | 583.00 | 71.50 | 75.50 | 76.50 | 72.50 |
| 2019-09-16 | 688.00 | 670.50 | 690.00 | 669.50 | 598.50 | 594.50 | 604.50 | 590.00 | 89.50 | 76.00 | 85.50 | 79.50 |
| 2019-09-12 | 664.00 | 680.00 | 681.00 | 659.00 | 586.00 | 594.50 | 595.00 | 580.00 | 78.00 | 85.50 | 86.00 | 79.00 |
| 2019-09-11 | 655.50 | 661.00 | 665.00 | 646.00 | 579.00 | 583.50 | 586.50 | 573.00 | 76.50 | 77.50 | 78.50 | 73.00 |
| 2019-09-10 | 655.00 | 655.50 | 660.00 | 643.00 | 582.50 | 578.50 | 583.00 | 570.50 | 72.50 | 77.00 | 77.00 | 72.50 |
| 2019-09-09 | 634.00 | 655.50 | 656.00 | 621.00 | 568.00 | 580.00 | 580.00 | 553.00 | 66.00 | 75.50 | 76.00 | 68.00 |
| 2019-09-06 | 647.00 | 629.00 | 658.00 | 629.00 | 581.00 | 563.50 | 589.00 | 563.00 | 66.00 | 65.50 | 69.00 | 66.00 |
| 2019-09-05 | 648.00 | 647.00 | 663.50 | 642.50 | 582.50 | 582.00 | 596.00 | 580.00 | 65.50 | 65.00 | 67.50 | 62.50 |
| 2019-09-04 | 635.00 | 644.50 | 649.00 | 631.00 | 580.00 | 580.00 | 585.00 | 572.00 | 55.00 | 64.50 | 64.00 | 59.00 |
| 2019-09-03 | 635.00 | 637.50 | 644.00 | 630.50 | 583.00 | 581.50 | 586.00 | 574.50 | 52.00 | 56.00 | 58.00 | 56.00 |
| 2019-09-02 | 607.00 | 630.00 | 630.00 | 605.50 | 562.00 | 583.00 | 583.00 | 558.50 | 45.00 | 47.00 | 47.00 | 47.00 |
| 2019-08-30 | 581.00 | 607.50 | 608.50 | 581.00 | 539.00 | 561.50 | 562.50 | 539.00 | 42.00 | 46.00 | 46.00 | 42.00 |
| 2019-08-29 | 588.00 | 580.00 | 592.50 | 577.00 | 542.50 | 538.50 | 548.00 | 534.50 | 45.50 | 41.50 | 44.50 | 42.50 |
| 2019-08-28 | 582.00 | 588.00 | 591.00 | 571.00 | 539.00 | 542.00 | 544.00 | 526.00 | 43.00 | 46.00 | 47.00 | 45.00 |
| 2019-08-27 | 595.00 | 586.00 | 603.50 | 586.00 | 546.50 | 539.50 | 552.50 | 538.50 | 48.50 | 46.50 | 51.00 | 47.50 |
| 2019-08-26 | 610.00 | 593.50 | 618.50 | 590.50 | 560.00 | 545.00 | 568.00 | 542.00 | 50.00 | 48.50 | 50.50 | 48.50 |
| 2019-08-23 | 604.50 | 613.00 | 615.50 | 593.50 | 555.00 | 564.00 | 565.00 | 549.50 | 49.50 | 49.00 | 50.50 | 44.00 |
| 2019-08-22 | 588.50 | 600.00 | 605.00 | 580.00 | 537.00 | 552.50 | 557.50 | 534.50 | 51.50 | 47.50 | 47.50 | 45.50 |
| 2019-08-21 | 607.00 | 589.50 | 609.50 | 583.00 | 554.50 | 537.00 | 554.50 | 531.50 | 52.50 | 52.50 | 55.00 | 51.50 |
| 2019-08-20 | 620.00 | 609.00 | 622.00 | 609.00 | 735.00 | 726.00 | 737.50 | 723.50 | -115.00 | -117.00 | -115.50 | -114.50 |
| 2019-08-19 | 628.50 | 617.00 | 636.50 | 607.50 | 740.00 | 733.50 | 747.00 | 723.50 | -111.50 | -116.50 | -110.50 | -116.00 |
| 2019-08-16 | 620.00 | 626.50 | 633.50 | 612.00 | 724.00 | 737.00 | 739.50 | 722.00 | -104.00 | -110.50 | -106.00 | -110.00 |
| 2019-08-15 | 629.00 | 618.00 | 639.50 | 613.50 | 731.00 | 723.50 | 733.00 | 720.00 | -102.00 | -105.50 | -93.50 | -106.50 |
| 2019-08-14 | 631.00 | 631.50 | 646.00 | 624.00 | 712.00 | 729.50 | 740.00 | 710.50 | -81.00 | -98.00 | -94.00 | -86.50 |
| 2019-08-13 | 638.00 | 627.50 | 643.00 | 616.00 | 728.00 | 711.50 | 736.50 | 701.00 | -90.00 | -84.00 | -93.50 | -85.00 |
| 2019-08-12 | 635.00 | 638.50 | 643.50 | 609.50 | 725.00 | 727.50 | 735.00 | 692.00 | -90.00 | -89.00 | -91.50 | -82.50 |
| 2019-08-09 | 660.00 | 639.00 | 666.00 | 628.00 | 765.00 | 738.00 | 765.50 | 727.50 | -105.00 | -99.00 | -99.50 | -99.50 |
| 2019-08-08 | 661.00 | 660.50 | 673.50 | 653.50 | 766.00 | 759.50 | 776.50 | 757.00 | -105.00 | -99.00 | -103.00 | -103.50 |
| 2019-08-07 | 690.00 | 660.50 | 701.00 | 658.00 | 773.00 | 760.50 | 784.50 | 741.00 | -83.00 | -100.00 | -83.50 | -83.00 |
| 2019-08-06 | 691.00 | 693.50 | 707.00 | 689.00 | 804.00 | 780.50 | 806.50 | 778.00 | -113.00 | -87.00 | -99.50 | -89.00 |
| 2019-08-05 | 718.00 | 689.50 | 729.00 | 689.50 | 850.50 | 803.00 | 859.50 | 802.50 | -132.50 | -113.50 | -130.50 | -113.00 |
| 2019-08-02 | 740.00 | 724.50 | 743.00 | 720.50 | 877.00 | 866.00 | 883.00 | 857.00 | -137.00 | -141.50 | -140.00 | -136.50 |
| 2019-08-01 | 761.50 | 747.50 | 767.50 | 747.00 | 892.00 | 886.00 | 903.00 | 885.00 | -130.50 | -138.50 | -135.50 | -138.00 |
| 2019-07-31 | 769.50 | 763.00 | 789.50 | 760.00 | 905.00 | 897.50 | 915.00 | 893.00 | -135.50 | -134.50 | -125.50 | -133.00 |
| 2019-07-30 | 884.00 | 906.00 | 913.00 | 882.00 | 749.00 | 771.50 | 780.00 | 745.00 | 135.00 | 134.50 | 133.00 | 137.00 |
| 2019-07-29 | 890.00 | 885.00 | 891.50 | 880.50 | 764.00 | 750.50 | 764.50 | 746.50 | 126.00 | 134.50 | 127.00 | 134.00 |
| 2019-07-26 | 878.00 | 892.00 | 892.00 | 871.00 | 742.00 | 764.00 | 764.50 | 728.50 | 136.00 | 128.00 | 127.50 | 142.50 |
| 2019-07-25 | 858.00 | 871.50 | 872.00 | 856.00 | 734.00 | 739.00 | 740.50 | 724.00 | 124.00 | 132.50 | 131.50 | 132.00 |
| 2019-07-24 | 875.00 | 860.00 | 877.50 | 842.00 | 755.00 | 735.50 | 757.00 | 718.50 | 120.00 | 124.50 | 120.50 | 123.50 |
| 2019-07-23 | 883.00 | 880.00 | 894.00 | 874.00 | 757.50 | 758.50 | 773.50 | 755.00 | 125.50 | 121.50 | 120.50 | 119.00 |
| 2019-07-22 | 910.50 | 885.00 | 911.50 | 885.00 | 791.50 | 757.00 | 791.50 | 756.50 | 119.00 | 128.00 | 120.00 | 128.50 |
| 2019-07-19 | 882.00 | 916.00 | 918.00 | 882.00 | 771.50 | 795.00 | 796.50 | 766.00 | 110.50 | 121.00 | 121.50 | 116.00 |
| 2019-07-18 | 900.00 | 889.00 | 905.50 | 886.00 | 785.00 | 771.50 | 790.50 | 771.00 | 115.00 | 117.50 | 115.00 | 115.00 |
| 2019-07-17 | 895.00 | 899.50 | 907.50 | 880.00 | 792.50 | 785.00 | 802.00 | 768.00 | 102.50 | 114.50 | 105.50 | 112.00 |
| 2019-07-16 | 902.50 | 905.00 | 924.50 | 897.00 | 790.00 | 800.50 | 816.50 | 789.50 | 112.50 | 104.50 | 108.00 | 107.50 |
| 2019-07-15 | 874.50 | 895.00 | 898.50 | 865.00 | 762.00 | 783.00 | 784.00 | 754.50 | 112.50 | 112.00 | 114.50 | 110.50 |
| 2019-07-12 | 872.00 | 873.00 | 882.00 | 866.00 | 762.50 | 762.00 | 774.00 | 754.00 | 109.50 | 111.00 | 108.00 | 112.00 |
| 2019-07-11 | 880.00 | 866.50 | 884.00 | 862.00 | 774.00 | 759.50 | 778.50 | 759.00 | 106.00 | 107.00 | 105.50 | 103.00 |
| 2019-07-10 | 884.50 | 881.00 | 886.50 | 868.00 | 783.00 | 777.00 | 784.50 | 768.50 | 101.50 | 104.00 | 102.00 | 99.50 |
| 2019-07-09 | 866.00 | 880.50 | 899.50 | 865.00 | 760.00 | 782.00 | 790.50 | 760.00 | 106.00 | 98.50 | 109.00 | 105.00 |
| 2019-07-08 | 829.00 | 861.00 | 866.50 | 827.00 | 736.00 | 759.00 | 764.50 | 728.50 | 93.00 | 102.00 | 102.00 | 98.50 |
| 2019-07-05 | 869.00 | 829.50 | 875.50 | 816.00 | 775.00 | 737.50 | 784.50 | 737.50 | 94.00 | 92.00 | 91.00 | 78.50 |
| 2019-07-04 | 905.00 | 868.00 | 905.00 | 856.00 | 808.00 | 772.50 | 808.00 | 761.50 | 97.00 | 95.50 | 97.00 | 94.50 |
| 2019-07-03 | 901.00 | 908.50 | 911.50 | 888.50 | 787.50 | 807.00 | 809.00 | 782.00 | 113.50 | 101.50 | 102.50 | 106.50 |
| 2019-07-02 | 870.50 | 900.00 | 904.50 | 869.50 | 775.50 | 789.50 | 795.00 | 771.50 | 95.00 | 110.50 | 109.50 | 98.00 |
| 2019-07-01 | 838.00 | 873.00 | 874.50 | 834.50 | 744.00 | 776.50 | 776.50 | 738.50 | 94.00 | 96.50 | 98.00 | 96.00 |
| 2019-06-28 | 825.50 | 838.50 | 844.00 | 823.50 | 723.50 | 741.00 | 742.00 | 722.50 | 102.00 | 97.50 | 102.00 | 101.00 |
| 2019-06-27 | 807.00 | 821.50 | 838.50 | 806.00 | 718.00 | 723.00 | 736.00 | 716.00 | 89.00 | 98.50 | 102.50 | 90.00 |
| 2019-06-26 | 800.00 | 804.00 | 808.00 | 779.00 | 717.00 | 715.50 | 721.00 | 698.50 | 83.00 | 88.50 | 87.00 | 80.50 |
| 2019-06-25 | 813.00 | 798.50 | 819.50 | 794.50 | 733.50 | 717.50 | 737.00 | 713.50 | 79.50 | 81.00 | 82.50 | 81.00 |
| 2019-06-24 | 811.00 | 813.50 | 821.00 | 793.50 | 718.00 | 733.00 | 739.00 | 706.00 | 93.00 | 80.50 | 82.00 | 87.50 |
| 2019-06-21 | 829.00 | 820.00 | 835.00 | 805.50 | 720.00 | 718.00 | 736.50 | 710.00 | 109.00 | 102.00 | 98.50 | 95.50 |
| 2019-06-20 | 790.00 | 831.00 | 837.00 | 786.00 | 686.00 | 720.00 | 725.00 | 685.00 | 104.00 | 111.00 | 112.00 | 101.00 |
| 2019-06-19 | 789.50 | 806.50 | 813.00 | 782.50 | 700.00 | 707.50 | 717.50 | 686.00 | 89.50 | 99.00 | 95.50 | 96.50 |
| 2019-06-18 | 766.50 | 786.00 | 787.50 | 755.50 | 683.50 | 695.50 | 696.00 | 672.50 | 83.00 | 90.50 | 91.50 | 83.00 |
| 2019-06-17 | 776.50 | 768.50 | 777.00 | 760.50 | 701.00 | 684.00 | 701.00 | 679.00 | 75.50 | 84.50 | 76.00 | 81.50 |
| 2019-06-14 | 787.00 | 783.50 | 797.50 | 773.00 | 705.00 | 702.50 | 718.50 | 693.50 | 82.00 | 81.00 | 79.00 | 79.50 |
| 2019-06-13 | 763.00 | 781.50 | 782.00 | 758.00 | 685.00 | 702.00 | 703.00 | 681.00 | 78.00 | 79.50 | 79.00 | 77.00 |
| 2019-06-12 | 770.00 | 764.00 | 778.50 | 761.00 | 687.00 | 684.00 | 699.50 | 683.00 | 83.00 | 80.00 | 79.00 | 78.00 |
| 2019-06-11 | 730.00 | 760.50 | 760.50 | 724.50 | 656.00 | 684.50 | 684.50 | 653.00 | 74.00 | 76.00 | 76.00 | 71.50 |
| 2019-06-10 | 716.00 | 729.50 | 729.50 | 708.50 | 646.00 | 654.00 | 654.50 | 639.00 | 70.00 | 75.50 | 75.00 | 69.50 |
| 2019-06-06 | 721.00 | 712.50 | 721.50 | 692.50 | 651.50 | 644.00 | 654.00 | 628.00 | 69.50 | 68.50 | 67.50 | 64.50 |
| 2019-06-05 | 720.50 | 719.50 | 724.50 | 712.00 | 652.00 | 653.00 | 656.00 | 645.00 | 68.50 | 66.50 | 68.50 | 67.00 |
| 2019-06-04 | 712.50 | 720.50 | 723.00 | 707.00 | 649.50 | 652.50 | 655.50 | 644.00 | 63.00 | 68.00 | 67.50 | 63.00 |
| 2019-06-03 | 726.00 | 709.00 | 726.50 | 705.00 | 661.00 | 646.50 | 663.50 | 641.00 | 65.00 | 62.50 | 63.00 | 64.00 |
| 2019-05-31 | 735.00 | 727.00 | 744.50 | 727.00 | 670.00 | 664.50 | 679.50 | 664.00 | 65.00 | 62.50 | 65.00 | 63.00 |
| 2019-05-30 | 749.50 | 737.00 | 750.00 | 730.00 | 678.00 | 674.50 | 686.00 | 668.50 | 71.50 | 62.50 | 64.00 | 61.50 |
| 2019-05-29 | 752.00 | 748.00 | 753.00 | 731.50 | 690.00 | 683.50 | 692.00 | 668.50 | 62.00 | 64.50 | 61.00 | 63.00 |
| 2019-05-28 | 762.00 | 756.50 | 774.50 | 745.50 | 701.50 | 696.00 | 713.50 | 686.00 | 60.50 | 60.50 | 61.00 | 59.50 |
| 2019-05-27 | 733.00 | 761.00 | 771.00 | 732.50 | 649.50 | 674.00 | 680.50 | 649.00 | 83.50 | 87.00 | 90.50 | 83.50 |
| 2019-05-24 | 730.00 | 732.00 | 732.50 | 721.00 | 666.00 | 671.50 | 671.50 | 660.00 | 64.00 | 60.50 | 61.00 | 61.00 |
| 2019-05-23 | 728.00 | 728.50 | 735.00 | 723.50 | 666.00 | 668.50 | 673.50 | 661.50 | 62.00 | 60.00 | 61.50 | 62.00 |
| 2019-05-22 | 717.50 | 728.00 | 733.00 | 709.00 | 659.00 | 667.00 | 670.50 | 651.00 | 58.50 | 61.00 | 62.50 | 58.00 |
| 2019-05-21 | 706.00 | 717.00 | 719.50 | 694.00 | 645.00 | 659.00 | 661.00 | 632.50 | 61.00 | 58.00 | 58.50 | 61.50 |
| 2019-05-20 | 707.50 | 711.50 | 715.50 | 701.50 | 651.50 | 652.50 | 657.00 | 642.00 | 56.00 | 59.00 | 58.50 | 59.50 |
| 2019-05-17 | 682.00 | 707.00 | 710.00 | 679.50 | 620.00 | 647.00 | 647.00 | 617.50 | 62.00 | 60.00 | 63.00 | 62.00 |
| 2019-05-16 | 660.00 | 680.50 | 685.00 | 656.50 | 596.50 | 618.00 | 622.00 | 595.00 | 63.50 | 62.50 | 63.00 | 61.50 |
| 2019-05-15 | 645.00 | 660.00 | 660.00 | 641.00 | 580.00 | 598.00 | 599.00 | 580.00 | 65.00 | 62.00 | 61.00 | 61.00 |
| 2019-05-14 | 650.50 | 644.50 | 665.50 | 642.00 | 716.00 | 708.00 | 725.00 | 705.00 | -65.50 | -63.50 | -59.50 | -63.00 |
| 2019-05-13 | 655.00 | 653.50 | 660.00 | 650.00 | 595.50 | 595.00 | 604.00 | 594.00 | 59.50 | 58.50 | 56.00 | 56.00 |
| 2019-05-10 | 641.00 | 655.50 | 657.50 | 637.00 | 699.00 | 717.00 | 718.50 | 697.00 | -58.00 | -61.50 | -61.00 | -60.00 |
| 2019-05-09 | 640.50 | 644.50 | 646.50 | 635.00 | 698.00 | 702.50 | 703.50 | 692.50 | -57.50 | -58.00 | -57.00 | -57.50 |