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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-07-11 | 762.00 | 764.00 | 770.00 | 761.00 | 735.00 | 736.50 | 742.50 | 734.00 | 27.00 | 27.50 | 27.50 | 27.00 |
| 2025-07-10 | 736.00 | 763.50 | 766.00 | 735.00 | 710.00 | 735.50 | 738.00 | 709.00 | 26.00 | 28.00 | 28.00 | 26.00 |
| 2025-07-09 | 731.50 | 736.50 | 740.50 | 731.50 | 707.00 | 710.00 | 714.00 | 707.00 | 24.50 | 26.50 | 26.50 | 24.50 |
| 2025-07-08 | 731.00 | 733.00 | 736.00 | 727.50 | 708.00 | 707.00 | 709.00 | 701.50 | 23.00 | 26.00 | 27.00 | 26.00 |
| 2025-07-07 | 732.00 | 731.00 | 739.00 | 727.50 | 705.00 | 704.00 | 713.00 | 702.00 | 27.00 | 27.00 | 26.00 | 25.50 |
| 2025-07-04 | 731.00 | 732.50 | 741.00 | 731.00 | 708.50 | 707.00 | 715.50 | 706.00 | 22.50 | 25.50 | 25.50 | 25.00 |
| 2025-07-03 | 724.50 | 733.00 | 736.50 | 721.50 | 701.00 | 707.00 | 710.50 | 696.00 | 23.50 | 26.00 | 26.00 | 25.50 |
| 2025-07-02 | 708.00 | 722.50 | 724.50 | 707.50 | 683.50 | 696.50 | 698.50 | 683.00 | 24.50 | 26.00 | 26.00 | 24.50 |
| 2025-07-01 | 715.00 | 708.50 | 716.00 | 706.00 | 688.00 | 685.00 | 692.00 | 682.50 | 27.00 | 23.50 | 24.00 | 23.50 |
| 2025-06-30 | 718.50 | 715.50 | 723.50 | 714.00 | 692.00 | 690.00 | 697.50 | 688.00 | 26.50 | 25.50 | 26.00 | 26.00 |
| 2025-06-27 | 707.00 | 716.50 | 719.50 | 706.00 | 681.00 | 689.50 | 693.00 | 680.00 | 26.00 | 27.00 | 26.50 | 26.00 |
| 2025-06-26 | 702.50 | 705.50 | 707.50 | 698.00 | 675.50 | 679.50 | 682.00 | 673.00 | 27.00 | 26.00 | 25.50 | 25.00 |
| 2025-06-25 | 701.00 | 702.50 | 704.50 | 698.00 | 675.50 | 676.50 | 679.00 | 672.00 | 25.50 | 26.00 | 25.50 | 26.00 |
| 2025-06-24 | 705.50 | 703.00 | 710.00 | 702.00 | 679.00 | 676.50 | 682.50 | 675.50 | 26.50 | 26.50 | 27.50 | 26.50 |
| 2025-06-23 | 703.00 | 706.00 | 709.50 | 702.00 | 675.50 | 678.00 | 680.00 | 673.50 | 27.50 | 28.00 | 29.50 | 28.50 |
| 2025-06-20 | 698.50 | 703.00 | 708.00 | 696.50 | 672.00 | 674.00 | 680.00 | 671.00 | 26.50 | 29.00 | 28.00 | 25.50 |
| 2025-06-19 | 696.50 | 698.00 | 703.00 | 691.50 | 671.00 | 672.00 | 676.50 | 665.50 | 25.50 | 26.00 | 26.50 | 26.00 |
| 2025-06-18 | 698.00 | 695.50 | 701.50 | 690.50 | 670.50 | 670.50 | 673.50 | 666.00 | 27.50 | 25.00 | 28.00 | 24.50 |
| 2025-06-17 | 702.50 | 699.00 | 704.00 | 695.50 | 673.00 | 670.00 | 674.50 | 667.50 | 29.50 | 29.00 | 29.50 | 28.00 |
| 2025-06-16 | 700.00 | 704.50 | 707.50 | 689.50 | 671.00 | 675.00 | 677.50 | 661.50 | 29.00 | 29.50 | 30.00 | 28.00 |
| 2025-06-13 | 705.00 | 703.00 | 710.50 | 698.00 | 671.50 | 672.50 | 680.00 | 667.50 | 33.50 | 30.50 | 30.50 | 30.50 |
| 2025-06-12 | 706.00 | 704.00 | 707.50 | 701.00 | 676.00 | 671.00 | 676.00 | 668.50 | 30.00 | 33.00 | 31.50 | 32.50 |
| 2025-06-11 | 700.00 | 707.00 | 711.00 | 699.00 | 664.00 | 674.00 | 676.00 | 664.00 | 36.00 | 33.00 | 35.00 | 35.00 |
| 2025-06-10 | 705.00 | 698.50 | 705.00 | 697.00 | 666.50 | 663.50 | 668.00 | 661.50 | 38.50 | 35.00 | 37.00 | 35.50 |
| 2025-06-09 | 707.00 | 703.00 | 709.00 | 700.50 | 673.50 | 666.50 | 673.50 | 665.00 | 33.50 | 36.50 | 35.50 | 35.50 |
| 2025-06-06 | 704.00 | 707.50 | 713.50 | 703.00 | 668.00 | 671.50 | 676.00 | 666.50 | 36.00 | 36.00 | 37.50 | 36.50 |
| 2025-06-05 | 704.50 | 701.00 | 708.50 | 695.00 | 667.00 | 665.00 | 671.00 | 660.00 | 37.50 | 36.00 | 37.50 | 35.00 |
| 2025-06-04 | 697.50 | 704.50 | 708.00 | 695.00 | 658.00 | 666.00 | 670.00 | 657.00 | 39.50 | 38.50 | 38.00 | 38.00 |
| 2025-06-03 | 698.00 | 695.50 | 699.00 | 690.50 | 660.00 | 658.50 | 664.00 | 655.00 | 38.00 | 37.00 | 35.00 | 35.50 |
| 2025-05-30 | 708.50 | 702.00 | 709.50 | 697.50 | 672.00 | 666.50 | 672.50 | 662.50 | 36.50 | 35.50 | 37.00 | 35.00 |
| 2025-05-29 | 699.50 | 707.00 | 712.50 | 698.00 | 664.50 | 670.00 | 676.00 | 663.00 | 35.00 | 37.00 | 36.50 | 35.00 |
| 2025-05-28 | 699.00 | 698.50 | 702.50 | 695.00 | 665.00 | 664.00 | 668.00 | 660.50 | 34.00 | 34.50 | 34.50 | 34.50 |
| 2025-05-27 | 706.00 | 698.50 | 706.50 | 693.50 | 672.00 | 664.00 | 672.50 | 660.50 | 34.00 | 34.50 | 34.00 | 33.00 |
| 2025-05-26 | 714.00 | 706.50 | 719.50 | 704.00 | 681.00 | 671.50 | 683.50 | 669.50 | 33.00 | 35.00 | 36.00 | 34.50 |
| 2025-05-23 | 725.00 | 718.00 | 728.00 | 717.00 | 690.00 | 682.50 | 692.50 | 681.50 | 35.00 | 35.50 | 35.50 | 35.50 |
| 2025-05-22 | 727.00 | 727.00 | 732.00 | 723.50 | 770.00 | 771.00 | 776.00 | 768.50 | -43.00 | -44.00 | -44.00 | -45.00 |
| 2025-05-21 | 725.50 | 728.50 | 730.50 | 722.50 | 687.00 | 693.00 | 695.50 | 686.50 | 38.50 | 35.50 | 35.00 | 36.00 |
| 2025-05-20 | 722.50 | 725.00 | 727.00 | 719.00 | 689.00 | 688.50 | 690.00 | 683.50 | 33.50 | 36.50 | 37.00 | 35.50 |
| 2025-05-19 | 725.50 | 722.50 | 729.50 | 720.00 | 690.00 | 687.00 | 693.00 | 684.50 | 35.50 | 35.50 | 36.50 | 35.50 |
| 2025-05-16 | 735.50 | 728.00 | 735.50 | 724.50 | 696.50 | 691.50 | 696.50 | 688.00 | 39.00 | 36.50 | 39.00 | 36.50 |
| 2025-05-15 | 735.50 | 736.50 | 738.50 | 731.50 | 699.00 | 698.00 | 701.50 | 694.50 | 36.50 | 38.50 | 37.00 | 37.00 |
| 2025-05-14 | 715.50 | 737.00 | 737.50 | 713.50 | 685.50 | 699.50 | 700.00 | 681.00 | 30.00 | 37.50 | 37.50 | 32.50 |
| 2025-05-13 | 722.00 | 714.50 | 727.00 | 712.00 | 690.50 | 684.50 | 694.00 | 682.50 | 31.50 | 30.00 | 33.00 | 29.50 |
| 2025-05-12 | 697.00 | 718.50 | 719.00 | 693.00 | 669.00 | 687.00 | 687.50 | 667.00 | 28.00 | 31.50 | 31.50 | 26.00 |
| 2025-05-09 | 694.00 | 696.00 | 701.00 | 692.00 | 670.00 | 670.00 | 674.50 | 666.00 | 24.00 | 26.00 | 26.50 | 26.00 |
| 2025-05-08 | 709.00 | 693.50 | 710.00 | 691.00 | 683.00 | 668.00 | 683.00 | 665.50 | 26.00 | 25.50 | 27.00 | 25.50 |
| 2025-05-07 | 707.50 | 708.00 | 726.00 | 703.00 | 679.50 | 681.00 | 699.50 | 677.00 | 28.00 | 27.00 | 26.50 | 26.00 |
| 2025-05-06 | 704.00 | 704.50 | 712.00 | 696.00 | 680.00 | 679.50 | 686.50 | 671.50 | 24.00 | 25.00 | 25.50 | 24.50 |
| 2025-04-30 | 709.00 | 703.50 | 710.00 | 699.50 | 684.50 | 679.00 | 685.00 | 675.00 | 24.50 | 24.50 | 25.00 | 24.50 |
| 2025-04-29 | 711.00 | 709.00 | 714.00 | 705.50 | 685.50 | 684.50 | 688.50 | 680.50 | 25.50 | 24.50 | 25.50 | 25.00 |
| 2025-04-28 | 708.00 | 710.50 | 714.00 | 700.50 | 683.50 | 684.00 | 687.00 | 676.00 | 24.50 | 26.50 | 27.00 | 24.50 |
| 2025-04-25 | 724.00 | 709.00 | 724.50 | 706.00 | 769.00 | 760.50 | 771.00 | 757.00 | -45.00 | -51.50 | -46.50 | -51.00 |
| 2025-04-24 | 728.50 | 720.50 | 730.00 | 715.50 | 779.00 | 768.00 | 779.00 | 764.00 | -50.50 | -47.50 | -49.00 | -48.50 |
| 2025-04-23 | 711.00 | 727.50 | 731.00 | 708.50 | 763.00 | 776.00 | 780.00 | 762.00 | -52.00 | -48.50 | -49.00 | -53.50 |
| 2025-04-22 | 717.50 | 711.00 | 718.00 | 706.50 | 768.00 | 765.50 | 771.00 | 762.00 | -50.50 | -54.50 | -53.00 | -55.50 |
| 2025-04-21 | 702.50 | 715.50 | 718.00 | 698.50 | 755.00 | 769.00 | 771.00 | 752.00 | -52.50 | -53.50 | -53.00 | -53.50 |
| 2025-04-18 | 707.00 | 699.00 | 714.50 | 698.00 | 759.50 | 751.50 | 766.00 | 750.50 | -52.50 | -52.50 | -51.50 | -52.50 |
| 2025-04-17 | 710.00 | 707.00 | 718.00 | 704.50 | 766.00 | 760.50 | 771.50 | 758.00 | -56.00 | -53.50 | -53.50 | -53.50 |
| 2025-04-16 | 713.00 | 708.00 | 714.00 | 702.00 | 766.00 | 762.00 | 768.00 | 756.50 | -53.00 | -54.00 | -54.00 | -54.50 |
| 2025-04-15 | 707.50 | 713.00 | 714.00 | 704.00 | 762.50 | 766.00 | 769.00 | 758.00 | -55.00 | -53.00 | -55.00 | -54.00 |
| 2025-04-14 | 707.00 | 706.00 | 711.50 | 701.50 | 756.00 | 759.00 | 761.50 | 753.00 | -49.00 | -53.00 | -50.00 | -51.50 |
| 2025-04-11 | 709.00 | 708.00 | 715.00 | 692.50 | 760.00 | 756.00 | 762.50 | 742.00 | -51.00 | -48.00 | -47.50 | -49.50 |
| 2025-04-10 | 685.00 | 707.00 | 715.50 | 684.50 | 733.50 | 754.50 | 762.00 | 729.50 | -48.50 | -47.50 | -46.50 | -45.00 |
| 2025-04-09 | 693.00 | 689.00 | 698.00 | 670.50 | 745.00 | 732.00 | 745.00 | 711.50 | -52.00 | -43.00 | -47.00 | -41.00 |
| 2025-04-08 | 723.50 | 693.00 | 729.50 | 688.00 | 762.50 | 738.50 | 772.00 | 735.50 | -39.00 | -45.50 | -42.50 | -47.50 |
| 2025-04-07 | 758.50 | 762.50 | 774.50 | 754.00 | 716.00 | 720.00 | 728.00 | 710.00 | 42.50 | 42.50 | 46.50 | 44.00 |
| 2025-04-03 | 795.00 | 788.50 | 795.50 | 781.00 | 747.50 | 743.50 | 751.00 | 737.00 | 47.50 | 45.00 | 44.50 | 44.00 |
| 2025-04-02 | 790.00 | 791.50 | 796.00 | 786.00 | 748.50 | 747.50 | 754.00 | 743.00 | 41.50 | 44.00 | 42.00 | 43.00 |
| 2025-04-01 | 775.00 | 792.00 | 797.00 | 770.00 | 734.00 | 747.50 | 754.00 | 728.50 | 41.00 | 44.50 | 43.00 | 41.50 |
| 2025-03-31 | 789.00 | 773.00 | 789.00 | 771.00 | 748.50 | 732.00 | 749.50 | 730.50 | 40.50 | 41.00 | 39.50 | 40.50 |
| 2025-03-28 | 791.00 | 785.50 | 792.00 | 780.50 | 749.00 | 747.00 | 749.50 | 740.50 | 42.00 | 38.50 | 42.50 | 40.00 |
| 2025-03-27 | 782.00 | 789.00 | 792.00 | 778.50 | 741.00 | 748.00 | 749.00 | 738.50 | 41.00 | 41.00 | 43.00 | 40.00 |
| 2025-03-26 | 776.00 | 780.00 | 784.50 | 774.50 | 735.00 | 738.50 | 742.00 | 733.00 | 41.00 | 41.50 | 42.50 | 41.50 |
| 2025-03-25 | 779.50 | 776.00 | 785.50 | 772.00 | 738.50 | 735.50 | 742.00 | 732.00 | 41.00 | 40.50 | 43.50 | 40.00 |
| 2025-03-24 | 760.00 | 779.50 | 780.50 | 756.00 | 720.50 | 738.50 | 740.00 | 717.50 | 39.50 | 41.00 | 40.50 | 38.50 |
| 2025-03-21 | 765.00 | 757.50 | 772.00 | 753.50 | 728.00 | 719.50 | 732.50 | 716.50 | 37.00 | 38.00 | 39.50 | 37.00 |
| 2025-03-20 | 761.50 | 762.00 | 764.00 | 755.00 | 725.50 | 724.50 | 728.50 | 718.00 | 36.00 | 37.50 | 35.50 | 37.00 |
| 2025-03-19 | 778.50 | 760.00 | 779.00 | 757.50 | 737.00 | 725.00 | 737.00 | 721.50 | 41.50 | 35.00 | 42.00 | 36.00 |
| 2025-03-18 | 779.00 | 777.00 | 781.50 | 772.50 | 735.50 | 735.50 | 741.00 | 731.50 | 43.50 | 41.50 | 40.50 | 41.00 |
| 2025-03-17 | 793.50 | 778.50 | 794.00 | 774.50 | 748.50 | 737.00 | 749.00 | 731.50 | 45.00 | 41.50 | 45.00 | 43.00 |
| 2025-03-14 | 781.00 | 794.00 | 796.00 | 778.50 | 740.50 | 749.00 | 751.00 | 735.50 | 40.50 | 45.00 | 45.00 | 43.00 |
| 2025-03-13 | 773.00 | 780.00 | 783.00 | 770.50 | 731.00 | 737.50 | 740.00 | 729.50 | 42.00 | 42.50 | 43.00 | 41.00 |
| 2025-03-12 | 777.00 | 769.50 | 785.00 | 762.50 | 736.00 | 729.50 | 743.50 | 723.50 | 41.00 | 40.00 | 41.50 | 39.00 |
| 2025-03-11 | 771.00 | 774.50 | 779.00 | 764.00 | 734.00 | 733.50 | 739.00 | 726.00 | 37.00 | 41.00 | 40.00 | 38.00 |
| 2025-03-10 | 775.00 | 769.00 | 785.00 | 766.00 | 735.00 | 731.50 | 745.50 | 727.50 | 40.00 | 37.50 | 39.50 | 38.50 |
| 2025-03-07 | 775.00 | 774.00 | 779.00 | 768.50 | 737.00 | 734.50 | 741.00 | 730.50 | 38.00 | 39.50 | 38.00 | 38.00 |
| 2025-03-06 | 771.00 | 773.00 | 782.50 | 763.00 | 736.00 | 736.00 | 745.50 | 726.00 | 35.00 | 37.00 | 37.00 | 37.00 |
| 2025-03-05 | 783.00 | 771.00 | 785.50 | 767.50 | 741.00 | 736.00 | 747.00 | 732.50 | 42.00 | 35.00 | 38.50 | 35.00 |
| 2025-03-04 | 782.00 | 781.00 | 787.00 | 776.00 | 743.50 | 741.00 | 747.00 | 736.50 | 38.50 | 40.00 | 40.00 | 39.50 |
| 2025-03-03 | 796.00 | 779.50 | 801.50 | 777.50 | 754.00 | 739.50 | 759.50 | 738.50 | 42.00 | 40.00 | 42.00 | 39.00 |
| 2025-02-28 | 805.50 | 799.50 | 809.50 | 795.50 | 765.00 | 760.00 | 769.50 | 754.50 | 40.50 | 39.50 | 40.00 | 41.00 |
| 2025-02-27 | 812.00 | 805.00 | 814.50 | 798.00 | 776.00 | 765.50 | 778.50 | 759.50 | 36.00 | 39.50 | 36.00 | 38.50 |
| 2025-02-26 | 813.50 | 812.00 | 819.00 | 803.00 | 776.50 | 775.50 | 783.50 | 768.00 | 37.00 | 36.50 | 35.50 | 35.00 |
| 2025-02-25 | 832.50 | 813.00 | 834.00 | 810.50 | 795.00 | 776.00 | 795.50 | 773.50 | 37.50 | 37.00 | 38.50 | 37.00 |
| 2025-02-24 | 832.00 | 832.50 | 836.50 | 825.50 | 790.00 | 794.50 | 796.50 | 788.00 | 42.00 | 38.00 | 40.00 | 37.50 |
| 2025-02-21 | 836.50 | 838.50 | 844.00 | 835.50 | 796.50 | 798.00 | 802.50 | 794.50 | 40.00 | 40.50 | 41.50 | 41.00 |
| 2025-02-20 | 820.50 | 837.00 | 838.50 | 815.50 | 781.50 | 796.50 | 797.50 | 776.50 | 39.00 | 40.50 | 41.00 | 39.00 |
| 2025-02-19 | 817.00 | 820.50 | 823.50 | 815.00 | 776.00 | 782.00 | 784.00 | 774.50 | 41.00 | 38.50 | 39.50 | 40.50 |
| 2025-02-18 | 806.50 | 818.00 | 819.00 | 798.00 | 768.00 | 776.50 | 777.00 | 759.50 | 38.50 | 41.50 | 42.00 | 38.50 |
| 2025-02-17 | 808.00 | 806.50 | 808.50 | 790.00 | 763.00 | 768.00 | 769.00 | 751.00 | 45.00 | 38.50 | 39.50 | 39.00 |