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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-02-14 | 811.00 | 810.50 | 827.00 | 804.50 | 764.50 | 765.00 | 778.50 | 758.50 | 46.50 | 45.50 | 48.50 | 46.00 |
| 2025-02-13 | 828.00 | 808.00 | 828.00 | 806.00 | 783.00 | 765.00 | 785.00 | 763.00 | 45.00 | 43.00 | 43.00 | 43.00 |
| 2025-02-12 | 812.00 | 828.50 | 829.00 | 811.00 | 775.00 | 785.00 | 786.00 | 770.00 | 37.00 | 43.50 | 43.00 | 41.00 |
| 2025-02-11 | 827.00 | 812.00 | 830.50 | 811.00 | 787.50 | 770.50 | 790.50 | 770.50 | 39.50 | 41.50 | 40.00 | 40.50 |
| 2025-02-10 | 820.00 | 826.50 | 827.00 | 817.00 | 783.00 | 787.50 | 789.00 | 778.00 | 37.00 | 39.00 | 38.00 | 39.00 |
| 2025-02-07 | 818.00 | 817.00 | 825.00 | 815.00 | 784.50 | 781.00 | 788.00 | 778.50 | 33.50 | 36.00 | 37.00 | 36.50 |
| 2025-02-06 | 802.00 | 817.50 | 820.00 | 799.00 | 765.00 | 780.50 | 784.50 | 765.00 | 37.00 | 37.00 | 35.50 | 34.00 |
| 2025-02-05 | 815.00 | 801.00 | 818.00 | 797.00 | 776.00 | 765.00 | 780.00 | 762.50 | 39.00 | 36.00 | 38.00 | 34.50 |
| 2025-01-27 | 806.00 | 810.50 | 815.00 | 801.00 | 772.00 | 773.50 | 779.00 | 766.50 | 34.00 | 37.00 | 36.00 | 34.50 |
| 2025-01-24 | 803.00 | 806.50 | 810.00 | 793.50 | 768.00 | 772.00 | 774.50 | 761.50 | 35.00 | 34.50 | 35.50 | 32.00 |
| 2025-01-23 | 800.50 | 801.50 | 806.50 | 796.00 | 771.50 | 766.50 | 773.50 | 762.00 | 29.00 | 35.00 | 33.00 | 34.00 |
| 2025-01-22 | 804.00 | 800.50 | 804.00 | 794.50 | 775.50 | 770.00 | 776.00 | 763.00 | 28.50 | 30.50 | 28.00 | 31.50 |
| 2025-01-21 | 802.00 | 804.50 | 808.00 | 799.50 | 774.50 | 776.00 | 780.00 | 772.50 | 27.50 | 28.50 | 28.00 | 27.00 |
| 2025-01-20 | 803.00 | 800.50 | 806.50 | 795.50 | 804.00 | 802.50 | 808.50 | 798.00 | -1.00 | -2.00 | -2.00 | -2.50 |
| 2025-01-17 | 797.50 | 803.50 | 807.00 | 793.50 | 775.00 | 779.00 | 782.50 | 771.50 | 22.50 | 24.50 | 24.50 | 22.00 |
| 2025-01-16 | 784.00 | 797.00 | 798.00 | 782.50 | 764.00 | 774.50 | 776.00 | 760.50 | 20.00 | 22.50 | 22.00 | 22.00 |
| 2025-01-15 | 783.00 | 782.50 | 787.50 | 778.00 | 762.50 | 760.00 | 764.50 | 755.50 | 20.50 | 22.50 | 23.00 | 22.50 |
| 2025-01-14 | 768.00 | 783.00 | 786.00 | 764.00 | 746.00 | 759.00 | 762.50 | 742.00 | 22.00 | 24.00 | 23.50 | 22.00 |
| 2025-01-13 | 760.00 | 768.50 | 772.50 | 757.00 | 739.00 | 745.50 | 748.50 | 733.50 | 21.00 | 23.00 | 24.00 | 23.50 |
| 2025-01-10 | 751.50 | 753.50 | 760.50 | 749.00 | 734.50 | 731.00 | 737.50 | 727.50 | 17.00 | 22.50 | 23.00 | 21.50 |
| 2025-01-09 | 746.50 | 754.50 | 759.00 | 743.00 | 726.50 | 733.00 | 737.50 | 723.00 | 20.00 | 21.50 | 21.50 | 20.00 |
| 2025-01-08 | 753.00 | 747.50 | 756.50 | 743.50 | 728.00 | 726.00 | 734.00 | 722.50 | 25.00 | 21.50 | 22.50 | 21.00 |
| 2025-01-07 | 760.00 | 750.00 | 761.00 | 745.50 | 733.50 | 728.00 | 736.50 | 723.50 | 26.50 | 22.00 | 24.50 | 22.00 |
| 2025-01-06 | 766.00 | 751.50 | 769.50 | 751.00 | 738.50 | 729.00 | 744.00 | 728.00 | 27.50 | 22.50 | 25.50 | 23.00 |
| 2025-01-03 | 782.00 | 764.00 | 783.00 | 760.00 | 786.00 | 772.50 | 789.00 | 767.50 | -4.00 | -8.50 | -6.00 | -7.50 |
| 2025-01-02 | 777.00 | 782.00 | 788.00 | 771.00 | 757.00 | 756.50 | 763.00 | 747.00 | 20.00 | 25.50 | 25.00 | 24.00 |
| 2024-12-31 | 778.00 | 779.00 | 782.00 | 773.00 | 752.50 | 755.00 | 757.50 | 749.00 | 25.50 | 24.00 | 24.50 | 24.00 |
| 2024-12-30 | 760.00 | 775.50 | 778.00 | 758.00 | 768.00 | 783.00 | 785.50 | 768.00 | -8.00 | -7.50 | -7.50 | -10.00 |
| 2024-12-27 | 778.00 | 759.50 | 782.00 | 758.00 | 785.00 | 771.00 | 788.00 | 768.50 | -7.00 | -11.50 | -6.00 | -10.50 |
| 2024-12-26 | 779.00 | 776.50 | 787.00 | 774.50 | 780.50 | 785.50 | 794.00 | 780.50 | -1.50 | -9.00 | -7.00 | -6.00 |
| 2024-12-25 | 780.00 | 776.00 | 782.00 | 772.00 | 789.00 | 785.50 | 791.00 | 783.00 | -9.00 | -9.50 | -9.00 | -11.00 |
| 2024-12-24 | 777.00 | 783.00 | 784.00 | 770.00 | 788.00 | 793.00 | 793.00 | 781.00 | -11.00 | -10.00 | -9.00 | -11.00 |
| 2024-12-23 | 769.00 | 780.00 | 783.50 | 762.50 | 780.00 | 790.00 | 794.00 | 776.00 | -11.00 | -10.00 | -10.50 | -13.50 |
| 2024-12-20 | 778.50 | 769.00 | 779.00 | 768.50 | 788.00 | 783.00 | 790.00 | 782.50 | -9.50 | -14.00 | -11.00 | -14.00 |
| 2024-12-19 | 780.00 | 778.50 | 782.50 | 767.50 | 790.50 | 790.00 | 795.50 | 782.50 | -10.50 | -11.50 | -13.00 | -15.00 |
| 2024-12-18 | 796.00 | 778.50 | 797.00 | 776.50 | 806.00 | 792.00 | 808.00 | 790.00 | -10.00 | -13.50 | -11.00 | -13.50 |
| 2024-12-17 | 803.00 | 796.50 | 806.50 | 793.50 | 813.00 | 808.00 | 816.00 | 805.50 | -10.00 | -11.50 | -9.50 | -12.00 |
| 2024-12-16 | 799.00 | 802.50 | 804.50 | 788.00 | 814.00 | 810.50 | 814.00 | 800.00 | -15.00 | -8.00 | -9.50 | -12.00 |
| 2024-12-13 | 806.50 | 797.00 | 807.00 | 792.00 | 816.00 | 809.00 | 816.00 | 803.50 | -9.50 | -12.00 | -9.00 | -11.50 |
| 2024-12-12 | 802.50 | 812.50 | 813.00 | 799.50 | 806.00 | 818.50 | 819.50 | 806.00 | -3.50 | -6.00 | -6.50 | -6.50 |
| 2024-12-11 | 811.00 | 809.50 | 818.00 | 803.00 | 800.50 | 802.00 | 808.50 | 794.50 | 10.50 | 7.50 | 9.50 | 8.50 |
| 2024-12-10 | 820.00 | 817.00 | 833.00 | 812.00 | 803.50 | 803.50 | 819.50 | 798.50 | 16.50 | 13.50 | 13.50 | 13.50 |
| 2024-12-09 | 795.00 | 808.50 | 811.50 | 790.00 | 776.00 | 791.50 | 793.00 | 773.00 | 19.00 | 17.00 | 18.50 | 17.00 |
| 2024-12-06 | 799.50 | 797.50 | 805.50 | 786.50 | 783.00 | 778.50 | 787.00 | 768.50 | 16.50 | 19.00 | 18.50 | 18.00 |
| 2024-12-05 | 811.50 | 800.50 | 815.50 | 796.00 | 794.00 | 782.50 | 797.00 | 776.50 | 17.50 | 18.00 | 18.50 | 19.50 |
| 2024-12-04 | 815.50 | 812.00 | 816.50 | 802.00 | 798.00 | 793.50 | 799.00 | 786.00 | 17.50 | 18.50 | 17.50 | 16.00 |
| 2024-12-03 | 809.00 | 813.50 | 814.50 | 804.50 | 788.00 | 797.00 | 798.00 | 788.00 | 21.00 | 16.50 | 16.50 | 16.50 |
| 2024-12-02 | 800.00 | 806.00 | 810.50 | 792.00 | 783.00 | 788.00 | 793.50 | 778.00 | 17.00 | 18.00 | 17.00 | 14.00 |
| 2024-11-29 | 788.00 | 797.50 | 806.50 | 785.00 | 773.00 | 780.50 | 788.50 | 770.00 | 15.00 | 17.00 | 18.00 | 15.00 |
| 2024-11-28 | 792.00 | 786.50 | 797.50 | 781.50 | 778.00 | 771.50 | 780.50 | 767.00 | 14.00 | 15.00 | 17.00 | 14.50 |
| 2024-11-27 | 787.00 | 792.00 | 795.00 | 776.50 | 770.00 | 776.00 | 779.00 | 765.00 | 17.00 | 16.00 | 16.00 | 11.50 |
| 2024-11-26 | 781.50 | 783.00 | 789.50 | 779.00 | 770.00 | 769.50 | 777.00 | 767.00 | 11.50 | 13.50 | 12.50 | 12.00 |
| 2024-11-25 | 768.00 | 781.50 | 791.00 | 768.00 | 757.00 | 768.50 | 778.00 | 757.00 | 11.00 | 13.00 | 13.00 | 11.00 |
| 2024-11-22 | 779.50 | 769.00 | 783.50 | 765.00 | 772.00 | 759.00 | 773.00 | 755.50 | 7.50 | 10.00 | 10.50 | 9.50 |
| 2024-11-21 | 774.50 | 777.50 | 782.50 | 771.50 | 764.50 | 769.00 | 772.50 | 761.50 | 10.00 | 8.50 | 10.00 | 10.00 |
| 2024-11-20 | 775.00 | 774.50 | 778.50 | 768.00 | 764.00 | 763.00 | 766.50 | 757.50 | 11.00 | 11.50 | 12.00 | 10.50 |
| 2024-11-19 | 761.50 | 776.00 | 779.50 | 754.00 | 751.00 | 763.00 | 767.50 | 745.50 | 10.50 | 13.00 | 12.00 | 8.50 |
| 2024-11-18 | 740.50 | 761.00 | 767.50 | 734.00 | 734.50 | 752.00 | 757.50 | 728.50 | 6.00 | 9.00 | 10.00 | 5.50 |
| 2024-11-15 | 756.00 | 736.00 | 760.00 | 735.00 | 750.00 | 730.00 | 754.00 | 729.50 | 6.00 | 6.00 | 6.00 | 5.50 |
| 2024-11-14 | 765.00 | 756.00 | 768.50 | 751.50 | 756.00 | 750.00 | 761.50 | 745.50 | 9.00 | 6.00 | 7.00 | 6.00 |
| 2024-11-13 | 770.00 | 762.50 | 773.50 | 760.00 | 755.00 | 755.00 | 766.50 | 754.00 | 15.00 | 7.50 | 7.00 | 6.00 |
| 2024-11-12 | 764.50 | 766.00 | 771.00 | 757.50 | 757.00 | 760.00 | 765.00 | 751.50 | 7.50 | 6.00 | 6.00 | 6.00 |
| 2024-11-11 | 772.00 | 762.00 | 779.50 | 754.00 | 765.00 | 755.50 | 773.00 | 748.00 | 7.00 | 6.50 | 6.50 | 6.00 |
| 2024-11-08 | 799.00 | 776.00 | 801.00 | 770.00 | 788.00 | 768.50 | 791.50 | 764.00 | 11.00 | 7.50 | 9.50 | 6.00 |
| 2024-11-07 | 780.00 | 799.50 | 800.00 | 775.00 | 765.00 | 789.50 | 790.00 | 765.00 | 15.00 | 10.00 | 10.00 | 10.00 |
| 2024-11-06 | 795.50 | 781.50 | 796.00 | 770.00 | 788.00 | 773.00 | 788.00 | 761.00 | 7.50 | 8.50 | 8.00 | 9.00 |
| 2024-11-05 | 781.00 | 791.00 | 798.00 | 776.50 | 772.00 | 782.00 | 789.00 | 768.00 | 9.00 | 9.00 | 9.00 | 8.50 |
| 2024-11-04 | 774.00 | 779.00 | 784.00 | 760.50 | 764.00 | 770.00 | 774.00 | 752.00 | 10.00 | 9.00 | 10.00 | 8.50 |
| 2024-11-01 | 782.50 | 770.50 | 783.00 | 764.50 | 771.50 | 762.00 | 773.00 | 756.50 | 11.00 | 8.50 | 10.00 | 8.00 |
| 2024-10-31 | 786.50 | 781.50 | 789.50 | 775.00 | 774.50 | 772.50 | 779.50 | 765.00 | 12.00 | 9.00 | 10.00 | 10.00 |
| 2024-10-30 | 789.00 | 785.50 | 795.00 | 772.00 | 773.00 | 775.00 | 783.00 | 761.50 | 16.00 | 10.50 | 12.00 | 10.50 |
| 2024-10-29 | 786.50 | 777.50 | 791.00 | 775.00 | 775.00 | 766.50 | 779.00 | 763.50 | 11.50 | 11.00 | 12.00 | 11.50 |
| 2024-10-28 | 770.00 | 783.50 | 793.00 | 768.50 | 765.00 | 772.00 | 781.50 | 759.50 | 5.00 | 11.50 | 11.50 | 9.00 |
| 2024-10-25 | 755.00 | 769.50 | 774.00 | 753.00 | 748.00 | 760.00 | 764.00 | 743.50 | 7.00 | 9.50 | 10.00 | 9.50 |
| 2024-10-24 | 746.00 | 755.00 | 760.00 | 739.50 | 740.50 | 745.50 | 749.00 | 731.50 | 5.50 | 9.50 | 11.00 | 8.00 |
| 2024-10-23 | 762.00 | 746.00 | 769.00 | 741.50 | 752.00 | 736.50 | 757.00 | 733.00 | 10.00 | 9.50 | 12.00 | 8.50 |
| 2024-10-22 | 767.50 | 762.00 | 771.50 | 752.00 | 761.00 | 750.50 | 761.00 | 742.00 | 6.50 | 11.50 | 10.50 | 10.00 |
| 2024-10-21 | 762.00 | 769.50 | 775.00 | 756.00 | 752.00 | 760.00 | 765.00 | 747.50 | 10.00 | 9.50 | 10.00 | 8.50 |
| 2024-10-18 | 752.50 | 760.50 | 774.00 | 748.50 | 740.00 | 752.50 | 764.00 | 738.50 | 12.50 | 8.00 | 10.00 | 10.00 |
| 2024-10-17 | 785.00 | 746.00 | 798.00 | 746.00 | 772.00 | 737.00 | 786.50 | 737.00 | 13.00 | 9.00 | 11.50 | 9.00 |
| 2024-10-16 | 796.00 | 782.50 | 805.00 | 781.00 | 784.50 | 772.00 | 793.50 | 771.00 | 11.50 | 10.50 | 11.50 | 10.00 |
| 2024-10-15 | 799.00 | 791.50 | 806.00 | 788.00 | 786.00 | 779.50 | 794.00 | 777.50 | 13.00 | 12.00 | 12.00 | 10.50 |
| 2024-10-14 | 786.00 | 800.50 | 811.00 | 772.00 | 778.00 | 788.50 | 799.00 | 762.00 | 8.00 | 12.00 | 12.00 | 10.00 |
| 2024-10-11 | 776.00 | 789.00 | 795.00 | 775.50 | 769.00 | 778.50 | 782.50 | 764.50 | 7.00 | 10.50 | 12.50 | 11.00 |
| 2024-10-10 | 776.50 | 775.50 | 796.50 | 762.50 | 762.00 | 764.00 | 783.50 | 751.00 | 14.50 | 11.50 | 13.00 | 11.50 |
| 2024-10-09 | 782.50 | 777.50 | 797.50 | 772.50 | 767.00 | 767.50 | 785.50 | 761.00 | 15.50 | 10.00 | 12.00 | 11.50 |
| 2024-10-08 | 840.00 | 783.50 | 844.50 | 775.50 | 820.50 | 769.00 | 829.50 | 761.50 | 19.50 | 14.50 | 15.00 | 14.00 |
| 2024-09-30 | 751.00 | 821.50 | 835.00 | 746.00 | 738.00 | 808.00 | 820.00 | 733.50 | 13.00 | 13.50 | 15.00 | 12.50 |
| 2024-09-27 | 735.00 | 750.00 | 753.50 | 732.00 | 722.00 | 736.50 | 741.50 | 720.00 | 13.00 | 13.50 | 12.00 | 12.00 |
| 2024-09-26 | 705.00 | 728.00 | 730.00 | 705.00 | 696.00 | 715.50 | 717.00 | 693.50 | 9.00 | 12.50 | 13.00 | 11.50 |
| 2024-09-25 | 704.00 | 709.00 | 730.50 | 702.50 | 690.00 | 695.50 | 718.00 | 689.50 | 14.00 | 13.50 | 12.50 | 13.00 |
| 2024-09-24 | 658.00 | 699.50 | 701.50 | 657.50 | 651.00 | 686.00 | 688.50 | 650.00 | 7.00 | 13.50 | 13.00 | 7.50 |
| 2024-09-23 | 680.00 | 658.50 | 681.50 | 658.00 | 670.00 | 650.00 | 670.50 | 650.00 | 10.00 | 8.50 | 11.00 | 8.00 |
| 2024-09-20 | 692.00 | 680.00 | 703.00 | 676.50 | 678.50 | 669.00 | 692.00 | 664.50 | 13.50 | 11.00 | 11.00 | 12.00 |
| 2024-09-19 | 675.00 | 693.00 | 694.50 | 660.50 | 667.50 | 680.00 | 680.50 | 651.00 | 7.50 | 13.00 | 14.00 | 9.50 |
| 2024-09-18 | 696.00 | 675.00 | 703.50 | 670.00 | 689.50 | 663.00 | 690.50 | 659.00 | 6.50 | 12.00 | 13.00 | 11.00 |
| 2024-09-13 | 707.00 | 694.00 | 712.50 | 691.00 | 694.00 | 681.50 | 699.00 | 678.50 | 13.00 | 12.50 | 13.50 | 12.50 |
| 2024-09-12 | 696.00 | 707.00 | 709.00 | 684.00 | 685.00 | 693.00 | 696.00 | 673.00 | 11.00 | 14.00 | 13.00 | 11.00 |
| 2024-09-11 | 675.00 | 694.00 | 695.00 | 665.50 | 669.00 | 683.00 | 684.00 | 656.50 | 6.00 | 11.00 | 11.00 | 9.00 |
| 2024-09-10 | 689.00 | 675.00 | 696.00 | 674.50 | 675.00 | 664.50 | 684.50 | 664.00 | 14.00 | 10.50 | 11.50 | 10.50 |