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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 687.00 | 685.00 | 691.00 | 662.00 | 700.00 | 699.00 | 704.50 | 670.00 | -13.00 | -14.00 | -13.50 | -8.00 |
| 2024-09-06 | 683.00 | 684.00 | 694.50 | 668.00 | 672.00 | 672.00 | 683.50 | 658.50 | 11.00 | 12.00 | 11.00 | 9.50 |
| 2024-09-05 | 693.50 | 678.50 | 697.50 | 673.00 | 702.00 | 690.00 | 710.00 | 685.00 | -8.50 | -11.50 | -12.50 | -12.00 |
| 2024-09-04 | 700.00 | 689.50 | 706.50 | 688.50 | 690.00 | 678.50 | 694.50 | 677.00 | 10.00 | 11.00 | 12.00 | 11.50 |
| 2024-09-03 | 723.00 | 703.50 | 725.00 | 700.00 | 736.00 | 716.50 | 737.00 | 713.00 | -13.00 | -13.00 | -12.00 | -13.00 |
| 2024-09-02 | 754.00 | 723.50 | 755.50 | 721.50 | 736.00 | 710.00 | 742.00 | 708.50 | 18.00 | 13.50 | 13.50 | 13.00 |
| 2024-08-30 | 760.00 | 754.00 | 767.50 | 747.50 | 742.50 | 738.00 | 750.00 | 732.50 | 17.50 | 16.00 | 17.50 | 15.00 |
| 2024-08-29 | 751.00 | 760.00 | 766.00 | 749.50 | 736.50 | 744.50 | 751.00 | 734.50 | 14.50 | 15.50 | 15.00 | 15.00 |
| 2024-08-28 | 759.50 | 754.50 | 764.00 | 749.50 | 742.00 | 739.50 | 749.00 | 735.00 | 17.50 | 15.00 | 15.00 | 14.50 |
| 2024-08-27 | 750.00 | 758.00 | 764.50 | 747.50 | 737.00 | 742.50 | 750.00 | 733.50 | 13.00 | 15.50 | 14.50 | 14.00 |
| 2024-08-26 | 719.50 | 750.50 | 751.00 | 714.00 | 708.00 | 737.50 | 738.00 | 704.50 | 11.50 | 13.00 | 13.00 | 9.50 |
| 2024-08-23 | 728.00 | 719.50 | 732.00 | 719.00 | 715.00 | 709.00 | 721.50 | 708.50 | 13.00 | 10.50 | 10.50 | 10.50 |
| 2024-08-22 | 740.50 | 730.00 | 747.00 | 727.00 | 730.00 | 719.50 | 736.50 | 717.00 | 10.50 | 10.50 | 10.50 | 10.00 |
| 2024-08-21 | 718.00 | 742.00 | 744.00 | 716.50 | 708.00 | 731.50 | 733.00 | 708.00 | 10.00 | 10.50 | 11.00 | 8.50 |
| 2024-08-20 | 713.50 | 710.50 | 717.50 | 701.00 | 722.50 | 721.50 | 730.50 | 712.50 | -9.00 | -11.00 | -13.00 | -11.50 |
| 2024-08-19 | 694.00 | 712.00 | 714.50 | 688.50 | 706.00 | 722.50 | 727.50 | 700.00 | -12.00 | -10.50 | -13.00 | -11.50 |
| 2024-08-16 | 705.00 | 697.00 | 719.50 | 696.50 | 721.00 | 712.00 | 735.50 | 711.00 | -16.00 | -15.00 | -16.00 | -14.50 |
| 2024-08-15 | 712.50 | 703.50 | 716.00 | 691.00 | 738.00 | 720.00 | 743.50 | 711.00 | -25.50 | -16.50 | -27.50 | -20.00 |
| 2024-08-14 | 730.00 | 713.00 | 732.50 | 706.50 | 757.00 | 740.00 | 760.00 | 733.00 | -27.00 | -27.00 | -27.50 | -26.50 |
| 2024-08-13 | 735.00 | 734.50 | 751.50 | 727.50 | 757.50 | 762.50 | 777.50 | 755.00 | -22.50 | -28.00 | -26.00 | -27.50 |
| 2024-08-12 | 745.00 | 734.00 | 747.50 | 725.50 | 766.50 | 760.50 | 771.50 | 753.00 | -21.50 | -26.50 | -24.00 | -27.50 |
| 2024-08-09 | 732.50 | 741.50 | 756.00 | 730.50 | 760.00 | 766.50 | 780.00 | 755.00 | -27.50 | -25.00 | -24.00 | -24.50 |
| 2024-08-08 | 750.50 | 729.50 | 752.50 | 727.00 | 770.50 | 753.50 | 774.50 | 752.00 | -20.00 | -24.00 | -22.00 | -25.00 |
| 2024-08-07 | 765.00 | 749.00 | 767.00 | 746.00 | 786.00 | 773.00 | 787.00 | 771.00 | -21.00 | -24.00 | -20.00 | -25.00 |
| 2024-08-06 | 770.00 | 763.00 | 781.00 | 755.50 | 788.50 | 783.50 | 798.50 | 777.00 | -18.50 | -20.50 | -17.50 | -21.50 |
| 2024-08-05 | 773.00 | 776.50 | 788.50 | 759.50 | 790.00 | 793.50 | 804.50 | 777.50 | -17.00 | -17.00 | -16.00 | -18.00 |
| 2024-08-02 | 763.50 | 779.00 | 779.00 | 748.00 | 780.00 | 795.00 | 796.00 | 767.50 | -16.50 | -16.00 | -17.00 | -19.50 |
| 2024-08-01 | 755.00 | 767.00 | 774.00 | 751.00 | 774.00 | 783.50 | 790.50 | 770.50 | -19.00 | -16.50 | -16.50 | -19.50 |
| 2024-07-31 | 756.00 | 768.00 | 780.00 | 750.50 | 737.00 | 749.00 | 762.50 | 732.00 | 19.00 | 19.00 | 17.50 | 18.50 |
| 2024-07-30 | 782.00 | 756.00 | 787.50 | 752.00 | 766.00 | 737.50 | 769.50 | 732.00 | 16.00 | 18.50 | 18.00 | 20.00 |
| 2024-07-29 | 779.00 | 780.50 | 784.50 | 769.50 | 766.00 | 763.00 | 770.00 | 752.00 | 13.00 | 17.50 | 14.50 | 17.50 |
| 2024-07-26 | 764.00 | 779.00 | 790.00 | 764.00 | 748.00 | 765.00 | 776.00 | 747.00 | 16.00 | 14.00 | 14.00 | 17.00 |
| 2024-07-25 | 775.50 | 764.50 | 778.00 | 761.50 | 760.00 | 748.00 | 760.00 | 743.50 | 15.50 | 16.50 | 18.00 | 18.00 |
| 2024-07-24 | 779.00 | 775.50 | 782.50 | 771.50 | 755.50 | 756.50 | 764.50 | 753.50 | 23.50 | 19.00 | 18.00 | 18.00 |
| 2024-07-23 | 797.00 | 774.50 | 802.00 | 773.00 | 775.00 | 755.50 | 781.00 | 754.00 | 22.00 | 19.00 | 21.00 | 19.00 |
| 2024-07-22 | 803.50 | 798.50 | 809.50 | 793.50 | 785.50 | 776.50 | 787.50 | 772.00 | 18.00 | 22.00 | 22.00 | 21.50 |
| 2024-07-19 | 807.50 | 804.50 | 809.00 | 792.50 | 787.50 | 783.50 | 788.50 | 769.00 | 20.00 | 21.00 | 20.50 | 23.50 |
| 2024-07-18 | 807.00 | 811.50 | 814.50 | 798.00 | 785.00 | 791.50 | 795.50 | 777.50 | 22.00 | 20.00 | 19.00 | 20.50 |
| 2024-07-17 | 821.50 | 805.00 | 830.00 | 805.00 | 804.50 | 782.50 | 811.50 | 782.50 | 17.00 | 22.50 | 18.50 | 22.50 |
| 2024-07-16 | 835.00 | 824.00 | 836.50 | 818.00 | 818.00 | 806.00 | 818.00 | 795.00 | 17.00 | 18.00 | 18.50 | 23.00 |
| 2024-07-15 | 828.00 | 834.00 | 843.00 | 817.00 | 810.00 | 815.00 | 825.00 | 800.50 | 18.00 | 19.00 | 18.00 | 16.50 |
| 2024-07-12 | 830.00 | 827.00 | 832.50 | 819.50 | 813.00 | 810.50 | 815.50 | 802.50 | 17.00 | 16.50 | 17.00 | 17.00 |
| 2024-07-11 | 813.50 | 828.00 | 839.00 | 813.50 | 799.00 | 811.50 | 822.00 | 796.50 | 14.50 | 16.50 | 17.00 | 17.00 |
| 2024-07-10 | 832.00 | 813.00 | 834.50 | 811.00 | 819.00 | 795.50 | 819.00 | 793.00 | 13.00 | 17.50 | 15.50 | 18.00 |
| 2024-07-09 | 828.00 | 834.00 | 837.50 | 816.50 | 807.50 | 817.50 | 819.50 | 799.00 | 20.50 | 16.50 | 18.00 | 17.50 |
| 2024-07-08 | 849.00 | 825.50 | 851.00 | 822.50 | 831.00 | 808.50 | 835.00 | 804.50 | 18.00 | 17.00 | 16.00 | 18.00 |
| 2024-07-05 | 862.50 | 845.50 | 866.00 | 842.00 | 845.00 | 828.00 | 850.00 | 825.00 | 17.50 | 17.50 | 16.00 | 17.00 |
| 2024-07-04 | 862.00 | 864.50 | 870.00 | 857.50 | 849.00 | 850.50 | 855.50 | 840.50 | 13.00 | 14.00 | 14.50 | 17.00 |
| 2024-07-03 | 843.50 | 864.00 | 864.50 | 839.00 | 827.00 | 849.00 | 849.50 | 822.50 | 16.50 | 15.00 | 15.00 | 16.50 |
| 2024-07-02 | 845.50 | 843.00 | 846.50 | 836.50 | 825.00 | 826.00 | 828.00 | 819.00 | 20.50 | 17.00 | 18.50 | 17.50 |
| 2024-07-01 | 825.00 | 840.00 | 842.00 | 821.50 | 804.50 | 821.00 | 822.00 | 801.00 | 20.50 | 19.00 | 20.00 | 20.50 |
| 2024-06-28 | 820.00 | 825.00 | 827.50 | 812.00 | 798.00 | 803.50 | 806.00 | 790.00 | 22.00 | 21.50 | 21.50 | 22.00 |
| 2024-06-27 | 825.00 | 819.00 | 830.00 | 818.00 | 804.50 | 798.00 | 808.00 | 796.00 | 20.50 | 21.00 | 22.00 | 22.00 |
| 2024-06-26 | 801.00 | 826.00 | 826.00 | 796.00 | 779.00 | 804.50 | 804.50 | 774.00 | 22.00 | 21.50 | 21.50 | 22.00 |
| 2024-06-25 | 796.00 | 801.00 | 807.00 | 791.00 | 774.00 | 780.00 | 784.50 | 770.50 | 22.00 | 21.00 | 22.50 | 20.50 |
| 2024-06-24 | 810.00 | 795.50 | 810.50 | 792.50 | 788.00 | 774.00 | 789.50 | 771.00 | 22.00 | 21.50 | 21.00 | 21.50 |
| 2024-06-21 | 821.00 | 811.50 | 830.50 | 810.50 | 803.00 | 791.50 | 809.00 | 790.00 | 18.00 | 20.00 | 21.50 | 20.50 |
| 2024-06-20 | 828.00 | 824.50 | 835.00 | 814.00 | 802.00 | 801.50 | 812.00 | 791.50 | 26.00 | 23.00 | 23.00 | 22.50 |
| 2024-06-19 | 820.50 | 824.00 | 835.50 | 818.00 | 797.00 | 801.00 | 812.00 | 795.00 | 23.50 | 23.00 | 23.50 | 23.00 |
| 2024-06-18 | 816.00 | 820.50 | 840.00 | 812.50 | 793.50 | 797.00 | 815.50 | 790.50 | 22.50 | 23.50 | 24.50 | 22.00 |
| 2024-06-17 | 830.00 | 813.00 | 833.00 | 808.50 | 810.00 | 792.50 | 814.50 | 787.50 | 20.00 | 20.50 | 18.50 | 21.00 |
| 2024-06-14 | 823.00 | 827.50 | 836.50 | 818.00 | 804.00 | 807.00 | 818.00 | 802.50 | 19.00 | 20.50 | 18.50 | 15.50 |
| 2024-06-13 | 819.00 | 817.00 | 823.00 | 797.00 | 800.00 | 799.00 | 804.50 | 781.00 | 19.00 | 18.00 | 18.50 | 16.00 |
| 2024-06-12 | 806.00 | 810.50 | 815.50 | 803.50 | 788.00 | 791.50 | 796.00 | 782.00 | 18.00 | 19.00 | 19.50 | 21.50 |
| 2024-06-11 | 831.50 | 806.00 | 838.50 | 805.50 | 810.00 | 787.50 | 820.00 | 785.00 | 21.50 | 18.50 | 18.50 | 20.50 |
| 2024-06-07 | 840.50 | 839.50 | 851.00 | 833.00 | 820.00 | 820.50 | 832.00 | 816.50 | 20.50 | 19.00 | 19.00 | 16.50 |
| 2024-06-06 | 830.00 | 839.50 | 844.00 | 825.00 | 810.00 | 820.50 | 824.50 | 807.50 | 20.00 | 19.00 | 19.50 | 17.50 |
| 2024-06-05 | 831.00 | 825.00 | 841.50 | 824.00 | 814.00 | 807.00 | 825.00 | 806.00 | 17.00 | 18.00 | 16.50 | 18.00 |
| 2024-06-04 | 842.00 | 834.00 | 849.50 | 831.50 | 819.00 | 815.50 | 830.00 | 812.50 | 23.00 | 18.50 | 19.50 | 19.00 |
| 2024-06-03 | 863.00 | 843.50 | 866.50 | 840.00 | 840.50 | 820.50 | 842.50 | 816.00 | 22.50 | 23.00 | 24.00 | 24.00 |
| 2024-05-31 | 866.00 | 865.00 | 873.00 | 861.00 | 837.00 | 840.50 | 846.00 | 834.50 | 29.00 | 24.50 | 27.00 | 26.50 |
| 2024-05-30 | 882.00 | 865.00 | 897.50 | 862.00 | 868.50 | 838.50 | 878.50 | 835.00 | 13.50 | 26.50 | 19.00 | 27.00 |
| 2024-05-29 | 885.00 | 891.00 | 895.00 | 880.00 | 870.00 | 874.50 | 879.00 | 863.00 | 15.00 | 16.50 | 16.00 | 17.00 |
| 2024-05-28 | 900.00 | 882.50 | 914.00 | 882.00 | 883.50 | 866.00 | 899.00 | 865.50 | 16.50 | 16.50 | 15.00 | 16.50 |
| 2024-05-27 | 910.00 | 899.00 | 912.50 | 893.00 | 896.50 | 882.50 | 900.50 | 875.00 | 13.50 | 16.50 | 12.00 | 18.00 |
| 2024-05-24 | 908.00 | 908.00 | 916.00 | 900.00 | 892.50 | 895.50 | 902.00 | 886.50 | 15.50 | 12.50 | 14.00 | 13.50 |
| 2024-05-23 | 919.00 | 906.50 | 924.50 | 898.00 | 904.00 | 891.50 | 916.00 | 883.50 | 15.00 | 15.00 | 8.50 | 14.50 |
| 2024-05-22 | 910.00 | 921.00 | 925.50 | 908.00 | 890.00 | 908.50 | 913.50 | 889.50 | 20.00 | 12.50 | 12.00 | 18.50 |
| 2024-05-21 | 890.00 | 908.00 | 909.50 | 885.00 | 872.50 | 890.00 | 891.50 | 868.50 | 17.50 | 18.00 | 18.00 | 16.50 |
| 2024-05-20 | 888.50 | 894.50 | 906.00 | 878.50 | 861.50 | 875.50 | 883.50 | 852.50 | 27.00 | 19.00 | 22.50 | 26.00 |
| 2024-05-17 | 880.00 | 891.50 | 894.00 | 877.50 | 850.00 | 864.00 | 865.50 | 849.50 | 30.00 | 27.50 | 28.50 | 28.00 |
| 2024-05-16 | 860.00 | 881.00 | 888.50 | 856.50 | 835.00 | 852.00 | 863.00 | 831.00 | 25.00 | 29.00 | 25.50 | 25.50 |
| 2024-05-15 | 868.00 | 858.00 | 868.00 | 851.00 | 837.00 | 831.50 | 839.00 | 824.00 | 31.00 | 26.50 | 29.00 | 27.00 |
| 2024-05-14 | 888.00 | 865.50 | 890.00 | 858.00 | 859.00 | 837.50 | 859.50 | 830.50 | 29.00 | 28.00 | 30.50 | 27.50 |
| 2024-05-13 | 873.50 | 888.00 | 890.00 | 855.00 | 846.50 | 857.00 | 861.00 | 828.50 | 27.00 | 31.00 | 29.00 | 26.50 |
| 2024-05-10 | 870.00 | 873.50 | 877.00 | 857.00 | 843.00 | 846.00 | 850.00 | 830.50 | 27.00 | 27.50 | 27.00 | 26.50 |
| 2024-05-09 | 868.00 | 865.50 | 881.00 | 860.00 | 840.50 | 839.50 | 855.00 | 835.00 | 27.50 | 26.00 | 26.00 | 25.00 |
| 2024-05-08 | 888.00 | 866.00 | 891.50 | 866.00 | 860.50 | 840.50 | 863.00 | 839.50 | 27.50 | 25.50 | 28.50 | 26.50 |
| 2024-05-07 | 897.00 | 886.50 | 902.00 | 882.00 | 864.50 | 859.50 | 870.00 | 854.00 | 32.50 | 27.00 | 32.00 | 28.00 |
| 2024-05-06 | 880.00 | 896.00 | 898.00 | 874.00 | 845.00 | 863.50 | 866.50 | 843.00 | 35.00 | 32.50 | 31.50 | 31.00 |
| 2024-04-30 | 874.50 | 874.00 | 882.00 | 862.00 | 843.00 | 843.50 | 848.00 | 831.50 | 31.50 | 30.50 | 34.00 | 30.50 |
| 2024-04-29 | 884.00 | 874.50 | 887.00 | 865.50 | 846.00 | 841.50 | 850.00 | 830.50 | 38.00 | 33.00 | 37.00 | 35.00 |
| 2024-04-26 | 881.00 | 884.50 | 889.00 | 871.00 | 844.00 | 847.50 | 853.00 | 836.00 | 37.00 | 37.00 | 36.00 | 35.00 |
| 2024-04-25 | 881.00 | 879.50 | 895.50 | 873.00 | 843.00 | 842.00 | 855.50 | 835.50 | 38.00 | 37.50 | 40.00 | 37.50 |
| 2024-04-24 | 847.00 | 888.00 | 888.00 | 846.50 | 811.00 | 845.50 | 846.00 | 808.50 | 36.00 | 42.50 | 42.00 | 38.00 |
| 2024-04-23 | 866.00 | 849.00 | 869.50 | 848.50 | 826.00 | 811.50 | 828.00 | 811.00 | 40.00 | 37.50 | 41.50 | 37.50 |
| 2024-04-22 | 866.50 | 866.50 | 875.00 | 857.50 | 828.00 | 824.50 | 834.00 | 818.00 | 38.50 | 42.00 | 41.00 | 39.50 |
| 2024-04-19 | 874.00 | 871.00 | 877.50 | 856.50 | 830.00 | 828.50 | 834.50 | 816.50 | 44.00 | 42.50 | 43.00 | 40.00 |
| 2024-04-18 | 869.50 | 874.00 | 882.50 | 866.00 | 824.50 | 831.00 | 837.50 | 822.50 | 45.00 | 43.00 | 45.00 | 43.50 |
| 2024-04-17 | 828.50 | 870.00 | 873.50 | 826.00 | 784.50 | 824.50 | 829.50 | 784.50 | 44.00 | 45.50 | 44.00 | 41.50 |