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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | 847.00 | 826.00 | 847.00 | 821.00 | 801.00 | 786.50 | 804.00 | 782.50 | 46.00 | 39.50 | 43.00 | 38.50 |
| 2024-04-15 | 841.00 | 845.50 | 847.00 | 829.00 | 889.50 | 887.50 | 889.50 | 871.50 | -48.50 | -42.00 | -42.50 | -42.50 |
| 2024-04-12 | 828.50 | 843.50 | 844.00 | 815.50 | 864.00 | 885.50 | 887.00 | 855.50 | -35.50 | -42.00 | -43.00 | -40.00 |
| 2024-04-11 | 810.00 | 826.00 | 828.00 | 807.50 | 845.00 | 864.00 | 865.00 | 843.00 | -35.00 | -38.00 | -37.00 | -35.50 |
| 2024-04-10 | 816.50 | 813.50 | 826.00 | 805.00 | 851.00 | 849.50 | 862.00 | 841.50 | -34.50 | -36.00 | -36.00 | -36.50 |
| 2024-04-09 | 793.50 | 815.50 | 817.50 | 789.50 | 830.00 | 851.00 | 853.00 | 822.50 | -36.50 | -35.50 | -35.50 | -33.00 |
| 2024-04-08 | 743.50 | 791.50 | 793.50 | 742.00 | 777.00 | 832.50 | 833.00 | 777.00 | -33.50 | -41.00 | -39.50 | -35.00 |
| 2024-04-03 | 768.50 | 749.00 | 781.50 | 748.00 | 802.00 | 786.50 | 816.50 | 786.00 | -33.50 | -37.50 | -35.00 | -38.00 |
| 2024-04-02 | 769.50 | 768.00 | 775.50 | 760.50 | 800.00 | 797.50 | 808.00 | 789.00 | -30.50 | -29.50 | -32.50 | -28.50 |
| 2024-04-01 | 737.00 | 768.00 | 769.00 | 728.00 | 770.00 | 796.00 | 797.50 | 751.00 | -33.00 | -28.00 | -28.50 | -23.00 |
| 2024-03-29 | 758.50 | 740.00 | 761.50 | 737.00 | 791.00 | 771.50 | 797.00 | 767.50 | -32.50 | -31.50 | -35.50 | -30.50 |
| 2024-03-28 | 754.50 | 758.00 | 769.50 | 748.50 | 800.00 | 797.00 | 812.00 | 790.50 | -45.50 | -39.00 | -42.50 | -42.00 |
| 2024-03-27 | 814.50 | 805.50 | 826.00 | 803.00 | 771.00 | 758.00 | 776.50 | 753.50 | 43.50 | 47.50 | 49.50 | 49.50 |
| 2024-03-26 | 842.50 | 814.50 | 853.50 | 813.00 | 805.00 | 770.50 | 812.00 | 770.00 | 37.50 | 44.00 | 41.50 | 43.00 |
| 2024-03-25 | 845.00 | 842.00 | 854.50 | 838.00 | 809.00 | 804.50 | 819.00 | 801.00 | 36.00 | 37.50 | 35.50 | 37.00 |
| 2024-03-22 | 848.00 | 844.00 | 849.50 | 827.50 | 810.00 | 809.00 | 814.50 | 795.00 | 38.00 | 35.00 | 35.00 | 32.50 |
| 2024-03-21 | 824.00 | 849.50 | 852.00 | 812.00 | 792.00 | 813.50 | 815.00 | 782.50 | 32.00 | 36.00 | 37.00 | 29.50 |
| 2024-03-20 | 828.00 | 823.50 | 837.00 | 818.00 | 792.50 | 791.00 | 803.00 | 785.50 | 35.50 | 32.50 | 34.00 | 32.50 |
| 2024-03-19 | 805.00 | 827.00 | 827.50 | 797.50 | 781.00 | 794.50 | 796.00 | 770.00 | 24.00 | 32.50 | 31.50 | 27.50 |
| 2024-03-18 | 780.00 | 803.00 | 805.00 | 762.00 | 756.00 | 777.00 | 779.50 | 740.00 | 24.00 | 26.00 | 25.50 | 22.00 |
| 2024-03-15 | 795.00 | 781.50 | 808.00 | 781.00 | 774.00 | 756.00 | 783.00 | 756.00 | 21.00 | 25.50 | 25.00 | 25.00 |
| 2024-03-14 | 812.00 | 798.00 | 822.00 | 795.50 | 787.00 | 775.00 | 795.50 | 771.50 | 25.00 | 23.00 | 26.50 | 24.00 |
| 2024-03-13 | 836.00 | 807.50 | 838.00 | 804.00 | 807.50 | 785.50 | 812.00 | 780.50 | 28.50 | 22.00 | 26.00 | 23.50 |
| 2024-03-12 | 828.50 | 831.50 | 836.50 | 820.50 | 795.00 | 805.00 | 808.50 | 793.00 | 33.50 | 26.50 | 28.00 | 27.50 |
| 2024-03-11 | 877.00 | 831.00 | 877.00 | 830.00 | 833.00 | 795.00 | 838.00 | 794.50 | 44.00 | 36.00 | 39.00 | 35.50 |
| 2024-03-08 | 888.00 | 877.00 | 892.50 | 868.00 | 841.50 | 836.00 | 848.00 | 828.50 | 46.50 | 41.00 | 44.50 | 39.50 |
| 2024-03-07 | 881.00 | 890.00 | 896.00 | 876.50 | 830.00 | 840.00 | 847.00 | 827.00 | 51.00 | 50.00 | 49.00 | 49.50 |
| 2024-03-06 | 877.00 | 881.50 | 885.50 | 863.50 | 818.00 | 830.50 | 834.50 | 812.00 | 59.00 | 51.00 | 51.00 | 51.50 |
| 2024-03-05 | 887.00 | 879.50 | 895.50 | 875.00 | 825.50 | 819.00 | 833.50 | 813.50 | 61.50 | 60.50 | 62.00 | 61.50 |
| 2024-03-04 | 871.00 | 890.00 | 891.50 | 860.50 | 805.00 | 825.50 | 827.50 | 799.00 | 66.00 | 64.50 | 64.00 | 61.50 |
| 2024-03-01 | 892.00 | 871.50 | 903.00 | 871.00 | 821.00 | 805.50 | 833.50 | 805.00 | 71.00 | 66.00 | 69.50 | 66.00 |
| 2024-02-29 | 885.50 | 892.00 | 901.00 | 876.00 | 818.00 | 823.00 | 830.50 | 808.00 | 67.50 | 69.00 | 70.50 | 68.00 |
| 2024-02-28 | 897.50 | 889.00 | 905.50 | 882.50 | 830.50 | 822.00 | 838.00 | 817.00 | 67.00 | 67.00 | 67.50 | 65.50 |
| 2024-02-27 | 872.50 | 897.50 | 900.00 | 865.00 | 815.00 | 830.50 | 833.50 | 802.00 | 57.50 | 67.00 | 66.50 | 63.00 |
| 2024-02-26 | 899.00 | 875.00 | 908.00 | 871.00 | 834.00 | 812.50 | 846.00 | 808.00 | 65.00 | 62.50 | 62.00 | 63.00 |
| 2024-02-23 | 893.50 | 899.00 | 915.00 | 893.50 | 835.00 | 838.00 | 852.50 | 835.00 | 58.50 | 61.00 | 62.50 | 58.50 |
| 2024-02-22 | 893.00 | 893.50 | 905.00 | 885.50 | 825.00 | 833.50 | 845.00 | 823.50 | 68.00 | 60.00 | 60.00 | 62.00 |
| 2024-02-21 | 907.00 | 893.00 | 928.00 | 892.00 | 843.00 | 829.00 | 860.50 | 827.50 | 64.00 | 64.00 | 67.50 | 64.50 |
| 2024-02-20 | 951.50 | 909.50 | 952.00 | 909.00 | 884.00 | 845.00 | 884.50 | 842.00 | 67.50 | 64.50 | 67.50 | 67.00 |
| 2024-02-19 | 973.00 | 951.50 | 977.50 | 949.00 | 905.00 | 884.50 | 906.50 | 880.00 | 68.00 | 67.00 | 71.00 | 69.00 |
| 2024-02-08 | 944.00 | 963.50 | 967.50 | 943.50 | 877.00 | 894.00 | 898.50 | 876.50 | 67.00 | 69.50 | 69.00 | 67.00 |
| 2024-02-07 | 938.50 | 944.00 | 949.00 | 936.00 | 871.50 | 877.00 | 881.00 | 869.00 | 67.00 | 67.00 | 68.00 | 67.00 |
| 2024-02-06 | 938.50 | 939.00 | 944.50 | 924.00 | 874.00 | 873.00 | 877.50 | 860.00 | 64.50 | 66.00 | 67.00 | 64.00 |
| 2024-02-05 | 941.00 | 943.00 | 958.50 | 933.50 | 868.00 | 878.50 | 892.00 | 866.50 | 73.00 | 64.50 | 66.50 | 67.00 |
| 2024-02-02 | 968.50 | 941.00 | 968.50 | 935.50 | 897.50 | 873.00 | 900.50 | 866.50 | 71.00 | 68.00 | 68.00 | 69.00 |
| 2024-02-01 | 958.00 | 968.00 | 971.50 | 955.00 | 886.00 | 900.50 | 903.50 | 883.50 | 72.00 | 67.50 | 68.00 | 71.50 |
| 2024-01-31 | 980.00 | 960.50 | 983.00 | 960.50 | 906.00 | 888.00 | 909.00 | 887.50 | 74.00 | 72.50 | 74.00 | 73.00 |
| 2024-01-30 | 1000.00 | 979.50 | 1003.00 | 977.00 | 925.50 | 907.00 | 928.00 | 904.00 | 74.50 | 72.50 | 75.00 | 73.00 |
| 2024-01-29 | 993.00 | 998.50 | 1006.00 | 988.50 | 916.00 | 924.00 | 930.00 | 914.50 | 77.00 | 74.50 | 76.00 | 74.00 |
| 2024-01-26 | 988.50 | 989.50 | 995.50 | 981.00 | 916.00 | 914.50 | 923.00 | 907.50 | 72.50 | 75.00 | 72.50 | 73.50 |
| 2024-01-25 | 988.00 | 987.00 | 997.00 | 983.50 | 910.00 | 915.00 | 925.50 | 906.00 | 78.00 | 72.00 | 71.50 | 77.50 |
| 2024-01-24 | 966.50 | 979.00 | 979.50 | 962.50 | 890.50 | 900.50 | 901.00 | 885.00 | 76.00 | 78.50 | 78.50 | 77.50 |
| 2024-01-23 | 949.50 | 965.50 | 971.50 | 945.50 | 872.50 | 887.00 | 893.00 | 868.00 | 77.00 | 78.50 | 78.50 | 77.50 |
| 2024-01-22 | 954.50 | 952.00 | 959.50 | 943.00 | 880.00 | 874.50 | 882.50 | 865.50 | 74.50 | 77.50 | 77.00 | 77.50 |
| 2024-01-19 | 947.00 | 957.00 | 958.00 | 938.00 | 874.00 | 881.50 | 882.50 | 863.00 | 73.00 | 75.50 | 75.50 | 75.00 |
| 2024-01-18 | 924.00 | 948.50 | 950.50 | 920.50 | 850.00 | 873.50 | 874.50 | 845.00 | 74.00 | 75.00 | 76.00 | 75.50 |
| 2024-01-17 | 948.00 | 926.00 | 953.50 | 925.50 | 872.50 | 850.50 | 878.00 | 850.00 | 75.50 | 75.50 | 75.50 | 75.50 |
| 2024-01-16 | 931.00 | 938.50 | 941.50 | 924.50 | 857.50 | 863.00 | 864.00 | 848.00 | 73.50 | 75.50 | 77.50 | 76.50 |
| 2024-01-15 | 948.00 | 933.00 | 955.00 | 932.00 | 864.00 | 855.50 | 877.00 | 855.00 | 84.00 | 77.50 | 78.00 | 77.00 |
| 2024-01-12 | 976.00 | 948.50 | 981.00 | 948.00 | 902.00 | 864.50 | 902.00 | 863.50 | 74.00 | 84.00 | 79.00 | 84.50 |
| 2024-01-11 | 960.00 | 976.50 | 980.00 | 952.50 | 883.50 | 896.50 | 900.50 | 874.50 | 76.50 | 80.00 | 79.50 | 78.00 |
| 2024-01-10 | 991.00 | 962.00 | 993.00 | 960.00 | 912.50 | 885.00 | 916.00 | 882.50 | 78.50 | 77.00 | 77.00 | 77.50 |
| 2024-01-09 | 995.00 | 994.00 | 1001.50 | 984.00 | 912.50 | 916.50 | 920.00 | 905.00 | 82.50 | 77.50 | 81.50 | 79.00 |
| 2024-01-08 | 1002.00 | 992.50 | 1009.50 | 988.00 | 918.50 | 912.50 | 927.00 | 908.00 | 83.50 | 80.00 | 82.50 | 80.00 |
| 2024-01-05 | 1013.00 | 1000.00 | 1017.00 | 993.00 | 920.00 | 919.50 | 931.50 | 912.00 | 93.00 | 80.50 | 85.50 | 81.00 |
| 2024-01-04 | 1017.50 | 1016.00 | 1021.50 | 1005.00 | 936.00 | 931.00 | 936.50 | 918.50 | 81.50 | 85.00 | 85.00 | 86.50 |
| 2024-01-03 | 1002.00 | 1017.50 | 1025.50 | 999.00 | 919.50 | 934.00 | 942.00 | 919.50 | 82.50 | 83.50 | 83.50 | 79.50 |
| 2024-01-02 | 972.50 | 1002.00 | 1003.00 | 967.00 | 1047.00 | 1061.00 | 1064.00 | 1039.50 | -74.50 | -59.00 | -61.00 | -72.50 |
| 2023-12-29 | 970.00 | 979.00 | 981.50 | 966.00 | 887.00 | 902.00 | 903.00 | 887.00 | 83.00 | 77.00 | 78.50 | 79.00 |
| 2023-12-28 | 986.00 | 966.00 | 989.00 | 963.50 | 915.00 | 886.50 | 918.00 | 884.00 | 71.00 | 79.50 | 71.00 | 79.50 |
| 2023-12-27 | 983.00 | 985.50 | 987.00 | 966.50 | 1041.00 | 1045.50 | 1046.00 | 1032.50 | -58.00 | -60.00 | -59.00 | -66.00 |
| 2023-12-26 | 972.50 | 983.50 | 990.50 | 969.50 | 901.50 | 917.50 | 921.50 | 901.50 | 71.00 | 66.00 | 69.00 | 68.00 |
| 2023-12-25 | 972.50 | 970.50 | 978.50 | 961.00 | 911.50 | 905.00 | 914.00 | 893.50 | 61.00 | 65.50 | 64.50 | 67.50 |
| 2023-12-22 | 967.50 | 977.00 | 984.00 | 965.50 | 907.00 | 913.00 | 918.00 | 904.00 | 60.50 | 64.00 | 66.00 | 61.50 |
| 2023-12-21 | 939.00 | 968.00 | 968.00 | 933.50 | 1015.50 | 1029.00 | 1030.00 | 1002.00 | -76.50 | -61.00 | -62.00 | -68.50 |
| 2023-12-20 | 925.00 | 939.00 | 945.00 | 923.50 | 992.00 | 1005.50 | 1008.50 | 992.00 | -67.00 | -66.50 | -63.50 | -68.50 |
| 2023-12-19 | 928.00 | 923.00 | 933.00 | 920.00 | 996.00 | 993.50 | 1000.00 | 991.00 | -68.00 | -70.50 | -67.00 | -71.00 |
| 2023-12-18 | 937.00 | 928.00 | 939.00 | 915.00 | 1007.00 | 1000.00 | 1007.00 | 990.00 | -70.00 | -72.00 | -68.00 | -75.00 |
| 2023-12-15 | 945.00 | 935.00 | 955.50 | 930.00 | 1008.00 | 1003.00 | 1014.50 | 1000.50 | -63.00 | -68.00 | -59.00 | -70.50 |
| 2023-12-14 | 952.00 | 942.00 | 958.00 | 940.50 | 1000.00 | 1004.00 | 1013.50 | 1000.00 | -48.00 | -62.00 | -55.50 | -59.50 |
| 2023-12-13 | 970.00 | 948.00 | 970.00 | 937.00 | 1020.00 | 1008.00 | 1020.00 | 999.00 | -50.00 | -60.00 | -50.00 | -62.00 |
| 2023-12-12 | 955.00 | 969.50 | 971.50 | 951.50 | 1010.00 | 1021.50 | 1022.00 | 1005.00 | -55.00 | -52.00 | -50.50 | -53.50 |
| 2023-12-11 | 958.00 | 955.00 | 966.00 | 943.50 | 1013.50 | 1007.00 | 1013.50 | 997.00 | -55.50 | -52.00 | -47.50 | -53.50 |
| 2023-12-08 | 950.50 | 963.50 | 975.50 | 941.50 | 993.00 | 1013.50 | 1026.00 | 988.00 | -42.50 | -50.00 | -50.50 | -46.50 |
| 2023-12-07 | 932.00 | 952.00 | 953.00 | 927.50 | 980.00 | 995.00 | 996.00 | 975.50 | -48.00 | -43.00 | -43.00 | -48.00 |
| 2023-12-06 | 962.00 | 980.00 | 981.00 | 957.50 | 910.00 | 930.00 | 930.50 | 900.50 | 52.00 | 50.00 | 50.50 | 57.00 |
| 2023-12-05 | 961.00 | 966.00 | 971.50 | 954.00 | 902.00 | 907.00 | 915.00 | 897.00 | 59.00 | 59.00 | 56.50 | 57.00 |
| 2023-12-04 | 978.00 | 958.00 | 983.00 | 955.50 | 926.00 | 903.50 | 935.00 | 902.00 | 52.00 | 54.50 | 48.00 | 53.50 |
| 2023-12-01 | 969.00 | 975.50 | 978.00 | 962.00 | 918.00 | 923.50 | 925.00 | 909.00 | 51.00 | 52.00 | 53.00 | 53.00 |
| 2023-11-30 | 955.50 | 969.50 | 975.00 | 941.50 | 913.00 | 918.00 | 921.50 | 890.00 | 42.50 | 51.50 | 53.50 | 51.50 |
| 2023-11-29 | 955.00 | 955.50 | 964.50 | 949.00 | 907.00 | 909.50 | 918.00 | 900.50 | 48.00 | 46.00 | 46.50 | 48.50 |
| 2023-11-28 | 980.00 | 951.00 | 980.00 | 941.00 | 937.00 | 903.00 | 941.50 | 895.50 | 43.00 | 48.00 | 38.50 | 45.50 |
| 2023-11-27 | 990.00 | 980.50 | 990.00 | 968.00 | 948.00 | 941.50 | 951.00 | 930.50 | 42.00 | 39.00 | 39.00 | 37.50 |
| 2023-11-24 | 983.00 | 986.50 | 988.50 | 968.00 | 943.00 | 948.00 | 949.00 | 929.00 | 40.00 | 38.50 | 39.50 | 39.00 |
| 2023-11-23 | 993.50 | 976.50 | 998.50 | 963.00 | 947.50 | 937.50 | 958.00 | 923.00 | 46.00 | 39.00 | 40.50 | 40.00 |
| 2023-11-22 | 979.50 | 993.50 | 995.00 | 975.00 | 932.50 | 949.50 | 950.50 | 927.50 | 47.00 | 44.00 | 44.50 | 47.50 |
| 2023-11-21 | 970.00 | 978.50 | 988.00 | 970.00 | 925.00 | 931.00 | 941.50 | 923.00 | 45.00 | 47.50 | 46.50 | 47.00 |
| 2023-11-20 | 952.00 | 968.00 | 972.50 | 945.00 | 904.00 | 922.00 | 925.00 | 897.00 | 48.00 | 46.00 | 47.50 | 48.00 |
| 2023-11-17 | 967.00 | 952.00 | 977.00 | 950.00 | 919.50 | 905.00 | 928.50 | 902.50 | 47.50 | 47.00 | 48.50 | 47.50 |
| 2023-11-16 | 969.00 | 965.00 | 970.50 | 947.00 | 911.50 | 915.50 | 916.00 | 893.00 | 57.50 | 49.50 | 54.50 | 54.00 |