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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-06-16 | 814.50 | 815.00 | 818.50 | 802.00 | 738.00 | 737.00 | 741.00 | 726.50 | 76.50 | 78.00 | 77.50 | 75.50 |
| 2023-06-15 | 809.50 | 815.50 | 820.50 | 804.50 | 732.50 | 737.00 | 744.00 | 731.00 | 77.00 | 78.50 | 76.50 | 73.50 |
| 2023-06-14 | 804.50 | 804.50 | 811.00 | 797.50 | 730.00 | 730.50 | 736.50 | 725.00 | 74.50 | 74.00 | 74.50 | 72.50 |
| 2023-06-13 | 784.50 | 801.50 | 803.00 | 781.00 | 713.00 | 729.50 | 731.50 | 711.00 | 71.50 | 72.00 | 71.50 | 70.00 |
| 2023-06-12 | 810.00 | 785.50 | 811.00 | 782.00 | 733.50 | 712.50 | 734.00 | 710.00 | 76.50 | 73.00 | 77.00 | 72.00 |
| 2023-06-09 | 793.50 | 812.00 | 812.50 | 791.50 | 721.50 | 733.50 | 734.00 | 720.00 | 72.00 | 78.50 | 78.50 | 71.50 |
| 2023-06-08 | 774.00 | 791.00 | 793.50 | 774.00 | 707.50 | 719.50 | 722.50 | 706.50 | 66.50 | 71.50 | 71.00 | 67.50 |
| 2023-06-07 | 769.00 | 770.00 | 780.00 | 762.50 | 707.00 | 704.00 | 714.50 | 697.00 | 62.00 | 66.00 | 65.50 | 65.50 |
| 2023-06-06 | 756.50 | 766.50 | 782.50 | 755.00 | 699.00 | 706.50 | 720.50 | 697.00 | 57.50 | 60.00 | 62.00 | 58.00 |
| 2023-06-05 | 751.50 | 759.00 | 770.00 | 746.50 | 691.00 | 699.50 | 710.00 | 690.50 | 60.50 | 59.50 | 60.00 | 56.00 |
| 2023-06-02 | 742.00 | 745.50 | 755.50 | 732.00 | 683.00 | 688.00 | 697.50 | 677.00 | 59.00 | 57.50 | 58.00 | 55.00 |
| 2023-06-01 | 705.50 | 743.00 | 744.50 | 704.50 | 654.50 | 683.50 | 684.50 | 650.00 | 51.00 | 59.50 | 60.00 | 54.50 |
| 2023-05-31 | 708.00 | 711.00 | 713.00 | 693.00 | 651.50 | 655.00 | 658.00 | 642.00 | 56.50 | 56.00 | 55.00 | 51.00 |
| 2023-05-30 | 721.00 | 707.50 | 724.00 | 703.00 | 666.00 | 652.50 | 667.50 | 648.00 | 55.00 | 55.00 | 56.50 | 55.00 |
| 2023-05-29 | 710.00 | 719.00 | 720.00 | 701.00 | 660.00 | 663.00 | 664.00 | 648.00 | 50.00 | 56.00 | 56.00 | 53.00 |
| 2023-05-26 | 681.00 | 709.50 | 712.50 | 665.50 | 633.50 | 657.50 | 661.00 | 622.00 | 47.50 | 52.00 | 51.50 | 43.50 |
| 2023-05-25 | 680.00 | 681.00 | 695.00 | 674.00 | 634.00 | 631.50 | 644.00 | 627.00 | 46.00 | 49.50 | 51.00 | 47.00 |
| 2023-05-24 | 708.50 | 682.50 | 710.50 | 682.00 | 657.00 | 635.50 | 657.50 | 635.00 | 51.50 | 47.00 | 53.00 | 47.00 |
| 2023-05-23 | 715.00 | 707.00 | 727.00 | 704.00 | 659.00 | 655.00 | 669.00 | 653.00 | 56.00 | 52.00 | 58.00 | 51.00 |
| 2023-05-22 | 740.00 | 716.00 | 745.00 | 715.00 | 677.00 | 660.50 | 687.50 | 659.00 | 63.00 | 55.50 | 57.50 | 56.00 |
| 2023-05-19 | 743.00 | 736.00 | 745.50 | 724.50 | 681.50 | 675.00 | 686.00 | 667.00 | 61.50 | 61.00 | 59.50 | 57.50 |
| 2023-05-18 | 749.00 | 746.50 | 752.50 | 740.50 | 688.00 | 685.00 | 693.50 | 681.00 | 61.00 | 61.50 | 59.00 | 59.50 |
| 2023-05-17 | 728.00 | 747.50 | 748.00 | 719.50 | 675.50 | 686.00 | 686.00 | 666.50 | 52.50 | 61.50 | 62.00 | 53.00 |
| 2023-05-16 | 730.00 | 723.50 | 733.50 | 718.50 | 683.00 | 674.00 | 685.00 | 670.50 | 47.00 | 49.50 | 48.50 | 48.00 |
| 2023-05-15 | 700.00 | 725.00 | 727.00 | 699.50 | 660.00 | 678.00 | 679.50 | 657.00 | 40.00 | 47.00 | 47.50 | 42.50 |
| 2023-05-12 | 691.50 | 697.00 | 708.00 | 685.50 | 650.00 | 653.50 | 666.00 | 644.50 | 41.50 | 43.50 | 42.00 | 41.00 |
| 2023-05-11 | 724.00 | 698.50 | 727.50 | 698.00 | 673.00 | 655.00 | 678.50 | 655.00 | 51.00 | 43.50 | 49.00 | 43.00 |
| 2023-05-10 | 717.00 | 724.00 | 733.00 | 714.50 | 673.00 | 675.50 | 683.50 | 669.50 | 44.00 | 48.50 | 49.50 | 45.00 |
| 2023-05-09 | 725.00 | 714.00 | 727.50 | 714.00 | 682.50 | 671.00 | 682.50 | 671.00 | 42.50 | 43.00 | 45.00 | 43.00 |
| 2023-05-08 | 696.00 | 721.50 | 722.00 | 694.00 | 651.50 | 675.50 | 677.00 | 651.50 | 44.50 | 46.00 | 45.00 | 42.50 |
| 2023-05-05 | 694.00 | 697.50 | 700.50 | 675.50 | 656.00 | 657.50 | 663.00 | 640.00 | 38.00 | 40.00 | 37.50 | 35.50 |
| 2023-05-04 | 705.00 | 698.50 | 714.00 | 697.00 | 781.00 | 779.50 | 795.00 | 777.00 | -76.00 | -81.00 | -81.00 | -80.00 |
| 2023-04-28 | 712.00 | 714.00 | 723.00 | 706.00 | 782.00 | 789.00 | 799.00 | 773.00 | -70.00 | -75.00 | -76.00 | -67.00 |
| 2023-04-27 | 721.00 | 713.50 | 728.50 | 711.50 | 782.50 | 783.50 | 795.50 | 780.50 | -61.50 | -70.00 | -67.00 | -69.00 |
| 2023-04-26 | 705.00 | 716.50 | 721.00 | 698.00 | 762.50 | 776.50 | 785.00 | 757.50 | -57.50 | -60.00 | -64.00 | -59.50 |
| 2023-04-25 | 719.00 | 711.00 | 728.50 | 710.50 | 782.00 | 769.50 | 788.50 | 769.00 | -63.00 | -58.50 | -60.00 | -58.50 |
| 2023-04-24 | 730.50 | 721.50 | 736.00 | 715.50 | 856.00 | 824.00 | 858.00 | 813.00 | -125.50 | -102.50 | -122.00 | -97.50 |
| 2023-04-21 | 755.00 | 730.50 | 759.50 | 730.00 | 890.00 | 858.00 | 890.00 | 858.00 | -135.00 | -127.50 | -130.50 | -128.00 |
| 2023-04-20 | 775.00 | 761.50 | 776.50 | 757.00 | 903.00 | 893.50 | 903.00 | 886.50 | -128.00 | -132.00 | -126.50 | -129.50 |
| 2023-04-19 | 784.00 | 777.50 | 791.50 | 773.50 | 901.00 | 903.50 | 914.00 | 898.50 | -117.00 | -126.00 | -122.50 | -125.00 |
| 2023-04-18 | 780.00 | 784.00 | 794.50 | 779.00 | 894.00 | 901.00 | 907.00 | 891.50 | -114.00 | -117.00 | -112.50 | -112.50 |
| 2023-04-17 | 768.50 | 775.50 | 778.50 | 760.00 | 887.00 | 890.00 | 893.00 | 878.00 | -118.50 | -114.50 | -114.50 | -118.00 |
| 2023-04-14 | 771.50 | 768.50 | 788.00 | 765.50 | 872.00 | 882.00 | 893.50 | 872.00 | -100.50 | -113.50 | -105.50 | -106.50 |
| 2023-04-13 | 790.00 | 769.00 | 790.50 | 763.50 | 890.00 | 879.00 | 890.00 | 875.00 | -100.00 | -110.00 | -99.50 | -111.50 |
| 2023-04-12 | 800.00 | 788.00 | 803.00 | 784.50 | 898.00 | 888.00 | 899.00 | 884.00 | -98.00 | -100.00 | -96.00 | -99.50 |
| 2023-04-11 | 780.00 | 798.50 | 801.50 | 773.50 | 880.50 | 895.50 | 898.50 | 873.50 | -100.50 | -97.00 | -97.00 | -100.00 |
| 2023-04-10 | 791.50 | 777.00 | 802.00 | 774.00 | 888.00 | 880.50 | 895.50 | 871.50 | -96.50 | -103.50 | -93.50 | -97.50 |
| 2023-04-07 | 791.00 | 795.50 | 800.00 | 782.00 | 874.50 | 887.50 | 893.00 | 866.50 | -83.50 | -92.00 | -93.00 | -84.50 |
| 2023-04-06 | 790.50 | 793.00 | 804.00 | 787.50 | 876.00 | 875.50 | 881.50 | 867.50 | -85.50 | -82.50 | -77.50 | -80.00 |
| 2023-04-04 | 892.50 | 881.50 | 897.00 | 873.50 | 809.00 | 797.50 | 812.00 | 791.00 | 83.50 | 84.00 | 85.00 | 82.50 |
| 2023-04-03 | 907.00 | 890.50 | 911.50 | 889.00 | 829.00 | 808.00 | 840.00 | 807.50 | 78.00 | 82.50 | 71.50 | 81.50 |
| 2023-03-31 | 910.50 | 907.00 | 914.50 | 905.00 | 830.00 | 830.00 | 837.00 | 825.50 | 80.50 | 77.00 | 77.50 | 79.50 |
| 2023-03-30 | 895.00 | 905.50 | 908.00 | 888.50 | 819.00 | 825.50 | 829.00 | 808.50 | 76.00 | 80.00 | 79.00 | 80.00 |
| 2023-03-29 | 887.50 | 890.50 | 895.00 | 882.50 | 809.50 | 811.50 | 817.00 | 802.50 | 78.00 | 79.00 | 78.00 | 80.00 |
| 2023-03-28 | 875.00 | 882.00 | 884.00 | 869.50 | 802.00 | 806.00 | 808.00 | 792.50 | 73.00 | 76.00 | 76.00 | 77.00 |
| 2023-03-27 | 857.00 | 873.50 | 878.00 | 855.00 | 782.00 | 799.00 | 804.00 | 780.50 | 75.00 | 74.50 | 74.00 | 74.50 |
| 2023-03-24 | 849.00 | 866.50 | 871.50 | 844.00 | 775.00 | 790.50 | 797.00 | 771.00 | 74.00 | 76.00 | 74.50 | 73.00 |
| 2023-03-23 | 869.00 | 854.00 | 876.50 | 851.00 | 793.00 | 777.00 | 800.00 | 772.50 | 76.00 | 77.00 | 76.50 | 78.50 |
| 2023-03-22 | 879.00 | 865.50 | 885.00 | 857.50 | 805.00 | 791.00 | 814.50 | 785.00 | 74.00 | 74.50 | 70.50 | 72.50 |
| 2023-03-21 | 886.50 | 879.00 | 894.00 | 877.50 | 824.00 | 810.00 | 827.00 | 809.00 | 62.50 | 69.00 | 67.00 | 68.50 |
| 2023-03-20 | 911.00 | 883.00 | 915.00 | 882.00 | 840.00 | 816.00 | 848.00 | 816.00 | 71.00 | 67.00 | 67.00 | 66.00 |
| 2023-03-17 | 900.50 | 915.00 | 921.00 | 889.00 | 841.00 | 847.50 | 854.50 | 819.00 | 59.50 | 67.50 | 66.50 | 70.00 |
| 2023-03-16 | 911.50 | 902.00 | 924.00 | 897.50 | 857.00 | 837.00 | 863.50 | 835.00 | 54.50 | 65.00 | 60.50 | 62.50 |
| 2023-03-15 | 926.00 | 926.50 | 935.00 | 922.50 | 870.00 | 868.50 | 878.50 | 865.00 | 56.00 | 58.00 | 56.50 | 57.50 |
| 2023-03-14 | 920.00 | 920.00 | 936.00 | 916.00 | 870.00 | 861.50 | 884.00 | 859.50 | 50.00 | 58.50 | 52.00 | 56.50 |
| 2023-03-13 | 915.00 | 929.00 | 930.00 | 913.00 | 858.50 | 876.50 | 876.50 | 858.50 | 56.50 | 52.50 | 53.50 | 54.50 |
| 2023-03-10 | 919.00 | 910.00 | 932.50 | 909.00 | 861.00 | 855.50 | 875.00 | 854.50 | 58.00 | 54.50 | 57.50 | 54.50 |
| 2023-03-09 | 913.00 | 916.50 | 919.00 | 897.00 | 855.00 | 859.50 | 861.50 | 842.50 | 58.00 | 57.00 | 57.50 | 54.50 |
| 2023-03-08 | 911.00 | 912.00 | 915.00 | 904.50 | 858.00 | 854.50 | 858.00 | 848.00 | 53.00 | 57.50 | 57.00 | 56.50 |
| 2023-03-07 | 900.00 | 909.50 | 914.00 | 894.00 | 848.00 | 854.50 | 858.00 | 842.50 | 52.00 | 55.00 | 56.00 | 51.50 |
| 2023-03-06 | 910.00 | 897.00 | 912.50 | 884.50 | 851.00 | 845.50 | 855.00 | 832.00 | 59.00 | 51.50 | 57.50 | 52.50 |
| 2023-03-03 | 913.00 | 919.00 | 923.50 | 910.00 | 855.00 | 859.00 | 863.00 | 852.50 | 58.00 | 60.00 | 60.50 | 57.50 |
| 2023-03-02 | 910.00 | 912.50 | 914.50 | 905.00 | 852.50 | 855.50 | 857.00 | 848.00 | 57.50 | 57.00 | 57.50 | 57.00 |
| 2023-03-01 | 891.50 | 908.50 | 910.50 | 885.50 | 838.00 | 852.50 | 854.50 | 830.00 | 53.50 | 56.00 | 56.00 | 55.50 |
| 2023-02-28 | 885.50 | 888.50 | 892.00 | 883.00 | 836.00 | 836.50 | 840.00 | 832.00 | 49.50 | 52.00 | 52.00 | 51.00 |
| 2023-02-27 | 901.00 | 885.50 | 906.50 | 883.00 | 850.00 | 836.00 | 856.00 | 832.00 | 51.00 | 49.50 | 50.50 | 51.00 |
| 2023-02-24 | 907.50 | 909.50 | 917.50 | 901.00 | 850.50 | 858.50 | 864.50 | 848.50 | 57.00 | 51.00 | 53.00 | 52.50 |
| 2023-02-23 | 911.00 | 908.50 | 917.50 | 906.00 | 850.00 | 853.50 | 863.00 | 847.00 | 61.00 | 55.00 | 54.50 | 59.00 |
| 2023-02-22 | 912.50 | 909.50 | 917.50 | 907.00 | 851.50 | 846.00 | 857.00 | 844.00 | 61.00 | 63.50 | 60.50 | 63.00 |
| 2023-02-21 | 899.00 | 919.00 | 922.00 | 898.50 | 843.00 | 856.50 | 861.00 | 843.00 | 56.00 | 62.50 | 61.00 | 55.50 |
| 2023-02-20 | 881.00 | 894.00 | 898.50 | 879.00 | 833.00 | 840.00 | 844.00 | 827.50 | 48.00 | 54.00 | 54.50 | 51.50 |
| 2023-02-17 | 881.00 | 889.50 | 893.00 | 879.50 | 820.00 | 836.50 | 839.50 | 820.00 | 61.00 | 53.00 | 53.50 | 59.50 |
| 2023-02-16 | 865.00 | 880.00 | 883.00 | 861.50 | 811.00 | 823.50 | 828.50 | 809.50 | 54.00 | 56.50 | 54.50 | 52.00 |
| 2023-02-15 | 856.00 | 865.50 | 873.00 | 854.00 | 807.50 | 814.50 | 822.00 | 807.00 | 48.50 | 51.00 | 51.00 | 47.00 |
| 2023-02-14 | 841.00 | 856.50 | 859.50 | 836.00 | 800.00 | 809.00 | 811.50 | 789.50 | 41.00 | 47.50 | 48.00 | 46.50 |
| 2023-02-13 | 862.50 | 841.50 | 867.00 | 841.00 | 825.00 | 795.50 | 826.50 | 795.00 | 37.50 | 46.00 | 40.50 | 46.00 |
| 2023-02-10 | 863.50 | 863.50 | 869.00 | 852.50 | 828.00 | 824.00 | 829.50 | 813.00 | 35.50 | 39.50 | 39.50 | 39.50 |
| 2023-02-09 | 850.50 | 863.00 | 866.00 | 848.50 | 809.00 | 824.00 | 826.50 | 809.00 | 41.50 | 39.00 | 39.50 | 39.50 |
| 2023-02-08 | 839.50 | 848.00 | 849.00 | 833.00 | 805.00 | 810.00 | 811.00 | 796.00 | 34.50 | 38.00 | 38.00 | 37.00 |
| 2023-02-07 | 850.00 | 840.50 | 853.00 | 828.50 | 816.50 | 802.50 | 816.50 | 792.50 | 33.50 | 38.00 | 36.50 | 36.00 |
| 2023-02-06 | 850.00 | 853.50 | 858.00 | 835.00 | 820.00 | 817.00 | 821.50 | 800.50 | 30.00 | 36.50 | 36.50 | 34.50 |
| 2023-02-03 | 850.00 | 853.50 | 856.00 | 834.00 | 810.00 | 817.00 | 818.50 | 797.50 | 40.00 | 36.50 | 37.50 | 36.50 |
| 2023-02-02 | 864.00 | 841.50 | 870.50 | 839.00 | 829.00 | 806.00 | 832.00 | 804.00 | 35.00 | 35.50 | 38.50 | 35.00 |
| 2023-02-01 | 867.00 | 867.00 | 881.50 | 862.50 | 833.00 | 831.50 | 845.50 | 828.00 | 34.00 | 35.50 | 36.00 | 34.50 |
| 2023-01-31 | 876.00 | 866.00 | 880.00 | 865.50 | 838.00 | 831.50 | 846.00 | 831.50 | 38.00 | 34.50 | 34.00 | 34.00 |
| 2023-01-30 | 885.00 | 873.50 | 890.00 | 871.00 | 850.00 | 838.50 | 859.00 | 836.50 | 35.00 | 35.00 | 31.00 | 34.50 |
| 2023-01-20 | 854.50 | 865.00 | 865.50 | 848.00 | 827.00 | 836.00 | 836.50 | 823.00 | 27.50 | 29.00 | 29.00 | 25.00 |
| 2023-01-19 | 845.50 | 852.50 | 859.50 | 842.00 | 816.50 | 826.50 | 831.50 | 815.50 | 29.00 | 26.00 | 28.00 | 26.50 |
| 2023-01-18 | 835.50 | 841.50 | 848.50 | 831.50 | 807.50 | 815.50 | 821.50 | 805.00 | 28.00 | 26.00 | 27.00 | 26.50 |
| 2023-01-17 | 836.00 | 835.00 | 841.50 | 826.50 | 803.00 | 806.50 | 814.00 | 792.00 | 33.00 | 28.50 | 27.50 | 34.50 |