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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-16 | 859.00 | 832.50 | 863.50 | 830.00 | 845.00 | 804.00 | 845.00 | 803.00 | 14.00 | 28.50 | 18.50 | 27.00 |
| 2023-01-13 | 856.50 | 881.00 | 883.00 | 854.00 | 831.00 | 854.00 | 854.50 | 827.00 | 25.50 | 27.00 | 28.50 | 27.00 |
| 2023-01-12 | 850.50 | 855.50 | 861.50 | 843.50 | 822.00 | 828.50 | 834.00 | 816.00 | 28.50 | 27.00 | 27.50 | 27.50 |
| 2023-01-11 | 842.00 | 847.50 | 852.50 | 835.00 | 816.00 | 822.00 | 826.50 | 809.50 | 26.00 | 25.50 | 26.00 | 25.50 |
| 2023-01-10 | 829.50 | 839.50 | 844.00 | 826.50 | 803.00 | 813.50 | 816.50 | 801.50 | 26.50 | 26.00 | 27.50 | 25.00 |
| 2023-01-09 | 845.00 | 823.00 | 846.50 | 815.50 | 818.00 | 799.00 | 821.50 | 791.50 | 27.00 | 24.00 | 25.00 | 24.00 |
| 2023-01-06 | 845.00 | 855.00 | 856.00 | 832.00 | 820.00 | 828.00 | 829.00 | 804.50 | 25.00 | 27.00 | 27.00 | 27.50 |
| 2023-01-05 | 841.00 | 840.00 | 847.00 | 830.00 | 824.00 | 817.50 | 825.50 | 810.50 | 17.00 | 22.50 | 21.50 | 19.50 |
| 2023-01-04 | 852.50 | 846.50 | 860.50 | 840.00 | 831.50 | 824.50 | 838.00 | 818.00 | 21.00 | 22.00 | 22.50 | 22.00 |
| 2023-01-03 | 857.00 | 851.50 | 859.00 | 842.00 | 840.00 | 863.50 | 863.50 | 840.00 | 17.00 | -12.00 | -4.50 | 2.00 |
| 2022-12-30 | 847.00 | 863.00 | 867.50 | 842.50 | 815.00 | 837.50 | 842.00 | 815.00 | 32.00 | 25.50 | 25.50 | 27.50 |
| 2022-12-29 | 838.00 | 845.00 | 847.50 | 831.00 | 834.00 | 846.00 | 848.00 | 833.00 | 4.00 | -1.00 | -0.50 | -2.00 |
| 2022-12-28 | 837.50 | 835.50 | 838.50 | 825.00 | 840.00 | 839.00 | 841.50 | 832.00 | -2.50 | -3.50 | -3.00 | -7.00 |
| 2022-12-27 | 828.00 | 836.00 | 838.00 | 818.00 | 835.00 | 839.00 | 840.50 | 826.50 | -7.00 | -3.00 | -2.50 | -8.50 |
| 2022-12-26 | 825.00 | 828.00 | 832.00 | 807.00 | 835.50 | 839.50 | 842.50 | 823.50 | -10.50 | -11.50 | -10.50 | -16.50 |
| 2022-12-23 | 820.00 | 825.00 | 827.50 | 805.50 | 834.50 | 837.50 | 841.00 | 825.50 | -14.50 | -12.50 | -13.50 | -20.00 |
| 2022-12-22 | 832.50 | 817.50 | 835.00 | 816.00 | 850.00 | 832.00 | 854.50 | 830.50 | -17.50 | -14.50 | -19.50 | -14.50 |
| 2022-12-21 | 806.50 | 829.00 | 829.50 | 797.00 | 833.00 | 847.00 | 847.00 | 820.00 | -26.50 | -18.00 | -17.50 | -23.00 |
| 2022-12-20 | 794.00 | 804.50 | 810.00 | 788.00 | 815.00 | 827.00 | 835.00 | 815.00 | -21.00 | -22.50 | -25.00 | -27.00 |
| 2022-12-19 | 821.00 | 793.50 | 821.50 | 792.00 | 845.00 | 821.00 | 845.00 | 818.50 | -24.00 | -27.50 | -23.50 | -26.50 |
| 2022-12-16 | 830.50 | 821.00 | 841.50 | 803.00 | 855.00 | 846.00 | 864.50 | 827.00 | -24.50 | -25.00 | -23.00 | -24.00 |
| 2022-12-15 | 811.50 | 830.00 | 832.00 | 807.50 | 833.50 | 854.00 | 855.00 | 831.00 | -22.00 | -24.00 | -23.00 | -23.50 |
| 2022-12-14 | 808.50 | 808.50 | 813.00 | 794.50 | 835.00 | 833.50 | 838.00 | 822.50 | -26.50 | -25.00 | -25.00 | -28.00 |
| 2022-12-13 | 802.50 | 808.50 | 809.50 | 789.00 | 829.50 | 834.50 | 834.50 | 817.50 | -27.00 | -26.00 | -25.00 | -28.50 |
| 2022-12-12 | 811.50 | 802.50 | 822.50 | 800.50 | 838.00 | 830.00 | 846.50 | 826.50 | -26.50 | -27.50 | -24.00 | -26.00 |
| 2022-12-09 | 795.00 | 814.50 | 823.00 | 795.00 | 816.50 | 840.00 | 844.00 | 816.50 | -21.50 | -25.50 | -21.00 | -21.50 |
| 2022-12-08 | 765.50 | 790.00 | 793.00 | 765.50 | 790.00 | 814.00 | 816.00 | 789.00 | -24.50 | -24.00 | -23.00 | -23.50 |
| 2022-12-07 | 780.00 | 765.00 | 795.00 | 761.00 | 795.50 | 790.00 | 809.50 | 785.50 | -15.50 | -25.00 | -14.50 | -24.50 |
| 2022-12-06 | 780.50 | 780.00 | 792.50 | 773.00 | 792.00 | 795.50 | 804.50 | 786.50 | -11.50 | -15.50 | -12.00 | -13.50 |
| 2022-12-05 | 790.50 | 795.50 | 808.00 | 782.00 | 780.00 | 779.50 | 799.50 | 772.00 | 10.50 | 16.00 | 8.50 | 10.00 |
| 2022-12-02 | 768.50 | 787.50 | 792.50 | 764.00 | 753.50 | 777.50 | 782.50 | 751.50 | 15.00 | 10.00 | 10.00 | 12.50 |
| 2022-12-01 | 774.00 | 766.50 | 779.50 | 761.50 | 756.00 | 753.50 | 767.50 | 750.00 | 18.00 | 13.00 | 12.00 | 11.50 |
| 2022-11-30 | 770.00 | 769.00 | 773.00 | 758.50 | 751.00 | 752.00 | 755.00 | 740.50 | 19.00 | 17.00 | 18.00 | 18.00 |
| 2022-11-29 | 758.00 | 770.50 | 780.50 | 757.00 | 732.00 | 748.50 | 758.00 | 731.50 | 26.00 | 22.00 | 22.50 | 25.50 |
| 2022-11-28 | 761.00 | 755.50 | 764.50 | 743.00 | 730.50 | 728.50 | 735.00 | 717.50 | 30.50 | 27.00 | 29.50 | 25.50 |
| 2022-11-25 | 732.00 | 758.00 | 760.50 | 723.50 | 701.00 | 726.00 | 727.00 | 694.50 | 31.00 | 32.00 | 33.50 | 29.00 |
| 2022-11-24 | 731.00 | 732.00 | 742.00 | 727.50 | 700.50 | 702.00 | 713.00 | 698.00 | 30.50 | 30.00 | 29.00 | 29.50 |
| 2022-11-23 | 723.50 | 732.50 | 736.50 | 714.00 | 687.00 | 703.00 | 707.00 | 686.50 | 36.50 | 29.50 | 29.50 | 27.50 |
| 2022-11-22 | 744.00 | 725.00 | 747.50 | 724.00 | 707.00 | 691.00 | 713.00 | 690.00 | 37.00 | 34.00 | 34.50 | 34.00 |
| 2022-11-21 | 753.50 | 745.50 | 755.00 | 726.00 | 722.00 | 709.50 | 723.50 | 693.50 | 31.50 | 36.00 | 31.50 | 32.50 |
| 2022-11-18 | 740.00 | 753.50 | 757.50 | 733.50 | 720.00 | 724.00 | 730.50 | 715.00 | 20.00 | 29.50 | 27.00 | 18.50 |
| 2022-11-17 | 738.00 | 740.00 | 742.50 | 720.00 | 716.00 | 720.00 | 722.50 | 702.00 | 22.00 | 20.00 | 20.00 | 18.00 |
| 2022-11-16 | 718.00 | 734.00 | 741.00 | 713.50 | 700.00 | 713.50 | 723.00 | 698.00 | 18.00 | 20.50 | 18.00 | 15.50 |
| 2022-11-15 | 710.50 | 719.00 | 727.00 | 708.00 | 696.00 | 703.50 | 713.50 | 691.00 | 14.50 | 15.50 | 13.50 | 17.00 |
| 2022-11-14 | 710.00 | 710.50 | 735.50 | 707.00 | 687.00 | 697.50 | 724.00 | 687.00 | 23.00 | 13.00 | 11.50 | 20.00 |
| 2022-11-11 | 667.00 | 708.50 | 720.00 | 667.00 | 660.00 | 689.50 | 697.50 | 657.00 | 7.00 | 19.00 | 22.50 | 10.00 |
| 2022-11-10 | 683.00 | 675.50 | 683.50 | 668.00 | 666.00 | 663.00 | 666.00 | 652.50 | 17.00 | 12.50 | 17.50 | 15.50 |
| 2022-11-09 | 680.00 | 686.00 | 691.50 | 678.50 | 658.00 | 665.00 | 670.00 | 655.00 | 22.00 | 21.00 | 21.50 | 23.50 |
| 2022-11-08 | 663.00 | 680.00 | 683.00 | 660.00 | 639.00 | 656.00 | 658.00 | 635.00 | 24.00 | 24.00 | 25.00 | 25.00 |
| 2022-11-07 | 664.50 | 661.50 | 676.00 | 654.00 | 632.50 | 636.00 | 646.50 | 628.00 | 32.00 | 25.50 | 29.50 | 26.00 |
| 2022-11-04 | 630.50 | 662.50 | 666.00 | 628.00 | 614.00 | 630.50 | 634.00 | 599.00 | 16.50 | 32.00 | 32.00 | 29.00 |
| 2022-11-03 | 627.50 | 634.50 | 641.00 | 623.00 | 602.50 | 606.50 | 613.50 | 599.00 | 25.00 | 28.00 | 27.50 | 24.00 |
| 2022-11-02 | 628.00 | 629.00 | 638.50 | 620.00 | 601.50 | 605.00 | 614.00 | 596.00 | 26.50 | 24.00 | 24.50 | 24.00 |
| 2022-11-01 | 608.00 | 628.00 | 630.00 | 599.50 | 588.00 | 604.00 | 605.50 | 577.00 | 20.00 | 24.00 | 24.50 | 22.50 |
| 2022-10-31 | 625.50 | 606.50 | 628.00 | 602.50 | 598.50 | 583.00 | 602.50 | 579.00 | 27.00 | 23.50 | 25.50 | 23.50 |
| 2022-10-28 | 640.00 | 624.50 | 645.00 | 618.50 | 609.00 | 599.00 | 617.00 | 595.00 | 31.00 | 25.50 | 28.00 | 23.50 |
| 2022-10-27 | 660.50 | 643.50 | 667.00 | 642.50 | 628.50 | 611.50 | 633.00 | 611.00 | 32.00 | 32.00 | 34.00 | 31.50 |
| 2022-10-26 | 670.00 | 662.50 | 682.50 | 658.50 | 631.00 | 626.00 | 643.50 | 623.50 | 39.00 | 36.50 | 39.00 | 35.00 |
| 2022-10-25 | 677.50 | 669.50 | 681.00 | 662.50 | 639.00 | 632.50 | 641.50 | 626.50 | 38.50 | 37.00 | 39.50 | 36.00 |
| 2022-10-24 | 675.00 | 679.50 | 694.00 | 674.50 | 638.00 | 640.50 | 655.00 | 636.50 | 37.00 | 39.00 | 39.00 | 38.00 |
| 2022-10-21 | 670.00 | 676.50 | 687.50 | 665.00 | 630.00 | 639.00 | 649.00 | 628.00 | 40.00 | 37.50 | 38.50 | 37.00 |
| 2022-10-20 | 686.00 | 667.00 | 687.00 | 664.00 | 649.00 | 630.50 | 649.00 | 627.50 | 37.00 | 36.50 | 38.00 | 36.50 |
| 2022-10-19 | 690.00 | 688.00 | 695.00 | 682.50 | 647.00 | 648.00 | 655.00 | 643.50 | 43.00 | 40.00 | 40.00 | 39.00 |
| 2022-10-18 | 688.00 | 687.00 | 694.50 | 678.00 | 649.00 | 648.00 | 655.00 | 638.00 | 39.00 | 39.00 | 39.50 | 40.00 |
| 2022-10-17 | 701.00 | 686.50 | 704.50 | 680.50 | 665.00 | 650.50 | 667.50 | 644.00 | 36.00 | 36.00 | 37.00 | 36.50 |
| 2022-10-14 | 691.00 | 702.50 | 709.00 | 689.00 | 655.00 | 664.50 | 670.50 | 650.50 | 36.00 | 38.00 | 38.50 | 38.50 |
| 2022-10-13 | 715.00 | 696.00 | 718.50 | 695.00 | 675.50 | 658.50 | 678.00 | 657.00 | 39.50 | 37.50 | 40.50 | 38.00 |
| 2022-10-12 | 724.00 | 714.50 | 724.50 | 706.00 | 681.00 | 675.50 | 684.00 | 667.00 | 43.00 | 39.00 | 40.50 | 39.00 |
| 2022-10-11 | 743.00 | 721.00 | 745.50 | 717.00 | 699.50 | 680.50 | 702.50 | 678.50 | 43.50 | 40.50 | 43.00 | 38.50 |
| 2022-10-10 | 729.00 | 739.50 | 744.50 | 728.00 | 681.00 | 697.00 | 702.00 | 681.00 | 48.00 | 42.50 | 42.50 | 47.00 |
| 2022-09-30 | 723.00 | 721.50 | 730.50 | 716.00 | 685.00 | 682.00 | 690.50 | 677.00 | 38.00 | 39.50 | 40.00 | 39.00 |
| 2022-09-29 | 715.50 | 722.50 | 731.00 | 709.00 | 673.00 | 684.00 | 691.00 | 669.50 | 42.50 | 38.50 | 40.00 | 39.50 |
| 2022-09-28 | 724.50 | 711.50 | 726.50 | 708.50 | 679.00 | 671.50 | 684.50 | 669.00 | 45.50 | 40.00 | 42.00 | 39.50 |
| 2022-09-27 | 712.00 | 718.50 | 722.00 | 706.50 | 670.00 | 676.50 | 679.50 | 667.00 | 42.00 | 42.00 | 42.50 | 39.50 |
| 2022-09-26 | 712.50 | 710.50 | 718.50 | 702.50 | 675.00 | 668.50 | 677.00 | 661.00 | 37.50 | 42.00 | 41.50 | 41.50 |
| 2022-09-23 | 721.00 | 719.00 | 728.00 | 714.00 | 680.00 | 678.50 | 686.00 | 672.50 | 41.00 | 40.50 | 42.00 | 41.50 |
| 2022-09-22 | 703.00 | 718.00 | 719.50 | 694.00 | 663.00 | 677.00 | 678.00 | 654.50 | 40.00 | 41.00 | 41.50 | 39.50 |
| 2022-09-21 | 696.00 | 703.50 | 705.50 | 686.50 | 655.00 | 663.50 | 665.00 | 647.50 | 41.00 | 40.00 | 40.50 | 39.00 |
| 2022-09-20 | 706.50 | 696.00 | 720.00 | 695.50 | 670.50 | 656.50 | 678.00 | 655.50 | 36.00 | 39.50 | 42.00 | 40.00 |
| 2022-09-19 | 715.00 | 705.50 | 728.00 | 705.00 | 672.00 | 667.00 | 685.00 | 666.00 | 43.00 | 38.50 | 43.00 | 39.00 |
| 2022-09-16 | 721.00 | 715.00 | 727.50 | 707.50 | 679.00 | 671.50 | 682.00 | 663.50 | 42.00 | 43.50 | 45.50 | 44.00 |
| 2022-09-15 | 719.00 | 722.50 | 736.00 | 713.00 | 678.50 | 678.50 | 692.00 | 670.50 | 40.50 | 44.00 | 44.00 | 42.50 |
| 2022-09-14 | 722.00 | 720.50 | 726.00 | 710.00 | 685.00 | 679.50 | 685.00 | 671.50 | 37.00 | 41.00 | 41.00 | 38.50 |
| 2022-09-13 | 725.00 | 728.50 | 732.00 | 720.00 | 680.00 | 685.00 | 689.00 | 675.00 | 45.00 | 43.50 | 43.00 | 45.00 |
| 2022-09-09 | 707.00 | 720.50 | 724.50 | 703.50 | 667.50 | 675.50 | 680.50 | 663.00 | 39.50 | 45.00 | 44.00 | 40.50 |
| 2022-09-08 | 680.00 | 706.00 | 708.50 | 678.00 | 648.00 | 668.00 | 672.50 | 643.50 | 32.00 | 38.00 | 36.00 | 34.50 |
| 2022-09-07 | 690.00 | 680.00 | 698.00 | 675.50 | 656.00 | 645.50 | 663.00 | 640.00 | 34.00 | 34.50 | 35.00 | 35.50 |
| 2022-09-06 | 693.50 | 691.50 | 699.50 | 685.50 | 660.00 | 657.00 | 664.50 | 651.50 | 33.50 | 34.50 | 35.00 | 34.00 |
| 2022-09-05 | 667.50 | 692.00 | 696.50 | 663.00 | 636.50 | 658.50 | 662.00 | 631.50 | 31.00 | 33.50 | 34.50 | 31.50 |
| 2022-09-02 | 668.50 | 667.50 | 677.00 | 652.00 | 643.00 | 634.00 | 647.50 | 623.50 | 25.50 | 33.50 | 29.50 | 28.50 |
| 2022-09-01 | 692.50 | 675.50 | 697.50 | 673.50 | 658.00 | 645.50 | 665.50 | 644.00 | 34.50 | 30.00 | 32.00 | 29.50 |
| 2022-08-31 | 686.00 | 685.00 | 691.00 | 677.00 | 677.50 | 654.50 | 677.50 | 647.50 | 8.50 | 30.50 | 13.50 | 29.50 |
| 2022-08-30 | 714.00 | 682.00 | 716.00 | 680.50 | 680.00 | 648.50 | 682.50 | 647.50 | 34.00 | 33.50 | 33.50 | 33.00 |
| 2022-08-29 | 730.50 | 714.00 | 736.50 | 704.00 | 698.50 | 680.00 | 701.50 | 671.00 | 32.00 | 34.00 | 35.00 | 33.00 |
| 2022-08-26 | 708.00 | 735.00 | 735.50 | 707.50 | 676.00 | 698.50 | 699.00 | 675.00 | 32.00 | 36.50 | 36.50 | 32.50 |
| 2022-08-25 | 717.50 | 705.50 | 721.50 | 702.50 | 783.00 | 779.50 | 789.00 | 778.00 | -65.50 | -74.00 | -67.50 | -75.50 |
| 2022-08-24 | 707.50 | 716.00 | 717.50 | 697.50 | 779.00 | 783.50 | 785.00 | 769.50 | -71.50 | -67.50 | -67.50 | -72.00 |
| 2022-08-23 | 690.50 | 705.00 | 709.50 | 681.50 | 758.00 | 775.00 | 777.00 | 756.00 | -67.50 | -70.00 | -67.50 | -74.50 |
| 2022-08-22 | 675.00 | 690.50 | 698.00 | 672.50 | 760.00 | 758.00 | 769.50 | 753.50 | -85.00 | -67.50 | -71.50 | -81.00 |
| 2022-08-19 | 683.00 | 673.50 | 691.50 | 672.00 | 755.50 | 756.50 | 766.50 | 753.00 | -72.50 | -83.00 | -75.00 | -81.00 |