尿素期货跨期套利数据回测

本页面展示尿素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:

数据来源

  1. 数据来源于期货交易所官方公布的期货交易数据;
  2. 主连合约指当前主力合约,次主连合约指下一个主力合约,并不是简单的本月合约和次月合约,操作前请严格核对操作标的是否正确;
  3. 为节约服务器资源,数据更新频率为每周六更新;

数据说明

  1. 该页面主要统计了主连与次主连合约历史数据的价格差异;
  2. 所有的差价都是用主连合约数据减去次主连合约所得;
  3. 本页面包含逐日数据对比,汇总的月份数据和年度数据情况;
  4. 通过查看年度、月度以及逐日数据,了解期货跨期价差的历史表现,为投资决策提供参考依据;

学习交流

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。

风险提示

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。

数据分析

关于尿素期货跨期套利的详细数据分析,请查看文章:。

尿素期货跨期套利年度差价数据

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
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尿素期货跨期套利月度差价数据

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
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尿素期货跨期套利价差逐日数据

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
2022-03-22 2900.00 2880.00 2941.00 2858.00 2718.00 2703.00 2744.00 2688.00 182.00 177.00 197.00 170.00
2022-03-21 2845.00 2923.00 2976.00 2845.00 2678.00 2726.00 2763.00 2678.00 167.00 197.00 213.00 167.00
2022-03-18 2753.00 2800.00 2802.00 2749.00 2588.00 2634.00 2636.00 2583.00 165.00 166.00 166.00 166.00
2022-03-17 2715.00 2718.00 2733.00 2678.00 2541.00 2556.00 2560.00 2523.00 174.00 162.00 173.00 155.00
2022-03-16 2767.00 2715.00 2784.00 2651.00 2577.00 2545.00 2591.00 2500.00 190.00 170.00 193.00 151.00
2022-03-15 2740.00 2745.00 2792.00 2717.00 2540.00 2560.00 2588.00 2536.00 200.00 185.00 204.00 181.00
2022-03-14 2770.00 2786.00 2805.00 2715.00 2592.00 2592.00 2605.00 2542.00 178.00 194.00 200.00 173.00
2022-03-11 2765.00 2770.00 2787.00 2689.00 2581.00 2598.00 2611.00 2529.00 184.00 172.00 176.00 160.00
2022-03-10 2620.00 2777.00 2780.00 2594.00 2474.00 2591.00 2594.00 2454.00 146.00 186.00 186.00 140.00
2022-03-09 2800.00 2746.00 2838.00 2705.00 2618.00 2580.00 2641.00 2543.00 182.00 166.00 197.00 162.00
2022-03-08 2770.00 2783.00 2814.00 2719.00 2586.00 2604.00 2620.00 2557.00 184.00 179.00 194.00 162.00
2022-03-07 2780.00 2757.00 2860.00 2740.00 2586.00 2585.00 2629.00 2551.00 194.00 172.00 231.00 189.00
2022-03-04 2679.00 2658.00 2682.00 2614.00 2512.00 2480.00 2512.00 2443.00 167.00 178.00 170.00 171.00
2022-03-03 2600.00 2687.00 2693.00 2596.00 2455.00 2525.00 2525.00 2454.00 145.00 162.00 168.00 142.00
2022-03-02 2519.00 2580.00 2595.00 2511.00 2383.00 2432.00 2463.00 2376.00 136.00 148.00 132.00 135.00
2022-03-01 2461.00 2467.00 2510.00 2418.00 2324.00 2339.00 2375.00 2296.00 137.00 128.00 135.00 122.00
2022-02-28 2405.00 2464.00 2473.00 2405.00 2281.00 2328.00 2329.00 2281.00 124.00 136.00 144.00 124.00
2022-02-25 2409.00 2349.00 2474.00 2300.00 2301.00 2236.00 2349.00 2192.00 108.00 113.00 125.00 108.00
2022-02-24 2409.00 2443.00 2471.00 2376.00 2297.00 2331.00 2351.00 2273.00 112.00 112.00 120.00 103.00
2022-02-23 2410.00 2398.00 2447.00 2383.00 2315.00 2292.00 2332.00 2277.00 95.00 106.00 115.00 106.00
2022-02-22 2504.00 2408.00 2525.00 2405.00 2393.00 2304.00 2404.00 2301.00 111.00 104.00 121.00 104.00
2022-02-21 2492.00 2471.00 2505.00 2454.00 2375.00 2357.00 2382.00 2345.00 117.00 114.00 123.00 109.00
2022-02-18 2506.00 2476.00 2543.00 2462.00 2384.00 2362.00 2415.00 2358.00 122.00 114.00 128.00 104.00
2022-02-17 2482.00 2477.00 2495.00 2436.00 2375.00 2366.00 2377.00 2334.00 107.00 111.00 118.00 102.00
2022-02-16 2480.00 2503.00 2510.00 2466.00 2365.00 2386.00 2390.00 2360.00 115.00 117.00 120.00 106.00
2022-02-15 2508.00 2471.00 2535.00 2458.00 2398.00 2361.00 2417.00 2349.00 110.00 110.00 118.00 109.00
2022-02-14 2600.00 2512.00 2605.00 2505.00 2470.00 2400.00 2474.00 2399.00 130.00 112.00 131.00 106.00
2022-02-11 2666.00 2568.00 2696.00 2565.00 2527.00 2440.00 2545.00 2439.00 139.00 128.00 151.00 126.00
2022-02-10 2663.00 2689.00 2705.00 2663.00 2524.00 2542.00 2554.00 2524.00 139.00 147.00 151.00 139.00
2022-02-09 2681.00 2644.00 2685.00 2618.00 2526.00 2503.00 2527.00 2491.00 155.00 141.00 158.00 127.00
2022-02-08 2708.00 2700.00 2738.00 2684.00 2522.00 2539.00 2563.00 2522.00 186.00 161.00 175.00 162.00
2022-02-07 2605.00 2684.00 2693.00 2576.00 2481.00 2510.00 2518.00 2445.00 124.00 174.00 175.00 131.00
2022-01-28 2605.00 2562.00 2613.00 2549.00 2462.00 2428.00 2464.00 2418.00 143.00 134.00 149.00 131.00
2022-01-27 2645.00 2602.00 2675.00 2596.00 2482.00 2459.00 2526.00 2455.00 163.00 143.00 149.00 141.00
2022-01-26 2586.00 2614.00 2615.00 2562.00 2444.00 2465.00 2465.00 2427.00 142.00 149.00 150.00 135.00
2022-01-25 2560.00 2574.00 2598.00 2544.00 2436.00 2437.00 2458.00 2422.00 124.00 137.00 140.00 122.00
2022-01-24 2625.00 2594.00 2625.00 2541.00 2470.00 2459.00 2473.00 2410.00 155.00 135.00 152.00 131.00
2022-01-21 2566.00 2611.00 2637.00 2564.00 2427.00 2458.00 2478.00 2426.00 139.00 153.00 159.00 138.00
2022-01-20 2577.00 2589.00 2606.00 2552.00 2445.00 2445.00 2465.00 2424.00 132.00 144.00 141.00 128.00
2022-01-19 2525.00 2577.00 2633.00 2524.00 2410.00 2441.00 2486.00 2410.00 115.00 136.00 147.00 114.00
2022-01-18 2515.00 2510.00 2520.00 2467.00 2400.00 2390.00 2400.00 2350.00 115.00 120.00 120.00 117.00
2022-01-17 2509.00 2494.00 2521.00 2451.00 2392.00 2379.00 2400.00 2345.00 117.00 115.00 121.00 106.00
2022-01-14 2539.00 2538.00 2590.00 2525.00 2409.00 2417.00 2455.00 2395.00 130.00 121.00 135.00 130.00
2022-01-13 2555.00 2523.00 2578.00 2506.00 2434.00 2398.00 2456.00 2383.00 121.00 125.00 122.00 123.00
2022-01-12 2555.00 2541.00 2583.00 2538.00 2438.00 2422.00 2453.00 2419.00 117.00 119.00 130.00 119.00
2022-01-11 2529.00 2533.00 2536.00 2491.00 2410.00 2418.00 2418.00 2375.00 119.00 115.00 118.00 116.00
2022-01-10 2535.00 2547.00 2576.00 2529.00 2415.00 2423.00 2447.00 2409.00 120.00 124.00 129.00 120.00
2022-01-07 2444.00 2549.00 2555.00 2425.00 2330.00 2431.00 2436.00 2320.00 114.00 118.00 119.00 105.00
2022-01-06 2480.00 2431.00 2482.00 2390.00 2374.00 2322.00 2382.00 2297.00 106.00 109.00 100.00 93.00
2022-01-05 2480.00 2482.00 2505.00 2460.00 2374.00 2375.00 2395.00 2358.00 106.00 107.00 110.00 102.00
2022-01-04 2475.00 2472.00 2529.00 2457.00 2487.00 2533.00 2649.00 2487.00 -12.00 -61.00 -120.00 -30.00
2021-12-31 2423.00 2428.00 2440.00 2380.00 2424.00 2456.00 2460.00 2412.00 -1.00 -28.00 -20.00 -32.00
2021-12-30 2386.00 2414.00 2422.00 2375.00 2410.00 2425.00 2434.00 2409.00 -24.00 -11.00 -12.00 -34.00
2021-12-29 2410.00 2392.00 2413.00 2369.00 2429.00 2417.00 2429.00 2410.00 -19.00 -25.00 -16.00 -41.00
2021-12-28 2415.00 2402.00 2424.00 2373.00 2423.00 2425.00 2440.00 2405.00 -8.00 -23.00 -16.00 -32.00
2021-12-27 2428.00 2391.00 2455.00 2366.00 2428.00 2407.00 2456.00 2399.00 0.00 -16.00 -1.00 -33.00
2021-12-24 2373.00 2428.00 2430.00 2361.00 2375.00 2428.00 2431.00 2373.00 -2.00 0.00 -1.00 -12.00
2021-12-23 2298.00 2335.00 2349.00 2276.00 2334.00 2348.00 2364.00 2308.00 -36.00 -13.00 -15.00 -32.00
2021-12-22 2305.00 2280.00 2329.00 2270.00 2315.00 2316.00 2330.00 2297.00 -10.00 -36.00 -1.00 -27.00
2021-12-21 2311.00 2304.00 2334.00 2280.00 2341.00 2310.00 2353.00 2295.00 -30.00 -6.00 -19.00 -15.00
2021-12-20 2385.00 2324.00 2394.00 2295.00 2419.00 2350.00 2435.00 2342.00 -34.00 -26.00 -41.00 -47.00
2021-12-17 2515.00 2439.00 2530.00 2418.00 2439.00 2399.00 2455.00 2364.00 76.00 40.00 75.00 54.00
2021-12-16 2448.00 2504.00 2518.00 2444.00 2291.00 2417.00 2419.00 2291.00 157.00 87.00 99.00 153.00
2021-12-15 2404.00 2441.00 2450.00 2395.00 2290.00 2289.00 2313.00 2264.00 114.00 152.00 137.00 131.00
2021-12-14 2410.00 2393.00 2410.00 2365.00 2250.00 2279.00 2288.00 2226.00 160.00 114.00 122.00 139.00
2021-12-13 2351.00 2390.00 2404.00 2317.00 2180.00 2242.00 2257.00 2158.00 171.00 148.00 147.00 159.00
2021-12-10 2362.00 2349.00 2380.00 2323.00 2160.00 2165.00 2175.00 2149.00 202.00 184.00 205.00 174.00
2021-12-09 2307.00 2340.00 2365.00 2298.00 2145.00 2149.00 2179.00 2140.00 162.00 191.00 186.00 158.00
2021-12-08 2355.00 2282.00 2356.00 2255.00 2169.00 2132.00 2170.00 2109.00 186.00 150.00 186.00 146.00
2021-12-07 2296.00 2358.00 2372.00 2288.00 2170.00 2176.00 2195.00 2170.00 126.00 182.00 177.00 118.00
2021-12-06 2290.00 2269.00 2297.00 2256.00 2140.00 2150.00 2188.00 2132.00 150.00 119.00 109.00 124.00
2021-12-03 2307.00 2267.00 2310.00 2234.00 2215.00 2133.00 2218.00 2105.00 92.00 134.00 92.00 129.00
2021-12-02 2327.00 2307.00 2345.00 2281.00 2220.00 2219.00 2231.00 2194.00 107.00 88.00 114.00 87.00
2021-12-01 2358.00 2357.00 2416.00 2350.00 2227.00 2237.00 2268.00 2222.00 131.00 120.00 148.00 128.00
2021-11-30 2415.00 2358.00 2424.00 2319.00 2265.00 2219.00 2275.00 2205.00 150.00 139.00 149.00 114.00
2021-11-29 2367.00 2415.00 2479.00 2367.00 2277.00 2260.00 2319.00 2256.00 90.00 155.00 160.00 111.00
2021-11-26 2350.00 2366.00 2394.00 2336.00 2299.00 2270.00 2318.00 2247.00 51.00 96.00 76.00 89.00
2021-11-25 2349.00 2398.00 2400.00 2346.00 2288.00 2329.00 2342.00 2288.00 61.00 69.00 58.00 58.00
2021-11-24 2270.00 2323.00 2343.00 2256.00 2218.00 2274.00 2280.00 2202.00 52.00 49.00 63.00 54.00
2021-11-23 2205.00 2234.00 2255.00 2189.00 2165.00 2179.00 2200.00 2157.00 40.00 55.00 55.00 32.00
2021-11-22 2210.00 2189.00 2231.00 2176.00 2163.00 2160.00 2190.00 2150.00 47.00 29.00 41.00 26.00
2021-11-19 2206.00 2186.00 2239.00 2164.00 2163.00 2156.00 2190.00 2131.00 43.00 30.00 49.00 33.00
2021-11-18 2270.00 2217.00 2295.00 2206.00 2205.00 2177.00 2221.00 2175.00 65.00 40.00 74.00 31.00
2021-11-17 2254.00 2287.00 2300.00 2241.00 2203.00 2217.00 2239.00 2186.00 51.00 70.00 61.00 55.00
2021-11-16 2266.00 2276.00 2334.00 2257.00 2212.00 2222.00 2272.00 2202.00 54.00 54.00 62.00 55.00
2021-11-15 2290.00 2264.00 2294.00 2213.00 2245.00 2211.00 2245.00 2175.00 45.00 53.00 49.00 38.00
2021-11-12 2306.00 2263.00 2316.00 2257.00 2220.00 2212.00 2236.00 2193.00 86.00 51.00 80.00 64.00
2021-11-11 2321.00 2338.00 2377.00 2300.00 2226.00 2249.00 2267.00 2211.00 95.00 89.00 110.00 89.00
2021-11-10 2266.00 2323.00 2333.00 2220.00 2172.00 2228.00 2237.00 2133.00 94.00 95.00 96.00 87.00
2021-11-09 2384.00 2322.00 2414.00 2316.00 2275.00 2208.00 2299.00 2208.00 109.00 114.00 115.00 108.00
2021-11-08 2455.00 2381.00 2478.00 2348.00 2339.00 2273.00 2350.00 2256.00 116.00 108.00 128.00 92.00
2021-11-05 2393.00 2389.00 2436.00 2350.00 2251.00 2286.00 2297.00 2224.00 142.00 103.00 139.00 126.00
2021-11-04 2342.00 2408.00 2476.00 2330.00 2193.00 2273.00 2297.00 2156.00 149.00 135.00 179.00 174.00
2021-11-03 2297.00 2455.00 2477.00 2287.00 2176.00 2249.00 2291.00 2137.00 121.00 206.00 186.00 150.00
2021-11-02 2338.00 2299.00 2377.00 2225.00 2182.00 2173.00 2234.00 2111.00 156.00 126.00 143.00 114.00
2021-11-01 2401.00 2345.00 2483.00 2331.00 2176.00 2193.00 2275.00 2158.00 225.00 152.00 208.00 173.00
2021-10-29 2608.00 2468.00 2630.00 2444.00 2375.00 2229.00 2380.00 2215.00 233.00 239.00 250.00 229.00
2021-10-28 2443.00 2590.00 2688.00 2402.00 2239.00 2380.00 2442.00 2186.00 204.00 210.00 246.00 216.00
2021-10-27 2705.00 2532.00 2705.00 2493.00 2500.00 2305.00 2500.00 2304.00 205.00 227.00 205.00 189.00
2021-10-26 2755.00 2783.00 2815.00 2637.00 2570.00 2564.00 2615.00 2472.00 185.00 219.00 200.00 165.00
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