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
暂无数据

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
暂无数据

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
2021-10-25 2800.00 2755.00 2850.00 2700.00 2605.00 2576.00 2625.00 2525.00 195.00 179.00 225.00 175.00
2021-10-22 2910.00 2786.00 2922.00 2761.00 2630.00 2563.00 2660.00 2524.00 280.00 223.00 262.00 237.00
2021-10-21 2980.00 2893.00 3137.00 2851.00 2790.00 2623.00 2894.00 2602.00 190.00 270.00 243.00 249.00
2021-10-20 2978.00 2978.00 2978.00 2978.00 2780.00 2780.00 2780.00 2780.00 198.00 198.00 198.00 198.00
2021-10-19 3202.00 3208.00 3305.00 3166.00 2913.00 2929.00 3020.00 2880.00 289.00 279.00 285.00 286.00
2021-10-18 3113.00 3230.00 3230.00 3017.00 2796.00 2913.00 2913.00 2750.00 317.00 317.00 317.00 267.00
2021-10-15 2952.00 3078.00 3090.00 2900.00 2720.00 2772.00 2812.00 2680.00 232.00 306.00 278.00 220.00
2021-10-14 2981.00 2970.00 3019.00 2871.00 2808.00 2727.00 2822.00 2727.00 173.00 243.00 197.00 144.00
2021-10-13 3296.00 3036.00 3296.00 3035.00 3050.00 2838.00 3050.00 2838.00 246.00 198.00 246.00 197.00
2021-10-12 3303.00 3313.00 3357.00 3213.00 2991.00 3062.00 3082.00 2924.00 312.00 251.00 275.00 289.00
2021-10-11 3200.00 3271.00 3314.00 3140.00 2868.00 2963.00 2975.00 2830.00 332.00 308.00 339.00 310.00
2021-10-08 3170.00 3098.00 3170.00 3076.00 2869.00 2784.00 2891.00 2745.00 301.00 314.00 279.00 331.00
2021-09-30 2950.00 2961.00 2984.00 2894.00 2710.00 2695.00 2726.00 2657.00 240.00 266.00 258.00 237.00
2021-09-29 2863.00 2920.00 2946.00 2822.00 2631.00 2682.00 2700.00 2612.00 232.00 238.00 246.00 210.00
2021-09-28 2845.00 2891.00 2923.00 2834.00 2713.00 2662.00 2749.00 2624.00 132.00 229.00 174.00 210.00
2021-09-27 2830.00 2843.00 2978.00 2804.00 2678.00 2708.00 2808.00 2654.00 152.00 135.00 170.00 150.00
2021-09-24 2895.00 2759.00 2908.00 2729.00 2730.00 2609.00 2741.00 2589.00 165.00 150.00 167.00 140.00
2021-09-23 2828.00 2915.00 2925.00 2790.00 2700.00 2755.00 2770.00 2656.00 128.00 160.00 155.00 134.00
2021-09-22 2795.00 2848.00 2848.00 2760.00 2634.00 2705.00 2712.00 2633.00 161.00 143.00 136.00 127.00
2021-09-17 2721.00 2693.00 2726.00 2653.00 2593.00 2572.00 2609.00 2534.00 128.00 121.00 117.00 119.00
2021-09-16 2620.00 2667.00 2667.00 2620.00 2511.00 2560.00 2560.00 2511.00 109.00 107.00 107.00 109.00
2021-09-15 2500.00 2568.00 2575.00 2455.00 2396.00 2461.00 2472.00 2360.00 104.00 107.00 103.00 95.00
2021-09-14 2528.00 2509.00 2550.00 2487.00 2427.00 2410.00 2443.00 2389.00 101.00 99.00 107.00 98.00
2021-09-13 2585.00 2528.00 2589.00 2508.00 2469.00 2428.00 2470.00 2407.00 116.00 100.00 119.00 101.00
2021-09-10 2605.00 2551.00 2637.00 2522.00 2484.00 2439.00 2518.00 2411.00 121.00 112.00 119.00 111.00
2021-09-09 2481.00 2608.00 2608.00 2481.00 2372.00 2484.00 2484.00 2372.00 109.00 124.00 124.00 109.00
2021-09-08 2454.00 2476.00 2492.00 2435.00 2340.00 2363.00 2368.00 2318.00 114.00 113.00 124.00 117.00
2021-09-07 2430.00 2464.00 2469.00 2388.00 2295.00 2351.00 2355.00 2267.00 135.00 113.00 114.00 121.00
2021-09-06 2400.00 2436.00 2442.00 2375.00 2274.00 2310.00 2320.00 2248.00 126.00 126.00 122.00 127.00
2021-09-03 2371.00 2412.00 2426.00 2355.00 2238.00 2281.00 2299.00 2235.00 133.00 131.00 127.00 120.00
2021-09-02 2360.00 2372.00 2380.00 2335.00 2235.00 2244.00 2262.00 2215.00 125.00 128.00 118.00 120.00
2021-09-01 2351.00 2371.00 2403.00 2345.00 2218.00 2244.00 2277.00 2218.00 133.00 127.00 126.00 127.00
2021-08-31 2346.00 2351.00 2359.00 2318.00 2241.00 2221.00 2244.00 2197.00 105.00 130.00 115.00 121.00
2021-08-30 2245.00 2346.00 2346.00 2245.00 2140.00 2246.00 2248.00 2140.00 105.00 100.00 98.00 105.00
2021-08-27 2188.00 2220.00 2233.00 2183.00 2106.00 2119.00 2139.00 2100.00 82.00 101.00 94.00 83.00
2021-08-26 2188.00 2198.00 2217.00 2162.00 2314.00 2309.00 2332.00 2289.00 -126.00 -111.00 -115.00 -127.00
2021-08-25 2258.00 2180.00 2265.00 2167.00 2386.00 2311.00 2390.00 2282.00 -128.00 -131.00 -125.00 -115.00
2021-08-24 2272.00 2257.00 2283.00 2233.00 2410.00 2390.00 2415.00 2380.00 -138.00 -133.00 -132.00 -147.00
2021-08-23 2269.00 2272.00 2303.00 2237.00 2414.00 2410.00 2445.00 2392.00 -145.00 -138.00 -142.00 -155.00
2021-08-20 2345.00 2264.00 2355.00 2262.00 2475.00 2410.00 2495.00 2400.00 -130.00 -146.00 -140.00 -138.00
2021-08-19 2333.00 2348.00 2351.00 2304.00 2455.00 2479.00 2483.00 2440.00 -122.00 -131.00 -132.00 -136.00
2021-08-18 2334.00 2364.00 2373.00 2334.00 2436.00 2479.00 2484.00 2436.00 -102.00 -115.00 -111.00 -102.00
2021-08-17 2329.00 2347.00 2362.00 2327.00 2430.00 2458.00 2477.00 2422.00 -101.00 -111.00 -115.00 -95.00
2021-08-16 2337.00 2339.00 2383.00 2322.00 2449.00 2441.00 2486.00 2437.00 -112.00 -102.00 -103.00 -115.00
2021-08-13 2360.00 2337.00 2375.00 2311.00 2458.00 2456.00 2487.00 2423.00 -98.00 -119.00 -112.00 -112.00
2021-08-12 2543.00 2465.00 2559.00 2460.00 2444.00 2358.00 2460.00 2357.00 99.00 107.00 99.00 103.00
2021-08-11 2560.00 2562.00 2574.00 2550.00 2454.00 2457.00 2467.00 2438.00 106.00 105.00 107.00 112.00
2021-08-10 2528.00 2555.00 2589.00 2528.00 2397.00 2444.00 2445.00 2397.00 131.00 111.00 144.00 131.00
2021-08-09 2541.00 2549.00 2555.00 2511.00 2400.00 2411.00 2419.00 2375.00 141.00 138.00 136.00 136.00
2021-08-06 2526.00 2554.00 2574.00 2510.00 2405.00 2413.00 2429.00 2399.00 121.00 141.00 145.00 111.00
2021-08-05 2495.00 2507.00 2516.00 2479.00 2385.00 2388.00 2408.00 2383.00 110.00 119.00 108.00 96.00
2021-08-04 2519.00 2556.00 2559.00 2503.00 2414.00 2445.00 2446.00 2412.00 105.00 111.00 113.00 91.00
2021-08-03 2502.00 2494.00 2508.00 2464.00 2404.00 2402.00 2410.00 2376.00 98.00 92.00 98.00 88.00
2021-08-02 2477.00 2503.00 2516.00 2453.00 2360.00 2409.00 2419.00 2355.00 117.00 94.00 97.00 98.00
2021-07-30 2574.00 2528.00 2581.00 2488.00 2478.00 2420.00 2478.00 2400.00 96.00 108.00 103.00 88.00
2021-07-29 2591.00 2561.00 2616.00 2546.00 2480.00 2462.00 2490.00 2448.00 111.00 99.00 126.00 98.00
2021-07-28 2538.00 2577.00 2578.00 2530.00 2441.00 2464.00 2465.00 2433.00 97.00 113.00 113.00 97.00
2021-07-27 2579.00 2548.00 2585.00 2528.00 2475.00 2446.00 2487.00 2435.00 104.00 102.00 98.00 93.00
2021-07-26 2550.00 2546.00 2558.00 2524.00 2457.00 2454.00 2478.00 2434.00 93.00 92.00 80.00 90.00
2021-07-23 2530.00 2550.00 2587.00 2514.00 2435.00 2454.00 2482.00 2433.00 95.00 96.00 105.00 81.00
2021-07-22 2526.00 2498.00 2542.00 2482.00 2423.00 2416.00 2462.00 2412.00 103.00 82.00 80.00 70.00
2021-07-21 2536.00 2517.00 2548.00 2494.00 2409.00 2418.00 2433.00 2382.00 127.00 99.00 115.00 112.00
2021-07-20 2480.00 2504.00 2520.00 2452.00 2354.00 2382.00 2392.00 2334.00 126.00 122.00 128.00 118.00
2021-07-19 2465.00 2525.00 2537.00 2439.00 2360.00 2387.00 2397.00 2344.00 105.00 138.00 140.00 95.00
2021-07-16 2447.00 2458.00 2470.00 2423.00 2348.00 2351.00 2361.00 2325.00 99.00 107.00 109.00 98.00
2021-07-15 2410.00 2410.00 2424.00 2380.00 2320.00 2315.00 2330.00 2299.00 90.00 95.00 94.00 81.00
2021-07-14 2428.00 2434.00 2465.00 2414.00 2345.00 2346.00 2387.00 2331.00 83.00 88.00 78.00 83.00
2021-07-13 2395.00 2407.00 2414.00 2375.00 2295.00 2329.00 2344.00 2281.00 100.00 78.00 70.00 94.00
2021-07-12 2367.00 2395.00 2405.00 2355.00 2260.00 2296.00 2307.00 2255.00 107.00 99.00 98.00 100.00
2021-07-09 2308.00 2343.00 2348.00 2301.00 2209.00 2238.00 2244.00 2201.00 99.00 105.00 104.00 100.00
2021-07-08 2290.00 2305.00 2314.00 2272.00 2199.00 2209.00 2216.00 2179.00 91.00 96.00 98.00 93.00
2021-07-07 2274.00 2293.00 2299.00 2236.00 2181.00 2200.00 2207.00 2152.00 93.00 93.00 92.00 84.00
2021-07-06 2240.00 2314.00 2330.00 2240.00 2151.00 2223.00 2232.00 2150.00 89.00 91.00 98.00 90.00
2021-07-05 2300.00 2245.00 2300.00 2203.00 2191.00 2152.00 2199.00 2113.00 109.00 93.00 101.00 90.00
2021-07-02 2316.00 2303.00 2316.00 2281.00 2207.00 2200.00 2207.00 2185.00 109.00 103.00 109.00 96.00
2021-07-01 2310.00 2316.00 2320.00 2275.00 2207.00 2211.00 2212.00 2180.00 103.00 105.00 108.00 95.00
2021-06-30 2260.00 2315.00 2322.00 2248.00 2165.00 2209.00 2216.00 2156.00 95.00 106.00 106.00 92.00
2021-06-29 2227.00 2254.00 2261.00 2223.00 2138.00 2160.00 2168.00 2134.00 89.00 94.00 93.00 89.00
2021-06-28 2312.00 2227.00 2344.00 2212.00 2228.00 2135.00 2250.00 2126.00 84.00 92.00 94.00 86.00
2021-06-25 2341.00 2301.00 2356.00 2275.00 2234.00 2216.00 2261.00 2192.00 107.00 85.00 95.00 83.00
2021-06-24 2276.00 2318.00 2319.00 2265.00 2482.00 2520.00 2520.00 2482.00 -206.00 -202.00 -201.00 -217.00
2021-06-23 2201.00 2257.00 2272.00 2201.00 2450.00 2475.00 2493.00 2438.00 -249.00 -218.00 -221.00 -237.00
2021-06-22 2214.00 2201.00 2226.00 2180.00 2402.00 2450.00 2457.00 2398.00 -188.00 -249.00 -231.00 -218.00
2021-06-21 2165.00 2207.00 2233.00 2165.00 2363.00 2390.00 2398.00 2357.00 -198.00 -183.00 -165.00 -192.00
2021-06-18 2136.00 2129.00 2150.00 2110.00 2282.00 2323.00 2328.00 2272.00 -146.00 -194.00 -178.00 -162.00
2021-06-17 2156.00 2161.00 2203.00 2151.00 2286.00 2302.00 2327.00 2276.00 -130.00 -141.00 -124.00 -125.00
2021-06-16 2264.00 2172.00 2264.00 2171.00 2352.00 2294.00 2354.00 2292.00 -88.00 -122.00 -90.00 -121.00
2021-06-15 2301.00 2261.00 2301.00 2235.00 2358.00 2354.00 2380.00 2323.00 -57.00 -93.00 -79.00 -88.00
2021-06-11 2295.00 2316.00 2328.00 2262.00 2390.00 2391.00 2400.00 2370.00 -95.00 -75.00 -72.00 -108.00
2021-06-10 2354.00 2292.00 2356.00 2289.00 2390.00 2386.00 2406.00 2365.00 -36.00 -94.00 -50.00 -76.00
2021-06-09 2405.00 2354.00 2424.00 2323.00 2432.00 2394.00 2450.00 2361.00 -27.00 -40.00 -26.00 -38.00
2021-06-08 2390.00 2383.00 2392.00 2326.00 2410.00 2417.00 2420.00 2354.00 -20.00 -34.00 -28.00 -28.00
2021-06-07 2500.00 2417.00 2520.00 2392.00 2420.00 2383.00 2443.00 2346.00 80.00 34.00 77.00 46.00
2021-06-04 2450.00 2439.00 2465.00 2415.00 2350.00 2364.00 2385.00 2334.00 100.00 75.00 80.00 81.00
2021-06-03 2400.00 2497.00 2498.00 2386.00 2308.00 2383.00 2399.00 2308.00 92.00 114.00 99.00 78.00
2021-06-02 2340.00 2374.00 2395.00 2330.00 2238.00 2285.00 2289.00 2234.00 102.00 89.00 106.00 96.00
2021-06-01 2363.00 2345.00 2364.00 2319.00 2257.00 2243.00 2257.00 2220.00 106.00 102.00 107.00 99.00
2021-05-31 2303.00 2346.00 2356.00 2301.00 2186.00 2239.00 2244.00 2186.00 117.00 107.00 112.00 115.00
2021-05-28 2232.00 2292.00 2304.00 2232.00 2136.00 2168.00 2206.00 2136.00 96.00 124.00 98.00 96.00
2021-05-27 2255.00 2199.00 2270.00 2176.00 2156.00 2106.00 2158.00 2088.00 99.00 93.00 112.00 88.00
导出Excel数据