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
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
2021-05-26 2250.00 2262.00 2267.00 2221.00 2130.00 2156.00 2159.00 2111.00 120.00 106.00 108.00 110.00
2021-05-25 2272.00 2238.00 2298.00 2230.00 2139.00 2118.00 2163.00 2113.00 133.00 120.00 135.00 117.00
2021-05-24 2264.00 2267.00 2279.00 2226.00 2129.00 2130.00 2139.00 2091.00 135.00 137.00 140.00 135.00
2021-05-21 2289.00 2282.00 2325.00 2245.00 2157.00 2139.00 2189.00 2106.00 132.00 143.00 136.00 139.00
2021-05-20 2175.00 2294.00 2296.00 2168.00 2102.00 2158.00 2166.00 2078.00 73.00 136.00 130.00 90.00
2021-05-19 2317.00 2282.00 2330.00 2216.00 2250.00 2185.00 2258.00 2155.00 67.00 97.00 72.00 61.00
2021-05-18 2267.00 2340.00 2345.00 2267.00 2219.00 2269.00 2272.00 2218.00 48.00 71.00 73.00 49.00
2021-05-17 2217.00 2267.00 2292.00 2217.00 2175.00 2216.00 2226.00 2170.00 42.00 51.00 66.00 47.00
2021-05-14 2302.00 2216.00 2317.00 2216.00 2228.00 2153.00 2252.00 2141.00 74.00 63.00 65.00 75.00
2021-05-13 2270.00 2294.00 2361.00 2232.00 2182.00 2219.00 2287.00 2168.00 88.00 75.00 74.00 64.00
2021-05-12 2241.00 2279.00 2292.00 2238.00 2120.00 2168.00 2168.00 2114.00 121.00 111.00 124.00 124.00
2021-05-11 2168.00 2245.00 2249.00 2149.00 2040.00 2117.00 2117.00 2027.00 128.00 128.00 132.00 122.00
2021-05-10 2130.00 2180.00 2193.00 2121.00 2010.00 2056.00 2062.00 2007.00 120.00 124.00 131.00 114.00
2021-05-07 2151.00 2122.00 2152.00 2095.00 2015.00 2009.00 2020.00 1984.00 136.00 113.00 132.00 111.00
2021-05-06 2101.00 2146.00 2157.00 2065.00 1981.00 2013.00 2019.00 1945.00 120.00 133.00 138.00 120.00
2021-04-30 2115.00 2129.00 2130.00 2099.00 1992.00 2000.00 2000.00 1982.00 123.00 129.00 130.00 117.00
2021-04-29 2115.00 2115.00 2117.00 2094.00 1986.00 1993.00 1994.00 1975.00 129.00 122.00 123.00 119.00
2021-04-28 2092.00 2103.00 2121.00 2092.00 1970.00 1978.00 1990.00 1967.00 122.00 125.00 131.00 125.00
2021-04-27 2085.00 2106.00 2111.00 2072.00 1961.00 1978.00 1981.00 1955.00 124.00 128.00 130.00 117.00
2021-04-26 2087.00 2063.00 2087.00 2050.00 1962.00 1947.00 1962.00 1939.00 125.00 116.00 125.00 111.00
2021-04-23 2101.00 2092.00 2102.00 2080.00 2074.00 2077.00 2080.00 2061.00 27.00 15.00 22.00 19.00
2021-04-22 2055.00 2097.00 2103.00 2054.00 2035.00 2080.00 2086.00 2035.00 20.00 17.00 17.00 19.00
2021-04-21 2036.00 2052.00 2056.00 2018.00 2042.00 2027.00 2054.00 2010.00 -6.00 25.00 2.00 8.00
2021-04-20 2061.00 2050.00 2095.00 2050.00 2023.00 2040.00 2075.00 2018.00 38.00 10.00 20.00 32.00
2021-04-19 2060.00 2061.00 2090.00 2037.00 1984.00 2012.00 2014.00 1984.00 76.00 49.00 76.00 53.00
2021-04-16 2050.00 2056.00 2074.00 2022.00 1980.00 1979.00 1998.00 1967.00 70.00 77.00 76.00 55.00
2021-04-15 2045.00 2040.00 2049.00 2024.00 1979.00 1975.00 1983.00 1962.00 66.00 65.00 66.00 62.00
2021-04-14 2002.00 2036.00 2042.00 2000.00 1916.00 1972.00 1973.00 1915.00 86.00 64.00 69.00 85.00
2021-04-13 1987.00 2009.00 2050.00 1977.00 1885.00 1925.00 1946.00 1881.00 102.00 84.00 104.00 96.00
2021-04-12 2019.00 1991.00 2024.00 1980.00 1910.00 1890.00 1917.00 1885.00 109.00 101.00 107.00 95.00
2021-04-09 1983.00 2012.00 2015.00 1983.00 1900.00 1915.00 1919.00 1900.00 83.00 97.00 96.00 83.00
2021-04-08 1975.00 1976.00 1984.00 1966.00 1889.00 1892.00 1899.00 1880.00 86.00 84.00 85.00 86.00
2021-04-07 1941.00 1975.00 1981.00 1940.00 1880.00 1889.00 1899.00 1875.00 61.00 86.00 82.00 65.00
2021-04-06 1911.00 1937.00 1949.00 1906.00 1846.00 1873.00 1880.00 1846.00 65.00 64.00 69.00 60.00
2021-04-02 1932.00 1923.00 1955.00 1918.00 1845.00 1859.00 1865.00 1845.00 87.00 64.00 90.00 73.00
2021-04-01 1940.00 1928.00 1947.00 1915.00 1867.00 1856.00 1867.00 1836.00 73.00 72.00 80.00 79.00
2021-03-31 1966.00 1947.00 1978.00 1942.00 1867.00 1866.00 1893.00 1860.00 99.00 81.00 85.00 82.00
2021-03-30 2012.00 2003.00 2022.00 1994.00 1935.00 1909.00 1935.00 1907.00 77.00 94.00 87.00 87.00
2021-03-29 2030.00 2012.00 2035.00 1999.00 1950.00 1929.00 1950.00 1922.00 80.00 83.00 85.00 77.00
2021-03-26 1981.00 2020.00 2021.00 1967.00 1916.00 1938.00 1939.00 1907.00 65.00 82.00 82.00 60.00
2021-03-25 1975.00 1979.00 1984.00 1954.00 1895.00 1911.00 1918.00 1890.00 80.00 68.00 66.00 64.00
2021-03-24 1932.00 1969.00 1980.00 1932.00 1875.00 1887.00 1910.00 1869.00 57.00 82.00 70.00 63.00
2021-03-23 1907.00 1939.00 1943.00 1906.00 1860.00 1876.00 1878.00 1850.00 47.00 63.00 65.00 56.00
2021-03-22 1958.00 1912.00 1963.00 1891.00 1906.00 1867.00 1906.00 1859.00 52.00 45.00 57.00 32.00
2021-03-19 1942.00 1939.00 1989.00 1929.00 1896.00 1887.00 1934.00 1883.00 46.00 52.00 55.00 46.00
2021-03-18 1989.00 1969.00 1989.00 1955.00 1899.00 1919.00 1929.00 1876.00 90.00 50.00 60.00 79.00
2021-03-17 1948.00 1981.00 1991.00 1924.00 1875.00 1891.00 1909.00 1862.00 73.00 90.00 82.00 62.00
2021-03-16 1974.00 1950.00 1977.00 1942.00 1909.00 1878.00 1912.00 1873.00 65.00 72.00 65.00 69.00
2021-03-15 1940.00 1969.00 1984.00 1940.00 1890.00 1906.00 1923.00 1878.00 50.00 63.00 61.00 62.00
2021-03-12 1941.00 1906.00 1947.00 1898.00 1879.00 1864.00 1892.00 1846.00 62.00 42.00 55.00 52.00
2021-03-11 1940.00 1927.00 1947.00 1897.00 1899.00 1872.00 1903.00 1841.00 41.00 55.00 44.00 56.00
2021-03-10 1906.00 1939.00 1948.00 1906.00 1828.00 1886.00 1893.00 1827.00 78.00 53.00 55.00 79.00
2021-03-09 1889.00 1895.00 1918.00 1880.00 1827.00 1821.00 1841.00 1811.00 62.00 74.00 77.00 69.00
2021-03-08 1858.00 1899.00 1908.00 1856.00 1823.00 1837.00 1851.00 1821.00 35.00 62.00 57.00 35.00
2021-03-05 1898.00 1842.00 1898.00 1840.00 1831.00 1807.00 1834.00 1803.00 67.00 35.00 64.00 37.00
2021-03-04 1892.00 1895.00 1914.00 1876.00 1798.00 1834.00 1842.00 1784.00 94.00 61.00 72.00 92.00
2021-03-03 1939.00 1907.00 1958.00 1902.00 1819.00 1803.00 1848.00 1799.00 120.00 104.00 110.00 103.00
2021-03-02 1932.00 1939.00 1952.00 1910.00 1871.00 1817.00 1871.00 1794.00 61.00 122.00 81.00 116.00
2021-03-01 1965.00 1943.00 1977.00 1914.00 1835.00 1806.00 1835.00 1787.00 130.00 137.00 142.00 127.00
2021-02-26 2001.00 1964.00 2016.00 1964.00 1852.00 1818.00 1877.00 1818.00 149.00 146.00 139.00 146.00
2021-02-25 2052.00 2029.00 2070.00 2015.00 1888.00 1875.00 1916.00 1872.00 164.00 154.00 154.00 143.00
2021-02-24 2041.00 2024.00 2063.00 2010.00 1891.00 1865.00 1899.00 1854.00 150.00 159.00 164.00 156.00
2021-02-23 2051.00 2045.00 2103.00 2038.00 1886.00 1891.00 1924.00 1881.00 165.00 154.00 179.00 157.00
2021-02-22 2035.00 2044.00 2069.00 2026.00 1869.00 1880.00 1897.00 1862.00 166.00 164.00 172.00 164.00
2021-02-19 2025.00 2026.00 2035.00 2000.00 1849.00 1857.00 1862.00 1835.00 176.00 169.00 173.00 165.00
2021-02-18 1990.00 2028.00 2051.00 1990.00 1856.00 1854.00 1874.00 1836.00 134.00 174.00 177.00 154.00
2021-02-10 2016.00 1970.00 2016.00 1955.00 1855.00 1817.00 1855.00 1807.00 161.00 153.00 161.00 148.00
2021-02-09 1965.00 2016.00 2022.00 1955.00 1808.00 1854.00 1859.00 1798.00 157.00 162.00 163.00 157.00
2021-02-08 1985.00 1962.00 1994.00 1945.00 1839.00 1804.00 1842.00 1788.00 146.00 158.00 152.00 157.00
2021-02-05 2014.00 1984.00 2019.00 1966.00 1845.00 1839.00 1854.00 1820.00 169.00 145.00 165.00 146.00
2021-02-04 1990.00 2009.00 2009.00 1958.00 1820.00 1835.00 1835.00 1800.00 170.00 174.00 174.00 158.00
2021-02-03 2057.00 1981.00 2062.00 1966.00 1868.00 1810.00 1875.00 1802.00 189.00 171.00 187.00 164.00
2021-02-02 2054.00 2045.00 2066.00 2030.00 1863.00 1867.00 1877.00 1853.00 191.00 178.00 189.00 177.00
2021-02-01 2058.00 2035.00 2078.00 2022.00 1884.00 1849.00 1894.00 1842.00 174.00 186.00 184.00 180.00
2021-01-29 2015.00 2058.00 2059.00 2000.00 1857.00 1879.00 1879.00 1846.00 158.00 179.00 180.00 154.00
2021-01-28 1995.00 1989.00 2008.00 1977.00 1869.00 1843.00 1875.00 1832.00 126.00 146.00 133.00 145.00
2021-01-27 1977.00 1997.00 2002.00 1974.00 1856.00 1866.00 1870.00 1851.00 121.00 131.00 132.00 123.00
2021-01-26 1994.00 1967.00 2005.00 1964.00 1853.00 1850.00 1866.00 1849.00 141.00 117.00 139.00 115.00
2021-01-25 1948.00 1991.00 1992.00 1935.00 1825.00 1850.00 1854.00 1806.00 123.00 141.00 138.00 129.00
2021-01-22 1958.00 1942.00 1979.00 1935.00 1850.00 1804.00 1856.00 1804.00 108.00 138.00 123.00 131.00
2021-01-21 1931.00 1962.00 1969.00 1931.00 1815.00 1850.00 1856.00 1815.00 116.00 112.00 113.00 116.00
2021-01-20 1947.00 1930.00 1958.00 1923.00 1834.00 1815.00 1843.00 1805.00 113.00 115.00 115.00 118.00
2021-01-19 1963.00 1948.00 1986.00 1941.00 1847.00 1832.00 1870.00 1827.00 116.00 116.00 116.00 114.00
2021-01-18 2019.00 1967.00 2027.00 1956.00 1901.00 1854.00 1901.00 1845.00 118.00 113.00 126.00 111.00
2021-01-15 2025.00 2033.00 2048.00 2013.00 1865.00 1907.00 1907.00 1865.00 160.00 126.00 141.00 148.00
2021-01-14 1964.00 2008.00 2012.00 1961.00 1812.00 1858.00 1858.00 1803.00 152.00 150.00 154.00 158.00
2021-01-13 1969.00 1953.00 1980.00 1946.00 1806.00 1807.00 1815.00 1790.00 163.00 146.00 165.00 156.00
2021-01-12 1909.00 1951.00 1962.00 1897.00 1779.00 1794.00 1800.00 1771.00 130.00 157.00 162.00 126.00
2021-01-11 1887.00 1913.00 1943.00 1881.00 1778.00 1779.00 1815.00 1758.00 109.00 134.00 128.00 123.00
2021-01-08 1897.00 1888.00 1909.00 1869.00 1795.00 1781.00 1799.00 1760.00 102.00 107.00 110.00 109.00
2021-01-07 1856.00 1895.00 1899.00 1856.00 1766.00 1788.00 1795.00 1766.00 90.00 107.00 104.00 90.00
2021-01-06 1860.00 1852.00 1864.00 1842.00 1760.00 1763.00 1764.00 1751.00 100.00 89.00 100.00 91.00
2021-01-05 1837.00 1850.00 1856.00 1824.00 1749.00 1747.00 1755.00 1737.00 88.00 103.00 101.00 87.00
2021-01-04 1821.00 1841.00 1846.00 1808.00 1742.00 1748.00 1753.00 1728.00 79.00 93.00 93.00 80.00
2020-12-31 1818.00 1831.00 1842.00 1816.00 1738.00 1757.00 1758.00 1734.00 80.00 74.00 84.00 82.00
2020-12-30 1813.00 1814.00 1818.00 1804.00 1732.00 1730.00 1736.00 1730.00 81.00 84.00 82.00 74.00
2020-12-29 1842.00 1808.00 1851.00 1801.00 1756.00 1733.00 1756.00 1723.00 86.00 75.00 95.00 78.00
2020-12-28 1819.00 1842.00 1851.00 1815.00 1733.00 1748.00 1759.00 1731.00 86.00 94.00 92.00 84.00
2020-12-25 1834.00 1829.00 1834.00 1803.00 1746.00 1741.00 1749.00 1733.00 88.00 88.00 85.00 70.00
2020-12-24 1840.00 1835.00 1852.00 1823.00 1746.00 1747.00 1774.00 1742.00 94.00 88.00 78.00 81.00
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