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
2020-12-23 1827.00 1834.00 1843.00 1820.00 1767.00 1744.00 1767.00 1743.00 60.00 90.00 76.00 77.00
2020-12-22 1874.00 1820.00 1913.00 1813.00 1794.00 1764.00 1825.00 1750.00 80.00 56.00 88.00 63.00
2020-12-21 1867.00 1877.00 1885.00 1840.00 1800.00 1791.00 1805.00 1716.00 67.00 86.00 80.00 124.00
2020-12-18 1770.00 1807.00 1813.00 1760.00 1827.00 1867.00 1869.00 1827.00 -57.00 -60.00 -56.00 -67.00
2020-12-17 1759.00 1760.00 1778.00 1735.00 1817.00 1812.00 1826.00 1801.00 -58.00 -52.00 -48.00 -66.00
2020-12-16 1735.00 1757.00 1766.00 1724.00 1803.00 1817.00 1821.00 1789.00 -68.00 -60.00 -55.00 -65.00
2020-12-15 1776.00 1724.00 1779.00 1721.00 1806.00 1790.00 1817.00 1782.00 -30.00 -66.00 -38.00 -61.00
2020-12-14 1820.00 1775.00 1820.00 1771.00 1817.00 1810.00 1828.00 1804.00 3.00 -35.00 -8.00 -33.00
2020-12-11 1819.00 1817.00 1835.00 1810.00 1789.00 1832.00 1835.00 1789.00 30.00 -15.00 0.00 21.00
2020-12-10 1837.00 1811.00 1880.00 1792.00 1794.00 1781.00 1819.00 1781.00 43.00 30.00 61.00 11.00
2020-12-09 1811.00 1841.00 1857.00 1808.00 1786.00 1792.00 1794.00 1776.00 25.00 49.00 63.00 32.00
2020-12-08 1784.00 1807.00 1817.00 1784.00 1784.00 1780.00 1792.00 1779.00 0.00 27.00 25.00 5.00
2020-12-07 1786.00 1784.00 1798.00 1766.00 1780.00 1782.00 1790.00 1774.00 6.00 2.00 8.00 -8.00
2020-12-04 1747.00 1780.00 1785.00 1747.00 1759.00 1777.00 1778.00 1758.00 -12.00 3.00 7.00 -11.00
2020-12-03 1736.00 1742.00 1757.00 1731.00 1735.00 1756.00 1763.00 1723.00 1.00 -14.00 -6.00 8.00
2020-12-02 1750.00 1729.00 1757.00 1726.00 1744.00 1733.00 1754.00 1730.00 6.00 -4.00 3.00 -4.00
2020-12-01 1788.00 1753.00 1792.00 1740.00 1760.00 1744.00 1760.00 1732.00 28.00 9.00 32.00 8.00
2020-11-30 1782.00 1788.00 1799.00 1772.00 1750.00 1758.00 1769.00 1747.00 32.00 30.00 30.00 25.00
2020-11-27 1761.00 1781.00 1783.00 1760.00 1735.00 1748.00 1755.00 1732.00 26.00 33.00 28.00 28.00
2020-11-26 1803.00 1761.00 1804.00 1755.00 1751.00 1731.00 1751.00 1731.00 52.00 30.00 53.00 24.00
2020-11-25 1782.00 1806.00 1808.00 1775.00 1735.00 1750.00 1755.00 1730.00 47.00 56.00 53.00 45.00
2020-11-24 1784.00 1780.00 1793.00 1769.00 1745.00 1733.00 1750.00 1730.00 39.00 47.00 43.00 39.00
2020-11-23 1799.00 1775.00 1802.00 1764.00 1764.00 1740.00 1764.00 1740.00 35.00 35.00 38.00 24.00
2020-11-20 1809.00 1803.00 1817.00 1795.00 1773.00 1766.00 1778.00 1766.00 36.00 37.00 39.00 29.00
2020-11-19 1816.00 1808.00 1822.00 1785.00 1767.00 1770.00 1773.00 1760.00 49.00 38.00 49.00 25.00
2020-11-18 1804.00 1816.00 1827.00 1803.00 1758.00 1766.00 1773.00 1746.00 46.00 50.00 54.00 57.00
2020-11-17 1789.00 1804.00 1825.00 1785.00 1763.00 1754.00 1771.00 1751.00 26.00 50.00 54.00 34.00
2020-11-16 1798.00 1789.00 1807.00 1781.00 1775.00 1761.00 1780.00 1757.00 23.00 28.00 27.00 24.00
2020-11-13 1792.00 1801.00 1813.00 1780.00 1789.00 1779.00 1799.00 1771.00 3.00 22.00 14.00 9.00
2020-11-12 1750.00 1793.00 1804.00 1742.00 1759.00 1788.00 1796.00 1750.00 -9.00 5.00 8.00 -8.00
2020-11-11 1727.00 1747.00 1757.00 1726.00 1751.00 1758.00 1760.00 1748.00 -24.00 -11.00 -3.00 -22.00
2020-11-10 1769.00 1725.00 1770.00 1719.00 1771.00 1749.00 1773.00 1741.00 -2.00 -24.00 -3.00 -22.00
2020-11-09 1738.00 1756.00 1758.00 1734.00 1760.00 1764.00 1768.00 1756.00 -22.00 -8.00 -10.00 -22.00
2020-11-06 1719.00 1738.00 1740.00 1714.00 1739.00 1760.00 1760.00 1736.00 -20.00 -22.00 -20.00 -22.00
2020-11-05 1713.00 1718.00 1720.00 1702.00 1732.00 1740.00 1744.00 1728.00 -19.00 -22.00 -24.00 -26.00
2020-11-04 1716.00 1709.00 1719.00 1705.00 1728.00 1732.00 1738.00 1723.00 -12.00 -23.00 -19.00 -18.00
2020-11-03 1766.00 1706.00 1770.00 1696.00 1768.00 1721.00 1771.00 1718.00 -2.00 -15.00 -1.00 -22.00
2020-11-02 1765.00 1759.00 1774.00 1747.00 1780.00 1769.00 1782.00 1761.00 -15.00 -10.00 -8.00 -14.00
2020-10-30 1726.00 1761.00 1764.00 1720.00 1752.00 1777.00 1781.00 1751.00 -26.00 -16.00 -17.00 -31.00
2020-10-29 1719.00 1717.00 1727.00 1708.00 1760.00 1749.00 1760.00 1745.00 -41.00 -32.00 -33.00 -37.00
2020-10-28 1727.00 1724.00 1742.00 1715.00 1749.00 1762.00 1765.00 1749.00 -22.00 -38.00 -23.00 -34.00
2020-10-27 1702.00 1724.00 1729.00 1689.00 1734.00 1751.00 1755.00 1716.00 -32.00 -27.00 -26.00 -27.00
2020-10-26 1720.00 1705.00 1726.00 1703.00 1739.00 1731.00 1745.00 1729.00 -19.00 -26.00 -19.00 -26.00
2020-10-23 1706.00 1703.00 1717.00 1696.00 1724.00 1725.00 1739.00 1724.00 -18.00 -22.00 -22.00 -28.00
2020-10-22 1692.00 1703.00 1734.00 1686.00 1738.00 1728.00 1755.00 1723.00 -46.00 -25.00 -21.00 -37.00
2020-10-21 1680.00 1700.00 1703.00 1680.00 1717.00 1742.00 1745.00 1717.00 -37.00 -42.00 -42.00 -37.00
2020-10-20 1700.00 1675.00 1702.00 1673.00 1749.00 1714.00 1750.00 1711.00 -49.00 -39.00 -48.00 -38.00
2020-10-19 1655.00 1711.00 1711.00 1655.00 1704.00 1756.00 1766.00 1704.00 -49.00 -45.00 -55.00 -49.00
2020-10-16 1643.00 1647.00 1653.00 1638.00 1685.00 1701.00 1704.00 1685.00 -42.00 -54.00 -51.00 -47.00
2020-10-15 1647.00 1638.00 1665.00 1631.00 1700.00 1685.00 1713.00 1683.00 -53.00 -47.00 -48.00 -52.00
2020-10-14 1653.00 1648.00 1658.00 1641.00 1695.00 1698.00 1703.00 1692.00 -42.00 -50.00 -45.00 -51.00
2020-10-13 1639.00 1649.00 1658.00 1638.00 1689.00 1696.00 1704.00 1685.00 -50.00 -47.00 -46.00 -47.00
2020-10-12 1646.00 1639.00 1647.00 1638.00 1689.00 1689.00 1693.00 1686.00 -43.00 -50.00 -46.00 -48.00
2020-10-09 1645.00 1642.00 1663.00 1634.00 1695.00 1689.00 1708.00 1682.00 -50.00 -47.00 -45.00 -48.00
2020-09-30 1600.00 1634.00 1635.00 1597.00 1650.00 1684.00 1686.00 1650.00 -50.00 -50.00 -51.00 -53.00
2020-09-29 1604.00 1601.00 1612.00 1600.00 1656.00 1653.00 1664.00 1651.00 -52.00 -52.00 -52.00 -51.00
2020-09-28 1625.00 1606.00 1625.00 1601.00 1670.00 1661.00 1672.00 1653.00 -45.00 -55.00 -47.00 -52.00
2020-09-25 1632.00 1627.00 1635.00 1621.00 1678.00 1672.00 1683.00 1670.00 -46.00 -45.00 -48.00 -49.00
2020-09-24 1632.00 1627.00 1635.00 1618.00 1675.00 1673.00 1683.00 1670.00 -43.00 -46.00 -48.00 -52.00
2020-09-23 1627.00 1631.00 1647.00 1618.00 1679.00 1677.00 1695.00 1668.00 -52.00 -46.00 -48.00 -50.00
2020-09-22 1638.00 1631.00 1642.00 1622.00 1684.00 1685.00 1690.00 1667.00 -46.00 -54.00 -48.00 -45.00
2020-09-21 1668.00 1638.00 1673.00 1635.00 1710.00 1685.00 1715.00 1682.00 -42.00 -47.00 -42.00 -47.00
2020-09-18 1650.00 1674.00 1681.00 1650.00 1697.00 1714.00 1723.00 1696.00 -47.00 -40.00 -42.00 -46.00
2020-09-17 1638.00 1645.00 1648.00 1635.00 1680.00 1685.00 1695.00 1680.00 -42.00 -40.00 -47.00 -45.00
2020-09-16 1664.00 1633.00 1668.00 1633.00 1702.00 1680.00 1708.00 1675.00 -38.00 -47.00 -40.00 -42.00
2020-09-15 1664.00 1664.00 1678.00 1651.00 1702.00 1706.00 1715.00 1694.00 -38.00 -42.00 -37.00 -43.00
2020-09-14 1640.00 1662.00 1673.00 1640.00 1688.00 1700.00 1715.00 1688.00 -48.00 -38.00 -42.00 -48.00
2020-09-11 1645.00 1635.00 1645.00 1619.00 1685.00 1683.00 1685.00 1662.00 -40.00 -48.00 -40.00 -43.00
2020-09-10 1640.00 1644.00 1652.00 1631.00 1686.00 1684.00 1688.00 1675.00 -46.00 -40.00 -36.00 -44.00
2020-09-09 1623.00 1637.00 1662.00 1615.00 1653.00 1680.00 1699.00 1652.00 -30.00 -43.00 -37.00 -37.00
2020-09-08 1631.00 1626.00 1640.00 1625.00 1663.00 1652.00 1665.00 1652.00 -32.00 -26.00 -25.00 -27.00
2020-09-07 1613.00 1634.00 1644.00 1611.00 1647.00 1658.00 1668.00 1642.00 -34.00 -24.00 -24.00 -31.00
2020-09-04 1603.00 1613.00 1620.00 1589.00 1641.00 1642.00 1651.00 1631.00 -38.00 -29.00 -31.00 -42.00
2020-09-03 1637.00 1607.00 1652.00 1606.00 1666.00 1647.00 1681.00 1644.00 -29.00 -40.00 -29.00 -38.00
2020-09-02 1633.00 1638.00 1650.00 1626.00 1668.00 1668.00 1680.00 1657.00 -35.00 -30.00 -30.00 -31.00
2020-09-01 1633.00 1635.00 1647.00 1623.00 1659.00 1668.00 1674.00 1651.00 -26.00 -33.00 -27.00 -28.00
2020-08-31 1705.00 1634.00 1710.00 1628.00 1722.00 1661.00 1725.00 1658.00 -17.00 -27.00 -15.00 -30.00
2020-08-28 1687.00 1700.00 1707.00 1683.00 1700.00 1722.00 1725.00 1700.00 -13.00 -22.00 -18.00 -17.00
2020-08-27 1695.00 1681.00 1704.00 1669.00 1583.00 1585.00 1592.00 1578.00 112.00 96.00 112.00 91.00
2020-08-26 1660.00 1688.00 1692.00 1656.00 1590.00 1587.00 1603.00 1574.00 70.00 101.00 89.00 82.00
2020-08-25 1642.00 1655.00 1685.00 1642.00 1573.00 1587.00 1600.00 1571.00 69.00 68.00 85.00 71.00
2020-08-24 1640.00 1649.00 1661.00 1633.00 1586.00 1575.00 1592.00 1565.00 54.00 74.00 69.00 68.00
2020-08-21 1656.00 1641.00 1674.00 1637.00 1594.00 1586.00 1608.00 1585.00 62.00 55.00 66.00 52.00
2020-08-20 1647.00 1660.00 1669.00 1628.00 1602.00 1598.00 1616.00 1580.00 45.00 62.00 53.00 48.00
2020-08-19 1675.00 1640.00 1696.00 1640.00 1625.00 1597.00 1646.00 1592.00 50.00 43.00 50.00 48.00
2020-08-18 1633.00 1674.00 1677.00 1633.00 1616.00 1618.00 1620.00 1586.00 17.00 56.00 57.00 47.00
2020-08-17 1644.00 1632.00 1644.00 1617.00 1653.00 1611.00 1665.00 1603.00 -9.00 21.00 -21.00 14.00
2020-08-14 1672.00 1656.00 1675.00 1633.00 1673.00 1660.00 1675.00 1636.00 -1.00 -4.00 0.00 -3.00
2020-08-13 1700.00 1683.00 1709.00 1664.00 1700.00 1675.00 1705.00 1670.00 0.00 8.00 4.00 -6.00
2020-08-12 1696.00 1680.00 1712.00 1654.00 1708.00 1685.00 1718.00 1662.00 -12.00 -5.00 -6.00 -8.00
2020-08-11 1735.00 1727.00 1764.00 1713.00 1670.00 1704.00 1723.00 1670.00 65.00 23.00 41.00 43.00
2020-08-10 1790.00 1728.00 1790.00 1728.00 1721.00 1668.00 1721.00 1662.00 69.00 60.00 69.00 66.00
2020-08-07 1780.00 1808.00 1824.00 1761.00 1739.00 1725.00 1748.00 1705.00 41.00 83.00 76.00 56.00
2020-08-06 1770.00 1766.00 1782.00 1755.00 1719.00 1732.00 1741.00 1717.00 51.00 34.00 41.00 38.00
2020-08-05 1773.00 1770.00 1796.00 1732.00 1700.00 1721.00 1735.00 1677.00 73.00 49.00 61.00 55.00
2020-08-04 1750.00 1769.00 1823.00 1742.00 1688.00 1682.00 1720.00 1675.00 62.00 87.00 103.00 67.00
2020-08-03 1700.00 1718.00 1718.00 1700.00 1673.00 1676.00 1676.00 1658.00 27.00 42.00 42.00 42.00
2020-07-31 1644.00 1660.00 1665.00 1635.00 1591.00 1635.00 1635.00 1589.00 53.00 25.00 30.00 46.00
2020-07-30 1627.00 1626.00 1637.00 1614.00 1570.00 1578.00 1580.00 1561.00 57.00 48.00 57.00 53.00
2020-07-29 1600.00 1629.00 1634.00 1598.00 1560.00 1566.00 1575.00 1555.00 40.00 63.00 59.00 43.00
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