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
2020-07-28 1600.00 1565.00 1610.00 1565.00 1547.00 1537.00 1553.00 1524.00 53.00 28.00 57.00 41.00
2020-07-27 1635.00 1624.00 1650.00 1621.00 1566.00 1557.00 1569.00 1553.00 69.00 67.00 81.00 68.00
2020-07-24 1631.00 1640.00 1664.00 1622.00 1570.00 1571.00 1586.00 1566.00 61.00 69.00 78.00 56.00
2020-07-23 1629.00 1631.00 1666.00 1612.00 1583.00 1566.00 1592.00 1554.00 46.00 65.00 74.00 58.00
2020-07-22 1547.00 1611.00 1611.00 1547.00 1533.00 1582.00 1591.00 1526.00 14.00 29.00 20.00 21.00
2020-07-21 1538.00 1545.00 1557.00 1538.00 1520.00 1528.00 1536.00 1520.00 18.00 17.00 21.00 18.00
2020-07-20 1527.00 1538.00 1542.00 1519.00 1514.00 1519.00 1520.00 1505.00 13.00 19.00 22.00 14.00
2020-07-17 1543.00 1528.00 1550.00 1524.00 1525.00 1514.00 1526.00 1510.00 18.00 14.00 24.00 14.00
2020-07-16 1537.00 1540.00 1547.00 1535.00 1518.00 1524.00 1525.00 1518.00 19.00 16.00 22.00 17.00
2020-07-15 1548.00 1537.00 1549.00 1537.00 1523.00 1518.00 1524.00 1518.00 25.00 19.00 25.00 19.00
2020-07-14 1545.00 1542.00 1562.00 1536.00 1522.00 1518.00 1525.00 1516.00 23.00 24.00 37.00 20.00
2020-07-13 1550.00 1547.00 1554.00 1545.00 1528.00 1524.00 1529.00 1519.00 22.00 23.00 25.00 26.00
2020-07-10 1545.00 1544.00 1559.00 1542.00 1518.00 1523.00 1528.00 1517.00 27.00 21.00 31.00 25.00
2020-07-09 1545.00 1547.00 1554.00 1541.00 1521.00 1521.00 1525.00 1517.00 24.00 26.00 29.00 24.00
2020-07-08 1535.00 1545.00 1554.00 1532.00 1512.00 1520.00 1524.00 1511.00 23.00 25.00 30.00 21.00
2020-07-07 1542.00 1530.00 1545.00 1526.00 1514.00 1510.00 1517.00 1508.00 28.00 20.00 28.00 18.00
2020-07-06 1532.00 1539.00 1540.00 1526.00 1510.00 1511.00 1514.00 1506.00 22.00 28.00 26.00 20.00
2020-07-03 1515.00 1531.00 1532.00 1515.00 1505.00 1510.00 1514.00 1504.00 10.00 21.00 18.00 11.00
2020-07-02 1504.00 1513.00 1514.00 1502.00 1500.00 1504.00 1504.00 1495.00 4.00 9.00 10.00 7.00
2020-07-01 1506.00 1507.00 1511.00 1503.00 1500.00 1498.00 1503.00 1496.00 6.00 9.00 8.00 7.00
2020-06-30 1527.00 1506.00 1529.00 1505.00 1513.00 1499.00 1513.00 1498.00 14.00 7.00 16.00 7.00
2020-06-29 1510.00 1526.00 1529.00 1507.00 1495.00 1509.00 1512.00 1495.00 15.00 17.00 17.00 12.00
2020-06-24 1511.00 1506.00 1515.00 1492.00 1506.00 1497.00 1506.00 1490.00 5.00 9.00 9.00 2.00
2020-06-23 1518.00 1513.00 1519.00 1511.00 1507.00 1506.00 1508.00 1503.00 11.00 7.00 11.00 8.00
2020-06-22 1525.00 1517.00 1528.00 1516.00 1516.00 1506.00 1516.00 1502.00 9.00 11.00 12.00 14.00
2020-06-19 1528.00 1525.00 1529.00 1522.00 1515.00 1515.00 1518.00 1511.00 13.00 10.00 11.00 11.00
2020-06-18 1524.00 1524.00 1527.00 1520.00 1514.00 1512.00 1514.00 1508.00 10.00 12.00 13.00 12.00
2020-06-17 1533.00 1525.00 1537.00 1522.00 1517.00 1512.00 1518.00 1511.00 16.00 13.00 19.00 11.00
2020-06-16 1530.00 1536.00 1537.00 1525.00 1513.00 1517.00 1518.00 1511.00 17.00 19.00 19.00 14.00
2020-06-15 1523.00 1525.00 1528.00 1518.00 1514.00 1510.00 1514.00 1509.00 9.00 15.00 14.00 9.00
2020-06-12 1514.00 1524.00 1532.00 1511.00 1505.00 1517.00 1517.00 1501.00 9.00 7.00 15.00 10.00
2020-06-11 1536.00 1522.00 1538.00 1520.00 1519.00 1511.00 1520.00 1510.00 17.00 11.00 18.00 10.00
2020-06-10 1536.00 1536.00 1540.00 1530.00 1519.00 1517.00 1523.00 1517.00 17.00 19.00 17.00 13.00
2020-06-09 1565.00 1536.00 1565.00 1535.00 1535.00 1520.00 1536.00 1518.00 30.00 16.00 29.00 17.00
2020-06-08 1567.00 1563.00 1570.00 1561.00 1538.00 1535.00 1540.00 1531.00 29.00 28.00 30.00 30.00
2020-06-05 1560.00 1559.00 1567.00 1554.00 1530.00 1532.00 1533.00 1528.00 30.00 27.00 34.00 26.00
2020-06-04 1560.00 1555.00 1577.00 1552.00 1526.00 1527.00 1537.00 1524.00 34.00 28.00 40.00 28.00
2020-06-03 1542.00 1562.00 1565.00 1541.00 1521.00 1529.00 1530.00 1520.00 21.00 33.00 35.00 21.00
2020-06-02 1538.00 1539.00 1541.00 1532.00 1518.00 1518.00 1520.00 1514.00 20.00 21.00 21.00 18.00
2020-06-01 1540.00 1537.00 1543.00 1536.00 1520.00 1518.00 1522.00 1516.00 20.00 19.00 21.00 20.00
2020-05-29 1541.00 1533.00 1549.00 1526.00 1521.00 1515.00 1524.00 1510.00 20.00 18.00 25.00 16.00
2020-05-28 1538.00 1537.00 1546.00 1533.00 1518.00 1518.00 1522.00 1514.00 20.00 19.00 24.00 19.00
2020-05-27 1537.00 1540.00 1545.00 1534.00 1517.00 1520.00 1522.00 1516.00 20.00 20.00 23.00 18.00
2020-05-26 1550.00 1533.00 1554.00 1532.00 1523.00 1517.00 1524.00 1513.00 27.00 16.00 30.00 19.00
2020-05-25 1533.00 1545.00 1550.00 1530.00 1512.00 1520.00 1524.00 1512.00 21.00 25.00 26.00 18.00
2020-05-22 1535.00 1532.00 1535.00 1520.00 1516.00 1511.00 1516.00 1504.00 19.00 21.00 19.00 16.00
2020-05-21 1538.00 1539.00 1545.00 1534.00 1516.00 1516.00 1520.00 1514.00 22.00 23.00 25.00 20.00
2020-05-20 1530.00 1538.00 1541.00 1525.00 1507.00 1514.00 1518.00 1506.00 23.00 24.00 23.00 19.00
2020-05-19 1555.00 1526.00 1555.00 1515.00 1528.00 1505.00 1528.00 1496.00 27.00 21.00 27.00 19.00
2020-05-18 1558.00 1546.00 1560.00 1542.00 1522.00 1522.00 1528.00 1516.00 36.00 24.00 32.00 26.00
2020-05-15 1545.00 1552.00 1557.00 1542.00 1520.00 1521.00 1523.00 1514.00 25.00 31.00 34.00 28.00
2020-05-14 1537.00 1539.00 1549.00 1530.00 1512.00 1511.00 1518.00 1505.00 25.00 28.00 31.00 25.00
2020-05-13 1538.00 1536.00 1548.00 1525.00 1510.00 1510.00 1516.00 1505.00 28.00 26.00 32.00 20.00
2020-05-12 1511.00 1539.00 1542.00 1511.00 1499.00 1510.00 1512.00 1499.00 12.00 29.00 30.00 12.00
2020-05-11 1509.00 1514.00 1517.00 1502.00 1500.00 1497.00 1503.00 1495.00 9.00 17.00 14.00 7.00
2020-05-08 1519.00 1511.00 1522.00 1509.00 1500.00 1500.00 1502.00 1495.00 19.00 11.00 20.00 14.00
2020-05-07 1525.00 1522.00 1530.00 1518.00 1498.00 1500.00 1504.00 1496.00 27.00 22.00 26.00 22.00
2020-05-06 1521.00 1519.00 1536.00 1515.00 1680.00 1680.00 1690.00 1680.00 -159.00 -161.00 -154.00 -165.00
2020-04-30 1514.00 1520.00 1523.00 1511.00 1682.00 1683.00 1700.00 1668.00 -168.00 -163.00 -177.00 -157.00
2020-04-29 1504.00 1509.00 1515.00 1504.00 1490.00 1488.00 1493.00 1486.00 14.00 21.00 22.00 18.00
2020-04-28 1525.00 1503.00 1534.00 1502.00 1699.00 1696.00 1699.00 1689.00 -174.00 -193.00 -165.00 -187.00
2020-04-27 1533.00 1535.00 1541.00 1518.00 1696.00 1701.00 1708.00 1696.00 -163.00 -166.00 -167.00 -178.00
2020-04-24 1544.00 1526.00 1551.00 1525.00 1717.00 1699.00 1717.00 1699.00 -173.00 -173.00 -166.00 -174.00
2020-04-23 1525.00 1543.00 1554.00 1525.00 1719.00 1718.00 1728.00 1710.00 -194.00 -175.00 -174.00 -185.00
2020-04-22 1530.00 1522.00 1539.00 1516.00 1697.00 1719.00 1720.00 1695.00 -167.00 -197.00 -181.00 -179.00
2020-04-21 1559.00 1534.00 1567.00 1517.00 1690.00 1700.00 1704.00 1686.00 -131.00 -166.00 -137.00 -169.00
2020-04-20 1544.00 1566.00 1573.00 1536.00 1695.00 1696.00 1704.00 1682.00 -151.00 -130.00 -131.00 -146.00
2020-04-17 1560.00 1547.00 1560.00 1536.00 1694.00 1694.00 1706.00 1678.00 -134.00 -147.00 -146.00 -142.00
2020-04-16 1556.00 1556.00 1560.00 1549.00 1706.00 1696.00 1710.00 1695.00 -150.00 -140.00 -150.00 -146.00
2020-04-15 1570.00 1556.00 1572.00 1555.00 1715.00 1703.00 1718.00 1699.00 -145.00 -147.00 -146.00 -144.00
2020-04-14 1577.00 1569.00 1577.00 1531.00 1708.00 1712.00 1724.00 1700.00 -131.00 -143.00 -147.00 -169.00
2020-04-13 1589.00 1577.00 1593.00 1573.00 1690.00 1703.00 1709.00 1679.00 -101.00 -126.00 -116.00 -106.00
2020-04-10 1575.00 1582.00 1586.00 1568.00 1672.00 1681.00 1689.00 1659.00 -97.00 -99.00 -103.00 -91.00
2020-04-09 1675.00 1676.00 1685.00 1669.00 1579.00 1578.00 1586.00 1568.00 96.00 98.00 99.00 101.00
2020-04-08 1686.00 1674.00 1700.00 1664.00 1600.00 1577.00 1605.00 1572.00 86.00 97.00 95.00 92.00
2020-04-07 1647.00 1695.00 1708.00 1647.00 1571.00 1602.00 1610.00 1568.00 76.00 93.00 98.00 79.00
2020-04-03 1637.00 1636.00 1642.00 1630.00 1570.00 1557.00 1570.00 1555.00 67.00 79.00 72.00 75.00
2020-04-02 1619.00 1629.00 1645.00 1615.00 1551.00 1561.00 1568.00 1541.00 68.00 68.00 77.00 74.00
2020-04-01 1610.00 1625.00 1629.00 1607.00 1554.00 1552.00 1561.00 1548.00 56.00 73.00 68.00 59.00
2020-03-31 1616.00 1607.00 1634.00 1598.00 1551.00 1546.00 1558.00 1542.00 65.00 61.00 76.00 56.00
2020-03-30 1641.00 1621.00 1660.00 1612.00 1545.00 1549.00 1558.00 1545.00 96.00 72.00 102.00 67.00
2020-03-27 1651.00 1649.00 1657.00 1645.00 1564.00 1559.00 1569.00 1550.00 87.00 90.00 88.00 95.00
2020-03-26 1650.00 1651.00 1664.00 1640.00 1542.00 1561.00 1570.00 1541.00 108.00 90.00 94.00 99.00
2020-03-25 1665.00 1651.00 1665.00 1635.00 1553.00 1544.00 1554.00 1540.00 112.00 107.00 111.00 95.00
2020-03-24 1649.00 1655.00 1671.00 1644.00 1552.00 1550.00 1553.00 1538.00 97.00 105.00 118.00 106.00
2020-03-23 1635.00 1647.00 1657.00 1630.00 1530.00 1535.00 1545.00 1523.00 105.00 112.00 112.00 107.00
2020-03-20 1656.00 1654.00 1680.00 1646.00 1577.00 1553.00 1600.00 1542.00 79.00 101.00 80.00 104.00
2020-03-19 1670.00 1646.00 1679.00 1625.00 1600.00 1549.00 1600.00 1549.00 70.00 97.00 79.00 76.00
2020-03-18 1696.00 1681.00 1702.00 1675.00 1630.00 1607.00 1630.00 1604.00 66.00 74.00 72.00 71.00
2020-03-17 1699.00 1699.00 1705.00 1685.00 1628.00 1630.00 1638.00 1621.00 71.00 69.00 67.00 64.00
2020-03-16 1720.00 1697.00 1730.00 1690.00 1649.00 1633.00 1649.00 1627.00 71.00 64.00 81.00 63.00
2020-03-13 1716.00 1727.00 1733.00 1706.00 1647.00 1655.00 1657.00 1641.00 69.00 72.00 76.00 65.00
2020-03-12 1758.00 1724.00 1763.00 1721.00 1676.00 1652.00 1677.00 1651.00 82.00 72.00 86.00 70.00
2020-03-11 1768.00 1752.00 1783.00 1751.00 1690.00 1672.00 1693.00 1667.00 78.00 80.00 90.00 84.00
2020-03-10 1771.00 1767.00 1785.00 1756.00 1688.00 1687.00 1695.00 1677.00 83.00 80.00 90.00 79.00
2020-03-09 1780.00 1761.00 1816.00 1755.00 1688.00 1680.00 1723.00 1677.00 92.00 81.00 93.00 78.00
2020-03-06 1814.00 1827.00 1834.00 1807.00 1737.00 1736.00 1741.00 1730.00 77.00 91.00 93.00 77.00
2020-03-05 1820.00 1810.00 1825.00 1804.00 1733.00 1737.00 1737.00 1727.00 87.00 73.00 88.00 77.00
2020-03-04 1780.00 1816.00 1831.00 1780.00 1711.00 1721.00 1732.00 1711.00 69.00 95.00 99.00 69.00
2020-03-03 1780.00 1777.00 1784.00 1766.00 1714.00 1710.00 1716.00 1707.00 66.00 67.00 68.00 59.00
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