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
2020-03-02 1762.00 1767.00 1783.00 1760.00 1710.00 1708.00 1713.00 1706.00 52.00 59.00 70.00 54.00
2020-02-28 1743.00 1749.00 1773.00 1733.00 1695.00 1708.00 1713.00 1692.00 48.00 41.00 60.00 41.00
2020-02-27 1781.00 1754.00 1786.00 1750.00 1720.00 1702.00 1720.00 1702.00 61.00 52.00 66.00 48.00
2020-02-26 1805.00 1789.00 1817.00 1781.00 1732.00 1728.00 1740.00 1721.00 73.00 61.00 77.00 60.00
2020-02-25 1799.00 1809.00 1820.00 1787.00 1727.00 1736.00 1743.00 1726.00 72.00 73.00 77.00 61.00
2020-02-24 1801.00 1807.00 1818.00 1790.00 1735.00 1734.00 1739.00 1725.00 66.00 73.00 79.00 65.00
2020-02-21 1750.00 1793.00 1804.00 1746.00 1718.00 1728.00 1735.00 1714.00 32.00 65.00 69.00 32.00
2020-02-20 1756.00 1747.00 1760.00 1736.00 1718.00 1717.00 1719.00 1710.00 38.00 30.00 41.00 26.00
2020-02-19 1753.00 1756.00 1758.00 1746.00 1711.00 1718.00 1720.00 1711.00 42.00 38.00 38.00 35.00
2020-02-18 1759.00 1753.00 1760.00 1750.00 1716.00 1715.00 1720.00 1712.00 43.00 38.00 40.00 38.00
2020-02-17 1741.00 1753.00 1755.00 1738.00 1715.00 1715.00 1727.00 1706.00 26.00 38.00 28.00 32.00
2020-02-14 1732.00 1737.00 1738.00 1720.00 1705.00 1708.00 1711.00 1699.00 27.00 29.00 27.00 21.00
2020-02-13 1737.00 1732.00 1741.00 1723.00 1715.00 1707.00 1715.00 1703.00 22.00 25.00 26.00 20.00
2020-02-12 1736.00 1735.00 1748.00 1728.00 1713.00 1710.00 1720.00 1702.00 23.00 25.00 28.00 26.00
2020-02-11 1715.00 1736.00 1738.00 1715.00 1693.00 1710.00 1711.00 1693.00 22.00 26.00 27.00 22.00
2020-02-10 1715.00 1719.00 1729.00 1712.00 1686.00 1692.00 1698.00 1685.00 29.00 27.00 31.00 27.00
2020-02-07 1702.00 1713.00 1715.00 1702.00 1679.00 1687.00 1688.00 1679.00 23.00 26.00 27.00 23.00
2020-02-06 1703.00 1708.00 1713.00 1696.00 1681.00 1683.00 1685.00 1677.00 22.00 25.00 28.00 19.00
2020-02-05 1684.00 1702.00 1717.00 1683.00 1666.00 1677.00 1692.00 1666.00 18.00 25.00 25.00 17.00
2020-02-04 1655.00 1692.00 1699.00 1654.00 1647.00 1666.00 1670.00 1647.00 8.00 26.00 29.00 7.00
2020-02-03 1615.00 1650.00 1670.00 1610.00 1658.00 1646.00 1670.00 1603.00 -43.00 4.00 0.00 7.00
2020-01-23 1713.00 1710.00 1716.00 1705.00 1695.00 1692.00 1699.00 1689.00 18.00 18.00 17.00 16.00
2020-01-22 1720.00 1716.00 1720.00 1705.00 1695.00 1692.00 1703.00 1690.00 25.00 24.00 17.00 15.00
2020-01-21 1750.00 1720.00 1758.00 1717.00 1716.00 1699.00 1721.00 1696.00 34.00 21.00 37.00 21.00
2020-01-20 1748.00 1749.00 1754.00 1741.00 1713.00 1717.00 1722.00 1706.00 35.00 32.00 32.00 35.00
2020-01-17 1756.00 1746.00 1760.00 1745.00 1718.00 1712.00 1720.00 1710.00 38.00 34.00 40.00 35.00
2020-01-16 1762.00 1757.00 1767.00 1753.00 1722.00 1719.00 1726.00 1715.00 40.00 38.00 41.00 38.00
2020-01-15 1758.00 1758.00 1761.00 1752.00 1719.00 1716.00 1723.00 1714.00 39.00 42.00 38.00 38.00
2020-01-14 1758.00 1755.00 1773.00 1751.00 1720.00 1716.00 1733.00 1716.00 38.00 39.00 40.00 35.00
2020-01-13 1738.00 1762.00 1770.00 1737.00 1715.00 1722.00 1729.00 1712.00 23.00 40.00 41.00 25.00
2020-01-10 1733.00 1738.00 1746.00 1732.00 1717.00 1714.00 1722.00 1710.00 16.00 24.00 24.00 22.00
2020-01-09 1740.00 1731.00 1742.00 1730.00 1715.00 1714.00 1721.00 1712.00 25.00 17.00 21.00 18.00
2020-01-08 1750.00 1745.00 1776.00 1730.00 1723.00 1722.00 1745.00 1713.00 27.00 23.00 31.00 17.00
2020-01-07 1727.00 1742.00 1747.00 1727.00 1712.00 1717.00 1720.00 1710.00 15.00 25.00 27.00 17.00
2020-01-06 1716.00 1728.00 1735.00 1716.00 1705.00 1709.00 1714.00 1705.00 11.00 19.00 21.00 11.00
2020-01-03 1716.00 1714.00 1719.00 1705.00 1704.00 1705.00 1706.00 1695.00 12.00 9.00 13.00 10.00
2020-01-02 1722.00 1716.00 1731.00 1716.00 1610.00 1633.00 1643.00 1610.00 112.00 83.00 88.00 106.00
2019-12-31 1712.00 1723.00 1729.00 1711.00 1697.00 1703.00 1713.00 1696.00 15.00 20.00 16.00 15.00
2019-12-30 1711.00 1715.00 1720.00 1701.00 1651.00 1647.00 1653.00 1642.00 60.00 68.00 67.00 59.00
2019-12-27 1711.00 1711.00 1722.00 1709.00 1676.00 1649.00 1678.00 1645.00 35.00 62.00 44.00 64.00
2019-12-26 1704.00 1714.00 1715.00 1702.00 1682.00 1677.00 1682.00 1675.00 22.00 37.00 33.00 27.00
2019-12-25 1703.00 1705.00 1708.00 1700.00 1692.00 1678.00 1698.00 1677.00 11.00 27.00 10.00 23.00
2019-12-24 1711.00 1700.00 1718.00 1696.00 1700.00 1692.00 1701.00 1677.00 11.00 8.00 17.00 19.00
2019-12-23 1720.00 1716.00 1724.00 1713.00 1700.00 1706.00 1712.00 1698.00 20.00 10.00 12.00 15.00
2019-12-20 1730.00 1715.00 1730.00 1715.00 1720.00 1702.00 1720.00 1702.00 10.00 13.00 10.00 13.00
2019-12-19 1710.00 1727.00 1727.00 1707.00 1702.00 1714.00 1714.00 1701.00 8.00 13.00 13.00 6.00
2019-12-18 1726.00 1708.00 1727.00 1707.00 1703.00 1706.00 1715.00 1702.00 23.00 2.00 12.00 5.00
2019-12-17 1728.00 1729.00 1736.00 1722.00 1697.00 1702.00 1714.00 1686.00 31.00 27.00 22.00 36.00
2019-12-16 1735.00 1729.00 1742.00 1720.00 1706.00 1703.00 1722.00 1682.00 29.00 26.00 20.00 38.00
2019-12-13 1720.00 1710.00 1727.00 1701.00 1744.00 1736.00 1755.00 1732.00 -24.00 -26.00 -28.00 -31.00
2019-12-12 1731.00 1717.00 1732.00 1714.00 1732.00 1741.00 1750.00 1732.00 -1.00 -24.00 -18.00 -18.00
2019-12-11 1732.00 1732.00 1738.00 1720.00 1737.00 1736.00 1742.00 1731.00 -5.00 -4.00 -4.00 -11.00
2019-12-10 1739.00 1741.00 1753.00 1734.00 1745.00 1739.00 1753.00 1738.00 -6.00 2.00 0.00 -4.00
2019-12-09 1732.00 1742.00 1748.00 1726.00 1749.00 1745.00 1760.00 1742.00 -17.00 -3.00 -12.00 -16.00
2019-12-06 1717.00 1726.00 1734.00 1712.00 1748.00 1738.00 1755.00 1737.00 -31.00 -12.00 -21.00 -25.00
2019-12-05 1684.00 1720.00 1724.00 1679.00 1742.00 1751.00 1757.00 1732.00 -58.00 -31.00 -33.00 -53.00
2019-12-04 1665.00 1682.00 1698.00 1664.00 1715.00 1742.00 1748.00 1713.00 -50.00 -60.00 -50.00 -49.00
2019-12-03 1663.00 1661.00 1671.00 1658.00 1724.00 1715.00 1728.00 1711.00 -61.00 -54.00 -57.00 -53.00
2019-12-02 1670.00 1661.00 1673.00 1658.00 1730.00 1721.00 1735.00 1718.00 -60.00 -60.00 -62.00 -60.00
2019-11-29 1670.00 1675.00 1677.00 1662.00 1734.00 1735.00 1738.00 1724.00 -64.00 -60.00 -61.00 -62.00
2019-11-28 1675.00 1672.00 1679.00 1660.00 1741.00 1734.00 1745.00 1730.00 -66.00 -62.00 -66.00 -70.00
2019-11-27 1656.00 1673.00 1675.00 1656.00 1722.00 1741.00 1747.00 1722.00 -66.00 -68.00 -72.00 -66.00
2019-11-26 1659.00 1655.00 1664.00 1646.00 1747.00 1723.00 1748.00 1720.00 -88.00 -68.00 -84.00 -74.00
2019-11-25 1635.00 1660.00 1670.00 1633.00 1728.00 1744.00 1750.00 1719.00 -93.00 -84.00 -80.00 -86.00
2019-11-22 1604.00 1624.00 1635.00 1602.00 1697.00 1718.00 1719.00 1697.00 -93.00 -94.00 -84.00 -95.00
2019-11-21 1606.00 1600.00 1606.00 1594.00 1699.00 1695.00 1699.00 1689.00 -93.00 -95.00 -93.00 -95.00
2019-11-20 1605.00 1601.00 1620.00 1593.00 1699.00 1696.00 1710.00 1690.00 -94.00 -95.00 -90.00 -97.00
2019-11-19 1598.00 1604.00 1611.00 1582.00 1699.00 1701.00 1707.00 1687.00 -101.00 -97.00 -96.00 -105.00
2019-11-18 1642.00 1605.00 1645.00 1600.00 1731.00 1701.00 1733.00 1695.00 -89.00 -96.00 -88.00 -95.00
2019-11-15 1636.00 1647.00 1649.00 1632.00 1728.00 1734.00 1736.00 1723.00 -92.00 -87.00 -87.00 -91.00
2019-11-14 1649.00 1635.00 1655.00 1630.00 1739.00 1725.00 1742.00 1720.00 -90.00 -90.00 -87.00 -90.00
2019-11-13 1643.00 1649.00 1660.00 1642.00 1738.00 1736.00 1748.00 1734.00 -95.00 -87.00 -88.00 -92.00
2019-11-12 1640.00 1646.00 1655.00 1634.00 1731.00 1736.00 1741.00 1728.00 -91.00 -90.00 -86.00 -94.00
2019-11-11 1646.00 1636.00 1648.00 1634.00 1732.00 1730.00 1739.00 1723.00 -86.00 -94.00 -91.00 -89.00
2019-11-08 1670.00 1643.00 1672.00 1638.00 1753.00 1732.00 1753.00 1729.00 -83.00 -89.00 -81.00 -91.00
2019-11-07 1686.00 1668.00 1689.00 1667.00 1763.00 1750.00 1765.00 1748.00 -77.00 -82.00 -76.00 -81.00
2019-11-06 1701.00 1683.00 1706.00 1682.00 1775.00 1760.00 1778.00 1760.00 -74.00 -77.00 -72.00 -78.00
2019-11-05 1684.00 1702.00 1706.00 1682.00 1756.00 1774.00 1779.00 1755.00 -72.00 -72.00 -73.00 -73.00
2019-11-04 1687.00 1682.00 1689.00 1680.00 1765.00 1756.00 1767.00 1756.00 -78.00 -74.00 -78.00 -76.00
2019-11-01 1686.00 1687.00 1690.00 1681.00 1760.00 1764.00 1764.00 1756.00 -74.00 -77.00 -74.00 -75.00
2019-10-31 1690.00 1686.00 1697.00 1686.00 1770.00 1760.00 1774.00 1758.00 -80.00 -74.00 -77.00 -72.00
2019-10-30 1685.00 1690.00 1695.00 1682.00 1763.00 1771.00 1774.00 1763.00 -78.00 -81.00 -79.00 -81.00
2019-10-29 1686.00 1686.00 1695.00 1680.00 1764.00 1766.00 1773.00 1759.00 -78.00 -80.00 -78.00 -79.00
2019-10-28 1682.00 1685.00 1692.00 1679.00 1759.00 1766.00 1769.00 1758.00 -77.00 -81.00 -77.00 -79.00
2019-10-25 1681.00 1680.00 1687.00 1678.00 1756.00 1757.00 1764.00 1753.00 -75.00 -77.00 -77.00 -75.00
2019-10-24 1683.00 1683.00 1692.00 1678.00 1749.00 1757.00 1759.00 1749.00 -66.00 -74.00 -67.00 -71.00
2019-10-23 1685.00 1679.00 1686.00 1675.00 1750.00 1746.00 1754.00 1745.00 -65.00 -67.00 -68.00 -70.00
2019-10-22 1701.00 1683.00 1704.00 1673.00 1769.00 1750.00 1771.00 1742.00 -68.00 -67.00 -67.00 -69.00
2019-10-21 1715.00 1700.00 1715.00 1699.00 1776.00 1770.00 1780.00 1766.00 -61.00 -70.00 -65.00 -67.00
2019-10-18 1715.00 1714.00 1725.00 1711.00 1778.00 1778.00 1786.00 1775.00 -63.00 -64.00 -61.00 -64.00
2019-10-17 1728.00 1715.00 1728.00 1711.00 1786.00 1778.00 1788.00 1775.00 -58.00 -63.00 -60.00 -64.00
2019-10-16 1737.00 1730.00 1742.00 1730.00 1801.00 1791.00 1802.00 1790.00 -64.00 -61.00 -60.00 -60.00
2019-10-15 1730.00 1737.00 1738.00 1730.00 1794.00 1797.00 1800.00 1792.00 -64.00 -60.00 -62.00 -62.00
2019-10-14 1750.00 1739.00 1753.00 1734.00 1812.00 1800.00 1816.00 1796.00 -62.00 -61.00 -63.00 -62.00
2019-10-11 1760.00 1752.00 1763.00 1748.00 1820.00 1815.00 1820.00 1810.00 -60.00 -63.00 -57.00 -62.00
2019-10-10 1769.00 1758.00 1779.00 1756.00 1829.00 1817.00 1838.00 1816.00 -60.00 -59.00 -59.00 -60.00
2019-10-09 1754.00 1769.00 1773.00 1752.00 1808.00 1827.00 1831.00 1808.00 -54.00 -58.00 -58.00 -56.00
2019-10-08 1750.00 1753.00 1764.00 1728.00 1803.00 1812.00 1823.00 1794.00 -53.00 -59.00 -59.00 -66.00
2019-09-30 1754.00 1755.00 1764.00 1749.00 1816.00 1817.00 1825.00 1812.00 -62.00 -62.00 -61.00 -63.00
2019-09-27 1751.00 1749.00 1757.00 1747.00 1814.00 1814.00 1817.00 1808.00 -63.00 -65.00 -60.00 -61.00
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