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
2025-07-10 1780.00 1777.00 1790.00 1759.00 1744.00 1733.00 1750.00 1719.00 36.00 44.00 40.00 40.00
2025-07-09 1775.00 1770.00 1781.00 1763.00 1730.00 1736.00 1740.00 1720.00 45.00 34.00 41.00 43.00
2025-07-08 1745.00 1763.00 1769.00 1737.00 1707.00 1723.00 1729.00 1704.00 38.00 40.00 40.00 33.00
2025-07-07 1739.00 1748.00 1755.00 1737.00 1702.00 1712.00 1719.00 1702.00 37.00 36.00 36.00 35.00
2025-07-04 1740.00 1735.00 1775.00 1735.00 1698.00 1702.00 1724.00 1698.00 42.00 33.00 51.00 37.00
2025-07-03 1739.00 1737.00 1745.00 1724.00 1700.00 1699.00 1705.00 1688.00 39.00 38.00 40.00 36.00
2025-07-02 1717.00 1739.00 1747.00 1716.00 1680.00 1698.00 1706.00 1674.00 37.00 41.00 41.00 42.00
2025-07-01 1707.00 1721.00 1728.00 1693.00 1677.00 1682.00 1687.00 1667.00 30.00 39.00 41.00 26.00
2025-06-30 1720.00 1712.00 1727.00 1701.00 1687.00 1682.00 1690.00 1674.00 33.00 30.00 37.00 27.00
2025-06-27 1735.00 1717.00 1740.00 1712.00 1684.00 1684.00 1694.00 1678.00 51.00 33.00 46.00 34.00
2025-06-26 1738.00 1724.00 1741.00 1698.00 1693.00 1682.00 1697.00 1666.00 45.00 42.00 44.00 32.00
2025-06-25 1692.00 1740.00 1743.00 1685.00 1665.00 1697.00 1699.00 1656.00 27.00 43.00 44.00 29.00
2025-06-24 1679.00 1698.00 1726.00 1672.00 1663.00 1667.00 1697.00 1651.00 16.00 31.00 29.00 21.00
2025-06-23 1735.00 1711.00 1741.00 1704.00 1693.00 1686.00 1703.00 1676.00 42.00 25.00 38.00 28.00
2025-06-20 1775.00 1730.00 1777.00 1725.00 1718.00 1689.00 1722.00 1685.00 57.00 41.00 55.00 40.00
2025-06-19 1773.00 1780.00 1790.00 1773.00 1722.00 1725.00 1738.00 1719.00 51.00 55.00 52.00 54.00
2025-06-18 1793.00 1789.00 1800.00 1772.00 1740.00 1736.00 1748.00 1721.00 53.00 53.00 52.00 51.00
2025-06-17 1730.00 1774.00 1779.00 1730.00 1689.00 1726.00 1730.00 1685.00 41.00 48.00 49.00 45.00
2025-06-16 1690.00 1723.00 1727.00 1680.00 1668.00 1683.00 1686.00 1653.00 22.00 40.00 41.00 27.00
2025-06-13 1655.00 1661.00 1678.00 1653.00 1641.00 1648.00 1660.00 1641.00 14.00 13.00 18.00 12.00
2025-06-12 1670.00 1646.00 1670.00 1645.00 1647.00 1635.00 1649.00 1631.00 23.00 11.00 21.00 14.00
2025-06-11 1677.00 1667.00 1682.00 1667.00 1646.00 1647.00 1656.00 1641.00 31.00 20.00 26.00 26.00
2025-06-10 1700.00 1678.00 1715.00 1675.00 1661.00 1646.00 1672.00 1644.00 39.00 32.00 43.00 31.00
2025-06-09 1710.00 1697.00 1712.00 1685.00 1662.00 1656.00 1671.00 1649.00 48.00 41.00 41.00 36.00
2025-06-06 1736.00 1720.00 1741.00 1714.00 1679.00 1669.00 1683.00 1661.00 57.00 51.00 58.00 53.00
2025-06-05 1768.00 1722.00 1768.00 1718.00 1700.00 1670.00 1701.00 1668.00 68.00 52.00 67.00 50.00
2025-06-04 1780.00 1774.00 1788.00 1761.00 1710.00 1706.00 1718.00 1694.00 70.00 68.00 70.00 67.00
2025-06-03 1800.00 1761.00 1803.00 1755.00 1722.00 1696.00 1725.00 1690.00 78.00 65.00 78.00 65.00
2025-05-30 1787.00 1773.00 1793.00 1764.00 1714.00 1703.00 1714.00 1690.00 73.00 70.00 79.00 74.00
2025-05-29 1794.00 1784.00 1810.00 1773.00 1713.00 1705.00 1728.00 1696.00 81.00 79.00 82.00 77.00
2025-05-28 1813.00 1790.00 1816.00 1781.00 1742.00 1713.00 1742.00 1707.00 71.00 77.00 74.00 74.00
2025-05-27 1813.00 1814.00 1834.00 1811.00 1736.00 1736.00 1749.00 1732.00 77.00 78.00 85.00 79.00
2025-05-26 1830.00 1816.00 1830.00 1807.00 1755.00 1737.00 1755.00 1734.00 75.00 79.00 75.00 73.00
2025-05-23 1852.00 1827.00 1855.00 1825.00 1772.00 1753.00 1774.00 1747.00 80.00 74.00 81.00 78.00
2025-05-22 1853.00 1849.00 1858.00 1842.00 1774.00 1766.00 1776.00 1759.00 79.00 83.00 82.00 83.00
2025-05-21 1853.00 1855.00 1871.00 1847.00 1774.00 1773.00 1789.00 1766.00 79.00 82.00 82.00 81.00
2025-05-20 1848.00 1849.00 1860.00 1842.00 1777.00 1772.00 1781.00 1764.00 71.00 77.00 79.00 78.00
2025-05-19 1858.00 1847.00 1864.00 1835.00 1750.00 1771.00 1776.00 1750.00 108.00 76.00 88.00 85.00
2025-05-16 1885.00 1877.00 1885.00 1870.00 1794.00 1788.00 1794.00 1781.00 91.00 89.00 91.00 89.00
2025-05-15 1875.00 1892.00 1916.00 1873.00 1808.00 1799.00 1822.00 1792.00 67.00 93.00 94.00 81.00
2025-05-14 1870.00 1886.00 1892.00 1856.00 1780.00 1814.00 1825.00 1766.00 90.00 72.00 67.00 90.00
2025-05-13 1895.00 1897.00 1913.00 1891.00 1801.00 1798.00 1812.00 1794.00 94.00 99.00 101.00 97.00
2025-05-12 1892.00 1897.00 1901.00 1880.00 1782.00 1801.00 1805.00 1780.00 110.00 96.00 96.00 100.00
2025-05-09 1898.00 1893.00 1926.00 1884.00 1796.00 1790.00 1809.00 1779.00 102.00 103.00 117.00 105.00
2025-05-08 1875.00 1882.00 1890.00 1859.00 1765.00 1786.00 1798.00 1764.00 110.00 96.00 92.00 95.00
2025-05-07 1900.00 1886.00 1904.00 1869.00 1805.00 1781.00 1808.00 1776.00 95.00 105.00 96.00 93.00
2025-05-06 1862.00 1881.00 1887.00 1849.00 1784.00 1795.00 1809.00 1779.00 78.00 86.00 78.00 70.00
2025-04-30 1805.00 1857.00 1881.00 1793.00 1800.00 1778.00 1804.00 1750.00 5.00 79.00 77.00 43.00
2025-04-29 1770.00 1735.00 1771.00 1725.00 1782.00 1776.00 1786.00 1770.00 -12.00 -41.00 -15.00 -45.00
2025-04-28 1750.00 1781.00 1784.00 1750.00 1752.00 1788.00 1789.00 1752.00 -2.00 -7.00 -5.00 -2.00
2025-04-25 1759.00 1757.00 1771.00 1755.00 1771.00 1766.00 1773.00 1763.00 -12.00 -9.00 -2.00 -8.00
2025-04-24 1762.00 1758.00 1777.00 1756.00 1764.00 1766.00 1778.00 1757.00 -2.00 -8.00 -1.00 -1.00
2025-04-23 1789.00 1762.00 1790.00 1757.00 1782.00 1761.00 1783.00 1754.00 7.00 1.00 7.00 3.00
2025-04-22 1756.00 1783.00 1795.00 1740.00 1768.00 1774.00 1789.00 1750.00 -12.00 9.00 6.00 -10.00
2025-04-21 1773.00 1760.00 1781.00 1758.00 1778.00 1772.00 1789.00 1770.00 -5.00 -12.00 -8.00 -12.00
2025-04-18 1760.00 1773.00 1785.00 1754.00 1773.00 1781.00 1804.00 1769.00 -13.00 -8.00 -19.00 -15.00
2025-04-17 1765.00 1755.00 1770.00 1749.00 1793.00 1768.00 1796.00 1766.00 -28.00 -13.00 -26.00 -17.00
2025-04-16 1800.00 1789.00 1807.00 1788.00 1763.00 1767.00 1784.00 1760.00 37.00 22.00 23.00 28.00
2025-04-15 1819.00 1802.00 1832.00 1801.00 1795.00 1767.00 1795.00 1765.00 24.00 35.00 37.00 36.00
2025-04-14 1863.00 1816.00 1866.00 1810.00 1820.00 1789.00 1823.00 1785.00 43.00 27.00 43.00 25.00
2025-04-11 1855.00 1870.00 1877.00 1847.00 1806.00 1824.00 1835.00 1805.00 49.00 46.00 42.00 42.00
2025-04-10 1848.00 1865.00 1869.00 1836.00 1815.00 1823.00 1830.00 1794.00 33.00 42.00 39.00 42.00
2025-04-09 1785.00 1830.00 1844.00 1784.00 1755.00 1791.00 1806.00 1745.00 30.00 39.00 38.00 39.00
2025-04-08 1862.00 1804.00 1868.00 1796.00 1822.00 1772.00 1832.00 1766.00 40.00 32.00 36.00 30.00
2025-04-07 1848.00 1862.00 1879.00 1820.00 1810.00 1820.00 1837.00 1800.00 38.00 42.00 42.00 20.00
2025-04-03 1884.00 1894.00 1905.00 1871.00 1835.00 1852.00 1860.00 1830.00 49.00 42.00 45.00 41.00
2025-04-02 1918.00 1896.00 1921.00 1886.00 1850.00 1842.00 1856.00 1835.00 68.00 54.00 65.00 51.00
2025-04-01 1875.00 1929.00 1931.00 1861.00 1832.00 1859.00 1863.00 1817.00 43.00 70.00 68.00 44.00
2025-03-31 1884.00 1872.00 1884.00 1853.00 1866.00 1826.00 1866.00 1821.00 18.00 46.00 18.00 32.00
2025-03-28 1892.00 1893.00 1904.00 1883.00 1870.00 1873.00 1881.00 1866.00 22.00 20.00 23.00 17.00
2025-03-27 1896.00 1891.00 1914.00 1878.00 1883.00 1869.00 1899.00 1863.00 13.00 22.00 15.00 15.00
2025-03-26 1865.00 1890.00 1899.00 1858.00 1884.00 1880.00 1887.00 1871.00 -19.00 10.00 12.00 -13.00
2025-03-25 1858.00 1864.00 1874.00 1844.00 1866.00 1880.00 1888.00 1857.00 -8.00 -16.00 -14.00 -13.00
2025-03-24 1841.00 1853.00 1864.00 1841.00 1881.00 1862.00 1888.00 1855.00 -40.00 -9.00 -24.00 -14.00
2025-03-21 1847.00 1841.00 1872.00 1833.00 1890.00 1879.00 1910.00 1869.00 -43.00 -38.00 -38.00 -36.00
2025-03-20 1795.00 1850.00 1853.00 1788.00 1840.00 1893.00 1894.00 1834.00 -45.00 -43.00 -41.00 -46.00
2025-03-19 1780.00 1792.00 1794.00 1772.00 1823.00 1839.00 1839.00 1820.00 -43.00 -47.00 -45.00 -48.00
2025-03-18 1780.00 1776.00 1792.00 1771.00 1825.00 1822.00 1838.00 1817.00 -45.00 -46.00 -46.00 -46.00
2025-03-17 1765.00 1776.00 1785.00 1761.00 1815.00 1823.00 1831.00 1810.00 -50.00 -47.00 -46.00 -49.00
2025-03-14 1744.00 1769.00 1780.00 1738.00 1795.00 1817.00 1825.00 1788.00 -51.00 -48.00 -45.00 -50.00
2025-03-13 1756.00 1746.00 1765.00 1745.00 1804.00 1794.00 1809.00 1793.00 -48.00 -48.00 -44.00 -48.00
2025-03-12 1756.00 1753.00 1762.00 1740.00 1809.00 1798.00 1809.00 1788.00 -53.00 -45.00 -47.00 -48.00
2025-03-11 1767.00 1756.00 1779.00 1754.00 1819.00 1802.00 1825.00 1800.00 -52.00 -46.00 -46.00 -46.00
2025-03-10 1792.00 1778.00 1797.00 1767.00 1840.00 1827.00 1847.00 1816.00 -48.00 -49.00 -50.00 -49.00
2025-03-07 1786.00 1779.00 1792.00 1758.00 1840.00 1828.00 1841.00 1809.00 -54.00 -49.00 -49.00 -51.00
2025-03-06 1761.00 1788.00 1792.00 1754.00 1827.00 1837.00 1839.00 1814.00 -66.00 -49.00 -47.00 -60.00
2025-03-05 1763.00 1760.00 1769.00 1737.00 1820.00 1817.00 1827.00 1801.00 -57.00 -57.00 -58.00 -64.00
2025-03-04 1794.00 1765.00 1808.00 1758.00 1846.00 1826.00 1860.00 1822.00 -52.00 -61.00 -52.00 -64.00
2025-03-03 1790.00 1802.00 1811.00 1780.00 1848.00 1856.00 1866.00 1838.00 -58.00 -54.00 -55.00 -58.00
2025-02-28 1809.00 1805.00 1815.00 1793.00 1855.00 1863.00 1867.00 1847.00 -46.00 -58.00 -52.00 -54.00
2025-02-27 1797.00 1809.00 1817.00 1785.00 1846.00 1860.00 1863.00 1832.00 -49.00 -51.00 -46.00 -47.00
2025-02-26 1835.00 1803.00 1835.00 1798.00 1868.00 1848.00 1870.00 1842.00 -33.00 -45.00 -35.00 -44.00
2025-02-25 1820.00 1831.00 1845.00 1812.00 1865.00 1868.00 1881.00 1858.00 -45.00 -37.00 -36.00 -46.00
2025-02-24 1831.00 1819.00 1838.00 1815.00 1880.00 1865.00 1883.00 1861.00 -49.00 -46.00 -45.00 -46.00
2025-02-21 1795.00 1799.00 1822.00 1790.00 1856.00 1852.00 1876.00 1843.00 -61.00 -53.00 -54.00 -53.00
2025-02-20 1797.00 1791.00 1804.00 1782.00 1862.00 1849.00 1866.00 1844.00 -65.00 -58.00 -62.00 -62.00
2025-02-19 1784.00 1797.00 1810.00 1780.00 1854.00 1861.00 1873.00 1845.00 -70.00 -64.00 -63.00 -65.00
2025-02-18 1812.00 1784.00 1826.00 1775.00 1866.00 1846.00 1879.00 1837.00 -54.00 -62.00 -53.00 -62.00
2025-02-17 1855.00 1809.00 1855.00 1803.00 1900.00 1863.00 1908.00 1855.00 -45.00 -54.00 -53.00 -52.00
2025-02-14 1766.00 1820.00 1826.00 1766.00 1839.00 1880.00 1890.00 1839.00 -73.00 -60.00 -64.00 -73.00
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