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
2025-02-13 1764.00 1763.00 1773.00 1750.00 1845.00 1836.00 1850.00 1824.00 -81.00 -73.00 -77.00 -74.00
2025-02-12 1735.00 1765.00 1775.00 1735.00 1812.00 1846.00 1851.00 1809.00 -77.00 -81.00 -76.00 -74.00
2025-02-11 1740.00 1736.00 1749.00 1728.00 1819.00 1811.00 1830.00 1807.00 -79.00 -75.00 -81.00 -79.00
2025-02-10 1731.00 1744.00 1763.00 1727.00 1798.00 1821.00 1838.00 1794.00 -67.00 -77.00 -75.00 -67.00
2025-02-07 1738.00 1731.00 1745.00 1722.00 1796.00 1796.00 1811.00 1785.00 -58.00 -65.00 -66.00 -63.00
2025-02-06 1719.00 1729.00 1740.00 1708.00 1779.00 1792.00 1800.00 1770.00 -60.00 -63.00 -60.00 -62.00
2025-02-05 1738.00 1718.00 1752.00 1714.00 1800.00 1779.00 1810.00 1774.00 -62.00 -61.00 -58.00 -60.00
2025-01-27 1769.00 1766.00 1773.00 1756.00 1828.00 1824.00 1832.00 1815.00 -59.00 -58.00 -59.00 -59.00
2025-01-24 1763.00 1773.00 1781.00 1745.00 1814.00 1832.00 1839.00 1804.00 -51.00 -59.00 -58.00 -59.00
2025-01-23 1762.00 1755.00 1768.00 1750.00 1834.00 1814.00 1834.00 1806.00 -72.00 -59.00 -66.00 -56.00
2025-01-22 1728.00 1762.00 1768.00 1719.00 1781.00 1822.00 1830.00 1780.00 -53.00 -60.00 -62.00 -61.00
2025-01-21 1732.00 1739.00 1746.00 1731.00 1788.00 1797.00 1800.00 1781.00 -56.00 -58.00 -54.00 -50.00
2025-01-20 1721.00 1735.00 1751.00 1716.00 1763.00 1788.00 1799.00 1759.00 -42.00 -53.00 -48.00 -43.00
2025-01-17 1686.00 1733.00 1740.00 1678.00 1736.00 1773.00 1780.00 1728.00 -50.00 -40.00 -40.00 -50.00
2025-01-16 1685.00 1687.00 1695.00 1672.00 1737.00 1733.00 1748.00 1721.00 -52.00 -46.00 -53.00 -49.00
2025-01-15 1684.00 1672.00 1689.00 1666.00 1734.00 1726.00 1738.00 1719.00 -50.00 -54.00 -49.00 -53.00
2025-01-14 1695.00 1687.00 1696.00 1676.00 1735.00 1733.00 1739.00 1723.00 -40.00 -46.00 -43.00 -47.00
2025-01-13 1695.00 1687.00 1706.00 1677.00 1729.00 1730.00 1744.00 1719.00 -34.00 -43.00 -38.00 -42.00
2025-01-10 1660.00 1669.00 1674.00 1649.00 1706.00 1709.00 1715.00 1694.00 -46.00 -40.00 -41.00 -45.00
2025-01-09 1630.00 1660.00 1675.00 1629.00 1675.00 1702.00 1711.00 1674.00 -45.00 -42.00 -36.00 -45.00
2025-01-08 1645.00 1631.00 1650.00 1628.00 1682.00 1675.00 1693.00 1673.00 -37.00 -44.00 -43.00 -45.00
2025-01-07 1654.00 1647.00 1661.00 1644.00 1684.00 1687.00 1699.00 1682.00 -30.00 -40.00 -38.00 -38.00
2025-01-06 1651.00 1658.00 1669.00 1632.00 1696.00 1696.00 1699.00 1664.00 -45.00 -38.00 -30.00 -32.00
2025-01-03 1680.00 1659.00 1688.00 1651.00 1716.00 1697.00 1718.00 1689.00 -36.00 -38.00 -30.00 -38.00
2025-01-02 1700.00 1697.00 1714.00 1695.00 1699.00 1661.00 1699.00 1660.00 1.00 36.00 15.00 35.00
2024-12-31 1710.00 1707.00 1722.00 1696.00 1732.00 1735.00 1742.00 1724.00 -22.00 -28.00 -20.00 -28.00
2024-12-30 1710.00 1715.00 1718.00 1700.00 1731.00 1733.00 1737.00 1720.00 -21.00 -18.00 -19.00 -20.00
2024-12-27 1721.00 1722.00 1731.00 1712.00 1680.00 1680.00 1690.00 1675.00 41.00 42.00 41.00 37.00
2024-12-26 1769.00 1742.00 1778.00 1739.00 1724.00 1702.00 1737.00 1697.00 45.00 40.00 41.00 42.00
2024-12-25 1766.00 1769.00 1778.00 1757.00 1726.00 1726.00 1739.00 1713.00 40.00 43.00 39.00 44.00
2024-12-24 1779.00 1771.00 1786.00 1755.00 1731.00 1733.00 1740.00 1719.00 48.00 38.00 46.00 36.00
2024-12-23 1740.00 1749.00 1755.00 1726.00 1686.00 1714.00 1715.00 1679.00 54.00 35.00 40.00 47.00
2024-12-20 1755.00 1743.00 1759.00 1734.00 1703.00 1698.00 1715.00 1688.00 52.00 45.00 44.00 46.00
2024-12-19 1704.00 1754.00 1767.00 1700.00 1668.00 1708.00 1728.00 1665.00 36.00 46.00 39.00 35.00
2024-12-18 1718.00 1699.00 1724.00 1690.00 1680.00 1658.00 1685.00 1650.00 38.00 41.00 39.00 40.00
2024-12-17 1726.00 1728.00 1748.00 1718.00 1708.00 1684.00 1724.00 1681.00 18.00 44.00 24.00 37.00
2024-12-16 1728.00 1735.00 1739.00 1724.00 1700.00 1712.00 1715.00 1695.00 28.00 23.00 24.00 29.00
2024-12-13 1727.00 1719.00 1742.00 1717.00 1785.00 1756.00 1790.00 1755.00 -58.00 -37.00 -48.00 -38.00
2024-12-12 1731.00 1737.00 1744.00 1731.00 1798.00 1796.00 1803.00 1790.00 -67.00 -59.00 -59.00 -59.00
2024-12-11 1745.00 1735.00 1749.00 1734.00 1811.00 1800.00 1818.00 1798.00 -66.00 -65.00 -69.00 -64.00
2024-12-10 1748.00 1736.00 1764.00 1725.00 1833.00 1807.00 1845.00 1800.00 -85.00 -71.00 -81.00 -75.00
2024-12-09 1728.00 1716.00 1735.00 1705.00 1793.00 1794.00 1805.00 1780.00 -65.00 -78.00 -70.00 -75.00
2024-12-06 1745.00 1739.00 1751.00 1734.00 1819.00 1806.00 1820.00 1805.00 -74.00 -67.00 -69.00 -71.00
2024-12-05 1764.00 1748.00 1767.00 1746.00 1851.00 1823.00 1852.00 1820.00 -87.00 -75.00 -85.00 -74.00
2024-12-04 1790.00 1761.00 1793.00 1743.00 1876.00 1848.00 1880.00 1833.00 -86.00 -87.00 -87.00 -90.00
2024-12-03 1799.00 1794.00 1807.00 1790.00 1884.00 1880.00 1889.00 1877.00 -85.00 -86.00 -82.00 -87.00
2024-12-02 1802.00 1802.00 1811.00 1791.00 1881.00 1886.00 1892.00 1870.00 -79.00 -84.00 -81.00 -79.00
2024-11-29 1825.00 1800.00 1827.00 1795.00 1901.00 1878.00 1901.00 1875.00 -76.00 -78.00 -74.00 -80.00
2024-11-28 1827.00 1829.00 1832.00 1820.00 1901.00 1902.00 1905.00 1893.00 -74.00 -73.00 -73.00 -73.00
2024-11-27 1803.00 1831.00 1837.00 1803.00 1878.00 1904.00 1907.00 1878.00 -75.00 -73.00 -70.00 -75.00
2024-11-26 1792.00 1808.00 1815.00 1792.00 1870.00 1882.00 1888.00 1870.00 -78.00 -74.00 -73.00 -78.00
2024-11-25 1798.00 1796.00 1814.00 1786.00 1884.00 1873.00 1888.00 1862.00 -86.00 -77.00 -74.00 -76.00
2024-11-22 1799.00 1794.00 1809.00 1790.00 1876.00 1872.00 1886.00 1867.00 -77.00 -78.00 -77.00 -77.00
2024-11-21 1801.00 1802.00 1811.00 1797.00 1879.00 1880.00 1886.00 1874.00 -78.00 -78.00 -75.00 -77.00
2024-11-20 1814.00 1799.00 1817.00 1791.00 1886.00 1876.00 1890.00 1867.00 -72.00 -77.00 -73.00 -76.00
2024-11-19 1779.00 1816.00 1828.00 1775.00 1855.00 1890.00 1898.00 1853.00 -76.00 -74.00 -70.00 -78.00
2024-11-18 1770.00 1773.00 1782.00 1755.00 1855.00 1852.00 1863.00 1840.00 -85.00 -79.00 -81.00 -85.00
2024-11-15 1783.00 1776.00 1791.00 1773.00 1863.00 1862.00 1871.00 1857.00 -80.00 -86.00 -80.00 -84.00
2024-11-14 1790.00 1780.00 1799.00 1778.00 1873.00 1866.00 1880.00 1866.00 -83.00 -86.00 -81.00 -88.00
2024-11-13 1789.00 1795.00 1805.00 1786.00 1872.00 1874.00 1885.00 1870.00 -83.00 -79.00 -80.00 -84.00
2024-11-12 1781.00 1785.00 1798.00 1772.00 1875.00 1869.00 1880.00 1861.00 -94.00 -84.00 -82.00 -89.00
2024-11-11 1820.00 1792.00 1823.00 1783.00 1901.00 1881.00 1901.00 1869.00 -81.00 -89.00 -78.00 -86.00
2024-11-08 1841.00 1837.00 1862.00 1833.00 1910.00 1909.00 1937.00 1904.00 -69.00 -72.00 -75.00 -71.00
2024-11-07 1830.00 1838.00 1847.00 1824.00 1897.00 1914.00 1923.00 1897.00 -67.00 -76.00 -76.00 -73.00
2024-11-06 1855.00 1823.00 1870.00 1818.00 1932.00 1900.00 1943.00 1895.00 -77.00 -77.00 -73.00 -77.00
2024-11-05 1850.00 1864.00 1865.00 1835.00 1924.00 1938.00 1940.00 1919.00 -74.00 -74.00 -75.00 -84.00
2024-11-04 1820.00 1845.00 1848.00 1813.00 1899.00 1928.00 1929.00 1894.00 -79.00 -83.00 -81.00 -81.00
2024-11-01 1807.00 1830.00 1839.00 1804.00 1896.00 1910.00 1918.00 1882.00 -89.00 -80.00 -79.00 -78.00
2024-10-31 1820.00 1819.00 1825.00 1812.00 1890.00 1900.00 1902.00 1886.00 -70.00 -81.00 -77.00 -74.00
2024-10-30 1830.00 1821.00 1844.00 1808.00 1885.00 1890.00 1902.00 1876.00 -55.00 -69.00 -58.00 -68.00
2024-10-29 1831.00 1824.00 1839.00 1818.00 1889.00 1884.00 1894.00 1879.00 -58.00 -60.00 -55.00 -61.00
2024-10-28 1831.00 1836.00 1856.00 1811.00 1886.00 1892.00 1906.00 1860.00 -55.00 -56.00 -50.00 -49.00
2024-10-25 1825.00 1838.00 1850.00 1822.00 1876.00 1885.00 1893.00 1866.00 -51.00 -47.00 -43.00 -44.00
2024-10-24 1842.00 1838.00 1852.00 1825.00 1884.00 1882.00 1896.00 1870.00 -42.00 -44.00 -44.00 -45.00
2024-10-23 1828.00 1828.00 1844.00 1821.00 1881.00 1876.00 1891.00 1870.00 -53.00 -48.00 -47.00 -49.00
2024-10-22 1830.00 1829.00 1845.00 1817.00 1880.00 1877.00 1891.00 1870.00 -50.00 -48.00 -46.00 -53.00
2024-10-21 1815.00 1829.00 1833.00 1791.00 1868.00 1880.00 1887.00 1842.00 -53.00 -51.00 -54.00 -51.00
2024-10-18 1800.00 1835.00 1846.00 1782.00 1850.00 1881.00 1888.00 1836.00 -50.00 -46.00 -42.00 -54.00
2024-10-17 1835.00 1797.00 1843.00 1795.00 1888.00 1847.00 1892.00 1847.00 -53.00 -50.00 -49.00 -52.00
2024-10-16 1840.00 1840.00 1878.00 1826.00 1885.00 1889.00 1920.00 1879.00 -45.00 -49.00 -42.00 -53.00
2024-10-15 1791.00 1840.00 1861.00 1791.00 1840.00 1884.00 1900.00 1837.00 -49.00 -44.00 -39.00 -46.00
2024-10-14 1825.00 1800.00 1826.00 1780.00 1866.00 1845.00 1870.00 1832.00 -41.00 -45.00 -44.00 -52.00
2024-10-11 1831.00 1820.00 1832.00 1806.00 1876.00 1861.00 1876.00 1850.00 -45.00 -41.00 -44.00 -44.00
2024-10-10 1851.00 1817.00 1860.00 1812.00 1886.00 1865.00 1902.00 1856.00 -35.00 -48.00 -42.00 -44.00
2024-10-09 1864.00 1838.00 1867.00 1832.00 1890.00 1880.00 1895.00 1869.00 -26.00 -42.00 -28.00 -37.00
2024-10-08 1938.00 1865.00 1940.00 1855.00 1950.00 1893.00 1956.00 1885.00 -12.00 -28.00 -16.00 -30.00
2024-09-30 1888.00 1885.00 1897.00 1864.00 1890.00 1910.00 1910.00 1869.00 -2.00 -25.00 -13.00 -5.00
2024-09-27 1850.00 1846.00 1866.00 1827.00 1860.00 1861.00 1878.00 1846.00 -10.00 -15.00 -12.00 -19.00
2024-09-26 1810.00 1810.00 1823.00 1795.00 1811.00 1829.00 1830.00 1803.00 -1.00 -19.00 -7.00 -8.00
2024-09-25 1809.00 1791.00 1860.00 1785.00 1802.00 1798.00 1859.00 1791.00 7.00 -7.00 1.00 -6.00
2024-09-24 1755.00 1788.00 1794.00 1748.00 1754.00 1784.00 1789.00 1744.00 1.00 4.00 5.00 4.00
2024-09-23 1740.00 1752.00 1760.00 1731.00 1735.00 1748.00 1753.00 1723.00 5.00 4.00 7.00 8.00
2024-09-20 1785.00 1765.00 1789.00 1758.00 1762.00 1755.00 1773.00 1749.00 23.00 10.00 16.00 9.00
2024-09-19 1748.00 1769.00 1783.00 1737.00 1739.00 1754.00 1766.00 1728.00 9.00 15.00 17.00 9.00
2024-09-18 1771.00 1755.00 1774.00 1750.00 1755.00 1742.00 1755.00 1729.00 16.00 13.00 19.00 21.00
2024-09-13 1800.00 1780.00 1804.00 1777.00 1776.00 1759.00 1785.00 1756.00 24.00 21.00 19.00 21.00
2024-09-12 1770.00 1799.00 1804.00 1757.00 1754.00 1776.00 1782.00 1743.00 16.00 23.00 22.00 14.00
2024-09-11 1739.00 1779.00 1785.00 1729.00 1730.00 1763.00 1769.00 1721.00 9.00 16.00 16.00 8.00
2024-09-10 1779.00 1746.00 1785.00 1744.00 1767.00 1736.00 1767.00 1734.00 12.00 10.00 18.00 10.00
2024-09-09 1799.00 1783.00 1806.00 1771.00 1780.00 1764.00 1784.00 1755.00 19.00 19.00 22.00 16.00
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