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
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
2024-09-06 1821.00 1817.00 1829.00 1809.00 1795.00 1792.00 1801.00 1786.00 26.00 25.00 28.00 23.00
2024-09-05 1826.00 1821.00 1835.00 1814.00 1802.00 1794.00 1809.00 1790.00 24.00 27.00 26.00 24.00
2024-09-04 1833.00 1826.00 1841.00 1822.00 1807.00 1804.00 1815.00 1800.00 26.00 22.00 26.00 22.00
2024-09-03 1849.00 1842.00 1858.00 1837.00 1820.00 1813.00 1825.00 1807.00 29.00 29.00 33.00 30.00
2024-09-02 1860.00 1862.00 1867.00 1843.00 1829.00 1830.00 1835.00 1808.00 31.00 32.00 32.00 35.00
2024-08-30 1879.00 1875.00 1885.00 1870.00 1837.00 1838.00 1842.00 1827.00 42.00 37.00 43.00 43.00
2024-08-29 1865.00 1880.00 1891.00 1863.00 1826.00 1841.00 1851.00 1823.00 39.00 39.00 40.00 40.00
2024-08-28 1884.00 1871.00 1892.00 1863.00 1836.00 1830.00 1846.00 1822.00 48.00 41.00 46.00 41.00
2024-08-27 1887.00 1884.00 1895.00 1875.00 1849.00 1840.00 1849.00 1833.00 38.00 44.00 46.00 42.00
2024-08-26 1870.00 1892.00 1897.00 1850.00 1969.00 1975.00 1980.00 1950.00 -99.00 -83.00 -83.00 -100.00
2024-08-23 1884.00 1870.00 1889.00 1866.00 1976.00 1966.00 1976.00 1948.00 -92.00 -96.00 -87.00 -82.00
2024-08-22 1905.00 1891.00 1922.00 1886.00 1985.00 1974.00 2003.00 1971.00 -80.00 -83.00 -81.00 -85.00
2024-08-21 1897.00 1907.00 1917.00 1886.00 1953.00 1985.00 1987.00 1953.00 -56.00 -78.00 -70.00 -67.00
2024-08-20 1865.00 1885.00 1889.00 1858.00 1926.00 1947.00 1951.00 1923.00 -61.00 -62.00 -62.00 -65.00
2024-08-19 1875.00 1859.00 1882.00 1857.00 1957.00 1922.00 1960.00 1916.00 -82.00 -63.00 -78.00 -59.00
2024-08-16 1931.00 1877.00 1939.00 1871.00 2015.00 1957.00 2018.00 1953.00 -84.00 -80.00 -79.00 -82.00
2024-08-15 1917.00 1920.00 1928.00 1892.00 2012.00 2005.00 2022.00 1991.00 -95.00 -85.00 -94.00 -99.00
2024-08-14 2038.00 2012.00 2044.00 1992.00 1966.00 1914.00 1968.00 1902.00 72.00 98.00 76.00 90.00
2024-08-13 2052.00 2062.00 2078.00 2049.00 1975.00 1986.00 1994.00 1971.00 77.00 76.00 84.00 78.00
2024-08-12 2037.00 2047.00 2062.00 2033.00 1969.00 1969.00 1989.00 1956.00 68.00 78.00 73.00 77.00
2024-08-09 2021.00 2045.00 2055.00 2013.00 1958.00 1975.00 1980.00 1948.00 63.00 70.00 75.00 65.00
2024-08-08 2030.00 2019.00 2038.00 2009.00 1968.00 1955.00 1975.00 1951.00 62.00 64.00 63.00 58.00
2024-08-07 2025.00 2022.00 2032.00 2012.00 1968.00 1963.00 1977.00 1955.00 57.00 59.00 55.00 57.00
2024-08-06 2057.00 2029.00 2064.00 2020.00 2005.00 1971.00 2009.00 1968.00 52.00 58.00 55.00 52.00
2024-08-05 2045.00 2062.00 2069.00 2041.00 1998.00 2007.00 2016.00 1988.00 47.00 55.00 53.00 53.00
2024-08-02 2051.00 2086.00 2089.00 2037.00 2002.00 2030.00 2034.00 1989.00 49.00 56.00 55.00 48.00
2024-08-01 2051.00 2060.00 2066.00 2043.00 1996.00 2009.00 2010.00 1991.00 55.00 51.00 56.00 52.00
2024-07-31 2034.00 2043.00 2056.00 2026.00 1972.00 1987.00 1995.00 1972.00 62.00 56.00 61.00 54.00
2024-07-30 1995.00 2024.00 2039.00 1995.00 1950.00 1972.00 1983.00 1950.00 45.00 52.00 56.00 45.00
2024-07-29 1992.00 1995.00 2003.00 1983.00 1955.00 1952.00 1959.00 1945.00 37.00 43.00 44.00 38.00
2024-07-26 2012.00 1995.00 2015.00 1988.00 1966.00 1955.00 1969.00 1950.00 46.00 40.00 46.00 38.00
2024-07-25 2001.00 1991.00 2009.00 1985.00 1953.00 1949.00 1964.00 1945.00 48.00 42.00 45.00 40.00
2024-07-24 1991.00 2008.00 2017.00 1986.00 1946.00 1960.00 1968.00 1942.00 45.00 48.00 49.00 44.00
2024-07-23 2006.00 1995.00 2018.00 1993.00 1946.00 1951.00 1956.00 1943.00 60.00 44.00 62.00 50.00
2024-07-22 2023.00 2021.00 2027.00 2007.00 1963.00 1957.00 1963.00 1946.00 60.00 64.00 64.00 61.00
2024-07-19 2029.00 2039.00 2051.00 2027.00 1960.00 1970.00 1983.00 1960.00 69.00 69.00 68.00 67.00
2024-07-18 2034.00 2039.00 2040.00 2020.00 1975.00 1972.00 1975.00 1958.00 59.00 67.00 65.00 62.00
2024-07-17 2056.00 2035.00 2065.00 2027.00 1983.00 1976.00 1997.00 1965.00 73.00 59.00 68.00 62.00
2024-07-16 2046.00 2042.00 2055.00 2032.00 1980.00 1978.00 1991.00 1970.00 66.00 64.00 64.00 62.00
2024-07-15 2065.00 2049.00 2094.00 2042.00 2003.00 1988.00 2025.00 1980.00 62.00 61.00 69.00 62.00
2024-07-12 2067.00 2047.00 2079.00 2045.00 2000.00 1990.00 2013.00 1986.00 67.00 57.00 66.00 59.00
2024-07-11 2068.00 2067.00 2085.00 2055.00 2005.00 2004.00 2022.00 1993.00 63.00 63.00 63.00 62.00
2024-07-10 2077.00 2055.00 2080.00 2050.00 2017.00 1995.00 2017.00 1990.00 60.00 60.00 63.00 60.00
2024-07-09 2086.00 2088.00 2114.00 2070.00 2018.00 2024.00 2045.00 2007.00 68.00 64.00 69.00 63.00
2024-07-08 2124.00 2095.00 2129.00 2080.00 2062.00 2030.00 2064.00 2019.00 62.00 65.00 65.00 61.00
2024-07-05 2125.00 2136.00 2142.00 2115.00 2055.00 2070.00 2074.00 2048.00 70.00 66.00 68.00 67.00
2024-07-04 2160.00 2142.00 2162.00 2132.00 2090.00 2075.00 2090.00 2064.00 70.00 67.00 72.00 68.00
2024-07-03 2095.00 2162.00 2168.00 2087.00 2040.00 2089.00 2093.00 2027.00 55.00 73.00 75.00 60.00
2024-07-02 2094.00 2101.00 2115.00 2087.00 2022.00 2038.00 2047.00 2022.00 72.00 63.00 68.00 65.00
2024-07-01 2123.00 2095.00 2125.00 2076.00 2049.00 2031.00 2050.00 2011.00 74.00 64.00 75.00 65.00
2024-06-28 2141.00 2141.00 2154.00 2130.00 2065.00 2063.00 2074.00 2052.00 76.00 78.00 80.00 78.00
2024-06-27 2133.00 2134.00 2153.00 2126.00 2062.00 2057.00 2074.00 2052.00 71.00 77.00 79.00 74.00
2024-06-26 2130.00 2135.00 2147.00 2118.00 2058.00 2059.00 2070.00 2041.00 72.00 76.00 77.00 77.00
2024-06-25 2085.00 2145.00 2145.00 2083.00 2017.00 2065.00 2065.00 2015.00 68.00 80.00 80.00 68.00
2024-06-24 2094.00 2073.00 2094.00 2065.00 2031.00 2009.00 2031.00 2002.00 63.00 64.00 63.00 63.00
2024-06-21 2091.00 2091.00 2119.00 2072.00 2025.00 2026.00 2046.00 2008.00 66.00 65.00 73.00 64.00
2024-06-20 2060.00 2078.00 2083.00 2054.00 1999.00 2013.00 2019.00 1994.00 61.00 65.00 64.00 60.00
2024-06-19 2076.00 2060.00 2088.00 2058.00 2013.00 2003.00 2022.00 1999.00 63.00 57.00 66.00 59.00
2024-06-18 2100.00 2069.00 2108.00 2059.00 2025.00 2005.00 2034.00 1998.00 75.00 64.00 74.00 61.00
2024-06-17 2094.00 2088.00 2101.00 2068.00 2010.00 2015.00 2024.00 2000.00 84.00 73.00 77.00 68.00
2024-06-14 2052.00 2092.00 2093.00 2050.00 1981.00 2016.00 2020.00 1981.00 71.00 76.00 73.00 69.00
2024-06-13 2048.00 2044.00 2059.00 2035.00 1981.00 1977.00 1991.00 1971.00 67.00 67.00 68.00 64.00
2024-06-12 2065.00 2058.00 2079.00 2058.00 1995.00 1990.00 2006.00 1989.00 70.00 68.00 73.00 69.00
2024-06-11 2090.00 2075.00 2105.00 2072.00 2025.00 2001.00 2030.00 2000.00 65.00 74.00 75.00 72.00
2024-06-07 2182.00 2126.00 2188.00 2125.00 2089.00 2047.00 2099.00 2045.00 93.00 79.00 89.00 80.00
2024-06-06 2179.00 2151.00 2180.00 2139.00 2091.00 2065.00 2097.00 2062.00 88.00 86.00 83.00 77.00
2024-06-05 2192.00 2185.00 2204.00 2176.00 2105.00 2099.00 2116.00 2089.00 87.00 86.00 88.00 87.00
2024-06-04 2130.00 2171.00 2189.00 2122.00 2049.00 2089.00 2103.00 2044.00 81.00 82.00 86.00 78.00
2024-06-03 2151.00 2118.00 2154.00 2109.00 2077.00 2044.00 2080.00 2035.00 74.00 74.00 74.00 74.00
2024-05-31 2177.00 2175.00 2194.00 2159.00 2100.00 2096.00 2115.00 2086.00 77.00 79.00 79.00 73.00
2024-05-30 2218.00 2184.00 2230.00 2178.00 2130.00 2105.00 2142.00 2099.00 88.00 79.00 88.00 79.00
2024-05-29 2167.00 2201.00 2209.00 2162.00 2090.00 2116.00 2124.00 2083.00 77.00 85.00 85.00 79.00
2024-05-28 2205.00 2186.00 2217.00 2182.00 2115.00 2104.00 2130.00 2101.00 90.00 82.00 87.00 81.00
2024-05-27 2201.00 2188.00 2204.00 2175.00 2115.00 2106.00 2119.00 2091.00 86.00 82.00 85.00 84.00
2024-05-24 2173.00 2196.00 2222.00 2173.00 2092.00 2111.00 2132.00 2090.00 81.00 85.00 90.00 83.00
2024-05-23 2178.00 2175.00 2194.00 2155.00 2093.00 2088.00 2114.00 2074.00 85.00 87.00 80.00 81.00
2024-05-22 2196.00 2192.00 2235.00 2187.00 2108.00 2110.00 2138.00 2103.00 88.00 82.00 97.00 84.00
2024-05-21 2236.00 2186.00 2250.00 2167.00 2140.00 2094.00 2148.00 2078.00 96.00 92.00 102.00 89.00
2024-05-20 2138.00 2237.00 2238.00 2091.00 2050.00 2138.00 2138.00 2006.00 88.00 99.00 100.00 85.00
2024-05-17 2132.00 2130.00 2173.00 2120.00 2042.00 2045.00 2079.00 2037.00 90.00 85.00 94.00 83.00
2024-05-16 2145.00 2115.00 2148.00 2103.00 2060.00 2027.00 2064.00 2015.00 85.00 88.00 84.00 88.00
2024-05-15 2129.00 2126.00 2141.00 2110.00 2043.00 2044.00 2055.00 2030.00 86.00 82.00 86.00 80.00
2024-05-14 2151.00 2129.00 2159.00 2113.00 2062.00 2046.00 2074.00 2030.00 89.00 83.00 85.00 83.00
2024-05-13 2110.00 2139.00 2143.00 2106.00 2028.00 2055.00 2058.00 2025.00 82.00 84.00 85.00 81.00
2024-05-10 2130.00 2086.00 2138.00 2083.00 2048.00 2008.00 2057.00 2008.00 82.00 78.00 81.00 75.00
2024-05-09 2130.00 2118.00 2144.00 2105.00 2047.00 2041.00 2062.00 2029.00 83.00 77.00 82.00 76.00
2024-05-08 2120.00 2119.00 2125.00 2095.00 2035.00 2041.00 2045.00 2020.00 85.00 78.00 80.00 75.00
2024-05-07 2147.00 2126.00 2189.00 2122.00 2062.00 2042.00 2096.00 2039.00 85.00 84.00 93.00 83.00
2024-05-06 2068.00 2140.00 2142.00 2068.00 1987.00 2052.00 2054.00 1980.00 81.00 88.00 88.00 88.00
2024-04-30 2075.00 2056.00 2079.00 2028.00 1996.00 1982.00 2002.00 1954.00 79.00 74.00 77.00 74.00
2024-04-29 2075.00 2079.00 2091.00 2053.00 1998.00 2001.00 2011.00 1978.00 77.00 78.00 80.00 75.00
2024-04-26 2083.00 2068.00 2097.00 2065.00 2002.00 1993.00 2015.00 1989.00 81.00 75.00 82.00 76.00
2024-04-25 2074.00 2082.00 2098.00 2059.00 1991.00 2003.00 2012.00 1980.00 83.00 79.00 86.00 79.00
2024-04-24 2026.00 2058.00 2064.00 2023.00 1950.00 1980.00 1985.00 1949.00 76.00 78.00 79.00 74.00
2024-04-23 2035.00 2015.00 2035.00 2000.00 1965.00 1942.00 1965.00 1930.00 70.00 73.00 70.00 70.00
2024-04-22 2070.00 2045.00 2084.00 2031.00 1988.00 1971.00 2005.00 1959.00 82.00 74.00 79.00 72.00
2024-04-19 2046.00 2069.00 2134.00 2041.00 1962.00 1988.00 2041.00 1962.00 84.00 81.00 93.00 79.00
2024-04-18 2050.00 2036.00 2093.00 2030.00 2158.00 2144.00 2195.00 2140.00 -108.00 -108.00 -102.00 -110.00
2024-04-17 2000.00 2024.00 2028.00 1978.00 2095.00 2133.00 2134.00 2080.00 -95.00 -109.00 -106.00 -102.00
2024-04-16 1987.00 2001.00 2002.00 1962.00 2094.00 2095.00 2100.00 2067.00 -107.00 -94.00 -98.00 -105.00
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