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
2024-04-15 2010.00 1987.00 2015.00 1981.00 2103.00 2095.00 2107.00 2078.00 -93.00 -108.00 -92.00 -97.00
2024-04-12 1896.00 1988.00 1997.00 1887.00 2007.00 2075.00 2088.00 2000.00 -111.00 -87.00 -91.00 -113.00
2024-04-11 1893.00 1882.00 1916.00 1877.00 1997.00 1995.00 2014.00 1985.00 -104.00 -113.00 -98.00 -108.00
2024-04-10 1860.00 1907.00 1909.00 1860.00 1986.00 2013.00 2020.00 1985.00 -126.00 -106.00 -111.00 -125.00
2024-04-09 1846.00 1863.00 1868.00 1834.00 1950.00 1990.00 1994.00 1945.00 -104.00 -127.00 -126.00 -111.00
2024-04-08 1903.00 1899.00 1918.00 1883.00 2002.00 2012.00 2020.00 1988.00 -99.00 -113.00 -102.00 -105.00
2024-04-03 1856.00 1876.00 1893.00 1855.00 1955.00 1973.00 1980.00 1951.00 -99.00 -97.00 -87.00 -96.00
2024-04-02 1870.00 1849.00 1873.00 1841.00 1980.00 1949.00 1987.00 1941.00 -110.00 -100.00 -114.00 -100.00
2024-04-01 1851.00 1873.00 1876.00 1818.00 1960.00 1981.00 1988.00 1934.00 -109.00 -108.00 -112.00 -116.00
2024-03-29 1975.00 1982.00 1989.00 1961.00 1870.00 1871.00 1882.00 1852.00 105.00 111.00 107.00 109.00
2024-03-28 1970.00 1971.00 1986.00 1957.00 1898.00 1869.00 1900.00 1863.00 72.00 102.00 86.00 94.00
2024-03-27 2020.00 1966.00 2026.00 1964.00 1949.00 1893.00 1949.00 1892.00 71.00 73.00 77.00 72.00
2024-03-26 2010.00 2007.00 2045.00 1999.00 1933.00 1935.00 1963.00 1930.00 77.00 72.00 82.00 69.00
2024-03-25 1971.00 1996.00 2000.00 1946.00 1923.00 1927.00 1937.00 1905.00 48.00 69.00 63.00 41.00
2024-03-22 1998.00 1983.00 2014.00 1977.00 1944.00 1928.00 1953.00 1926.00 54.00 55.00 61.00 51.00
2024-03-21 2010.00 2011.00 2022.00 1991.00 1952.00 1951.00 1961.00 1936.00 58.00 60.00 61.00 55.00
2024-03-20 1991.00 1997.00 2027.00 1984.00 1935.00 1943.00 1956.00 1931.00 56.00 54.00 71.00 53.00
2024-03-19 2043.00 2004.00 2055.00 2002.00 1961.00 1941.00 1979.00 1940.00 82.00 63.00 76.00 62.00
2024-03-18 2096.00 2029.00 2096.00 2019.00 2009.00 1956.00 2009.00 1951.00 87.00 73.00 87.00 68.00
2024-03-15 2109.00 2120.00 2137.00 2108.00 2022.00 2026.00 2038.00 2016.00 87.00 94.00 99.00 92.00
2024-03-14 2116.00 2109.00 2130.00 2102.00 2022.00 2017.00 2039.00 2016.00 94.00 92.00 91.00 86.00
2024-03-13 2157.00 2112.00 2157.00 2110.00 2059.00 2023.00 2060.00 2022.00 98.00 89.00 97.00 88.00
2024-03-12 2189.00 2157.00 2194.00 2152.00 2081.00 2056.00 2086.00 2053.00 108.00 101.00 108.00 99.00
2024-03-11 2175.00 2181.00 2195.00 2166.00 2070.00 2077.00 2085.00 2057.00 105.00 104.00 110.00 109.00
2024-03-08 2178.00 2200.00 2210.00 2165.00 2064.00 2085.00 2089.00 2049.00 114.00 115.00 121.00 116.00
2024-03-07 2210.00 2183.00 2213.00 2178.00 2076.00 2061.00 2083.00 2054.00 134.00 122.00 130.00 124.00
2024-03-06 2194.00 2200.00 2210.00 2182.00 2063.00 2071.00 2079.00 2056.00 131.00 129.00 131.00 126.00
2024-03-05 2215.00 2193.00 2246.00 2189.00 2064.00 2064.00 2100.00 2057.00 151.00 129.00 146.00 132.00
2024-03-04 2190.00 2193.00 2201.00 2170.00 2042.00 2053.00 2060.00 2033.00 148.00 140.00 141.00 137.00
2024-03-01 2103.00 2179.00 2186.00 2087.00 1981.00 2038.00 2041.00 1971.00 122.00 141.00 145.00 116.00
2024-02-29 2114.00 2088.00 2115.00 2086.00 1994.00 1972.00 1994.00 1971.00 120.00 116.00 121.00 115.00
2024-02-28 2175.00 2123.00 2178.00 2116.00 2030.00 1993.00 2032.00 1988.00 145.00 130.00 146.00 128.00
2024-02-27 2140.00 2164.00 2169.00 2140.00 1998.00 2022.00 2025.00 1998.00 142.00 142.00 144.00 142.00
2024-02-26 2145.00 2138.00 2150.00 2111.00 2011.00 2000.00 2011.00 1977.00 134.00 138.00 139.00 134.00
2024-02-23 2178.00 2169.00 2184.00 2161.00 2029.00 2027.00 2035.00 2017.00 149.00 142.00 149.00 144.00
2024-02-22 2145.00 2176.00 2181.00 2139.00 2004.00 2029.00 2034.00 1998.00 141.00 147.00 147.00 141.00
2024-02-21 2129.00 2142.00 2177.00 2125.00 1991.00 1999.00 2028.00 1986.00 138.00 143.00 149.00 139.00
2024-02-20 2170.00 2142.00 2170.00 2124.00 2024.00 2000.00 2024.00 1987.00 146.00 142.00 146.00 137.00
2024-02-19 2211.00 2161.00 2224.00 2156.00 2038.00 2017.00 2056.00 2014.00 173.00 144.00 168.00 142.00
2024-02-08 2163.00 2149.00 2178.00 2129.00 2019.00 2006.00 2030.00 1990.00 144.00 143.00 148.00 139.00
2024-02-07 2148.00 2160.00 2182.00 2112.00 2005.00 2018.00 2034.00 1975.00 143.00 142.00 148.00 137.00
2024-02-06 2146.00 2148.00 2162.00 2123.00 1989.00 2004.00 2011.00 1980.00 157.00 144.00 151.00 143.00
2024-02-05 2114.00 2137.00 2149.00 2114.00 1980.00 1989.00 2000.00 1972.00 134.00 148.00 149.00 142.00
2024-02-02 2100.00 2114.00 2123.00 2081.00 1965.00 1975.00 1982.00 1950.00 135.00 139.00 141.00 131.00
2024-02-01 2083.00 2108.00 2117.00 2065.00 1948.00 1971.00 1977.00 1935.00 135.00 137.00 140.00 130.00
2024-01-31 2115.00 2082.00 2115.00 2076.00 1974.00 1950.00 1975.00 1946.00 141.00 132.00 140.00 130.00
2024-01-30 2137.00 2115.00 2153.00 2100.00 1991.00 1974.00 2006.00 1961.00 146.00 141.00 147.00 139.00
2024-01-29 2111.00 2133.00 2169.00 2110.00 1967.00 1991.00 2011.00 1967.00 144.00 142.00 158.00 143.00
2024-01-26 2105.00 2092.00 2105.00 2072.00 1970.00 1954.00 1970.00 1937.00 135.00 138.00 135.00 135.00
2024-01-25 2075.00 2100.00 2115.00 2070.00 1939.00 1962.00 1971.00 1931.00 136.00 138.00 144.00 139.00
2024-01-24 2017.00 2085.00 2086.00 1996.00 1897.00 1940.00 1941.00 1885.00 120.00 145.00 145.00 111.00
2024-01-23 2036.00 2019.00 2052.00 2015.00 1912.00 1899.00 1922.00 1896.00 124.00 120.00 130.00 119.00
2024-01-22 2050.00 2048.00 2087.00 2030.00 1915.00 1919.00 1948.00 1904.00 135.00 129.00 139.00 126.00
2024-01-19 2074.00 2075.00 2083.00 2053.00 1937.00 1932.00 1943.00 1920.00 137.00 143.00 140.00 133.00
2024-01-18 2046.00 2062.00 2077.00 2023.00 1916.00 1929.00 1936.00 1897.00 130.00 133.00 141.00 126.00
2024-01-17 2080.00 2044.00 2085.00 2033.00 1946.00 1917.00 1949.00 1911.00 134.00 127.00 136.00 122.00
2024-01-16 2081.00 2075.00 2107.00 2065.00 1941.00 1941.00 1960.00 1933.00 140.00 134.00 147.00 132.00
2024-01-15 2035.00 2076.00 2083.00 2030.00 1910.00 1938.00 1946.00 1907.00 125.00 138.00 137.00 123.00
2024-01-12 2062.00 2028.00 2078.00 2021.00 1926.00 1905.00 1940.00 1902.00 136.00 123.00 138.00 119.00
2024-01-11 2054.00 2068.00 2083.00 2025.00 1927.00 1932.00 1946.00 1903.00 127.00 136.00 137.00 122.00
2024-01-10 2055.00 2069.00 2089.00 2052.00 1931.00 1935.00 1955.00 1925.00 124.00 134.00 134.00 127.00
2024-01-09 2048.00 2075.00 2083.00 2041.00 1926.00 1941.00 1949.00 1917.00 122.00 134.00 134.00 124.00
2024-01-08 2150.00 2048.00 2150.00 2048.00 2002.00 1927.00 2003.00 1927.00 148.00 121.00 147.00 121.00
2024-01-05 2155.00 2161.00 2181.00 2136.00 2008.00 2009.00 2022.00 1995.00 147.00 152.00 159.00 141.00
2024-01-04 2200.00 2159.00 2224.00 2152.00 2036.00 2013.00 2055.00 2010.00 164.00 146.00 169.00 142.00
2024-01-03 2138.00 2184.00 2206.00 2132.00 2004.00 2028.00 2040.00 2001.00 134.00 156.00 166.00 131.00
2024-01-02 2117.00 2130.00 2150.00 2085.00 1987.00 2000.00 2008.00 1973.00 130.00 130.00 142.00 112.00
2023-12-29 2110.00 2112.00 2121.00 2089.00 1989.00 1985.00 1996.00 1971.00 121.00 127.00 125.00 118.00
2023-12-28 2085.00 2114.00 2125.00 2066.00 1970.00 1994.00 1999.00 1964.00 115.00 120.00 126.00 102.00
2023-12-27 2080.00 2084.00 2100.00 2070.00 1977.00 1974.00 1992.00 1971.00 103.00 110.00 108.00 99.00
2023-12-26 2075.00 2085.00 2095.00 2065.00 1985.00 1982.00 1993.00 1971.00 90.00 103.00 102.00 94.00
2023-12-25 2119.00 2079.00 2119.00 2074.00 2010.00 1983.00 2015.00 1980.00 109.00 96.00 104.00 94.00
2023-12-22 2166.00 2130.00 2217.00 2118.00 2044.00 2019.00 2078.00 2010.00 122.00 111.00 139.00 108.00
2023-12-21 2158.00 2160.00 2175.00 2130.00 2040.00 2037.00 2048.00 2018.00 118.00 123.00 127.00 112.00
2023-12-20 2181.00 2166.00 2185.00 2144.00 2060.00 2043.00 2060.00 2034.00 121.00 123.00 125.00 110.00
2023-12-19 2181.00 2166.00 2188.00 2153.00 2055.00 2044.00 2058.00 2035.00 126.00 122.00 130.00 118.00
2023-12-18 2201.00 2186.00 2203.00 2132.00 2080.00 2052.00 2085.00 2026.00 121.00 134.00 118.00 106.00
2023-12-15 2236.00 2208.00 2248.00 2196.00 2315.00 2311.00 2325.00 2300.00 -79.00 -103.00 -77.00 -104.00
2023-12-14 2272.00 2219.00 2284.00 2213.00 2333.00 2307.00 2343.00 2297.00 -61.00 -88.00 -59.00 -84.00
2023-12-13 2290.00 2250.00 2301.00 2242.00 2345.00 2326.00 2352.00 2320.00 -55.00 -76.00 -51.00 -78.00
2023-12-12 2242.00 2299.00 2300.00 2240.00 2348.00 2354.00 2365.00 2328.00 -106.00 -55.00 -65.00 -88.00
2023-12-11 2244.00 2240.00 2278.00 2223.00 2335.00 2332.00 2352.00 2310.00 -91.00 -92.00 -74.00 -87.00
2023-12-08 2385.00 2330.00 2395.00 2313.00 2280.00 2246.00 2329.00 2228.00 105.00 84.00 66.00 85.00
2023-12-07 2432.00 2377.00 2447.00 2362.00 2290.00 2260.00 2344.00 2250.00 142.00 117.00 103.00 112.00
2023-12-06 2387.00 2432.00 2462.00 2375.00 2216.00 2276.00 2288.00 2201.00 171.00 156.00 174.00 174.00
2023-12-05 2301.00 2387.00 2426.00 2295.00 2148.00 2208.00 2227.00 2144.00 153.00 179.00 199.00 151.00
2023-12-04 2335.00 2301.00 2344.00 2289.00 2175.00 2153.00 2186.00 2143.00 160.00 148.00 158.00 146.00
2023-12-01 2296.00 2342.00 2397.00 2264.00 2150.00 2173.00 2213.00 2119.00 146.00 169.00 184.00 145.00
2023-11-30 2290.00 2308.00 2314.00 2266.00 2150.00 2158.00 2164.00 2128.00 140.00 150.00 150.00 138.00
2023-11-29 2323.00 2289.00 2344.00 2258.00 2178.00 2155.00 2198.00 2134.00 145.00 134.00 146.00 124.00
2023-11-28 2292.00 2312.00 2336.00 2287.00 2155.00 2169.00 2188.00 2152.00 137.00 143.00 148.00 135.00
2023-11-27 2256.00 2285.00 2306.00 2230.00 2122.00 2153.00 2173.00 2112.00 134.00 132.00 133.00 118.00
2023-11-24 2298.00 2268.00 2308.00 2254.00 2134.00 2133.00 2140.00 2100.00 164.00 135.00 168.00 154.00
2023-11-23 2332.00 2309.00 2332.00 2291.00 2149.00 2141.00 2149.00 2120.00 183.00 168.00 183.00 171.00
2023-11-22 2320.00 2333.00 2346.00 2285.00 2158.00 2156.00 2176.00 2124.00 162.00 177.00 170.00 161.00
2023-11-21 2291.00 2301.00 2323.00 2264.00 2140.00 2144.00 2166.00 2120.00 151.00 157.00 157.00 144.00
2023-11-20 2265.00 2291.00 2304.00 2250.00 2125.00 2137.00 2142.00 2110.00 140.00 154.00 162.00 140.00
2023-11-17 2345.00 2286.00 2364.00 2265.00 2177.00 2138.00 2196.00 2124.00 168.00 148.00 168.00 141.00
2023-11-16 2349.00 2383.00 2384.00 2313.00 2179.00 2204.00 2206.00 2158.00 170.00 179.00 178.00 155.00
2023-11-15 2374.00 2375.00 2388.00 2344.00 2199.00 2198.00 2211.00 2179.00 175.00 177.00 177.00 165.00
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