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
2023-11-14 2368.00 2340.00 2435.00 2319.00 2175.00 2172.00 2235.00 2152.00 193.00 168.00 200.00 167.00
2023-11-13 2345.00 2364.00 2395.00 2341.00 2169.00 2176.00 2198.00 2163.00 176.00 188.00 197.00 178.00
2023-11-10 2430.00 2343.00 2462.00 2330.00 2234.00 2170.00 2257.00 2157.00 196.00 173.00 205.00 173.00
2023-11-09 2376.00 2403.00 2425.00 2350.00 2147.00 2199.00 2210.00 2135.00 229.00 204.00 215.00 215.00
2023-11-08 2400.00 2396.00 2423.00 2364.00 2175.00 2169.00 2194.00 2138.00 225.00 227.00 229.00 226.00
2023-11-07 2423.00 2429.00 2485.00 2406.00 2180.00 2190.00 2239.00 2170.00 243.00 239.00 246.00 236.00
2023-11-06 2372.00 2420.00 2435.00 2356.00 2147.00 2179.00 2190.00 2133.00 225.00 241.00 245.00 223.00
2023-11-03 2388.00 2360.00 2426.00 2355.00 2150.00 2138.00 2192.00 2133.00 238.00 222.00 234.00 222.00
2023-11-02 2326.00 2348.00 2357.00 2313.00 2272.00 2294.00 2302.00 2260.00 54.00 54.00 55.00 53.00
2023-11-01 2327.00 2337.00 2380.00 2322.00 2261.00 2283.00 2319.00 2261.00 66.00 54.00 61.00 61.00
2023-10-31 2325.00 2335.00 2355.00 2311.00 2271.00 2277.00 2295.00 2252.00 54.00 58.00 60.00 59.00
2023-10-30 2296.00 2342.00 2375.00 2278.00 2237.00 2282.00 2314.00 2224.00 59.00 60.00 61.00 54.00
2023-10-27 2195.00 2260.00 2263.00 2179.00 2034.00 2080.00 2080.00 2020.00 161.00 180.00 183.00 159.00
2023-10-26 2212.00 2215.00 2228.00 2190.00 2049.00 2048.00 2059.00 2028.00 163.00 167.00 169.00 162.00
2023-10-25 2210.00 2226.00 2250.00 2188.00 2051.00 2055.00 2074.00 2026.00 159.00 171.00 176.00 162.00
2023-10-24 2200.00 2196.00 2226.00 2174.00 2035.00 2038.00 2057.00 2019.00 165.00 158.00 169.00 155.00
2023-10-23 2265.00 2209.00 2268.00 2186.00 2080.00 2044.00 2090.00 2031.00 185.00 165.00 178.00 155.00
2023-10-20 2287.00 2270.00 2296.00 2254.00 2102.00 2085.00 2113.00 2072.00 185.00 185.00 183.00 182.00
2023-10-19 2165.00 2280.00 2306.00 2165.00 1980.00 2098.00 2109.00 1980.00 185.00 182.00 197.00 185.00
2023-10-18 2120.00 2174.00 2179.00 2109.00 1955.00 1989.00 1994.00 1955.00 165.00 185.00 185.00 154.00
2023-10-17 2105.00 2110.00 2142.00 2086.00 1955.00 1953.00 1979.00 1941.00 150.00 157.00 163.00 145.00
2023-10-16 2121.00 2122.00 2149.00 2093.00 1972.00 1965.00 1989.00 1951.00 149.00 157.00 160.00 142.00
2023-10-13 2070.00 2108.00 2112.00 2057.00 1932.00 1966.00 1969.00 1927.00 138.00 142.00 143.00 130.00
2023-10-12 2040.00 2087.00 2088.00 2011.00 1904.00 1949.00 1950.00 1901.00 136.00 138.00 138.00 110.00
2023-10-11 2056.00 2037.00 2078.00 2015.00 1926.00 1920.00 1947.00 1903.00 130.00 117.00 131.00 112.00
2023-10-10 2135.00 2042.00 2143.00 2023.00 2000.00 1915.00 2008.00 1901.00 135.00 127.00 135.00 122.00
2023-10-09 2118.00 2162.00 2182.00 2104.00 2258.00 2312.00 2329.00 2258.00 -140.00 -150.00 -147.00 -154.00
2023-09-28 2156.00 2158.00 2169.00 2128.00 2309.00 2310.00 2314.00 2279.00 -153.00 -152.00 -145.00 -151.00
2023-09-27 2150.00 2136.00 2156.00 2123.00 2296.00 2283.00 2308.00 2268.00 -146.00 -147.00 -152.00 -145.00
2023-09-26 2127.00 2142.00 2163.00 2121.00 2280.00 2294.00 2301.00 2262.00 -153.00 -152.00 -138.00 -141.00
2023-09-25 2212.00 2154.00 2214.00 2142.00 2360.00 2298.00 2360.00 2289.00 -148.00 -144.00 -146.00 -147.00
2023-09-22 2240.00 2237.00 2246.00 2186.00 2379.00 2380.00 2395.00 2342.00 -139.00 -143.00 -149.00 -156.00
2023-09-21 2214.00 2234.00 2251.00 2202.00 2350.00 2377.00 2391.00 2344.00 -136.00 -143.00 -140.00 -142.00
2023-09-20 2280.00 2252.00 2286.00 2225.00 2405.00 2387.00 2410.00 2358.00 -125.00 -135.00 -124.00 -133.00
2023-09-19 2280.00 2266.00 2294.00 2250.00 2410.00 2395.00 2427.00 2381.00 -130.00 -129.00 -133.00 -131.00
2023-09-18 2251.00 2270.00 2286.00 2236.00 2402.00 2408.00 2421.00 2383.00 -151.00 -138.00 -135.00 -147.00
2023-09-15 2242.00 2248.00 2258.00 2191.00 2395.00 2397.00 2417.00 2336.00 -153.00 -149.00 -159.00 -145.00
2023-09-14 2214.00 2220.00 2243.00 2188.00 2365.00 2381.00 2403.00 2344.00 -151.00 -161.00 -160.00 -156.00
2023-09-13 2130.00 2213.00 2216.00 2108.00 2279.00 2370.00 2371.00 2261.00 -149.00 -157.00 -155.00 -153.00
2023-09-12 2146.00 2158.00 2176.00 2117.00 2292.00 2304.00 2318.00 2253.00 -146.00 -146.00 -142.00 -136.00
2023-09-11 2122.00 2140.00 2164.00 2116.00 2244.00 2283.00 2305.00 2244.00 -122.00 -143.00 -141.00 -128.00
2023-09-08 2095.00 2103.00 2134.00 2078.00 2240.00 2241.00 2295.00 2216.00 -145.00 -138.00 -161.00 -138.00
2023-09-07 2207.00 2094.00 2207.00 2064.00 2315.00 2235.00 2322.00 2185.00 -108.00 -141.00 -115.00 -121.00
2023-09-06 2223.00 2224.00 2236.00 2185.00 2335.00 2340.00 2352.00 2290.00 -112.00 -116.00 -116.00 -105.00
2023-09-05 2237.00 2219.00 2261.00 2192.00 2354.00 2336.00 2374.00 2303.00 -117.00 -117.00 -113.00 -111.00
2023-09-04 2240.00 2205.00 2283.00 2191.00 2386.00 2321.00 2414.00 2295.00 -146.00 -116.00 -131.00 -104.00
2023-09-01 2310.00 2330.00 2393.00 2306.00 2423.00 2455.00 2500.00 2423.00 -113.00 -125.00 -107.00 -117.00
2023-08-31 2270.00 2255.00 2304.00 2246.00 2364.00 2370.00 2418.00 2356.00 -94.00 -115.00 -114.00 -110.00
2023-08-30 2199.00 2262.00 2284.00 2181.00 2330.00 2400.00 2414.00 2325.00 -131.00 -138.00 -130.00 -144.00
2023-08-29 2200.00 2145.00 2210.00 2109.00 2325.00 2286.00 2336.00 2242.00 -125.00 -141.00 -126.00 -133.00
2023-08-28 2309.00 2216.00 2319.00 2177.00 2410.00 2350.00 2422.00 2320.00 -101.00 -134.00 -103.00 -143.00
2023-08-25 2251.00 2282.00 2309.00 2242.00 2344.00 2385.00 2414.00 2332.00 -93.00 -103.00 -105.00 -90.00
2023-08-24 2300.00 2255.00 2338.00 2252.00 2431.00 2338.00 2460.00 2332.00 -131.00 -83.00 -122.00 -80.00
2023-08-23 2145.00 2269.00 2269.00 2136.00 2294.00 2421.00 2421.00 2287.00 -149.00 -152.00 -152.00 -151.00
2023-08-22 2149.00 2123.00 2150.00 2102.00 2295.00 2271.00 2295.00 2241.00 -146.00 -148.00 -145.00 -139.00
2023-08-21 2065.00 2162.00 2187.00 2065.00 2230.00 2295.00 2338.00 2225.00 -165.00 -133.00 -151.00 -160.00
2023-08-18 2130.00 2076.00 2145.00 2055.00 2309.00 2240.00 2319.00 2225.00 -179.00 -164.00 -174.00 -170.00
2023-08-17 2098.00 2121.00 2139.00 2067.00 2286.00 2296.00 2329.00 2220.00 -188.00 -175.00 -190.00 -153.00
2023-08-16 2137.00 2083.00 2157.00 2076.00 2394.00 2359.00 2428.00 2358.00 -257.00 -276.00 -271.00 -282.00
2023-08-15 2110.00 2152.00 2164.00 2092.00 2350.00 2406.00 2410.00 2335.00 -240.00 -254.00 -246.00 -243.00
2023-08-14 2102.00 2089.00 2115.00 2056.00 2320.00 2317.00 2349.00 2281.00 -218.00 -228.00 -234.00 -225.00
2023-08-11 2010.00 2108.00 2108.00 2003.00 2258.00 2319.00 2319.00 2248.00 -248.00 -211.00 -211.00 -245.00
2023-08-10 2039.00 1994.00 2039.00 1972.00 2249.00 2241.00 2269.00 2216.00 -210.00 -247.00 -230.00 -244.00
2023-08-09 2048.00 2034.00 2089.00 2013.00 2270.00 2243.00 2288.00 2240.00 -222.00 -209.00 -199.00 -227.00
2023-08-08 2233.00 2243.00 2259.00 2213.00 1987.00 2020.00 2022.00 1958.00 246.00 223.00 237.00 255.00
2023-08-07 2232.00 2222.00 2249.00 2178.00 1976.00 1981.00 1991.00 1904.00 256.00 241.00 258.00 274.00
2023-08-04 2275.00 2269.00 2334.00 2253.00 2024.00 2002.00 2066.00 1968.00 251.00 267.00 268.00 285.00
2023-08-03 2240.00 2254.00 2291.00 2211.00 2040.00 1986.00 2084.00 1986.00 200.00 268.00 207.00 225.00
2023-08-02 2332.00 2308.00 2364.00 2300.00 2150.00 2101.00 2163.00 2101.00 182.00 207.00 201.00 199.00
2023-08-01 2305.00 2354.00 2368.00 2296.00 2124.00 2149.00 2183.00 2118.00 181.00 205.00 185.00 178.00
2023-07-31 2349.00 2322.00 2349.00 2294.00 2120.00 2138.00 2139.00 2085.00 229.00 184.00 210.00 209.00
2023-07-28 2358.00 2379.00 2380.00 2298.00 2147.00 2146.00 2154.00 2092.00 211.00 233.00 226.00 206.00
2023-07-27 2340.00 2366.00 2419.00 2315.00 2065.00 2148.00 2199.00 2053.00 275.00 218.00 220.00 262.00
2023-07-26 2267.00 2335.00 2335.00 2231.00 1985.00 2039.00 2039.00 1950.00 282.00 296.00 296.00 281.00
2023-07-25 2127.00 2184.00 2200.00 2112.00 1898.00 1921.00 1936.00 1878.00 229.00 263.00 264.00 234.00
2023-07-24 2110.00 2095.00 2134.00 2076.00 1900.00 1864.00 1920.00 1862.00 210.00 231.00 214.00 214.00
2023-07-21 2128.00 2122.00 2129.00 2071.00 1924.00 1912.00 1924.00 1877.00 204.00 210.00 205.00 194.00
2023-07-20 2144.00 2126.00 2177.00 2106.00 1941.00 1921.00 1960.00 1892.00 203.00 205.00 217.00 214.00
2023-07-19 2125.00 2110.00 2128.00 2092.00 1935.00 1913.00 1945.00 1908.00 190.00 197.00 183.00 184.00
2023-07-18 2000.00 2114.00 2123.00 2000.00 1849.00 1928.00 1936.00 1846.00 151.00 186.00 187.00 154.00
2023-07-17 2016.00 1980.00 2026.00 1966.00 1849.00 1831.00 1869.00 1815.00 167.00 149.00 157.00 151.00
2023-07-14 2096.00 2065.00 2105.00 2051.00 1932.00 1898.00 1938.00 1895.00 164.00 167.00 167.00 156.00
2023-07-13 2070.00 2079.00 2086.00 2035.00 1900.00 1914.00 1930.00 1888.00 170.00 165.00 156.00 147.00
2023-07-12 2000.00 2070.00 2076.00 2000.00 1879.00 1893.00 1906.00 1870.00 121.00 177.00 170.00 130.00
2023-07-11 2015.00 1987.00 2022.00 1975.00 1904.00 1866.00 1908.00 1863.00 111.00 121.00 114.00 112.00
2023-07-10 1935.00 1999.00 1999.00 1925.00 1860.00 1895.00 1900.00 1837.00 75.00 104.00 99.00 88.00
2023-07-07 1840.00 1896.00 1898.00 1827.00 1790.00 1827.00 1829.00 1781.00 50.00 69.00 69.00 46.00
2023-07-06 1815.00 1831.00 1850.00 1815.00 1772.00 1785.00 1798.00 1771.00 43.00 46.00 52.00 44.00
2023-07-05 1861.00 1813.00 1863.00 1810.00 1803.00 1769.00 1805.00 1767.00 58.00 44.00 58.00 43.00
2023-07-04 1868.00 1870.00 1885.00 1848.00 1804.00 1809.00 1819.00 1794.00 64.00 61.00 66.00 54.00
2023-07-03 1895.00 1867.00 1901.00 1852.00 1811.00 1806.00 1817.00 1788.00 84.00 61.00 84.00 64.00
2023-06-30 1900.00 1882.00 1919.00 1873.00 1830.00 1803.00 1839.00 1799.00 70.00 79.00 80.00 74.00
2023-06-29 1840.00 1890.00 1892.00 1836.00 1768.00 1816.00 1820.00 1768.00 72.00 74.00 72.00 68.00
2023-06-28 1764.00 1825.00 1826.00 1764.00 1723.00 1763.00 1763.00 1723.00 41.00 62.00 63.00 41.00
2023-06-27 1760.00 1761.00 1774.00 1748.00 1717.00 1723.00 1735.00 1712.00 43.00 38.00 39.00 36.00
2023-06-26 1708.00 1763.00 1765.00 1705.00 1690.00 1720.00 1725.00 1684.00 18.00 43.00 40.00 21.00
2023-06-21 1705.00 1707.00 1719.00 1680.00 1690.00 1690.00 1697.00 1665.00 15.00 17.00 22.00 15.00
2023-06-20 1725.00 1714.00 1737.00 1706.00 1705.00 1696.00 1715.00 1690.00 20.00 18.00 22.00 16.00
2023-06-19 1721.00 1714.00 1768.00 1713.00 1708.00 1699.00 1743.00 1696.00 13.00 15.00 25.00 17.00
2023-06-16 1726.00 1722.00 1737.00 1704.00 1694.00 1704.00 1714.00 1686.00 32.00 18.00 23.00 18.00
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