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
2023-06-15 1670.00 1719.00 1721.00 1660.00 1650.00 1691.00 1694.00 1644.00 20.00 28.00 27.00 16.00
2023-06-14 1670.00 1671.00 1711.00 1660.00 1646.00 1652.00 1681.00 1638.00 24.00 19.00 30.00 22.00
2023-06-13 1624.00 1666.00 1675.00 1621.00 1615.00 1641.00 1648.00 1612.00 9.00 25.00 27.00 9.00
2023-06-12 1667.00 1631.00 1672.00 1626.00 1646.00 1619.00 1650.00 1615.00 21.00 12.00 22.00 11.00
2023-06-09 1683.00 1691.00 1694.00 1663.00 1658.00 1661.00 1665.00 1643.00 25.00 30.00 29.00 20.00
2023-06-08 1675.00 1672.00 1702.00 1656.00 1644.00 1652.00 1672.00 1637.00 31.00 20.00 30.00 19.00
2023-06-07 1689.00 1664.00 1706.00 1658.00 1671.00 1636.00 1684.00 1634.00 18.00 28.00 22.00 24.00
2023-06-06 1721.00 1682.00 1729.00 1676.00 1695.00 1668.00 1702.00 1662.00 26.00 14.00 27.00 14.00
2023-06-05 1803.00 1716.00 1819.00 1706.00 1749.00 1694.00 1767.00 1686.00 54.00 22.00 52.00 20.00
2023-06-02 1745.00 1754.00 1778.00 1728.00 1702.00 1716.00 1732.00 1696.00 43.00 38.00 46.00 32.00
2023-06-01 1740.00 1744.00 1747.00 1695.00 1700.00 1698.00 1709.00 1670.00 40.00 46.00 38.00 25.00
2023-05-31 1660.00 1718.00 1731.00 1643.00 1657.00 1687.00 1697.00 1638.00 3.00 31.00 34.00 5.00
2023-05-30 1678.00 1681.00 1727.00 1659.00 1678.00 1671.00 1715.00 1652.00 0.00 10.00 12.00 7.00
2023-05-29 1682.00 1673.00 1696.00 1654.00 1680.00 1673.00 1696.00 1661.00 2.00 0.00 0.00 -7.00
2023-05-26 1660.00 1662.00 1680.00 1620.00 1656.00 1664.00 1675.00 1623.00 4.00 -2.00 5.00 -3.00
2023-05-25 1655.00 1673.00 1703.00 1647.00 1646.00 1664.00 1689.00 1642.00 9.00 9.00 14.00 5.00
2023-05-24 1667.00 1658.00 1674.00 1641.00 1655.00 1649.00 1662.00 1635.00 12.00 9.00 12.00 6.00
2023-05-23 1720.00 1663.00 1743.00 1655.00 1700.00 1650.00 1717.00 1645.00 20.00 13.00 26.00 10.00
2023-05-22 1771.00 1711.00 1773.00 1706.00 1868.00 1805.00 1868.00 1800.00 -97.00 -94.00 -95.00 -94.00
2023-05-19 1791.00 1791.00 1816.00 1781.00 1880.00 1876.00 1904.00 1864.00 -89.00 -85.00 -88.00 -83.00
2023-05-18 1880.00 1838.00 1884.00 1832.00 1958.00 1922.00 1962.00 1914.00 -78.00 -84.00 -78.00 -82.00
2023-05-17 1863.00 1872.00 1881.00 1852.00 1931.00 1953.00 1961.00 1930.00 -68.00 -81.00 -80.00 -78.00
2023-05-16 1849.00 1864.00 1872.00 1843.00 1921.00 1938.00 1949.00 1916.00 -72.00 -74.00 -77.00 -73.00
2023-05-15 1865.00 1841.00 1868.00 1828.00 1946.00 1915.00 1972.00 1900.00 -81.00 -74.00 -104.00 -72.00
2023-05-12 1895.00 1860.00 1904.00 1859.00 1982.00 1949.00 2000.00 1947.00 -87.00 -89.00 -96.00 -88.00
2023-05-11 1896.00 1892.00 1910.00 1876.00 1983.00 1985.00 2001.00 1972.00 -87.00 -93.00 -91.00 -96.00
2023-05-10 1924.00 1909.00 1927.00 1898.00 2022.00 1998.00 2022.00 1985.00 -98.00 -89.00 -95.00 -87.00
2023-05-09 1945.00 1912.00 1964.00 1911.00 2031.00 2012.00 2047.00 2011.00 -86.00 -100.00 -83.00 -100.00
2023-05-08 1965.00 1954.00 1975.00 1927.00 2055.00 2043.00 2068.00 2019.00 -90.00 -89.00 -93.00 -92.00
2023-05-05 1980.00 1946.00 1987.00 1942.00 2056.00 2043.00 2073.00 2038.00 -76.00 -97.00 -86.00 -96.00
2023-05-04 1970.00 1991.00 2033.00 1963.00 2137.00 2180.00 2195.00 2129.00 -167.00 -189.00 -162.00 -166.00
2023-04-28 1989.00 1994.00 2017.00 1980.00 2134.00 2150.00 2161.00 2128.00 -145.00 -156.00 -144.00 -148.00
2023-04-27 1987.00 1988.00 1999.00 1971.00 2110.00 2131.00 2144.00 2103.00 -123.00 -143.00 -145.00 -132.00
2023-04-26 1985.00 2001.00 2018.00 1981.00 2128.00 2133.00 2166.00 2099.00 -143.00 -132.00 -148.00 -118.00
2023-04-25 2030.00 1982.00 2040.00 1969.00 2150.00 2127.00 2168.00 2078.00 -120.00 -145.00 -128.00 -109.00
2023-04-24 2025.00 2016.00 2042.00 1989.00 2330.00 2332.00 2351.00 2316.00 -305.00 -316.00 -309.00 -327.00
2023-04-21 2080.00 2034.00 2085.00 2021.00 2368.00 2346.00 2376.00 2344.00 -288.00 -312.00 -291.00 -323.00
2023-04-20 2065.00 2088.00 2092.00 2031.00 2337.00 2373.00 2378.00 2314.00 -272.00 -285.00 -286.00 -283.00
2023-04-19 2098.00 2077.00 2108.00 2073.00 2352.00 2353.00 2371.00 2340.00 -254.00 -276.00 -263.00 -267.00
2023-04-18 2052.00 2093.00 2098.00 2051.00 2335.00 2357.00 2363.00 2331.00 -283.00 -264.00 -265.00 -280.00
2023-04-17 2037.00 2052.00 2073.00 2031.00 2336.00 2337.00 2348.00 2314.00 -299.00 -285.00 -275.00 -283.00
2023-04-14 2077.00 2037.00 2091.00 2035.00 2371.00 2340.00 2394.00 2330.00 -294.00 -303.00 -303.00 -295.00
2023-04-13 2377.00 2372.00 2394.00 2331.00 2117.00 2071.00 2132.00 2041.00 260.00 301.00 262.00 290.00
2023-04-12 2397.00 2382.00 2397.00 2365.00 2154.00 2123.00 2162.00 2113.00 243.00 259.00 235.00 252.00
2023-04-11 2359.00 2397.00 2405.00 2354.00 2111.00 2150.00 2152.00 2111.00 248.00 247.00 253.00 243.00
2023-04-10 2330.00 2358.00 2364.00 2318.00 2120.00 2111.00 2125.00 2094.00 210.00 247.00 239.00 224.00
2023-04-07 2280.00 2284.00 2305.00 2266.00 2088.00 2093.00 2108.00 2073.00 192.00 191.00 197.00 193.00
2023-04-06 2360.00 2287.00 2372.00 2282.00 2121.00 2087.00 2140.00 2086.00 239.00 200.00 232.00 196.00
2023-04-04 2382.00 2404.00 2413.00 2366.00 2145.00 2155.00 2165.00 2128.00 237.00 249.00 248.00 238.00
2023-04-03 2433.00 2392.00 2447.00 2375.00 2176.00 2151.00 2180.00 2134.00 257.00 241.00 267.00 241.00
2023-03-31 2403.00 2417.00 2444.00 2396.00 2163.00 2158.00 2203.00 2158.00 240.00 259.00 241.00 238.00
2023-03-30 2405.00 2403.00 2416.00 2394.00 2168.00 2168.00 2176.00 2155.00 237.00 235.00 240.00 239.00
2023-03-29 2445.00 2410.00 2447.00 2377.00 2229.00 2175.00 2232.00 2146.00 216.00 235.00 215.00 231.00
2023-03-28 2475.00 2439.00 2485.00 2435.00 2263.00 2225.00 2268.00 2222.00 212.00 214.00 217.00 213.00
2023-03-27 2495.00 2464.00 2495.00 2452.00 2273.00 2251.00 2273.00 2243.00 222.00 213.00 222.00 209.00
2023-03-24 2524.00 2505.00 2528.00 2486.00 2275.00 2280.00 2287.00 2246.00 249.00 225.00 241.00 240.00
2023-03-23 2488.00 2523.00 2524.00 2477.00 2253.00 2276.00 2278.00 2240.00 235.00 247.00 246.00 237.00
2023-03-22 2486.00 2488.00 2495.00 2456.00 2240.00 2254.00 2260.00 2218.00 246.00 234.00 235.00 238.00
2023-03-21 2540.00 2471.00 2546.00 2471.00 2286.00 2230.00 2292.00 2228.00 254.00 241.00 254.00 243.00
2023-03-20 2557.00 2531.00 2564.00 2522.00 2297.00 2281.00 2309.00 2264.00 260.00 250.00 255.00 258.00
2023-03-17 2488.00 2557.00 2559.00 2487.00 2263.00 2304.00 2308.00 2260.00 225.00 253.00 251.00 227.00
2023-03-16 2472.00 2469.00 2481.00 2440.00 2265.00 2248.00 2269.00 2225.00 207.00 221.00 212.00 215.00
2023-03-15 2466.00 2493.00 2501.00 2462.00 2269.00 2278.00 2288.00 2260.00 197.00 215.00 213.00 202.00
2023-03-14 2480.00 2466.00 2495.00 2457.00 2276.00 2268.00 2291.00 2260.00 204.00 198.00 204.00 197.00
2023-03-13 2455.00 2480.00 2483.00 2425.00 2265.00 2280.00 2284.00 2243.00 190.00 200.00 199.00 182.00
2023-03-10 2509.00 2441.00 2515.00 2440.00 2302.00 2257.00 2304.00 2255.00 207.00 184.00 211.00 185.00
2023-03-09 2509.00 2499.00 2521.00 2480.00 2302.00 2295.00 2312.00 2284.00 207.00 204.00 209.00 196.00
2023-03-08 2493.00 2520.00 2522.00 2485.00 2300.00 2310.00 2318.00 2294.00 193.00 210.00 204.00 191.00
2023-03-07 2510.00 2520.00 2540.00 2504.00 2300.00 2314.00 2327.00 2299.00 210.00 206.00 213.00 205.00
2023-03-06 2495.00 2500.00 2517.00 2467.00 2280.00 2296.00 2300.00 2271.00 215.00 204.00 217.00 196.00
2023-03-03 2531.00 2506.00 2539.00 2501.00 2304.00 2284.00 2315.00 2282.00 227.00 222.00 224.00 219.00
2023-03-02 2493.00 2540.00 2541.00 2479.00 2291.00 2308.00 2319.00 2284.00 202.00 232.00 222.00 195.00
2023-03-01 2449.00 2483.00 2487.00 2433.00 2265.00 2281.00 2289.00 2251.00 184.00 202.00 198.00 182.00
2023-02-28 2478.00 2450.00 2479.00 2438.00 2288.00 2261.00 2288.00 2246.00 190.00 189.00 191.00 192.00
2023-02-27 2536.00 2482.00 2550.00 2481.00 2307.00 2290.00 2335.00 2288.00 229.00 192.00 215.00 193.00
2023-02-24 2534.00 2550.00 2552.00 2521.00 2320.00 2328.00 2334.00 2312.00 214.00 222.00 218.00 209.00
2023-02-23 2565.00 2524.00 2580.00 2520.00 2363.00 2313.00 2375.00 2312.00 202.00 211.00 205.00 208.00
2023-02-22 2538.00 2540.00 2572.00 2528.00 2350.00 2345.00 2372.00 2339.00 188.00 195.00 200.00 189.00
2023-02-21 2525.00 2530.00 2536.00 2506.00 2347.00 2344.00 2351.00 2327.00 178.00 186.00 185.00 179.00
2023-02-20 2481.00 2508.00 2522.00 2466.00 2296.00 2328.00 2340.00 2287.00 185.00 180.00 182.00 179.00
2023-02-17 2502.00 2490.00 2512.00 2476.00 2326.00 2305.00 2330.00 2298.00 176.00 185.00 182.00 178.00
2023-02-16 2450.00 2493.00 2496.00 2445.00 2277.00 2317.00 2319.00 2276.00 173.00 176.00 177.00 169.00
2023-02-15 2405.00 2444.00 2447.00 2405.00 2245.00 2275.00 2282.00 2245.00 160.00 169.00 165.00 160.00
2023-02-14 2363.00 2401.00 2412.00 2362.00 2236.00 2243.00 2251.00 2228.00 127.00 158.00 161.00 134.00
2023-02-13 2405.00 2363.00 2410.00 2362.00 2482.00 2428.00 2482.00 2428.00 -77.00 -65.00 -72.00 -66.00
2023-02-10 2434.00 2417.00 2450.00 2406.00 2499.00 2488.00 2518.00 2470.00 -65.00 -71.00 -68.00 -64.00
2023-02-09 2460.00 2444.00 2470.00 2437.00 2418.00 2405.00 2435.00 2403.00 42.00 39.00 35.00 34.00
2023-02-08 2470.00 2460.00 2485.00 2446.00 2437.00 2419.00 2449.00 2408.00 33.00 41.00 36.00 38.00
2023-02-07 2500.00 2473.00 2503.00 2450.00 2467.00 2437.00 2467.00 2419.00 33.00 36.00 36.00 31.00
2023-02-06 2484.00 2506.00 2518.00 2482.00 2450.00 2472.00 2483.00 2449.00 34.00 34.00 35.00 33.00
2023-02-03 2532.00 2494.00 2534.00 2465.00 2487.00 2460.00 2495.00 2433.00 45.00 34.00 39.00 32.00
2023-02-02 2526.00 2532.00 2565.00 2516.00 2689.00 2697.00 2724.00 2681.00 -163.00 -165.00 -159.00 -165.00
2023-02-01 2560.00 2538.00 2576.00 2524.00 2717.00 2702.00 2733.00 2690.00 -157.00 -164.00 -157.00 -166.00
2023-01-31 2588.00 2533.00 2598.00 2530.00 2717.00 2693.00 2736.00 2690.00 -129.00 -160.00 -138.00 -160.00
2023-01-30 2652.00 2588.00 2668.00 2570.00 2762.00 2722.00 2780.00 2689.00 -110.00 -134.00 -112.00 -119.00
2023-01-20 2645.00 2633.00 2648.00 2610.00 2740.00 2736.00 2750.00 2713.00 -95.00 -103.00 -102.00 -103.00
2023-01-19 2600.00 2634.00 2649.00 2586.00 2702.00 2731.00 2741.00 2689.00 -102.00 -97.00 -92.00 -103.00
2023-01-18 2634.00 2618.00 2645.00 2605.00 2718.00 2715.00 2730.00 2697.00 -84.00 -97.00 -85.00 -92.00
2023-01-17 2572.00 2617.00 2621.00 2570.00 2663.00 2706.00 2710.00 2663.00 -91.00 -89.00 -89.00 -93.00
2023-01-16 2616.00 2571.00 2617.00 2564.00 2701.00 2660.00 2705.00 2653.00 -85.00 -89.00 -88.00 -89.00
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