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
2023-01-13 2589.00 2625.00 2629.00 2585.00 2678.00 2716.00 2718.00 2672.00 -89.00 -91.00 -89.00 -87.00
2023-01-12 2562.00 2591.00 2616.00 2555.00 2665.00 2678.00 2708.00 2651.00 -103.00 -87.00 -92.00 -96.00
2023-01-11 2538.00 2562.00 2570.00 2525.00 2624.00 2657.00 2668.00 2619.00 -86.00 -95.00 -98.00 -94.00
2023-01-10 2553.00 2532.00 2573.00 2501.00 2650.00 2624.00 2669.00 2605.00 -97.00 -92.00 -96.00 -104.00
2023-01-09 2567.00 2563.00 2586.00 2550.00 2531.00 2528.00 2556.00 2523.00 36.00 35.00 30.00 27.00
2023-01-06 2514.00 2570.00 2572.00 2482.00 2500.00 2541.00 2545.00 2458.00 14.00 29.00 27.00 24.00
2023-01-05 2548.00 2514.00 2558.00 2492.00 2642.00 2645.00 2683.00 2624.00 -94.00 -131.00 -125.00 -132.00
2023-01-04 2550.00 2545.00 2587.00 2537.00 2655.00 2646.00 2676.00 2636.00 -105.00 -101.00 -89.00 -99.00
2023-01-03 2546.00 2571.00 2579.00 2514.00 2661.00 2690.00 2727.00 2661.00 -115.00 -119.00 -148.00 -147.00
2022-12-30 2516.00 2544.00 2550.00 2505.00 2598.00 2647.00 2663.00 2588.00 -82.00 -103.00 -113.00 -83.00
2022-12-29 2470.00 2516.00 2525.00 2460.00 2580.00 2607.00 2609.00 2573.00 -110.00 -91.00 -84.00 -113.00
2022-12-28 2486.00 2488.00 2494.00 2451.00 2564.00 2577.00 2582.00 2545.00 -78.00 -89.00 -88.00 -94.00
2022-12-27 2493.00 2497.00 2518.00 2476.00 2522.00 2530.00 2547.00 2514.00 -29.00 -33.00 -29.00 -38.00
2022-12-26 2440.00 2483.00 2498.00 2420.00 2525.00 2567.00 2594.00 2520.00 -85.00 -84.00 -96.00 -100.00
2022-12-23 2470.00 2435.00 2477.00 2430.00 2585.00 2584.00 2604.00 2566.00 -115.00 -149.00 -127.00 -136.00
2022-12-22 2515.00 2480.00 2527.00 2465.00 2606.00 2598.00 2625.00 2587.00 -91.00 -118.00 -98.00 -122.00
2022-12-21 2466.00 2525.00 2533.00 2460.00 2562.00 2617.00 2618.00 2562.00 -96.00 -92.00 -85.00 -102.00
2022-12-20 2480.00 2466.00 2512.00 2447.00 2561.00 2564.00 2608.00 2550.00 -81.00 -98.00 -96.00 -103.00
2022-12-19 2553.00 2480.00 2563.00 2471.00 2617.00 2564.00 2627.00 2560.00 -64.00 -84.00 -64.00 -89.00
2022-12-16 2667.00 2655.00 2705.00 2639.00 2629.00 2583.00 2656.00 2561.00 38.00 72.00 49.00 78.00
2022-12-15 2652.00 2679.00 2702.00 2633.00 2588.00 2632.00 2649.00 2581.00 64.00 47.00 53.00 52.00
2022-12-14 2684.00 2641.00 2689.00 2632.00 2588.00 2574.00 2605.00 2571.00 96.00 67.00 84.00 61.00
2022-12-13 2683.00 2674.00 2687.00 2654.00 2585.00 2587.00 2596.00 2566.00 98.00 87.00 91.00 88.00
2022-12-12 2633.00 2687.00 2693.00 2606.00 2570.00 2588.00 2605.00 2548.00 63.00 99.00 88.00 58.00
2022-12-09 2603.00 2614.00 2642.00 2602.00 2523.00 2543.00 2559.00 2520.00 80.00 71.00 83.00 82.00
2022-12-08 2560.00 2608.00 2615.00 2548.00 2461.00 2519.00 2522.00 2459.00 99.00 89.00 93.00 89.00
2022-12-07 2592.00 2568.00 2597.00 2551.00 2475.00 2465.00 2493.00 2451.00 117.00 103.00 104.00 100.00
2022-12-06 2590.00 2592.00 2619.00 2566.00 2465.00 2474.00 2494.00 2455.00 125.00 118.00 125.00 111.00
2022-12-05 2626.00 2622.00 2648.00 2596.00 2500.00 2499.00 2527.00 2488.00 126.00 123.00 121.00 108.00
2022-12-02 2541.00 2619.00 2629.00 2533.00 2440.00 2489.00 2515.00 2435.00 101.00 130.00 114.00 98.00
2022-12-01 2566.00 2542.00 2582.00 2522.00 2475.00 2436.00 2495.00 2425.00 91.00 106.00 87.00 97.00
2022-11-30 2553.00 2548.00 2566.00 2524.00 2469.00 2458.00 2478.00 2438.00 84.00 90.00 88.00 86.00
2022-11-29 2600.00 2561.00 2607.00 2553.00 2490.00 2479.00 2500.00 2465.00 110.00 82.00 107.00 88.00
2022-11-28 2617.00 2580.00 2623.00 2555.00 2510.00 2473.00 2515.00 2460.00 107.00 107.00 108.00 95.00
2022-11-25 2625.00 2631.00 2635.00 2604.00 2496.00 2524.00 2528.00 2470.00 129.00 107.00 107.00 134.00
2022-11-24 2522.00 2633.00 2634.00 2518.00 2375.00 2498.00 2501.00 2368.00 147.00 135.00 133.00 150.00
2022-11-23 2535.00 2509.00 2535.00 2488.00 2390.00 2357.00 2390.00 2344.00 145.00 152.00 145.00 144.00
2022-11-22 2545.00 2518.00 2547.00 2498.00 2410.00 2378.00 2413.00 2358.00 135.00 140.00 134.00 140.00
2022-11-21 2530.00 2524.00 2538.00 2489.00 2412.00 2390.00 2421.00 2356.00 118.00 134.00 117.00 133.00
2022-11-18 2479.00 2521.00 2523.00 2464.00 2381.00 2411.00 2412.00 2360.00 98.00 110.00 111.00 104.00
2022-11-17 2397.00 2490.00 2493.00 2380.00 2333.00 2389.00 2392.00 2318.00 64.00 101.00 101.00 62.00
2022-11-16 2440.00 2424.00 2455.00 2406.00 2375.00 2357.00 2387.00 2341.00 65.00 67.00 68.00 65.00
2022-11-15 2423.00 2438.00 2449.00 2397.00 2353.00 2368.00 2379.00 2327.00 70.00 70.00 70.00 70.00
2022-11-14 2475.00 2423.00 2510.00 2417.00 2390.00 2354.00 2418.00 2341.00 85.00 69.00 92.00 76.00
2022-11-11 2458.00 2473.00 2495.00 2452.00 2368.00 2383.00 2398.00 2361.00 90.00 90.00 97.00 91.00
2022-11-10 2426.00 2441.00 2447.00 2411.00 2346.00 2349.00 2361.00 2336.00 80.00 92.00 86.00 75.00
2022-11-09 2402.00 2433.00 2436.00 2396.00 2334.00 2354.00 2361.00 2329.00 68.00 79.00 75.00 67.00
2022-11-08 2357.00 2405.00 2410.00 2353.00 2315.00 2340.00 2348.00 2309.00 42.00 65.00 62.00 44.00
2022-11-07 2363.00 2362.00 2375.00 2336.00 2317.00 2318.00 2328.00 2300.00 46.00 44.00 47.00 36.00
2022-11-04 2341.00 2381.00 2385.00 2329.00 2331.00 2362.00 2362.00 2313.00 10.00 19.00 23.00 16.00
2022-11-03 2315.00 2341.00 2348.00 2308.00 2307.00 2317.00 2325.00 2297.00 8.00 24.00 23.00 11.00
2022-11-02 2315.00 2324.00 2339.00 2283.00 2308.00 2312.00 2329.00 2275.00 7.00 12.00 10.00 8.00
2022-11-01 2256.00 2315.00 2327.00 2246.00 2240.00 2311.00 2323.00 2240.00 16.00 4.00 4.00 6.00
2022-10-31 2236.00 2246.00 2254.00 2214.00 2212.00 2216.00 2222.00 2188.00 24.00 30.00 32.00 26.00
2022-10-28 2228.00 2243.00 2247.00 2180.00 2210.00 2214.00 2218.00 2164.00 18.00 29.00 29.00 16.00
2022-10-27 2239.00 2232.00 2260.00 2213.00 2234.00 2229.00 2255.00 2209.00 5.00 3.00 5.00 4.00
2022-10-26 2236.00 2229.00 2252.00 2217.00 2222.00 2226.00 2248.00 2210.00 14.00 3.00 4.00 7.00
2022-10-25 2249.00 2224.00 2256.00 2205.00 2243.00 2217.00 2243.00 2196.00 6.00 7.00 13.00 9.00
2022-10-24 2240.00 2249.00 2258.00 2226.00 2225.00 2236.00 2246.00 2214.00 15.00 13.00 12.00 12.00
2022-10-21 2275.00 2225.00 2276.00 2222.00 2259.00 2213.00 2261.00 2211.00 16.00 12.00 15.00 11.00
2022-10-20 2278.00 2262.00 2284.00 2253.00 2264.00 2250.00 2268.00 2239.00 14.00 12.00 16.00 14.00
2022-10-19 2315.00 2265.00 2327.00 2262.00 2295.00 2254.00 2312.00 2251.00 20.00 11.00 15.00 11.00
2022-10-18 2328.00 2313.00 2338.00 2305.00 2306.00 2297.00 2320.00 2291.00 22.00 16.00 18.00 14.00
2022-10-17 2409.00 2328.00 2409.00 2323.00 2401.00 2324.00 2401.00 2321.00 8.00 4.00 8.00 2.00
2022-10-14 2450.00 2422.00 2456.00 2415.00 2426.00 2415.00 2439.00 2408.00 24.00 7.00 17.00 7.00
2022-10-13 2485.00 2424.00 2519.00 2421.00 2463.00 2401.00 2495.00 2398.00 22.00 23.00 24.00 23.00
2022-10-12 2462.00 2498.00 2498.00 2448.00 2434.00 2472.00 2473.00 2425.00 28.00 26.00 25.00 23.00
2022-10-11 2480.00 2478.00 2508.00 2455.00 2458.00 2452.00 2483.00 2432.00 22.00 26.00 25.00 23.00
2022-10-10 2550.00 2506.00 2550.00 2478.00 2531.00 2479.00 2531.00 2454.00 19.00 27.00 19.00 24.00
2022-09-30 2505.00 2543.00 2546.00 2485.00 2475.00 2520.00 2520.00 2460.00 30.00 23.00 26.00 25.00
2022-09-29 2480.00 2505.00 2509.00 2455.00 2452.00 2480.00 2482.00 2431.00 28.00 25.00 27.00 24.00
2022-09-28 2420.00 2448.00 2467.00 2405.00 2399.00 2425.00 2441.00 2383.00 21.00 23.00 26.00 22.00
2022-09-27 2418.00 2432.00 2444.00 2360.00 2398.00 2407.00 2412.00 2338.00 20.00 25.00 32.00 22.00
2022-09-26 2430.00 2414.00 2437.00 2395.00 2409.00 2391.00 2413.00 2373.00 21.00 23.00 24.00 22.00
2022-09-23 2466.00 2449.00 2485.00 2431.00 2447.00 2428.00 2461.00 2406.00 19.00 21.00 24.00 25.00
2022-09-22 2449.00 2475.00 2483.00 2433.00 2420.00 2452.00 2459.00 2408.00 29.00 23.00 24.00 25.00
2022-09-21 2407.00 2459.00 2466.00 2391.00 2376.00 2432.00 2438.00 2369.00 31.00 27.00 28.00 22.00
2022-09-20 2407.00 2413.00 2422.00 2372.00 2386.00 2382.00 2391.00 2349.00 21.00 31.00 31.00 23.00
2022-09-19 2425.00 2407.00 2436.00 2393.00 2403.00 2381.00 2408.00 2367.00 22.00 26.00 28.00 26.00
2022-09-16 2432.00 2407.00 2445.00 2386.00 2402.00 2381.00 2415.00 2362.00 30.00 26.00 30.00 24.00
2022-09-15 2482.00 2442.00 2493.00 2435.00 2463.00 2416.00 2463.00 2409.00 19.00 26.00 30.00 26.00
2022-09-14 2446.00 2465.00 2479.00 2445.00 2428.00 2441.00 2452.00 2419.00 18.00 24.00 27.00 26.00
2022-09-13 2449.00 2467.00 2489.00 2439.00 2424.00 2439.00 2457.00 2412.00 25.00 28.00 32.00 27.00
2022-09-09 2378.00 2419.00 2430.00 2373.00 2352.00 2386.00 2404.00 2350.00 26.00 33.00 26.00 23.00
2022-09-08 2377.00 2378.00 2390.00 2351.00 2344.00 2349.00 2372.00 2314.00 33.00 29.00 18.00 37.00
2022-09-07 2371.00 2384.00 2406.00 2363.00 2364.00 2365.00 2384.00 2344.00 7.00 19.00 22.00 19.00
2022-09-06 2416.00 2396.00 2433.00 2370.00 2381.00 2373.00 2400.00 2349.00 35.00 23.00 33.00 21.00
2022-09-05 2368.00 2416.00 2424.00 2357.00 2346.00 2389.00 2392.00 2326.00 22.00 27.00 32.00 31.00
2022-09-02 2271.00 2337.00 2348.00 2256.00 2240.00 2308.00 2316.00 2230.00 31.00 29.00 32.00 26.00
2022-09-01 2284.00 2280.00 2296.00 2250.00 2254.00 2235.00 2266.00 2211.00 30.00 45.00 30.00 39.00
2022-08-31 2260.00 2290.00 2300.00 2252.00 2236.00 2263.00 2268.00 2224.00 24.00 27.00 32.00 28.00
2022-08-30 2284.00 2273.00 2307.00 2244.00 2245.00 2251.00 2272.00 2217.00 39.00 22.00 35.00 27.00
2022-08-29 2282.00 2275.00 2316.00 2237.00 2350.00 2353.00 2364.00 2315.00 -68.00 -78.00 -48.00 -78.00
2022-08-26 2288.00 2311.00 2334.00 2280.00 2332.00 2370.00 2377.00 2327.00 -44.00 -59.00 -43.00 -47.00
2022-08-25 2306.00 2282.00 2310.00 2270.00 2349.00 2331.00 2361.00 2331.00 -43.00 -49.00 -51.00 -61.00
2022-08-24 2300.00 2286.00 2315.00 2256.00 2346.00 2330.00 2349.00 2302.00 -46.00 -44.00 -34.00 -46.00
2022-08-23 2210.00 2286.00 2293.00 2198.00 2270.00 2330.00 2340.00 2260.00 -60.00 -44.00 -47.00 -62.00
2022-08-22 2155.00 2184.00 2208.00 2147.00 2216.00 2253.00 2270.00 2216.00 -61.00 -69.00 -62.00 -69.00
2022-08-19 2200.00 2140.00 2209.00 2127.00 2268.00 2208.00 2282.00 2199.00 -68.00 -68.00 -73.00 -72.00
2022-08-18 2265.00 2193.00 2270.00 2185.00 2300.00 2280.00 2307.00 2271.00 -35.00 -87.00 -37.00 -86.00
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