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
2022-08-17 2266.00 2267.00 2290.00 2240.00 2305.00 2305.00 2325.00 2285.00 -39.00 -38.00 -35.00 -45.00
2022-08-16 2290.00 2272.00 2313.00 2254.00 2322.00 2312.00 2350.00 2300.00 -32.00 -40.00 -37.00 -46.00
2022-08-15 2342.00 2301.00 2346.00 2276.00 2371.00 2334.00 2371.00 2310.00 -29.00 -33.00 -25.00 -34.00
2022-08-12 2247.00 2336.00 2343.00 2234.00 2286.00 2364.00 2366.00 2278.00 -39.00 -28.00 -23.00 -44.00
2022-08-11 2261.00 2238.00 2261.00 2223.00 2303.00 2280.00 2306.00 2260.00 -42.00 -42.00 -45.00 -37.00
2022-08-10 2182.00 2240.00 2245.00 2171.00 2232.00 2287.00 2293.00 2221.00 -50.00 -47.00 -48.00 -50.00
2022-08-09 2169.00 2192.00 2204.00 2144.00 2210.00 2237.00 2243.00 2191.00 -41.00 -45.00 -39.00 -47.00
2022-08-08 2193.00 2222.00 2244.00 2193.00 2118.00 2170.00 2185.00 2118.00 75.00 52.00 59.00 75.00
2022-08-05 2232.00 2222.00 2272.00 2206.00 2132.00 2136.00 2176.00 2115.00 100.00 86.00 96.00 91.00
2022-08-04 2222.00 2241.00 2263.00 2204.00 2137.00 2139.00 2178.00 2123.00 85.00 102.00 85.00 81.00
2022-08-03 2230.00 2254.00 2266.00 2194.00 2131.00 2159.00 2163.00 2108.00 99.00 95.00 103.00 86.00
2022-08-02 2173.00 2231.00 2246.00 2166.00 2095.00 2134.00 2140.00 2092.00 78.00 97.00 106.00 74.00
2022-08-01 2278.00 2187.00 2308.00 2173.00 2195.00 2106.00 2196.00 2098.00 83.00 81.00 112.00 75.00
2022-07-29 2184.00 2228.00 2254.00 2171.00 2103.00 2143.00 2159.00 2096.00 81.00 85.00 95.00 75.00
2022-07-28 2190.00 2157.00 2207.00 2151.00 2081.00 2082.00 2097.00 2059.00 109.00 75.00 110.00 92.00
2022-07-27 2136.00 2145.00 2183.00 2127.00 2022.00 2042.00 2065.00 2020.00 114.00 103.00 118.00 107.00
2022-07-26 2091.00 2167.00 2167.00 2080.00 2016.00 2042.00 2049.00 2010.00 75.00 125.00 118.00 70.00
2022-07-25 2200.00 2095.00 2200.00 2085.00 2105.00 2016.00 2106.00 2014.00 95.00 79.00 94.00 71.00
2022-07-22 2120.00 2183.00 2199.00 2118.00 2049.00 2093.00 2125.00 2045.00 71.00 90.00 74.00 73.00
2022-07-21 2188.00 2142.00 2194.00 2113.00 2100.00 2067.00 2123.00 2055.00 88.00 75.00 71.00 58.00
2022-07-20 2218.00 2190.00 2238.00 2174.00 2128.00 2101.00 2146.00 2091.00 90.00 89.00 92.00 83.00
2022-07-19 2272.00 2177.00 2287.00 2151.00 2187.00 2099.00 2197.00 2080.00 85.00 78.00 90.00 71.00
2022-07-18 2240.00 2280.00 2306.00 2215.00 2178.00 2200.00 2215.00 2130.00 62.00 80.00 91.00 85.00
2022-07-15 2180.00 2188.00 2207.00 2123.00 2118.00 2130.00 2160.00 2080.00 62.00 58.00 47.00 43.00
2022-07-14 2108.00 2166.00 2192.00 2105.00 2060.00 2109.00 2142.00 2060.00 48.00 57.00 50.00 45.00
2022-07-13 2125.00 2083.00 2158.00 2044.00 2100.00 2044.00 2129.00 2030.00 25.00 39.00 29.00 14.00
2022-07-12 2195.00 2173.00 2240.00 2173.00 2177.00 2153.00 2206.00 2153.00 18.00 20.00 34.00 20.00
2022-07-11 2270.00 2216.00 2270.00 2197.00 2250.00 2185.00 2250.00 2177.00 20.00 31.00 20.00 20.00
2022-07-08 2420.00 2275.00 2445.00 2268.00 2368.00 2251.00 2388.00 2250.00 52.00 24.00 57.00 18.00
2022-07-07 2370.00 2376.00 2416.00 2342.00 2315.00 2333.00 2358.00 2298.00 55.00 43.00 58.00 44.00
2022-07-06 2416.00 2380.00 2470.00 2362.00 2365.00 2321.00 2400.00 2302.00 51.00 59.00 70.00 60.00
2022-07-05 2512.00 2486.00 2544.00 2480.00 2438.00 2421.00 2474.00 2416.00 74.00 65.00 70.00 64.00
2022-07-04 2525.00 2491.00 2525.00 2460.00 2445.00 2423.00 2445.00 2400.00 80.00 68.00 80.00 60.00
2022-07-01 2550.00 2579.00 2588.00 2527.00 2461.00 2490.00 2502.00 2460.00 89.00 89.00 86.00 67.00
2022-06-30 2564.00 2572.00 2596.00 2536.00 2500.00 2491.00 2520.00 2473.00 64.00 81.00 76.00 63.00
2022-06-29 2668.00 2573.00 2678.00 2570.00 2580.00 2503.00 2581.00 2501.00 88.00 70.00 97.00 69.00
2022-06-28 2725.00 2679.00 2738.00 2646.00 2605.00 2585.00 2627.00 2557.00 120.00 94.00 111.00 89.00
2022-06-27 2667.00 2706.00 2715.00 2643.00 2578.00 2592.00 2600.00 2552.00 89.00 114.00 115.00 91.00
2022-06-24 2689.00 2642.00 2700.00 2630.00 2595.00 2551.00 2600.00 2539.00 94.00 91.00 100.00 91.00
2022-06-23 2674.00 2717.00 2729.00 2613.00 2579.00 2611.00 2620.00 2524.00 95.00 106.00 109.00 89.00
2022-06-22 2725.00 2645.00 2746.00 2640.00 2622.00 2559.00 2643.00 2559.00 103.00 86.00 103.00 81.00
2022-06-21 2698.00 2737.00 2777.00 2698.00 2600.00 2632.00 2670.00 2595.00 98.00 105.00 107.00 103.00
2022-06-20 2718.00 2692.00 2746.00 2651.00 2618.00 2596.00 2640.00 2555.00 100.00 96.00 106.00 96.00
2022-06-17 2738.00 2750.00 2772.00 2720.00 2644.00 2648.00 2669.00 2621.00 94.00 102.00 103.00 99.00
2022-06-16 2802.00 2753.00 2803.00 2751.00 2695.00 2651.00 2697.00 2648.00 107.00 102.00 106.00 103.00
2022-06-15 2821.00 2814.00 2852.00 2782.00 2700.00 2701.00 2742.00 2676.00 121.00 113.00 110.00 106.00
2022-06-14 2846.00 2842.00 2859.00 2805.00 2730.00 2723.00 2737.00 2691.00 116.00 119.00 122.00 114.00
2022-06-13 2935.00 2846.00 2946.00 2841.00 2791.00 2732.00 2817.00 2727.00 144.00 114.00 129.00 114.00
2022-06-10 2995.00 2981.00 2998.00 2960.00 2845.00 2838.00 2850.00 2824.00 150.00 143.00 148.00 136.00
2022-06-09 3054.00 2981.00 3055.00 2958.00 2915.00 2838.00 2915.00 2815.00 139.00 143.00 140.00 143.00
2022-06-08 3000.00 3059.00 3064.00 2992.00 2844.00 2903.00 2905.00 2844.00 156.00 156.00 159.00 148.00
2022-06-07 2960.00 2969.00 2978.00 2950.00 2803.00 2827.00 2828.00 2803.00 157.00 142.00 150.00 147.00
2022-06-06 2935.00 2955.00 2974.00 2919.00 2778.00 2805.00 2822.00 2770.00 157.00 150.00 152.00 149.00
2022-06-02 2809.00 2933.00 2950.00 2803.00 2676.00 2778.00 2796.00 2675.00 133.00 155.00 154.00 128.00
2022-06-01 2740.00 2833.00 2840.00 2740.00 2636.00 2695.00 2701.00 2627.00 104.00 138.00 139.00 113.00
2022-05-31 2776.00 2764.00 2800.00 2741.00 2676.00 2655.00 2684.00 2639.00 100.00 109.00 116.00 102.00
2022-05-30 2790.00 2755.00 2792.00 2750.00 2670.00 2650.00 2677.00 2646.00 120.00 105.00 115.00 104.00
2022-05-27 2877.00 2772.00 2882.00 2764.00 2749.00 2650.00 2749.00 2646.00 128.00 122.00 133.00 118.00
2022-05-26 2861.00 2838.00 2863.00 2823.00 2730.00 2712.00 2732.00 2700.00 131.00 126.00 131.00 123.00
2022-05-25 2851.00 2870.00 2878.00 2836.00 2724.00 2736.00 2742.00 2704.00 127.00 134.00 136.00 132.00
2022-05-24 2840.00 2845.00 2874.00 2820.00 2710.00 2718.00 2747.00 2691.00 130.00 127.00 127.00 129.00
2022-05-23 2840.00 2840.00 2858.00 2806.00 2709.00 2713.00 2731.00 2680.00 131.00 127.00 127.00 126.00
2022-05-20 2870.00 2823.00 2889.00 2820.00 2756.00 2700.00 2760.00 2698.00 114.00 123.00 129.00 122.00
2022-05-19 2890.00 2870.00 2905.00 2817.00 2755.00 2747.00 2772.00 2700.00 135.00 123.00 133.00 117.00
2022-05-18 2955.00 2926.00 2960.00 2923.00 2820.00 2796.00 2824.00 2790.00 135.00 130.00 136.00 133.00
2022-05-17 2964.00 2961.00 3007.00 2950.00 2823.00 2824.00 2855.00 2816.00 141.00 137.00 152.00 134.00
2022-05-16 2932.00 2935.00 2952.00 2895.00 2795.00 2800.00 2816.00 2766.00 137.00 135.00 136.00 129.00
2022-05-13 2932.00 2928.00 2935.00 2873.00 2806.00 2785.00 2806.00 2747.00 126.00 143.00 129.00 126.00
2022-05-12 2921.00 2910.00 2958.00 2881.00 2793.00 2785.00 2823.00 2756.00 128.00 125.00 135.00 125.00
2022-05-11 2890.00 2908.00 2940.00 2871.00 2775.00 2780.00 2811.00 2754.00 115.00 128.00 129.00 117.00
2022-05-10 2930.00 2907.00 2930.00 2850.00 2822.00 2788.00 2829.00 2736.00 108.00 119.00 101.00 114.00
2022-05-09 2963.00 2982.00 3018.00 2963.00 2855.00 2876.00 2903.00 2855.00 108.00 106.00 115.00 108.00
2022-05-06 2966.00 2956.00 2970.00 2924.00 2862.00 2854.00 2870.00 2828.00 104.00 102.00 100.00 96.00
2022-05-05 2947.00 2970.00 2975.00 2908.00 3033.00 3050.00 3050.00 3020.00 -86.00 -80.00 -75.00 -112.00
2022-04-29 2981.00 2912.00 2981.00 2892.00 3090.00 2992.00 3092.00 2982.00 -109.00 -80.00 -111.00 -90.00
2022-04-28 2946.00 2997.00 3006.00 2946.00 3033.00 3100.00 3107.00 3030.00 -87.00 -103.00 -101.00 -84.00
2022-04-27 2952.00 2944.00 2960.00 2905.00 3035.00 3030.00 3040.00 3000.00 -83.00 -86.00 -80.00 -95.00
2022-04-26 2823.00 2934.00 2938.00 2805.00 2936.00 3015.00 3023.00 2923.00 -113.00 -81.00 -85.00 -118.00
2022-04-25 2798.00 2790.00 2874.00 2771.00 2885.00 2913.00 2950.00 2879.00 -87.00 -123.00 -76.00 -108.00
2022-04-22 2825.00 2818.00 2838.00 2802.00 2899.00 2902.00 2920.00 2891.00 -74.00 -84.00 -82.00 -89.00
2022-04-21 2797.00 2822.00 2824.00 2772.00 2879.00 2902.00 2905.00 2865.00 -82.00 -80.00 -81.00 -93.00
2022-04-20 2789.00 2797.00 2811.00 2766.00 2874.00 2876.00 2885.00 2860.00 -85.00 -79.00 -74.00 -94.00
2022-04-19 2842.00 2789.00 2847.00 2775.00 2900.00 2876.00 2916.00 2851.00 -58.00 -87.00 -69.00 -76.00
2022-04-18 2812.00 2815.00 2825.00 2783.00 2883.00 2881.00 2899.00 2855.00 -71.00 -66.00 -74.00 -72.00
2022-04-15 2736.00 2796.00 2844.00 2736.00 2840.00 2876.00 2915.00 2825.00 -104.00 -80.00 -71.00 -89.00
2022-04-14 2707.00 2708.00 2720.00 2683.00 2800.00 2808.00 2810.00 2776.00 -93.00 -100.00 -90.00 -93.00
2022-04-13 2679.00 2697.00 2718.00 2665.00 2768.00 2781.00 2794.00 2754.00 -89.00 -84.00 -76.00 -89.00
2022-04-12 2623.00 2647.00 2657.00 2592.00 2739.00 2743.00 2758.00 2710.00 -116.00 -96.00 -101.00 -118.00
2022-04-11 2600.00 2622.00 2636.00 2577.00 2718.00 2731.00 2744.00 2710.00 -118.00 -109.00 -108.00 -133.00
2022-04-08 2700.00 2612.00 2700.00 2609.00 2738.00 2720.00 2742.00 2716.00 -38.00 -108.00 -42.00 -107.00
2022-04-07 2674.00 2700.00 2726.00 2661.00 2712.00 2744.00 2775.00 2711.00 -38.00 -44.00 -49.00 -50.00
2022-04-06 2735.00 2755.00 2807.00 2734.00 2692.00 2707.00 2733.00 2660.00 43.00 48.00 74.00 74.00
2022-04-01 2770.00 2727.00 2778.00 2721.00 2666.00 2667.00 2709.00 2651.00 104.00 60.00 69.00 70.00
2022-03-31 2786.00 2784.00 2846.00 2773.00 2707.00 2685.00 2746.00 2685.00 79.00 99.00 100.00 88.00
2022-03-30 2770.00 2796.00 2811.00 2762.00 2661.00 2710.00 2710.00 2661.00 109.00 86.00 101.00 101.00
2022-03-29 2776.00 2759.00 2792.00 2707.00 2684.00 2666.00 2693.00 2640.00 92.00 93.00 99.00 67.00
2022-03-28 2760.00 2781.00 2814.00 2725.00 2653.00 2694.00 2723.00 2628.00 107.00 87.00 91.00 97.00
2022-03-25 2811.00 2766.00 2829.00 2760.00 2665.00 2666.00 2690.00 2637.00 146.00 100.00 139.00 123.00
2022-03-24 2850.00 2819.00 2869.00 2796.00 2715.00 2678.00 2729.00 2662.00 135.00 141.00 140.00 134.00
2022-03-23 2855.00 2814.00 2888.00 2805.00 2693.00 2669.00 2712.00 2664.00 162.00 145.00 176.00 141.00
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