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第51周交易37次共60手,虧損-41.6K,-6.1% (-1.9,-13.8,-2.3,-16.4,-7.3),若無交易-28.5K。YTD -$213.0K,-24.9%。現賬戶資金643.7K,保證金287.1K,杠杆6.2,波動率3.3%,風險超高。
本周股市大漲,賬戶主要因做空股市而嚴重虧損。又增加了一些期指空倉。目前賬戶持有4手ES/RS,1手GC/SI多倉。與1手HG,1手NQ/ES,1手NQ/YM,1手ES/ZB,2手NQ/ZB,4手ZS/ZW空倉。持倉過重,風險急劇增加。
以下是本周期貨及配對組合相對值及變化情況。
期貨/組合 |
RV |
變化 |
市值 |
NQH21/YMH21 |
6.09 |
0.87 |
$103,590 |
NQH21/ESH21 |
5.26 |
0.55 |
$69,145 |
RSH21 |
5.16 |
1.11 |
$99,300 |
NQH21 |
5.14 |
0.73 |
$254,970 |
6BH21/6AH21 |
2.68 |
0.86 |
$8,271 |
6CH21/6AH21 |
2.26 |
0.50 |
$1,960 |
6BH21 |
2.26 |
0.78 |
$84,581 |
6CH21 |
1.58 |
0.02 |
$78,270 |
NGF21 |
1.38 |
0.25 |
$27,060 |
RBF21 |
1.31 |
0.03 |
$58,649 |
ZSH21 |
1.07 |
0.39 |
$61,125 |
SIH21 |
0.90 |
0.41 |
$130,000 |
ZSH21/ZWH21 |
0.90 |
0.41 |
$30,725 |
ZBH21/YMH21 |
0.82 |
0.21 |
$20,808 |
ESH21/YMH21 |
0.80 |
0.12 |
$34,445 |
SIH21/HGH21 |
0.57 |
0.36 |
$38,938 |
ZBH21/ESH21 |
0.52 |
0.26 |
($13,638) |
ZCH21 |
0.46 |
0.02 |
$21,850 |
ZSH21/ZCH21/2 |
0.43 |
0.24 |
$17,425 |
ZBH21 |
0.34 |
0.30 |
$172,188 |
6JH21 |
0.28 |
0.10 |
$121,175 |
HGH21 |
0.22 |
0.10 |
$91,063 |
NQH21/RSH21/2 |
0.13 |
0.30 |
$56,370 |
CLG21/CLF21 |
0.00 |
0.00 |
$160 |
NGG21/NGF21 |
0.00 |
0.00 |
($160) |
ZWH21 |
0.12 |
0.29 |
$30,400 |
CLF21 |
0.14 |
0.04 |
$49,080 |
ZWH21/ZCH21 |
0.25 |
0.25 |
$8,550 |
GCG21/HGH21 |
0.78 |
0.10 |
$97,618 |
YMH21 |
0.92 |
0.14 |
$151,380 |
GCG21/SIH21 |
0.97 |
0.37 |
$58,680 |
GCG21 |
1.02 |
0.04 |
$188,680 |
6EH21 |
1.03 |
0.27 |
$153,613 |
HOF21 |
1.26 |
0.11 |
$63,479 |
CLF21/NGF21 |
1.35 |
0.23 |
$22,020 |
6JH21/6BH21 |
1.45 |
0.50 |
$36,594 |
HOF21/RBF21 |
1.65 |
0.08 |
$4,830 |
6AH21 |
2.23 |
0.59 |
$76,310 |
ESH21 |
3.21 |
0.60 |
$185,825 |
ZBH21/NQH21 |
4.02 |
0.87 |
($82,783) |
ESH21/RSH21/2 |
5.24 |
1.12 |
($12,775) |
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