第14周交易27次共37手,虧損-6.1K,-1.1%(0.4,-3.9,0.3,-0.6,-2.2),原倉-1.6,新倉-1.1,交易-3.5。YTD -87.9K,-14.0%。現賬戶資金540.2K,杠杆1.42,淨倉2,波動率0.95%(0.18%~1.40%),風險正常。
本周股市ES,NQ,RS指數大跌,但YM基本未變。虧損主要來自做多債卷。美聯儲表示可能大幅度加息,造成ZB暴跌。由於YM背離嚴重,賬戶新開了2手YM-RS空倉。目前賬戶還持有1手6A,1手ZB,1手6B-6A,3手CLK-CLM多倉。風險正常。
下麵是目前賬戶的持倉情況,
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | SR | V% | WN | DateTime | Pos |
44 | PTF | 35.21 | 1.98 | 6.23 | 0.00% | $540,242 | $5,125 | 0.95% | 0.95% | 82.9 | 04/08 17:22 | 2 |
43 | ZWK22-ZCK22 | 1.36 | (1.32) | 7.51 | 8.93% | $14,088 | $2,474 | 0.46% | 4.71% | 83 | 03/07 20:00 | 0 |
42 | ZSK22-ZWK22 | (0.33) | 2.48 | (6.31) | -4.18% | $31,963 | $2,830 | 0.52% | 5.39% | 85 | 03/07 20:00 | 0 |
41 | ZSK22-ZCK22 | 0.57 | 4.41 | (7.24) | 35.66% | $46,050 | $1,377 | 0.25% | 1.63% | 84 | 04/03 21:18 | 0 |
40 | ZBM22-6JM22 | (3.29) | (3.21) | (4.89) | 15.06% | $42,594 | $1,717 | 0.32% | 1.20% | 78 | 04/06 10:59 | 0 |
39 | YMM22-RSM22 | 1.10 | 3.67 | 4.60 | 38.08% | $73,525 | $1,911 | 0.35% | 1.10% | 122 | 03/16 08:23 | -2 |
38 | RBK22-HOK22 | 0.65 | 1.63 | 6.16 | 51.78% | ($8,707) | $4,631 | 0.86% | 3.32% | 96 | 03/09 05:06 | 0 |
37 | RBK22-CLK22 | 1.36 | 2.00 | 4.82 | 64.68% | $32,842 | $2,537 | 0.47% | 1.94% | 126 | 03/06 18:07 | 0 |
36 | NQM22-YMM22 | (0.87) | (2.14) | 4.92 | 29.70% | $113,430 | $5,917 | 1.10% | 2.06% | 73 | 02/24 15:59 | 0 |
35 | NQM22-RSM22 | (1.01) | (1.73) | (5.01) | 28.21% | $186,955 | $6,042 | 1.12% | 2.11% | 74 | 02/14 07:15 | 0 |
34 | NQM22-ESM22 | (0.51) | (2.19) | 5.28 | 50.19% | $62,385 | $4,192 | 0.78% | 1.46% | 73 | 02/25 08:33 | 0 |
33 | HOK22-CLK22 | 0.60 | 1.45 | 6.23 | 46.32% | $41,548 | $5,154 | 0.95% | 3.70% | 74 | 03/03 02:49 | 0 |
32 | HGK22-SIK22 | 1.06 | (1.19) | (5.06) | -8.22% | ($6,288) | $3,944 | 0.73% | 3.17% | 60 | 03/08 07:50 | 0 |
31 | GCM22-SIK22 | 1.40 | (1.18) | 4.29 | 44.01% | $70,515 | $2,041 | 0.38% | 1.64% | 106 | 03/07 15:40 | 0 |
30 | ESM22-YMM22 | 2.07 | (1.67) | 4.70 | 54.77% | $51,045 | $2,141 | 0.40% | 0.96% | 146 | 03/21 11:57 | 0 |
29 | ESM22-RSM22 | 4.56 | (1.06) | (5.04) | 45.24% | $124,570 | $2,592 | 0.48% | 1.16% | 111 | 02/24 02:18 | 0 |
28 | CLM22-CLN22 | 0.00 | (1.15) | 7.38 | 83.00% | $700 | $1,046 | 0.19% | 1.07% | 281 | 03/06 18:02 | 0 |
27 | CLK22-CLM22 | 0.00 | (3.40) | (9.08) | 88.95% | $450 | $729 | 0.13% | 0.74% | 143 | 03/14 01:38 | 3 |
26 | 6EM22-6CM22 | (0.09) | (1.85) | (6.68) | 9.67% | $56,758 | $1,068 | 0.20% | 0.78% | 74 | 03/06 20:51 | 0 |
25 | 6EM22-6AM22 | (1.04) | 1.22 | (9.88) | 7.29% | $61,618 | $1,096 | 0.20% | 0.80% | 69 | 03/06 20:52 | 0 |
24 | 6CM22-6AM22 | (1.20) | 1.55 | 5.88 | 23.48% | $4,860 | $560 | 0.10% | 0.75% | 91 | 03/14 22:58 | 0 |
23 | 6BM22-6CM22 | (1.74) | (1.70) | (5.10) | 5.23% | $1,951 | $546 | 0.10% | 0.67% | 80 | 02/24 10:55 | 0 |
22 | 6BM22-6AM22 | (2.29) | (0.98) | (8.48) | 7.47% | $6,811 | $677 | 0.13% | 0.91% | 56 | 03/06 20:52 | 1 |
21 | ZWK22 | 1.70 | 1.35 | 9.62 | 104975.00% | $52,488 | $2,716 | 0.50% | 5.18% | 76 | 03/07 20:00 | 0 |
20 | ZSK22 | 0.56 | 3.43 | (7.52) | 168900.00% | $84,450 | $2,140 | 0.40% | 2.53% | 66 | 02/25 06:27 | 0 |
19 | ZCK22 | 0.24 | 2.07 | 6.96 | 76800.00% | $38,400 | $1,160 | 0.21% | 3.02% | 72 | 02/23 23:25 | 0 |
18 | ZBM22 | (5.18) | (3.18) | (5.63) | 143'110 | $143,344 | $2,021 | 0.37% | 1.41% | 62 | 03/10 10:24 | 1 |
17 | YMM22 | (2.63) | 2.27 | (5.28) | 3462600.00% | $173,130 | $3,087 | 0.57% | 1.78% | 70 | 02/24 02:30 | -2 |
16 | SIK22 | (1.20) | 1.95 | (5.64) | 2490.50% | $124,525 | $3,645 | 0.67% | 2.93% | 50 | 03/29 08:50 | 0 |
15 | RSM22 | (3.47) | 1.32 | 4.64 | 199210.00% | $99,605 | $2,712 | 0.50% | 2.72% | 56 | 02/25 08:47 | 2 |
14 | RBK22 | 1.08 | 1.75 | 6.90 | 311.29% | $130,742 | $7,182 | 1.33% | 5.49% | 73 | 03/06 18:03 | 0 |
13 | NQM22 | (2.94) | (1.50) | 5.09 | 1432800.00% | $286,560 | $8,416 | 1.56% | 2.94% | 64 | 02/25 08:36 | 0 |
12 | NGK22 | 1.27 | (1.90) | (4.77) | 632.10% | $63,210 | $2,710 | 0.50% | 4.29% | 75 | 03/08 08:03 | 0 |
11 | HOK22 | 0.25 | 1.27 | 6.35 | 332.02% | $139,448 | $9,602 | 1.78% | 6.89% | 60 | 03/06 18:02 | 0 |
10 | HGK22 | 0.19 | 1.49 | (5.97) | 472.95% | $118,238 | $2,943 | 0.54% | 2.49% | 63 | 03/07 11:37 | 0 |
9 | GCM22 | 2.87 | 1.91 | (5.43) | 195040.00% | $195,040 | $3,437 | 0.64% | 1.76% | 68 | 02/24 15:06 | 0 |
8 | ESM22 | 3.85 | (1.01) | (5.05) | 448350.00% | $224,175 | $4,734 | 0.88% | 2.11% | 68 | 02/24 02:30 | 0 |
7 | CLN22 | (1.49) | 1.60 | 6.81 | 9675.00% | $96,750 | $5,679 | 1.05% | 5.87% | 69 | 03/06 18:03 | 0 |
6 | CLM22 | (1.49) | 1.52 | 6.61 | 9745.00% | $97,450 | $6,152 | 1.14% | 6.31% | 71 | 03/06 18:03 | -3 |
5 | CLK22 | (1.49) | 1.43 | 6.64 | 9790.00% | $97,900 | $6,601 | 1.22% | 6.74% | 75 | 03/06 18:02 | 3 |
4 | 6JM22 | (0.60) | (2.02) | (9.29) | 0.81% | $100,750 | $768 | 0.14% | 0.76% | 64 | 03/14 21:27 | 0 |
3 | 6EM22 | (0.93) | (2.12) | (6.49) | 109.03% | $136,288 | $1,182 | 0.22% | 0.87% | 78 | 03/06 20:24 | 0 |
2 | 6CM22 | (1.82) | 1.23 | (5.24) | 79.53% | $79,530 | $521 | 0.10% | 0.65% | 56 | 04/08 09:25 | 0 |
1 | 6BM22 | (2.20) | 1.19 | (7.40) | 130.37% | $81,481 | $576 | 0.11% | 0.71% | 72 | 02/24 11:01 | 1 |
0 | 6AM22 | 0.75 | (6.37) | (6.37) | 74.67% | $74,670 | $731 | 0.14% | 0.98% | 55 | 04/08 09:50 | 0 |