第16周交易23次共38手,亏损-4.8K,-0.9%(-3.0,-4.1,-2.8,8.6,-3.5),原仓1.1,新仓-5.8,交易0.4。YTD -88.2K,-14.0%。现账户资金540.0K,杠杆1.52,净仓2,波动率2.08%(1.00%~2.96%),风险超高。
在美联储准备大幅度增息的阴影下,本周股市期指债卷大跌。账户亏损主要来自做多RB-HO,HO异乎寻常的坚挺致使RB-HO大跌。目前账户持有1手6A与1手ZB,2手RB-HO多仓。风险超高。
下面是账户交易与持仓详细情况,
Contract | Trd | Vol | Pos | Ori | G/L | Trd | New | Old |
6AM22 | - | - | 1 | 1 | ($1,805) | $0 | $0 | ($1,805) |
CLM22 | 2 | 2 | 0 | (2) | $10,340 | $0 | $1,740 | $8,600 |
CLN22 | 3 | 3 | 0 | 1 | ($8,050) | ($2,720) | ($1,100) | ($4,230) |
GCM22 | 2 | 2 | 0 | 0 | $2,060 | $2,060 | $0 | $0 |
HOK22 | 10 | 10 | (2) | 0 | ($4,204) | $3,423 | ($7,627) | $0 |
RBK22 | 8 | 8 | 2 | 0 | ($206) | ($1,308) | $1,103 | $0 |
RSM22 | 5 | 5 | 0 | 1 | ($6,755) | ($3,525) | $360 | ($3,590) |
SIK22 | 2 | 2 | 0 | 0 | ($1,900) | ($1,900) | $0 | $0 |
YMM22 | 5 | 5 | 0 | (1) | $7,425 | $4,325 | ($790) | $3,890 |
ZBM22 | 1 | 1 | 1 | 2 | ($1,281) | $0 | $469 | ($1,750) |
Total | 38 | 38 | 2 | 2 | ($4,376) | $355 | ($5,845) | $1,115 |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
46 | PTF | 32.34 | 2.49 | 6.01 | 0.00% | $539,916 | $11,219 | 2.08% | 2.08% | 81.1 | 04/22 17:40 | 2 |
45 | ZWN22-ZCN22 | 1.45 | 1.19 | 4.98 | 14.88% | $14,288 | $2,484 | 0.46% | 4.63% | 80 | 03/04 01:38 | 0 |
44 | ZSN22-ZWN22 | (0.06) | (1.83) | (5.98) | 5.36% | $30,663 | $2,762 | 0.51% | 5.15% | 82 | 03/04 03:55 | 0 |
43 | ZSN22-ZCN22 | 0.76 | (2.99) | (6.15) | 34.40% | $44,950 | $1,290 | 0.24% | 1.53% | 104 | 04/01 06:59 | 0 |
42 | ZBM22-6JM22 | (1.75) | 1.66 | (4.72) | 16.24% | $42,750 | $1,777 | 0.33% | 1.27% | 65 | 04/06 10:59 | 0 |
41 | YMM22-RSM22 | 1.14 | (4.10) | 4.17 | 45.85% | $71,590 | $1,663 | 0.31% | 0.99% | 120 | 04/11 09:36 | 0 |
40 | RBM22-HOM22 | (1.30) | (1.72) | (6.67) | 50.29% | ($14,406) | $4,370 | 0.81% | 2.87% | 100 | 03/08 19:51 | 0 |
39 | RBK22-HOK22 | (1.30) | (2.07) | 5.13 | 47.98% | ($27,611) | $5,564 | 1.03% | 3.34% | 74 | 03/09 05:06 | 2 |
38 | RBM22-CLM22 | 1.65 | 1.59 | 5.58 | 60.00% | $36,081 | $2,895 | 0.54% | 2.10% | 139 | 03/06 18:04 | 0 |
37 | NQM22-YMM22 | 0.63 | (1.68) | 4.84 | 29.30% | $98,255 | $6,011 | 1.11% | 2.26% | 69 | 02/24 15:59 | 0 |
36 | NQM22-RSM22 | 0.52 | (4.45) | (4.92) | 28.27% | $169,845 | $6,098 | 1.13% | 2.29% | 73 | 02/24 02:28 | 0 |
35 | NQM22-ESM22 | 0.76 | (1.52) | 5.20 | 49.91% | $53,748 | $4,258 | 0.79% | 1.60% | 67 | 02/25 08:33 | 0 |
34 | HOM22-CLM22 | 3.90 | 2.21 | (4.93) | 44.33% | $50,487 | $4,894 | 0.91% | 3.21% | 82 | 03/09 12:37 | 0 |
33 | HOK22-HOM22 | 0.00 | 2.15 | (6.12) | 71.27% | $14,125 | $3,073 | 0.57% | 1.85% | 168 | 03/06 18:08 | 0 |
32 | HGN22-SIN22 | 0.96 | (1.53) | (4.99) | -7.23% | ($6,350) | $3,976 | 0.74% | 3.27% | 79 | 03/08 07:50 | 0 |
31 | GCM22-SIN22 | 0.89 | 1.26 | 5.99 | 40.19% | $71,825 | $2,217 | 0.41% | 1.83% | 127 | 04/22 05:05 | 0 |
30 | ESM22-YMM22 | 1.42 | (4.10) | 5.08 | 57.86% | $44,508 | $1,978 | 0.37% | 0.93% | 106 | 03/21 11:58 | 0 |
29 | ESM22-RSM22 | 3.08 | (5.64) | (5.64) | 47.11% | $116,098 | $2,483 | 0.46% | 1.17% | 97 | 04/22 16:35 | 0 |
28 | CLM22-CLN22 | 0.00 | 0.88 | 7.94 | 85.33% | $1,000 | $972 | 0.18% | 0.96% | 313 | 03/06 18:02 | 0 |
27 | 6EM22-6CM22 | 0.23 | (1.19) | (6.47) | 11.10% | $56,620 | $1,103 | 0.20% | 0.82% | 71 | 03/06 20:51 | 0 |
26 | 6EM22-6AM22 | (0.48) | 1.81 | (9.49) | 8.13% | $62,830 | $1,140 | 0.21% | 0.84% | 63 | 03/06 20:52 | 0 |
25 | 6CM22-6AM22 | (0.78) | 1.72 | 5.83 | 26.43% | $6,210 | $564 | 0.10% | 0.78% | 75 | 03/14 22:58 | 0 |
24 | 6BM22-6CM22 | (1.69) | 1.04 | (5.13) | 8.47% | $1,601 | $543 | 0.10% | 0.68% | 77 | 02/24 10:55 | 0 |
23 | 6BM22-6AM22 | (1.98) | 1.52 | (8.60) | 13.08% | $7,811 | $667 | 0.12% | 0.92% | 55 | 03/06 20:52 | 0 |
22 | ZWN22 | 1.43 | (2.81) | 5.50 | 107350.00% | $53,675 | $2,919 | 0.54% | 5.44% | 71 | 03/02 03:02 | 0 |
21 | ZSN22 | 0.78 | (2.76) | 7.03 | 168675.00% | $84,338 | $1,966 | 0.36% | 2.33% | 68 | 02/24 04:59 | 0 |
20 | ZCN22 | (0.73) | 0.96 | 5.22 | 78775.00% | $39,388 | $1,122 | 0.21% | 2.85% | 73 | 02/24 02:17 | 0 |
19 | ZBM22 | (4.08) | 1.50 | (5.36) | 140'050 | $140,156 | $2,121 | 0.39% | 1.51% | 54 | 03/10 10:24 | 1 |
18 | YMM22 | (1.57) | (5.90) | (5.90) | 3361100.00% | $168,055 | $3,072 | 0.57% | 1.83% | 69 | 04/22 16:36 | 0 |
17 | SIN22 | (0.72) | (3.47) | (5.50) | 2428.50% | $121,425 | $3,708 | 0.69% | 3.05% | 53 | 03/29 08:51 | 0 |
16 | RSM22 | (2.73) | (4.93) | (4.93) | 192930.00% | $96,465 | $2,688 | 0.50% | 2.79% | 55 | 04/22 16:36 | 0 |
15 | RBM22 | 0.74 | (0.95) | 6.51 | 328.17% | $137,831 | $7,237 | 1.34% | 5.25% | 69 | 03/06 18:03 | 0 |
14 | RBK22 | 0.74 | (1.03) | 6.39 | 330.36% | $138,751 | $7,755 | 1.44% | 5.59% | 71 | 03/06 18:03 | 2 |
13 | NQM22 | (0.75) | (4.61) | 5.03 | 1331550.00% | $266,310 | $8,501 | 1.57% | 3.19% | 55 | 02/25 08:36 | 0 |
12 | NGM22 | 0.58 | (3.96) | 9.10 | 659.40% | $65,940 | $3,289 | 0.61% | 4.99% | 53 | 04/18 12:56 | 0 |
11 | HOM22 | 3.65 | 1.10 | (5.45) | 362.47% | $152,237 | $8,791 | 1.63% | 5.77% | 62 | 03/09 12:37 | 0 |
10 | HOK22 | 3.65 | 1.17 | 7.08 | 396.10% | $166,362 | $10,697 | 1.98% | 6.43% | 56 | 03/03 02:49 | -2 |
9 | HGN22 | 0.86 | (2.61) | (5.76) | 460.30% | $115,075 | $2,785 | 0.52% | 2.42% | 66 | 03/08 07:53 | 0 |
8 | GCM22 | 2.00 | (1.59) | (5.33) | 193250.00% | $193,250 | $3,503 | 0.65% | 1.81% | 70 | 02/24 15:06 | 0 |
7 | ESM22 | 1.75 | (5.53) | (5.53) | 425125.00% | $212,563 | $4,694 | 0.87% | 2.21% | 59 | 04/22 16:36 | 0 |
6 | CLN22 | (3.86) | (1.41) | 6.29 | 10075.00% | $100,750 | $6,151 | 1.14% | 6.10% | 69 | 03/06 18:03 | 0 |
5 | CLM22 | (3.86) | (1.29) | 6.13 | 10175.00% | $101,750 | $6,628 | 1.23% | 6.51% | 65 | 03/06 18:03 | 0 |
4 | 6JM22 | (1.78) | (2.20) | (8.21) | 0.78% | $97,406 | $869 | 0.16% | 0.89% | 63 | 03/14 21:27 | 0 |
3 | 6EM22 | (0.43) | (1.44) | (6.18) | 108.20% | $135,250 | $1,241 | 0.23% | 0.92% | 77 | 03/06 20:24 | 0 |
2 | 6CM22 | (1.50) | (5.91) | (5.91) | 78.63% | $78,630 | $567 | 0.10% | 0.72% | 47 | 04/22 12:27 | 0 |
1 | 6BM22 | (2.06) | (1.92) | (7.18) | 128.37% | $80,231 | $593 | 0.11% | 0.74% | 72 | 02/24 11:01 | 0 |
0 | 6AM22 | 0.36 | (5.86) | 6.59 | 72.42% | $72,420 | $767 | 0.14% | 1.06% | 49 | 03/03 10:02 | 1 |