海通期货在螺纹钢1905上的盈亏分析(2019-02-23 ~ 2019-03-25)
| 成交情况 |
多单持仓 |
空单持仓 |
净持仓 |
| 日期 |
结算价 |
多单量 |
持仓均价 |
持仓盈亏(万元) |
累计盈亏(万元) |
空单量 |
持仓均价 |
持仓盈亏(万元) |
累计盈亏(万元) |
持仓盈亏(万元) |
累计盈亏(万元) |
| 2019-03-22 |
3761 |
22132 |
3765.56 |
-101.02 |
1558.67 |
28138 |
3779.35 |
516.21 |
461.01 |
415.19 |
2019.68 |
| 2019-03-21 |
3797 |
20887 |
3765.84 |
650.91 |
2310.60 |
26675 |
3780.35 |
-444.09 |
-499.29 |
206.83 |
1811.31 |
| 2019-03-20 |
3782 |
36207 |
3765.84 |
585.24 |
1767.50 |
26141 |
3780.01 |
-51.97 |
-107.18 |
533.26 |
1660.32 |
| 2019-03-19 |
3794 |
34271 |
3764.92 |
996.49 |
2178.75 |
27425 |
3780.01 |
-383.63 |
-436.28 |
612.86 |
1742.47 |
| 2019-03-18 |
3776 |
18567 |
3740.33 |
662.28 |
1844.54 |
25168 |
3778.76 |
69.40 |
16.74 |
731.68 |
1861.29 |
| 2019-03-15 |
3765 |
19735 |
3740.33 |
486.86 |
1627.46 |
48424 |
3778.76 |
666.18 |
549.41 |
1153.04 |
2176.87 |
| 2019-03-14 |
3794 |
22883 |
3740.33 |
1228.13 |
2291.07 |
38725 |
3782.20 |
-456.84 |
-573.62 |
771.29 |
1717.45 |
| 2019-03-13 |
3817 |
24623 |
3740.33 |
1887.84 |
2857.40 |
36928 |
3781.63 |
-1306.18 |
-1422.96 |
581.66 |
1434.43 |
| 2019-03-12 |
3781 |
30241 |
3740.33 |
1229.90 |
1768.72 |
27130 |
3768.85 |
-329.50 |
-446.28 |
900.39 |
1322.44 |
| 2019-03-11 |
3727 |
25539 |
3732.84 |
-149.21 |
389.61 |
36230 |
3768.85 |
1516.39 |
1510.14 |
1367.18 |
1899.75 |
| 2019-03-08 |
3783 |
28954 |
3732.84 |
1452.26 |
2011.04 |
27856 |
3781.44 |
-43.54 |
-49.80 |
1408.72 |
1961.24 |
| 2019-03-07 |
3774 |
27944 |
3731.03 |
1200.77 |
1759.54 |
23459 |
3781.14 |
167.59 |
161.33 |
1368.36 |
1920.88 |
| 2019-03-06 |
3778 |
30407 |
3731.03 |
1428.23 |
1881.17 |
23446 |
3781.15 |
73.80 |
67.55 |
1502.04 |
1948.72 |
| 2019-03-05 |
3782 |
28127 |
3727.22 |
1540.74 |
1993.68 |
18451 |
3782.00 |
0.00 |
-6.25 |
1540.74 |
1987.42 |
| 2019-03-04 |
3821 |
35407 |
3727.22 |
3320.40 |
3374.55 |
0 |
0.00 |
0.00 |
-6.25 |
3320.40 |
3368.30 |
| 2019-03-01 |
3777 |
35850 |
3727.22 |
1784.54 |
1797.15 |
28672 |
3726.17 |
-1457.27 |
-1463.52 |
327.27 |
333.63 |
| 2019-02-28 |
3733 |
33844 |
3724.27 |
295.40 |
308.01 |
27717 |
3724.42 |
-237.72 |
-243.97 |
57.69 |
64.04 |
| 2019-02-27 |
3727 |
33783 |
3724.26 |
92.71 |
105.32 |
27020 |
3724.20 |
-75.60 |
-81.85 |
17.11 |
23.47 |
| 2019-02-26 |
3708 |
38378 |
3724.26 |
-623.87 |
-623.87 |
29255 |
3724.20 |
473.99 |
473.99 |
-149.87 |
-149.87 |
| 2019-02-25 |
3725 |
36698 |
3725.00 |
0.00 |
0.00 |
27882 |
3725.00 |
0.00 |
0.00 |
0.00 |
0.00 |
