中信期货在螺纹钢1801上的盈亏分析(2017-08-24 ~ 2017-09-23)
| 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) |
| 2017-09-22 |
3598 |
186312 |
3878.58 |
-52275.56 |
-50460.42 |
101631 |
3835.97 |
24184.69 |
22431.90 |
-28090.87 |
-28028.52 |
| 2017-09-21 |
3723 |
194533 |
3878.58 |
-30265.59 |
-26143.80 |
95895 |
3850.20 |
12197.82 |
10445.03 |
-18067.77 |
-15698.77 |
| 2017-09-20 |
3746 |
183172 |
3888.23 |
-26052.64 |
-21930.84 |
87239 |
3862.82 |
10191.32 |
8438.53 |
-15861.32 |
-13492.31 |
| 2017-09-19 |
3789 |
183433 |
3888.23 |
-18202.14 |
-14043.22 |
95629 |
3862.82 |
7059.40 |
4326.48 |
-11142.74 |
-9716.74 |
| 2017-09-18 |
3787 |
186096 |
3888.23 |
-18838.58 |
-14415.42 |
89471 |
3867.90 |
7238.34 |
4505.43 |
-11600.24 |
-9909.99 |
| 2017-09-15 |
3820 |
185024 |
3888.82 |
-12732.79 |
-8309.62 |
87388 |
3869.83 |
4354.54 |
1621.62 |
-8378.25 |
-6688.00 |
| 2017-09-14 |
3880 |
191726 |
3888.82 |
-1690.44 |
3193.94 |
99073 |
3869.83 |
-1007.58 |
-4322.76 |
-2698.02 |
-1128.82 |
| 2017-09-13 |
3948 |
183604 |
3889.21 |
10794.63 |
15679.01 |
95677 |
3869.47 |
-7513.61 |
-10828.80 |
3281.01 |
4850.21 |
| 2017-09-12 |
3923 |
180304 |
3888.13 |
6287.03 |
11171.41 |
91176 |
3865.59 |
-5234.21 |
-8549.40 |
1052.81 |
2622.01 |
| 2017-09-11 |
3901 |
177296 |
3887.54 |
2386.52 |
7270.90 |
86166 |
3862.25 |
-3338.56 |
-6653.74 |
-952.05 |
617.15 |
| 2017-09-08 |
3961 |
176620 |
3887.49 |
12983.72 |
17868.10 |
106045 |
3862.25 |
-10471.49 |
-13016.44 |
2512.23 |
4851.65 |
| 2017-09-07 |
3982 |
165386 |
3882.49 |
16456.82 |
21341.20 |
107084 |
3862.25 |
-12822.85 |
-15265.21 |
3633.97 |
6076.00 |
| 2017-09-06 |
4055 |
163473 |
3881.33 |
28390.35 |
33274.73 |
110473 |
3862.25 |
-21293.20 |
-23329.74 |
7097.16 |
9945.00 |
| 2017-09-05 |
4088 |
141800 |
3854.79 |
33069.75 |
37954.13 |
101501 |
3845.22 |
-24642.73 |
-26679.27 |
8427.02 |
11274.86 |
| 2017-09-04 |
4098 |
140870 |
3853.25 |
34478.45 |
39362.83 |
99210 |
3839.61 |
-25634.83 |
-27671.37 |
8843.62 |
11691.46 |
| 2017-09-01 |
3993 |
150942 |
3853.25 |
21094.70 |
23513.92 |
102083 |
3839.61 |
-15658.47 |
-16952.65 |
5436.23 |
6561.27 |
| 2017-08-31 |
3849 |
134700 |
3836.39 |
1697.90 |
4117.12 |
108296 |
3839.61 |
-1016.85 |
-1358.03 |
681.05 |
2759.09 |
| 2017-08-30 |
3856 |
136663 |
3836.39 |
2679.29 |
5073.76 |
94372 |
3838.23 |
-1677.46 |
-2018.63 |
1001.83 |
3055.13 |
| 2017-08-29 |
3900 |
139282 |
3836.39 |
8859.04 |
11202.17 |
97704 |
3838.23 |
-6035.66 |
-6317.61 |
2823.38 |
4884.56 |
| 2017-08-28 |
3881 |
125133 |
3829.20 |
6481.51 |
8824.64 |
88530 |
3831.82 |
-4353.59 |
-4635.54 |
2127.92 |
4189.10 |
| 2017-08-25 |
3926 |
120028 |
3827.00 |
11882.77 |
14225.90 |
80622 |
3827.00 |
-7981.58 |
-8263.53 |
3901.19 |
5962.37 |
| 2017-08-24 |
3827 |
143696 |
3827.00 |
0.00 |
0.00 |
83470 |
3827.00 |
0.00 |
0.00 |
0.00 |
0.00 |
