鲁证期货在螺纹钢1905上的盈亏分析(2018-11-14 ~ 2018-12-14)
| 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) |
| 2018-12-13 |
3389 |
40838 |
3394.01 |
-204.56 |
-1976.52 |
58198 |
3381.81 |
-418.59 |
4437.04 |
-623.16 |
2460.52 |
| 2018-12-12 |
3349 |
33092 |
3395.18 |
-1528.24 |
-3300.20 |
57257 |
3381.69 |
1871.69 |
6727.32 |
343.44 |
3427.12 |
| 2018-12-11 |
3306 |
33413 |
3395.18 |
-2979.83 |
-4736.96 |
46869 |
3388.93 |
3887.06 |
8742.69 |
907.23 |
4005.73 |
| 2018-12-10 |
3342 |
33858 |
3395.18 |
-1800.63 |
-3518.07 |
48423 |
3388.93 |
2272.71 |
6999.46 |
472.08 |
3481.39 |
| 2018-12-07 |
3372 |
29775 |
3402.47 |
-907.38 |
-2624.82 |
36294 |
3404.62 |
1183.89 |
5910.64 |
276.51 |
3285.82 |
| 2018-12-06 |
3412 |
26364 |
3406.42 |
147.18 |
-1570.26 |
36028 |
3404.86 |
-257.23 |
4469.52 |
-110.05 |
2899.26 |
| 2018-12-05 |
3408 |
23063 |
3405.62 |
54.93 |
-1662.51 |
33206 |
3404.25 |
-124.41 |
4602.34 |
-69.48 |
2939.83 |
| 2018-12-04 |
3328 |
28353 |
3405.62 |
-2200.71 |
-3930.75 |
31860 |
3404.10 |
2424.39 |
7151.14 |
223.68 |
3220.39 |
| 2018-12-03 |
3330 |
27312 |
3408.58 |
-2146.08 |
-3876.13 |
19003 |
3455.58 |
2386.39 |
7113.14 |
240.30 |
3237.01 |
| 2018-11-30 |
3269 |
36616 |
3408.58 |
-5110.74 |
-6109.71 |
19204 |
3455.58 |
3583.07 |
8284.58 |
-1527.67 |
2174.87 |
| 2018-11-29 |
3313 |
34489 |
3417.18 |
-3593.22 |
-4592.19 |
19889 |
3455.58 |
2835.76 |
7409.46 |
-757.46 |
2817.27 |
| 2018-11-28 |
3275 |
34785 |
3417.18 |
-4945.89 |
-5914.02 |
21878 |
3455.58 |
3950.72 |
8240.83 |
-995.17 |
2326.81 |
| 2018-11-27 |
3262 |
25878 |
3466.12 |
-5282.30 |
-6250.43 |
18716 |
3486.09 |
4194.02 |
8484.14 |
-1088.28 |
2233.70 |
| 2018-11-26 |
3270 |
29833 |
3466.12 |
-5850.95 |
-6011.77 |
37173 |
3486.09 |
8032.63 |
8186.75 |
2181.68 |
2174.98 |
| 2018-11-23 |
3419 |
26026 |
3494.81 |
-1973.07 |
-2133.90 |
37819 |
3486.09 |
2537.19 |
2551.72 |
564.12 |
417.82 |
| 2018-11-22 |
3463 |
20954 |
3513.16 |
-1051.10 |
-1211.92 |
27372 |
3511.69 |
1332.82 |
1347.35 |
281.72 |
135.43 |
| 2018-11-21 |
3457 |
21599 |
3513.16 |
-1213.05 |
-1341.51 |
27677 |
3511.69 |
1513.73 |
1513.41 |
300.69 |
171.90 |
| 2018-11-20 |
3509 |
23896 |
3513.16 |
-99.46 |
-98.92 |
27173 |
3512.71 |
100.74 |
100.42 |
1.28 |
1.50 |
| 2018-11-19 |
3527 |
19914 |
3513.99 |
258.99 |
259.53 |
19110 |
3514.27 |
-243.24 |
-243.56 |
15.75 |
15.97 |
| 2018-11-16 |
3523 |
19176 |
3513.49 |
182.29 |
182.83 |
17658 |
3513.22 |
-172.61 |
-172.93 |
9.68 |
9.90 |
| 2018-11-15 |
3514 |
18229 |
3513.00 |
18.23 |
18.77 |
17261 |
3513.00 |
-17.26 |
-17.58 |
0.97 |
1.18 |
| 2018-11-14 |
3513 |
18765 |
3513.00 |
0.00 |
0.00 |
17581 |
3513.00 |
0.00 |
0.00 |
0.00 |
0.00 |
