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第二周交易8次共13手,亏损-11.6K,-1.9% (4.0,-22.4,13.7,-27.9,21.0),若无交易-20.3K。YTD -$60.6K,-9.3%。现账户资金589.9K,保证金222.4K,杠杆4.4,波动率3.4%,风险超高。
本周股市下跌。但在拜登的1.9万亿美元的刺激经济计划影响下,罗素继续上涨,账户因此而亏损。目前账户持有4手ES/RS,1手NQ/RS,1手HO/RB多仓。与1手ES/ZB,1手NQ/ZB,5手ZS/ZW空仓。
以下是本周期货及配对组合相对值及变化情况。
期货/组合 |
RV |
变化 |
市值 |
RSH21 |
6.69 |
0.03 |
$105,635 |
NQH21/YMH21 |
6.17 |
0.01 |
$102,050 |
NQH21 |
4.94 |
0.01 |
$255,200 |
NQH21/ESH21 |
4.71 |
0.00 |
$67,875 |
6BH21/6AH21 |
3.23 |
0.01 |
$7,889 |
6CH21/6AH21 |
2.85 |
0.01 |
$1,470 |
6BH21 |
2.69 |
0.01 |
$84,944 |
6CH21 |
2.22 |
0.00 |
$78,525 |
ZCH21 |
2.02 |
0.01 |
$26,538 |
NGG21 |
1.60 |
0.01 |
$27,540 |
RBG21 |
1.17 |
0.01 |
$63,718 |
ESH21/YMH21 |
1.09 |
0.02 |
$34,175 |
6JH21 |
1.01 |
0.01 |
$120,400 |
ZSH21 |
0.91 |
0.01 |
$70,738 |
ZSH21/ZWH21 |
0.84 |
0.01 |
$36,988 |
ZBH21/YMH21 |
0.42 |
0.00 |
$16,006 |
CLG21 |
0.36 |
0.00 |
$52,060 |
GCG21/SIH21 |
0.15 |
0.00 |
$58,670 |
ZBH21/ESH21 |
0.01 |
0.01 |
($18,169) |
CLH21/CLG21 |
0.00 |
0.00 |
$60 |
HOH21/HOG21 |
0.00 |
0.00 |
$46 |
NGH21/NGG21 |
0.00 |
0.00 |
($450) |
RBH21/RBG21 |
0.00 |
0.00 |
$0 |
SIH21/HGH21 |
0.04 |
0.01 |
$34,200 |
GCG21/HGH21 |
0.13 |
0.02 |
$92,870 |
ZBH21 |
0.19 |
0.01 |
$169,156 |
SIH21 |
0.27 |
0.00 |
$124,150 |
ZWH21 |
0.32 |
0.01 |
$33,750 |
HGH21 |
0.33 |
0.01 |
$89,950 |
ZSH21/ZCH21/2 |
0.51 |
0.01 |
$17,663 |
GCG21 |
0.60 |
0.01 |
$182,820 |
ZWH21/ZCH21 |
0.91 |
0.01 |
$7,213 |
YMH21 |
1.12 |
0.02 |
$153,150 |
6JH21/6BH21 |
1.15 |
0.01 |
$35,456 |
NQH21/RSH21/2 |
1.31 |
0.03 |
$43,930 |
CLG21/NGG21 |
1.43 |
0.01 |
$24,520 |
6EH21 |
1.79 |
0.00 |
$151,119 |
HOG21/RBG21 |
1.91 |
0.02 |
$2,911 |
HOG21 |
2.05 |
0.01 |
$66,629 |
6AH21 |
2.73 |
0.02 |
$77,055 |
ESH21 |
3.31 |
0.01 |
$187,325 |
ZBH21/NQH21 |
4.39 |
0.00 |
($86,044) |
ESH21/RSH21/2 |
6.78 |
0.03 |
($23,945) |
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