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套戥策略組合 |
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組合買賣記錄 |
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主要指數期貨價格偏高 / 偏度幅度 |
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7月份恒生指數期貨收市位： |
21844 |
下個交易日開市時合理溢價： |
+1 點 |
下個交易日開市時偏高／偏低： |
-32 點 |
|
7月份 H股指數期貨收市位： |
12272 |
下個交易日開市時合理溢價： |
0 點 |
下個交易日開市時偏高／偏低： |
+5 點 |
|
8月份恒生指數期貨收市位： |
21803 |
下個交易日開市時合理溢價： |
-31 點 |
下個交易日開市時偏高／偏低： |
-41 點 |
|
8月份 H股指數期貨收市位： |
12276 |
下個交易日開市時合理溢價： |
+1 點 |
下個交易日開市時偏高／偏低： |
+8 點 |
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主要指數歷史波幅與期貨合適套戥倉比率 |
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恒生指數20天歷史波幅： |
19.159% |
國企指數20天歷史波幅： |
25.062% |
HSF / HHF套戥倉合適比率： |
1 : 1.1931 |
更新日期 |
2011年7月15日 |
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每月盈虧記錄 |
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|
月份 |
加權平均按金 |
盈利／虧損 |
經紀佣金 |
交易徵費 |
淨盈利／淨虧損 |
淨盈虧率 |
累積淨盈虧率 |
|
開倉日：27/05/2004 恒生指數收市位：11983.90 |
|||||||
|
436,544.12 |
+43,750.00 |
-2,650.00 |
-367.50 |
+40,732.50 |
+9.331% |
+9.331% |
|
|
430,766.67 |
+42,050.00 |
-5,864.00 |
-840.00 |
+35,346.00 |
+8.205% |
+17.536% |
|
|
385,796.88 |
+20,650.00 |
-5,280.00 |
-717.50 |
+14,652.50 |
+3.798% |
+21.715% |
|
|
399,353.45 |
-2,000.00 |
-640.00 |
-92.00 |
-2,732.00 |
-0.684% |
+21.280% |
|
|
412,500.00 |
-26,100.00 |
-3,320.00 |
-565.50 |
-29,985.50 |
-7.269% |
+14.035% |
|
|
408,203.13 |
-9,500.00 |
-2,982.00 |
-525.50 |
-13,007.50 |
-3.187% |
+10.912% |
|
|
435,564.52 |
+68,750.00 |
-5,100.00 |
-828.50 |
+62,821.50 |
+14.423% |
+25.936% |
|
|
444,603.45 |
+24,300.00 |
-8,139.00 |
-1,779.00 |
+14,382.00 |
+3.235% |
+30.723% |
|
|
428,258.93 |
+22,250.00 |
-5,789.62 |
-1,587.00 |
+14,873.38 |
+3.473% |
+32.697% |
|
|
437,386.36 |
+24,500.00 |
-6,365.36 |
-1,754.50 |
+16,380.14 |
+3.745% |
+36.513% |
|
|
431,258.62 |
-37,150.00 |
-8,707.66 |
-2,210.00 |
-48,067.66 |
-11.146% |
+25.202% |
|
|
431,000.00 |
+55,100.00 |
-7,883.02 |
-2,097.50 |
+45,119.48 |
+10.469% |
+35.708% |
|
|
425,683.33 |
+25,750.00 |
-4,799.92 |
-1,313.00 |
+19,637.08 |
+4.613% |
+40.251% |
|
|
434,551.72 |
+39,650.00 |
-8,540.92 |
-2,137.50 |
+28,971.58 |
+6.667% |
+47.017% |
|
|
454,281.25 |
-55,300.00 |
-11,783.10 |
-2,886.50 |
-69,969.60 |
-15.402% |
+30.665% |
|
|
470,966.67 |
+37,300.00 |
-8,201.08 |
-2,262.00 |
+26,836.92 |
+5.698% |
+36.802% |
|
|
471,500.00 |
-28,450.00 |
-2,652.00 |
-621.00 |
-31,723.00 |
-6.728% |
+29.169% |
|
|
457,453.13 |
+61,600.00 |
-8,742.76 |
-2,274.00 |
+50,583.24 |
+11.058% |
+40.599% |
|
|
462,766.67 |
+17,100.00 |
-5,313.84 |
-1,275.50 |
+10,510.66 |
+2.271% |
+42.870% |
|
|
470,285.71 |
-2,100.00 |
-7,592.08 |
-1,733.00 |
-11,425.08 |
-2.429% |
+40.093% |
|
|
|
+11,450.00 |
-1,064.00 |
-308.00 |
+10,078.00 |
|
|
|
|
|
+16,300.00 |
-3,615.00 |
-1,029.00 |
+11,656.00 |
|
|
|
|
|
+18,350.00 |
-3,627.30 |
-1,016.00 |
+13,706.70 |
|
|
|
|
|
+95,650.00 |
-7,560.00 |
-1,355.00 |
+86,735.00 |
|
|
|
|
|
-13,100.00 |
-10,020.00 |
-1,970.00 |
-25,090.00 |
|
|
|
|
|
-8,100.00 |
-9,180.00 |
-1,777.00 |
-19,057.00 |
|
|
|
|
|
+36,600.00 |
-9,240.00 |
-1,714.50 |
+25,645.50 |
|
|
|
|
|
+24,350.00 |
-4,368.30 |
-909.50 |
+19,072.20 |
|
|
|
|
|
+112,150.00 |
-7,001.70 |
-1,526.00 |
+103,622.30 |
|
|
|
|
|
-38,600.00 |
-12,521.20 |
-2,460.50 |
-53,581.70 |
|
|
|
|
|
+65,250.00 |
-7,980.00 |
-1,400.80 |
+55,869.20 |
|
|
|
|
|
+111,950.00 |
-10,463.10 |
-2,140.80 |
+99,346.10 |
|
|
|
|
|
+46,900.00 |
-8,155.30 |
-1,528.40 |
+37,216.30 |
|
|
|
|
|
+30,700.00 |
-7,200.00 |
-1,390.20 |
+22,109.80 |
|
|
|
|
|
+83,100.00 |
-6,466.60 |
-1,163.50 |
+75,469.90 |
|
|
|
|
|
+125,750.00 |
-6,817.20 |
-1,061.70 |
+117,871.10 |
|
|
|
|
|
+126,300.00 |
-13,167.00 |
-2,589.80 |
+110,543.20 |
|
|
|
|
|
+82,100.00 |
-12,297.70 |
-2,402.20 |
+67,400.10 |
|
|
|
|
|
-336,200.00 |
-20,933.90 |
-3,903.60 |
-361,037.50 |
|
|
|
|
|
+158,500.00 |
-13,134.80 |
-2,748.20 |
+142,617.00 |
|
|
|
|
|
+225,100.00 |
-31,417.50 |
-10,625.60 |
+183,056.90 |
|
|
|
|
|
+45,950.00 |
-73,200.00 |
-26,405.00 |
-53,655.00 |
|
|
|
|
|
+205,850.00 |
-37,360.00 |
-13,882.80 |
+154,607.20 |
|
|
|
|
|
-165,300.00 |
-44,640.00 |
-16,839.70 |
-226,779.70 |
|
|
|
|
|
+89,300.00 |
-12,090.00 |
-5,011.30 |
+72,198.70 |
|
|
|
|
|
-2,250.00 |
-24,070.00 |
-13,449.80 |
-39,769.80 |
|
|
|
|
|
+60,000.00 |
-19,394.00 |
-12,949.20 |
+27,656.80 |
|
|
|
|
|
-26,250.00 |
-13,342.00 |
-10,087.00 |
-49,679.00 |
|
|
|
|
|
-13,550.00 |
-7,320.00 |
-5,513.80 |
-26,383.80 |
|
|
|
|
|
+22,300.00 |
-9,608.00 |
-7,389.80 |
+5,302.20 |
|
|
|
|
|
-32,400.00 |
-16,756.00 |
-12,610.60 |
-60,766.60 |
|
|
|
|
|
-35,900.00 |
-7,792.00 |
-5,937.40 |
-49,629.40 |
|
|
|
|
|
+68,450.00 |
-3,186.00 |
-2,530.90 |
+62,733.10 |
|
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|
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每日盈虧記錄 |
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未平倉合約 |
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合約 |
月份 |
行使價 |
數量 |
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此網頁內的資料僅為梁業豪先生的個人最新真實持倉狀況，只供參考，並不構成向任何瀏覽者提供的買賣建議。 |
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組合買賣記錄 |
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