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中国期货业发展创新与风险管理研究
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                 ''表 #$                     带期权信息 /<A>B对冲损益表
                                 >QCD JGEYD >QCD !DBBD 期权日损益 期货日损益 组合日损益 累积损益
                            _
                              A
                   HY  >QCD @YC@    A        A
                          A
                   %    ###,+%.   !$,%/-"    $,$$%$
                           .
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                                    -
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                           .
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                                    -
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                           .
                   .    #$#,&/(   !$,*/-"    $,$$%$   !%,$#/("   $,$$$$   !%,$#/("    $,%$%
                                                                   (
                   *    %($,(&$   !$,#//"    $,$$%%   %%,-$$    !%%,(*."  !$,$%*."    $,(.&
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                           +
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                   /    %&#,(%$   !$,&(&#"   $,$$%#   %-,%$/$   !%&,*-%"   $,&.&(     %,.#/
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                   &    %&%,.*+   !$,&&&$"   $,$$%#    $,&.*&   !$,&(&#"  !$,$*%."    %,#(%#
                           -
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                                                                   +
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                   %.   %*+,%&*(  !$,*+."    $,$$%$    #,&%#    !%,#.$"    %,%.&#     #,#&-
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                   %*   %/+,#*/(  !$,.%&"    $,$$$(   !%$,$-%$"  (,$$-    !$,#-$+"    #,.&/
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                                                                   +
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                   %/   %-&,.&-   !$,.*$"    $,$$$/   !#.,($("  #.,-+/    !$,$$&+"    #,.$+
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                   %&   %(/,#/(#  !$,#*("    $,$$$*   !-,#%+"    -,-*$    !$,#+/+"    #,$.$
                   %-   %--,#-%   !$,$&/"    $,$$$*    &,.%%    !&,%$-"    $,+$+      #,&+.+
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                   %(   %-.,$+*   !$,(+-"    $,$$$.    .,%#./   !+,.*+"    $,&(#      +,#%+*
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                   #$   %-&,//.   !$,/-*"    $,$$$*   !+,/#("    #,/(%    !$,(+-"     #,%(&
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                                                        +
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                   #+   %##,#+#   !$,-(#"    $,$$$(   /*,&--    !//,/$%"  !$,-%+"     #,**/
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                                                                   .
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                   #&   (/,#++.   !$,%/."    $,$$%$    -,**%    !-,#+.&"   $,&#$.     .,.&$
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                   #-   /+,&%.    !$,..$"    $,$$%#   +#,&/#$   !+*,(#%"  !#,+$%"     %,%/(
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                   #(   *(,%*+    !$,#$$"    $,$$%%    +,*/%    !+,&-.%"   $,%&#$     %,--(
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                   +$   /.,$%%$   !$,%--"    $,$$%%   !.,(*&"    *,%#$/    $,#.(      #,%+-
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                                    +
                   +%   -*,#.+(   !$,+/$"    $,$$$(   !#%,#+#("  #$,&#*$  !$,$&-"     #,%$*(
                                    +
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                   +#   %$$,&&(&  !$,#&*"    $,$$$/   !%*,+*-"  %*,*&&    !$,$&-%"    #,$#&(
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                   ++   (-,#/$    !$,$&&"    $,$$$/    #,*+/    !#,#(#*"   $,$/%%     #,$-($
                          .
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                                                        +
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                   +.   (+,&%/    !$,#-($"   $,$$$/    .,*..    !.,$&&"    $,%.//     #,#+*/
                                                                  +
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                                                        /
                                                                  *
                          +
                   +/   -(,$%.(   !$,#.(*"   $,$$$*    .,#%%    !.,%-."    $,$$#&     #,#(*(
                                                        +
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                   +-   (/,.-%    !$,#$-$"   $,$$$#   !%.,*/&"  %.,.$.    !$,$%/+"    #,#//#
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                   +(   -.,-(&    !$,%-&#"   $,$$$*   %#,#*-.   !%#,#&##"  !$,$%+-"   #,#*#+
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                   .%   (.,$.$#   !$,%.*&"   $,$$$%    %,%*$$   !%,%/*#"  !$,$%*#"    #,##%/
                   .#   ($,#/&.   !$,%#.("   $,$$$%    +,&&#(   !+,&-&*"  !$,$%./"    #,#$&$
                          .
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                                                        .
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                                                                  .
                   .*   (#,%-*%   !$,$/#*"   $,$$$%   !#,%-$%"   #,%/*+   !$,$%.-"    #,%/+#
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                   ./   (+,-/-    !$,$.%&"   $,$$$$   !%,&$%&"   %,-/&    !$,$%*$"    #,%.-#
                          -
                   .&   (+,%$%    !$,$#$-"   $,$$$$    $,#&//   !$,#(%/"  !$,$%.("    #,%+++
                          /
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