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Calculation formula in futures
Yesterday's settlement refers to yesterday's settlement price. Settlement price (different from yesterday's closing price) refers to the weighted average price of the transaction price in the last hour of a futures contract according to the volume. If the contract is a new listed contract, the calculation formula of the settlement price of the day is: contract settlement price = contract benchmark price+benchmark contract settlement price today-benchmark contract settlement price on the previous trading day.

Volume ratio: refers to the ratio of the total number of lots sold on that day to the average number of lots sold recently. The specific formula is: current total lots/((average total lots on the 5th day /240)* opening minutes). The volume ratio indicates the recent increase or decrease of volume at this time. A value greater than 1 indicates that the total number of transactions has been enlarged, while a value less than 1 indicates that the total number of transactions has been reduced.

Main hand: refers to the total number of hands sold in this contract so far. In China, 1 hand counts as 2 hands, so you can see that the mantissa is two digits.

Commission rate: refers to the index used to measure the relative strength of orders in a period of time, and its calculation formula is: Commission rate = [(number of entrusted buyers-number of entrusted sellers) ÷ (number of entrusted buyers+number of entrusted sellers) ]× 100%. When the commission ratio value is positive, it means that the buyer is stronger and the probability of future price increase is greater; When the value of commission ratio is negative, it means that the seller is stronger and the futures price is more likely to fall.

Cash hand: the number of contracts that have just been automatically completed. The buying quantity is the number of contracts concluded by the buyer, and the selling quantity is the number of contracts concluded by the empty party.

Open position: refers to the sum of the number of contracts that have not been reversed by buyers and sellers. The size of the position reflects the size of the market transaction and the difference between the long and short sides in the current price. For example, if two people are counterparties, one person opens a position to buy 1 contract, and the other person opens a position to sell 1 contract, then the position is displayed as a 2-hand contract.

Position difference: short for position difference, it refers to the difference between the current position and the position corresponding to yesterday's closing price. If it is positive, add positions today; If it is negative, the position will be reduced. Position difference is the change of position. For example, the position of stock index futures contract in June 165438+ 10 is 60,000 lots, whereas it was 50,000 lots yesterday, so the position difference today is 1 10,000 lots. In addition: there are also changes in position differences in the transaction column. Here refers to the comparison between the position change caused by the current transaction order and the previous instant position, whether to increase or decrease the position.