Suppose the spot price of Shen Lu 300 Index is 3,324 points on March/March 10, and the price of Shen Lu 300 Stock Index Futures Contract (which expires in September 17) is 3,400 points, and an investor holds a value of 65,438+/Kloc. Assuming that the Shen Lu 300 index futures of China Financial Futures Exchange are fully launched according to the simulation trading rules (each point is worth 300 yuan RMB), in order to prevent the systemic risk before September 18, the Shen Lu 300 index futures in September can be sold for hedging. If investors short the 100 contract due in September <1000000/(3324 * 300) ≈100 >, it will close on September 17, and if the quotation (point) of Shen Lu 300 Index is 3500 points,

Why do futures use 100 data instead of spot data? Because futures do have about 100 contracts.

And spot (that is, stock) your algorithm is 3500×300× 100, so how do I calculate this 300 and 100? I used 100 and 300 when calculating the futures contract of Shanghai and Shenzhen 300 index. That's because there are 100 futures contracts in Shanghai and Shenzhen 300 index, and then each one is 300 yuan, so I used these data.

What does it mean to use 3500×300× 100 directly as spot (that is, stock)? Can you understand it yourself?

I don't understand that place. I first calculated the increase (3500-3324) ÷ 3324+1%=1.05438+0145438+04536, and then we rounded it to about equal to. That is, from 3,324 to 3,500, its increase is ≈ 1.053%, so his investment in the spot has increased by 1.053%. What are you?

And your spot is directly 3500×300× 100. Why do these data multiply?