Profit and loss of the day = ∑ [(selling price-settlement price of the day) × selling quantity]+∑ [(settlement price of the day-buying price )× buying quantity]+(settlement price of the previous trading day-settlement price of the day) × (selling position of the previous trading day-buying position of the previous trading day)

The profit and loss of the day are transferred at the time of settlement, and the profit is included in the settlement reserve, and the loss is withdrawn from the settlement reserve.

Give examples. An investor holds a stock index futures contract 10 on the last trading day, and the settlement price on the last trading day is 1500 points. On that day, the investor bought 8 long positions in the contract at the transaction price of 1505, and sold 5 positions at the transaction price of 15 10. The settlement price of the day is 15 15, so the profit and loss of the day is calculated as follows:

Profit and loss of the day = (1510-1515) × 5+(15-1505 )× 8+(/)

If the contract multiplier of the contract is 300 yuan/point, the investor's profit and loss on that day is 205 points ×300 yuan/point = 6 1500 yuan.