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Calculation of future position profit and loss (detailed solution)
Future position profit and loss = (3400-3500) * 300 *100 =-3000000.

3400 is the quotation of Shanghai and Shenzhen 300 contracts in March 1.

3500 is the quotation of September 17 of the CSI 300 contract.

-The answer to 5280000 is wrong.

-5280000=(3324-3500)*300* 100

When substituting into the formula, the spot price of 3324 is mistaken for the quotation of futures CSI 300 contract.