The calculation methods of the two settlement methods are:?
Hedging one by one (regardless of opening positions on the same day or in the past, it is calculated according to positions)
1, closing profit and loss (hedging one by one) = difference between opening price and closing price × number of lots× trading unit?
2. Floating profit and loss (position profit and loss) = the difference between the settlement price and the opening price of the day × the number of lots× the trading unit?
3. Balance of the day (transaction hedging) = balance of the previous day (transaction hedging)+total deposits and withdrawals of the day+liquidation gains and losses (transaction hedging)-handling fee of the day?
4. Customer's equity (trading hedging) = current balance (trading hedging)+floating profit and loss (position profit and loss)?
Mark the market day by day (calculate the total amount of open positions on the same day and in the past respectively)
1, closing profit and loss (mark to market day by day) = daily average warehouse profit and loss+historical average warehouse profit and loss?
(1) daily average warehouse profit and loss = the difference between the opening price and closing price of the day × the number of lots× the trading unit?
(2) The average historical warehouse profit and loss = the difference between the closing price and yesterday's settlement price × the number of lots × the trading unit?
2. Position profit and loss (mark to market day by day) = position profit and loss of the day+historical position profit and loss?
(1) Profit and loss of positions on the current day = difference between settlement price and opening price on the current day × number of lots× trading unit?
(2) Historical position profit and loss = the difference between the settlement price of the day and yesterday × the number of lots× the trading unit?
3. Today's profit and loss = liquidation profit and loss (mark to market daily)+position profit and loss (mark to market daily)?
4. The balance of the day (marked to market day by day) = the balance of the previous day (marked to market day by day)+the total amount of deposits and withdrawals of the day? +Profit and loss of the day-handling fee of the day?
5. Customer's rights and interests = balance of the day (mark to market day by day)?
1. This formula aims to show the difference between the two profit and loss calculation methods; ?
2. Different calculation methods of profit and loss will not affect the amount or figures of parameters such as deposit and withdrawal, daily handling fee, customer's rights and interests, pledge, margin occupation, available funds, additional margin and risk degree; ?
Mark-to-market profit and loss is because futures trading implements the debt-free settlement system on the same day. Unless all positions are closed, the mark-to-market profit and loss must be calculated by the settlement institution every day.
Hedging profit and loss are calculated according to the results of your own transactions, and the result is the final profit and loss. This should be your actual profit and loss. Monthly statistics show whether it is profit or loss, just look at hedging one by one.