How to calculate futures profit and loss? The core content of futures settlement business is the daily mark-to-market system, that is, the daily debt exemption system, which specifically includes the following aspects:

(1) floating profit and loss: the settlement institution calculates the floating profit and loss of the open contract of the member according to the settlement price of the current transaction. The formula is as follows:

Floating profit and loss = (settlement price of the day-opening price) * contract unit * position handling fee.

If it is positive, it means that the bulls are floating profits or the bears are floating losses. Negative values are just the opposite.

(2) Actual profit and loss:

The profit and loss realized by liquidation is the actual profit and loss. Most futures trading is learned in the usual way. The formula is as follows:

Actual profit and loss of bulls = (closing price-bid price) * contract unit * position handling fee.

Actual profit and loss of short position = (selling price-closing price) * contract unit * position handling fee.

Analyze and explain the difference between position profit and loss, market profit and loss and total profit and loss;

Let's look at the "profit and loss of marked positions" first: there are two situations. First, if you close your position on the same day, then:

Position profit and loss = closing price-opening price

Whether it is profit or loss depends on your buying price or selling price. If you buy when you open a position and the closing price is higher than the opening price, then you are profitable. If you sell when you open a position and the closing price is higher than the opening price, then you are losing money. On the other hand, if you buy when you open a position and the closing price is lower than the opening price, then you are losing money; If you sell when you open a position and the closing price is lower than the opening price, then you are making a profit.

If the warehouse of one of your scales was not built on the same day, it is a historical warehouse. Then your opening profit and loss = closing price-yesterday's settlement price Whether it is profit or loss depends on your closing price or yesterday's settlement price. If you buy when you open a position and the closing price is higher than yesterday's settlement price, then you are profitable. If you sell when you open a position and the closing price is higher than yesterday's settlement price, then you are losing money. On the other hand, if you buy when you open a position and the closing price is lower than yesterday's settlement price, then you are losing money; If you sell when you open a position and the closing price is lower than yesterday's settlement price, then you are making a profit.

Let's look at "mark-to-market profit and loss": there are two situations. First, if the position is closed on the same day, then this operation is not "mark-to-market profit and loss".

If you don't open your position on the same day, there will be "mark-to-market gain and loss" = settlement price-opening price. Whether it is a profit or a loss depends on your settlement price and opening price of the day. If you buy when you open a position, and the settlement price on that day is higher than the opening price, then you are profitable. If you sell when you open a position, and the settlement price on that day is higher than the opening price, then you are losing money. On the other hand, if you buy when you open a position, and the settlement price on that day is lower than the opening price, then you are losing money. If you sell when you open a position, and the settlement price on that day is lower than the opening price, then you are making a profit.

Finally, the total profit and loss:

On the one hand: total profit and loss = closing price-opening price. Whether it is profit or loss depends on your buying price or selling price. If you buy when you open a position and the closing price is higher than the opening price, then you are profitable. If you sell when you open a position and the closing price is higher than the opening price, then you are losing money. On the other hand, if you buy when you open a position and the closing price is lower than the opening price, then you are losing money; If you sell when you open a position and the closing price is lower than the opening price, then you are making a profit. On the other hand: total profit and loss = market value profit and loss+position profit and loss. Whether it is profit or loss, we can see whether the total profit or loss is positive or negative. To illustrate the problem, give a simple example.

For example, yesterday you sold short 1 gold. Suppose the transaction price of the gold you sold yesterday was 260 yuan/gram, yesterday's settlement price was 255 yuan/gram, and today's settlement price was 265 yuan/gram. So there are several possibilities:

(1) If you reverse the operation before yesterday's closing, that is, you bought 1 hand gold yesterday and closed the position, assuming your buying price is 258 yuan/gram, then your profit is 2 *1000 = 2,000 yuan. So your profit of 2000 yuan belongs to "position gain and loss" or "mark-to-market gain and loss"? Look clearly, the profit of 2000 yuan here is the profit and loss of the position. And it is profitable.

(2) If you didn't close your position yesterday. So you didn't pay attention to the position profit and loss yesterday, only one paid attention to the market profit and loss. That is, (255-260)* 1000=5000, which is a profit, that is, +5000.

(3) If you haven't closed your position today, then you haven't marked the profit and loss of your position today, only the profit and loss of the market. That is, (265-255) *1000 =10000, which is a loss, that is,-10000(4) If you close your position tomorrow, the closing price, that is, your purchase price is 263 yuan. Then you don't mark the market profit and loss tomorrow, only one is to mark the position profit and loss. That is, (263-265)* 1000=2000, which is a profit, +2000.

(5) So if it is held from yesterday to tomorrow, the total profit and loss =(263-260)* 1000=3000, which is a loss. On the other hand, from the total profit and loss = mark-to-market profit and loss+mark-to-market profit and loss =5000- 10000+2000=-3000, there is a loss.

The difference between mark-to-market profit and loss and floating profit and loss is that if only a single contract is considered (taking multiple contracts as an example), floating profit and loss is the "settlement price of the opening price of the day"

Hope to adopt. Good luck.