Futures position difference is the abbreviation of position difference, which reflects the change of total position before and after two trading days. Specifically, it is to subtract the total position of the day from the total position of yesterday's closing price. The difference between them is called positional difference, which can be positive or negative. A contract that is not open after opening a position is called a position. Generally speaking, the size of positions directly reflects the degree of attention of futures contracts. The pros and cons of the warehouse difference indicate whether there is a new contract or someone is leaving.

Futures positions refer to the total number of contracts that have not been opened since the opening of positions. The greater the position, the greater the trading volume before the futures contract expires, indicating that investment funds flow into the futures market; On the contrary, it means that funds flow out of the futures market and investors leave. Position difference refers to the position difference between two trading days, and its positive and negative relationship also reflects the entry of funds and the departure of investors. Experienced investors can use this indicator to guide the next operation.

Regularity refers to the increase of position in a day, and negative value refers to the decrease of position. Position difference is the change of position. For example, the position of stock index futures contract in June 165438+ 10 is 60,000 lots, whereas it was 50,000 lots yesterday, so the position difference today is 1 10,000 lots.

The position difference in the transaction column has also changed. Here refers to the comparison between the position change caused by the transaction order and the previous instant position, whether to increase or decrease the position.