In addition, this is an exercise, not an actual transaction. There is no need to talk about "opening positions on the same day and opening positions unilaterally".
1. Handling fee calculation:
If the handling fee is not specified, it generally refers to unilateral.
Electrolytic copper transaction 180 lot (100+80), handling fee =180 *150 = 27,000 yuan.
2700 lots of zinc (500+800+400+ 1000), handling fee = 2700 * 80 = 2 16000 yuan.
4,000 lots of soybeans (2000+ 1000+ 1000), the handling fee = 4,000 * 60 = 240,000 yuan.
The total handling fee for that day is: 27,000+216,000+240,000 = 483,000 yuan.
If the handling fee is bilateral, the handling fee for that day is 24 1, 500 yuan.
2. Calculation of floating (position) profit and loss:
Copper:
Buy 100 lots at 68,000 yuan/ton, and buy 80 lots at 70,000 yuan/ton, and the settlement price = 69,300 yuan/ton.
(69300-68000) *100 * 5+(69300-70000) * 80 * 5 = 650,000-280,000 = 370,000 yuan.
Zinc:
30,000 yuan/ton to buy 500 lots, 29,000 yuan/ton to buy 800 lots, 29,500 yuan/ton to sell 400 lots to close positions, 29,500 yuan/ton to sell/kloc-0,000 lots to open positions.
Settlement price = 28,750 yuan/ton
(28750-30000)* 100*5+(28750-29000)*800*5+(29500-28750)* 1000*5=-625,000- 1,000,000+3,750,000=2, 125,000
Soybean:
2000 lots were sold at 4680 yuan/ton, 1000 lots were closed at 4800 yuan/ton, 1000 lots were opened at 4800 yuan/ton, and the settlement price was =4860 yuan/ton.
(4680-4860)* 1000* 10+(4860-4800)* 1000* 10=- 1,800,000+600,000=- 1,200,000
Total floating (position) gains and losses are: 370,000 (copper)+2125,000 (zinc)-1200,000 (soybean) =1295,000 yuan.
3. Final profit and loss:
Copper: Open positions on the same day, with no profit or loss.
Zinc: (29500-30000) * 400 * 5 =100000 yuan.
Soybean: (4680-4800) *1000 *10 =-1.20 million yuan.
Total liquidation gains and losses are: 1, 000,000-1,200,000 =-200,000 yuan.
4. Profit calculation:
Copper: hold 180 lots, the settlement price is 69,300 yuan/ton, and the margin ratio is 8%.
Margin = 69,300 *180 * 5 * 8% = 4,989,600 yuan.
Zinc: more than 900 lots, empty lots 1000 lots, total 1900 lots, settlement price is 28,750 yuan/ton, and margin ratio is 10%.
Margin = 28750 *1900 * 5 *10% = 27312500 yuan.
Soybean: multiple orders 1 1,000 lots, empty orders 1 1,000 lots. The settlement price is 4860 yuan/ton, and the margin ratio is 10%.
Margin = 4860 * 2000 *10 *10% = 9.72 million yuan.
The total occupied deposit is 4,989,600+27,365,438+0,250+9,720,000 = 4,202.21.000 yuan.
5. Daily balance:
Initial capital+position gain and loss+liquidation gain and loss-handling fee = 60 million+1.295 million-200,000-483,000 = 6061.20 million yuan.
6. Available profit:
Available margin = customer's equity-position margin = 60,665,438+02,000-42,022,100 =18,589, 900 yuan.
Add a few points:
1. Answer the landlord's question: there is no concept of "real deposit" in settlement. If you see this in the textbook, I can tell you that the people who wrote these books are half-full of vinegar and only talk on paper. They often make up some confusing terms by themselves.
2. Demand margin is occupied margin, unless the term you see is otherwise explained.
3. Answer cyanyy's friend: The settlement statement given by the exchange to the futures company may have decimals, because copper is charged a handling fee according to the percentage of the transaction price, so it is not necessarily an integer. But according to the charging standard in this question, it must be an integer, not a decimal.
There is an average position price in the customer's position record, but your calculation here is wrong. You misunderstood the concept of average price.
4. I have written the settlement software in 1995, and I am familiar with the calculation formula.