Futures contracts take the settlement price of the day as the basis for calculating the profit and loss of the day. The profit and loss of the day will be transferred at the settlement of the day, and the profit will be recorded in the investor's futures margin account, while the loss will be deducted from his futures margin account. The specific calculation formula of today's profit and loss is as follows: today's profit and loss = ∑ [(selling transaction price-today's settlement price) × selling quantity× contract multiplier] ∑ [(today's settlement price-buying transaction price )× buying quantity× contract multiplier] (last trading day's settlement price-today's settlement price )× (last trading day's selling position-last trading day's buying position )× contract multiplier. What's the settlement price for the day? The settlement price of the day refers to the weighted average price of the transaction price of the futures contract in the last hour according to the volume (the calculation result is retained to one decimal place). In actual calculation, investors should pay attention to the following special circumstances: (1) If the transaction is interrupted in the last hour due to system failure and other reasons, the last hour after deducting the interruption time shall be the whole hour. (2) If there is no transaction in the last hour of the contract, the transaction price in the previous hour is the settlement price of the day, which is calculated according to the weighted average price of the transaction volume. If there is still no deal during this period, push it forward for another hour. And so on. If the last transaction on the day of the contract is less than one hour away from the opening time, the weighted average price of the whole day's trading volume shall be taken as the settlement price of the day. (3) If there is no transaction on the day of the contract, the calculation formula of the settlement price of the day is: settlement price of the day = settlement price of the previous trading day of the contract+settlement price of the benchmark contract-settlement price of the previous trading day of the benchmark contract. Among them, the benchmark contract is the contract closest to the delivery month with transactions on that day. If the contract is a new listing contract, its listing benchmark price is the settlement price of the previous trading day. If the benchmark contract is a delivery contract on the same day, the settlement price of delivery shall be the settlement price of the benchmark contract on the same day. If the settlement price of the day calculated according to this formula exceeds the daily limit price of the contract, the daily limit price shall be taken as the settlement price of the day. If the settlement price of the day cannot be determined by the above method or the calculated settlement price is obviously unreasonable, the settlement price of the day will be determined by the ownership of the transaction.