On March 18, 2009, the opening price of the Shanghai and Shenzhen 300 Index was 2335.42 points, and the opening price of the simulated futures contract in September was 2648 points. If futures speculators expect the futures price to rise on that day, they will open positions at the opening price and close positions at the highest price of 2748.6 points on that day. If the initial margin required by the futures company is equal to the minimum trading margin 10% specified by the exchange, the daily yield is (). This is the problem. Please write down the detailed flow and formula, and it is best to explain the meaning of simulated futures contracts. Margin =2648*300* 10% profit =(2748.6-2648)*300 yield = profit/margin =38%.