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How to calculate the margin of futures overnight position? Performance bond.
Required performance bond = ∑ (settlement price × trading unit × number of lots × deposit ratio)

For example, if you close your position on 20 1 1 year 1 year, you still hold 1 hand of SR 109 and 1 hand of TA 105, and SR 109. The settlement price of TA 105 is 10928, the trading unit is 5, and the margin ratio is 10%. Then the deposit you need to execute that day is:

717/kloc-0 /×1×12%+10928× 5×/kloc-0 /×10% =/.