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How to calculate the settlement price of stock index futures and the settlement price of the last trading day?
1. The settlement price on the day of the contract is the weighted average price of the transaction price in the last hour of the contract according to the volume. The calculation result is retained to one decimal place.

The contract takes the settlement price of the day as the basis for calculating the profit and loss of the day. The specific calculation formula is as follows:

Profit and loss of the day = {∑ [(selling price-settlement price of the day) × selling quantity]+∑ [(settlement price of the day-buying price )× buying quantity]+(settlement price of the previous trading day-settlement price of the day) × (selling position of the previous trading day-buying position of the previous trading day) }× contract multiplier.

2. The settlement price for delivery on the last trading day is the arithmetic average price of the last two hours of the underlying index on the last trading day. The calculation result is retained to two decimal places.