There are two kinds of settlement methods: hedging one by one and marking the market day by day, while futures trading adopts the debt-free settlement system on the same day, and the daily profit and loss are calculated, that is, the profit and loss calculation method of marking the market day by day is selected. Only the daily mark-to-market statement is explained here.
Interpretation of futures bills
computing formula
① Daily balance: refers to the customer's equity after settlement in the previous trading day.
② Total amount of deposits and withdrawals on the current day = deposits and withdrawals on the current day-deposits and withdrawals on the current day
(3) Closing profit and loss = daily average warehouse profit and loss+historical average warehouse profit and loss.
Profit and loss of opening positions on that day = difference between opening price and closing price on that day × number of positions closed × trading unit (contract multiplier)
Average historical warehouse profit and loss = difference between closing price and yesterday's settlement price × number of positions closed × trading unit (contract multiplier)
④ Position gain/loss (floating gain/loss) settled daily = current position gain/loss+historical position gain/loss.
Profit and loss of positions held on that day = difference between settlement price and opening price on that day × number of lots × trading unit.
Historical warehouse profit and loss = the difference between today's settlement price and yesterday's settlement price × lots × trading units.
There are many formulas, but they are not complicated.
⑤ Profit and loss of the day = ③+④ = Profit and loss of liquidation+profit and loss of position.
⑥ Daily handling fee: See the futures handling fee algorithm for specific calculation.
⑦ Balance of the day = balance of the previous day+deposit and withdrawal+liquidation profit and loss+daily settlement position profit and loss-handling fee of the day.
⑧ Customer's equity = balance of the day.
Pet-name ruby margin occupation: See the futures margin algorithm for specific calculation.
Attending available funds = customer's equity-security deposit occupation
Risk = position margin occupation/customer's equity × 100%
The closer the risk degree is to 100%, the greater the risk.
If the customer has no position, the risk is 0;
If the customer is in Man Cang, the risk degree is 100%, which also means that the customer's available funds are 0.
If the risk degree is greater than 100%, the available funds are negative, which is not allowed. At this point, the futures company has the right to forcibly close the customer's position (trading at market price) until the available funds are positive.
Additional margin: refers to the amount that customers need to add when the margin is insufficient until the available funds are greater than or equal to zero.