I can't explain this. He is the algorithm. . . Just remember. . .
There is no topic about the futures settlement price on September 17, and the profit and loss results calculated according to different settlement prices are 3000-3700 respectively. "March 1 spot quotation" is 3324 "March 1 futures quotation" 3400.
Profit and loss of futures positions =300 yuan × (September 17 futures settlement price-March 1 daily futures quotation )× The algorithm in short contracts is wrong. He used September futures settlement price 1 July-March spot quotation1.