Position margin = dynamic price of stock index futures x contract multiplier x number of buyers and sellers x margin ratio. Let's explain the calculation method of stock index futures margin system. If the margin ratio charged by the exchange is 12%, under normal circumstances, the futures company will increase the margin ratio of the exchange by several percentage points.
In the trading platform, all required deposits are settled in US dollars. Take the mini account as an example. If the leverage ratio is 200: 10K, you need10,000/200 = 50 benchmark currency units, and then multiply it by the current dollar price of the currency, which is the deposit required for opening a first-hand position.
Extended data:
Calculation formula of settlement reserve:
Balance of settlement reserve for the current day = balance of settlement reserve for the previous trading day+trading margin for the previous trading day-trading margin for the current day+actual offset amount for the current day+profit and loss for the current day+trading margin for the current day+other funds, etc.
Calculation formula of transaction cost:
Transaction cost = ∑ [volume (lot) × contract transaction cost (yuan/lot)
Baidu Encyclopedia-Futures Margin