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Short hedging of securities investment: On 201March 10, the spot price of the Shanghai and Shenzhen 300 Index was 3,324 points, which was in the simulated trading market.
1, your understanding is wrong. Short stock index futures must decline exponentially to make a profit. If the index goes up, shorting futures contracts will definitely be a loss, while the spot price will go up.

Your profit and loss are not calculated correctly. The index rise is definitely a spot profit and a futures loss. Therefore, the loss of futures contract should be: 300 *100 * (3324-3500) =-5280000 yuan.

3. At present, the margin of stock index futures is 14%, so generally, 100 million funds are short on the futures index and can be bought: [100,000,000/(3324 * 300 *14%)] = 71. Because futures are margin trading, strictly speaking, this question is not rigorous, unless the simulated trading is not margin trading.