Friends who care about the stock futures market know that FTSE A50 index futures are more active, which is similar to other futures trading rules. Investors can trade in both directions, that is, they can go long or short. T+0 trading mode is implemented, that is, the target bought on the same day can be sold on the same day, which is convenient for investors to arbitrage by using the price difference of the target on the same day. So, how to calculate the expected return of FTSE A50 index futures? Let's introduce it to you through examples.

FTSE a50 refers to Xinhua FTSE a50 index, which originated in Singapore. It is a real-time tradable index launched by FTSE Index Co., Ltd. to meet the needs of domestic investors and qualified foreign institutional investors in China. FTSE a50 refers to the settlement in USD, and the value multiplier of each index point is USD 65,438+00. The expected return of investors buying FTSE A50 index futures is related to the index spread and the number of purchases.

That is, the formula for calculating the expected return of FTSE A50 index futures is: expected return = index spread; the index point value of marketing unit.

explain

For example, investors go long and buy a FTSE A50 index futures with an index point of 12000. When they bought it, FTSE A50 index futures were 12 1 15. Then the expected return of long investors = (1215-12000)110 =1$50; On the other hand, if investors sell short, investors' expectations are.

When investors do the right thing, they can get huge expected returns; If you go in the wrong direction, investors may also face huge losses. Therefore, we warmly remind everyone that when participating in FTSE A50 index futures trading, we should strictly control positions and guard against risks.