Mark the market day by day, whether it is an open position contract or an open position contract, the profit and loss of the day should be calculated separately, and the profit and loss of each historical day should be accumulated into the balance of the previous day. The difference between hedging one by one is that the daily profit and loss are not calculated, but only the accumulated profit and loss from the opening day to the day. Moreover, the profits and losses of all open contracts are not included in the balance of the day as floating profits and losses. Once the contract is closed, the floating profit and loss at the time of closing will be converted into the closing profit and loss, and the floating profit and loss at the time of settlement will be zero.
That is to say, for a transaction:
When there are no vacancies,
The daily mark-to-market balance of this contract = cumulative position gains and losses from the opening date to the current day = floating gains and losses at the time of settlement of this contract.
The balance of the hedging date of this contract = 0.
When closing the position,
The daily mark-to-market balance of this contract = cumulative position gains and losses from the opening date to the previous day+closing gains and losses on that day = hedging closing gains and losses of this contract one by one.
Balance of the transaction hedging date of the Contract = closing profit and loss of the transaction hedging date = floating profit and loss at the closing.
Floating profit and loss at the time of settlement of this contract = 0
Therefore,
Daily settlement balance = daily balance of separate hedging+floating profit and loss at settlement.
It can be seen that the two settlement methods are only different in profit and loss calculation methods, and do not affect the amounts or figures of parameters such as deposit and withdrawal, handling fees, customer rights and interests, pledge, margin occupation, available funds, additional margin and risk degree.
: the settlement method of marking the market day by day and hedging one by one.
First, mark the market every day.
1. Closing profit and loss (mark to market day by day) = average profit and loss of current warehouse+average profit and loss of historical warehouse.
(1) Profit and loss of opening positions on that day = difference between opening price and closing price on that day × number of lots× trading unit.
(2) Historical warehouse profit and loss = the difference between the closing price and yesterday's settlement price × lots × trading units.
2. Position profit and loss (mark to market day by day) = position profit and loss of the day+historical position profit and loss.
(1) Profit and loss on the day of holding position = difference between settlement price and opening price on the day × number of lots× trading unit.
(2) Historical warehouse profit and loss = the difference between the settlement price of the current day and the settlement price of yesterday × the number of lots× the trading unit.
3. Profit and loss of the day = liquidation profit and loss (marked to market on a daily basis)+position profit and loss (marked to market on a daily basis)
4. The balance of the day (marked to market day by day) = the balance of the previous day (marked to market day by day)+the total volume of the day+the profit and loss of the day-the handling fee of the day.
5. Customer's rights and interests = balance of the day (mark to market day by day)
Second, hedge one by one.
1. Closing profit and loss (hedging one by one) = difference between opening price and closing price × number of lots× trading unit.
2. Floating profit and loss = the difference between the settlement price and the opening price of the day × the number of lots × the trading unit.
3. Balance of the day (transaction hedging) = balance of the previous day (transaction hedging)+total deposits and withdrawals of the day+liquidation gains and losses (transaction hedging)-handling fee of the day.
4. Customer's equity (transaction hedging) = current balance (transaction hedging)+floating profit and loss.