Current location - Trademark Inquiry Complete Network - Futures platform - An example of stock index futures hedging
An example of stock index futures hedging
1, the position is the holding amount.

2. The spot closing price in September/the spot quotation in July/March 1 = the position appreciation rate from March1to September 17.

1100,000 yuan * position appreciation = position value on September 17.

3.9 futures settlement price 17 = September spot closing price17 = not mentioned.

March spot quotation 1 = 3324 March spot quotation1= Not mentioned.