Stock index futures contracts take the settlement price of the day as the basis for calculating the profit and loss of the day. The specific calculation formula is as follows: daily profit and loss = ∑ [(selling price-settlement price of the day) × selling quantity]+∑ [(settlement price of the day-buying price )× buying quantity]+(settlement price of the previous trading day-settlement price of the day) × (selling position of the previous trading day-buying position of the previous trading day). For example, an investor held a stock index futures contract 10 in the previous trading day, and the settlement price in the previous trading day was 1500 points. On that day, the investor bought 8 long positions in the contract at the transaction price of 1505, and sold 5 positions at the transaction price of 15 10. The settlement price of the day is 15 15, so the profit and loss of the day is calculated as follows:

Profit and loss of the day = (1510-1515) × 5+(15-1505 )× 8+(/)

If the contract multiplier of the contract is 300 yuan/point, the investor's profit and loss on that day is 205 points ×300 yuan/point =6 1500 yuan. In fact, it is relatively simple and familiar with the formula. Just do a few more operations. I hope I can help you.