1, long when the price is 40000, 1 The biggest loss of copper is that when the copper price falls to 0, the biggest loss = 40000 * 5 tons = 200000.
2. Short when the price is 40,000. If the copper price rises to 208,700, the deposit is not enough to open 1 lot. At this time, the loss is (208,700-opening price is 40,000) *5 tons = 843,500. At this time 1 hand needs a deposit of 208700 * 5 *15% =156525, and the loss is 843500+ 156525. 1 10,000, which is broken at this time. The specific algorithm is as follows:
Suppose the latest price is m, 1 lot loss or profit =(m- opening price of 40,000) * 5 tons per lot.
At this time, the required margin = the latest price m* 5 tons per unit * margin rate 15%.
Loss+current 1 required margin >; 1 10,000 hours.
(m-40,000) * 5t+m * 5t */kloc m-40/5% > 1 10,000, the latest price is obtained after calculation, and m> is about RMB 208,695,650. At this time, the short position was broken. According to the minimum changing price of copper 10 yuan, 208700 is an empty position.
Note: The above calculation does not consider the handling fee.
Answer supplementary questions:
1, 40,000 lots become 1 lot, and the average opening price is 40,000 lots. When it drops to 30,000 lots, the average opening price is (4+3*2 lots) /3 lots = about 33,333.33.
Calculation method of forced mitigation point:
Assuming that the latest price is m, loss+margin required for holding positions >; Total funds, at this time need to be forced to lighten up, that is:
When the short price rises: (m- opening price) * unit quantity per hand * lots +m* unit quantity per hand * margin rate * lots > total funds.
When the price falls: (opening price -m)* unit quantity per lot * lots +m* unit quantity per lot * margin rate * lots > total funds.
Calculation method of limit explosion point;
Short position means that the current total equity is less than 1 lot, so the short position can be calculated according to the above method. When the position is closed to only 1 lot:
When the short price rises: (m- opening price) * unit quantity per hand +m* unit quantity per hand * margin rate > total funds.
When the price falls: (opening price -m)* unit quantity per hand +m* unit quantity per hand * margin rate > total funds.
2. The proportion of total funds occupied by positions refers to the amount of funds occupied when opening positions. That is, the first position is 40,000 yuan, and 10% means 10% of the initial funds, and the position will be opened after a loss of 30,000 yuan. At this time, 10% refers to 10% of the total funds after a loss of 40,000.
If someone says that he has a 20% position, it means that he used 20% of the total funds when he opened the position.
3. Adding positions when profits rise refers to adding positions with floating profits, that is, opening positions with previous profits;
When the loss rises, jiacang refers to the diluted cost.
On the contrary, the same is true of falling and adding positions.