股指期货合约当日计算收益的公式!
Sou Hu Cai Jing·2025-08-22 10:25

Core Viewpoint - Stock index futures help reduce daily and monthly volatility in the stock market, but calculating daily returns can be challenging for novice investors [1] Group 1: Daily Profit and Loss Calculation - The daily profit and loss is calculated based on the settlement price of the day, using a specific formula that includes both buy and sell transactions as well as previous day positions [2] - An example illustrates the calculation of daily profit and loss, showing a total profit of 61,500 yuan based on a 205-point gain and a contract multiplier of 300 yuan/point [2] Group 2: Transaction Costs - Transaction costs, including fees, must be considered when calculating actual returns, as different futures companies may have varying fee structures [3][5] - The core formulas for calculating transaction costs include single-side and total transaction fees, as well as margin requirements based on contract value and margin ratios [5] Group 3: Understanding Stock Index Futures - Stock index futures are standardized contracts that allow trading based on the expected price movements of stock indices rather than direct stock transactions [6]