计算范围

范例 (一):差价合约期货交易

第一天

WTI 轻质原油价位 $106.11以 $106.11作空 8 手期货合约

开盘价 =
8 X 1000 (合约量) X $106.11 = $848,880.00
保证金需求 (成本支出) =
$848,880.00 X 5% = $42,444.00

第二天

WTI 轻质原油价位下跌至 $105.20 以 $105.20 平仓 8 手期货合约

收盘价 =
8 X 1000 (合约量) X $105.20 = $841,600.00

损益 =
收益–汇率/期货经纪商费用 (卖出及买入)
= ($848,880.00 - $841,600.00) – ($15x2)
= $7,250.00

 

范例 (二):轻质原油期货差价合约交易

第一天

WTI 轻质原油价位 $106.11 以 $106.11 作空 8 手

开盘价 =
8 (手) X 1000 (合约量) X $106.11 = $848,880.00
成本支出 (每手保证金 $1500) =
$1,500 x 8 =$12,000.00

第二天

WTI 轻质原油价位下跌至 $105.20以 $105.20 平仓 8 手

收盘价 =
8(手) X 1000 (合约量) X $105.20 = $841,600.00
损益 = 收益 + 隔夜利息
=($848,880.00 - $841,600.00) + (-$32.07)
= $7,247.93

*Note differences in capital outlay
Futures exchange = $42,444.00
CFD = $12,000.00
Rollover interest
= contract size*lots*close price* curr(USD)*long or short int./100/ 360
= 1000*8*$106.11*-1.36 /100/360
= -$32.07
 

范例 (三): 股票指数差价合约交易

第一天

标准普尔 500 指数价位 1,677.00以 1,677.00 买进5手

开盘价 =
5 手 X 50 (合约量) X 1,677.00 = $419,250.00
成本支出 (每手保证金$1500) =
$1,500 x 5 = $7,500

第二天

标准普尔 500 指数上涨至 1,686.20以 1,686.20 平仓 5 手

收盘价 =
5 手 X 1 合约量 X 1,686.20 = $8,431.00
损益 = 收益 + 隔夜利息 =
= ($8,431.00 - $8,385.00) + (-$0.38)
= $45.62

Rollover interest
= contract size*lots*close price* curr(USD)*long or short int./100/ 360
= 1*5*$1,677.00*-1.63/100/360
= -$0.38

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