Understanding Positions in Contract Trading: Realized vs. Unrealized P&L Explained

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What Is a Position in Contract Trading?

A position refers to holding a contract after a user (going long or short) decides not to execute an offsetting trade (selling or buying) of equal quantity and timing before the contract's delivery date.


Calculating Realized Profit & Loss (P&L)

Realized P&L reflects actual gains/losses when a position is closed.

Formula Breakdown:

Realized P&L = Weekly Contract P&L + Biweekly Contract P&L + Monthly Contract P&L  

For Buy (Long) Positions:

Realized P&L = (Contract Face Value / Settlement Price – Contract Face Value / Avg. Closing Price) × Closed Quantity  

Example:

For Sell (Short) Positions:

Realized P&L = (Contract Face Value / Avg. Closing Price – Contract Face Value / Settlement Price) × Closed Quantity  

Example:


Calculating Unrealized Profit & Loss

Unrealized P&L estimates potential gains/losses on open positions.

Formula Breakdown:

Unrealized P&L = Weekly Unrealized P&L + Biweekly Unrealized P&L + Monthly Unrealized P&L  

For Buy (Long) Positions:

Unrealized P&L = (Contract Value / Settlement Price – Contract Value / Latest Price) × Position Size  

Example:

For Sell (Short) Positions:

Unrealized P&L = (Contract Value / Latest Price – Contract Value / Settlement Price) × Position Size  

Key Takeaways

  1. Positions remain active until offset or delivery.
  2. Realized P&L locks in profits/losses upon closing.
  3. Unrealized P&L fluctuates with market prices.

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FAQs

Q: How often should I monitor unrealized P&L?
A: Regularly, especially in volatile markets, to decide whether to hold or close positions.

Q: Does realized P&L include fees?
A: No, this calculation focuses on trade execution. Factor in fees separately for net profit.

Q: Can unrealized P&L become negative?
A: Yes, if the market moves against your position.

Q: What’s the difference between weekly and monthly contract P&L?
A: It depends on the contract’s expiry timeline—shorter durations often have higher volatility.

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Disclaimer: Trading involves risk. Past performance doesn’t guarantee future results.


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