Historical data of bitcoin contract positions

1. 1. By the time of delivery, the system will take the arithmetic mean value of BTC (LTC and other currencies) dollar index in the latest hour as the delivery price to close out all open contracts in the current week. The profit and loss after closing the position shall be added to the realized profit and loss
2. If there is still a user's strong order that can not be completed until the delivery, the position will be delivered according to the delivery price at the time of delivery, and the resulting loss will be recorded as the loss of the through position user of the contract. After the delivery of the contract in the current week and the settlement of the contract in the next week and quarter, it will be apportioned according to the full account apportionment system to make up for the losses of the customers who cross the position
3. Add the realized profit and loss of the weekly contract into the account balance, and the settlement is completed< br />4､ If there is market manipulation or market abnormality around the time of delivery and settlement, which leads to significant fluctuation of the index or abnormal allocation proportion, we may choose to postpone delivery and settlement according to the specific situation, and the specific rules will be announced
delivery time: 16:00 every Friday (UTC + 8)

2. Contract trading is a general term for the trading of bitcoin futures contracts
in June 2013, 796 exchange took the lead in developing the bitcoin weekly delivery standard Futures - t + 0 two-way trading virtual commodity barter contract (contract trading) in the bitcoin instry
the emergence of contract trading ended the previous history that bitcoin could not be short, and opened the prelude to the development and prosperity of bitcoin derivatives market

warm tips: the above information is for reference only and does not represent any suggestions

response time: December 16, 2020. Please refer to the official website of Ping An Bank for the latest business changes
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3. Er, how does he read this in Chinese? If you want to read it at noon, he means an instry

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5. Hello, position: refers to the number of non inflated commodity futures contracts that have not been hedged and delivered in kind after being bought or not sold. Also known as open contract volume or empty offer volume. The buyer and the buyer of the open position contract are equal, and the position is only the total quantity of the buyer and the buyer
risk disclosure: this information does not constitute any investment proposal. Investors should not use such information to replace their independent judgment or make decisions only based on such information. If they operate on their own, please pay attention to position control and risk control.

6. The fund fee is charged every 12 hours after the settlement of the contract at 10:00 and 22:00 every day. Only when holding a position at this time, the user needs to pay or charge the fund fee
fund fee (in US dollars) = face value * number of sheets * fund rate
if the fund rate is positive, the multi position holder will pay the fund fee to the short position holder
if the fund rate is negative, Then the short position pays the fund fee to the multi position position
fund rate = clamp (MA ((future ID spot index price) / spot index price + interst), - 0.25%, 0.25%

7. I don't know. I'll study for myself.