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Future price will show the weighted average of open long derivatives . 

For eg: 

Create few long derivative 

 

Buy

Buy

Sell

10

20

20

155

153

157

Sep-18

Sep 18

Sep 18

 if we need to  check average cost for the month of Sep-18 then Open Roll Cost screen and check the average of future long for the month of Sep - 18

In the above case  ((155*10)+(20*153))/30  and the Average Long price Should be 153.66

Weighted average will not consider the matched long. If there is balance qty for the buy after matching then the average will consider the balance qty for the weighted average.

 We can see the historical average price for a given month 


How Long historical price works.

Create a Long trade for future month

Create a Short future trade against the same and give the roll month

 Create a Long position for the next future month

 Match the buy and sell 

- To check the original spent agianst the Long -, We should consider only the open balance of Long trade.

,((172*10*37500)/100=645000 should be the original spent .

-To Find the P&L 

Sell- Buy for the matched roll month . in this case

(((158*10)-(160*10))/10)*10*37500)/100= -7500

 -To find the Find the adjusted spent

  • If P&L is -ve then Original spent + P&L
  • If P&L is positive then the Original spent - P&L
    645000+7500=652500
  • To find  the adjusted price:
    (Adjusted spent / matched qty /37500)*100
    (652500/10/37500)*100=174

 



 


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