Futures Contracts
Understand how FundStat applies the contract multiplier, daily profit or loss, margin estimate, blocked deposit, and portfolio presentation to futures positions.
Currently supported: Polish futures
This workflow applies to Polish futures contracts available in FundStat's instrument catalog. Every expiry is a separate instrument, so always choose the exact contract series shown by your broker.
How FundStat Calculates Futures
A futures contract is not treated like a share purchase. The large nominal value describes your market exposure; it is not the amount paid for the contract.
Nominal exposure
The full market exposure controlled by the position.
contracts × price × multiplier
Profit or loss
The price move is multiplied by the signed position and contract multiplier. Daily settlement is added to or removed from cash.
signed contracts × price change × multiplier
Estimated margin
The estimated cash collateral required for the open position.
nominal exposure × KDPW rate
Portfolio value
The contract itself has no stock-like holding value. Settlement profit or loss changes cash, while reserved margin stays part of cash.
cash + other holdings
Simple example
You hold 2 long contracts at 2,500 points. The multiplier is 20 and the KDPW rate is 10%.
- Nominal exposure: 2 × 2,500 × 20 = 100,000 PLN.
- Estimated margin: 100,000 PLN × 10% = 10,000 PLN.
- If the price rises by 10 points, profit is 2 × 10 × 20 = 400 PLN. A short position would lose 400 PLN on the same rise.
FundStat takes the multiplier and KDPW rate from the selected instrument; you do not enter them manually. If a deposit rate is unavailable, the margin estimate uses 10%.
Where To Read The Result
Open the Dashboard and use the Detailed table. Futures rows are marked with a Futures badge and use futures-specific values.
Detailed table
The futures-only columns explain the scale and collateral of an open position:
- Exposure (%) — nominal exposure compared with portfolio value
- Current margin — estimated collateral at the current price
- KDPW rate — the percentage used for the margin estimate
- Nominal value — contracts × current price × multiplier
Contract details
Select a futures row to open the instrument page.
The summary shows the position direction and quantity, average opening price, mark-to-market basis, current price, nominal exposure, estimated margin, realized and unrealized P&L, and daily settlement changes.
How to read Total exposure
Total exposure compares the wallet’s gross market exposure with its current value. FundStat adds the absolute nominal exposure of the futures—so both long and short positions contribute—plus the available cash shown in the regular cash row.
In this example, 75.07% + 55.84% + 53.10% + 182.97% from the futures and 50.85% from available cash = 417.83%. This is approximately 4.18× total exposure: for every PLN 100 of wallet value, the wallet has about PLN 417.83 of gross exposure.
This describes the wallet’s overall leverage, not its return. The actual effect of a market move depends on the direction and price change of each position, so the wallet will not necessarily move by exactly 4.18% when one market moves by 1%.
What “Blocked deposit” means
The Blocked deposit row separates the part of your cash estimated to be reserved as collateral for open futures positions.
- Its amount is the sum of Current margin for the open contracts in that currency.
- The regular cash row shows what remains after this reserved amount is separated.
- If the regular cash row is negative, the estimated collateral is greater than the cash available in that currency.
- Blocked deposit is not extra money and is not counted twice. The regular cash row and Blocked deposit row together make up the original cash balance; the split only makes allocation easier to understand.
In the example shown: PLN 8,988.22 in the regular cash row + PLN 8,686.98 in Blocked deposit = PLN 17,675.20 of the original cash balance.
Additional Detailed Table Settings
You can decide which futures metrics should be visible and whether positions grouped by account should start expanded.
Quick change: Dashboard → Detailed table → Columns → Futures-only columns.
Saved defaults: Settings → Display & Formatting → Dashboard → Dashboard table columns. Choose Exposure, Current margin, KDPW rate, and Nominal value under Futures-only columns.
These columns appear only when the selected portfolio view contains an open futures position. In the same Dashboard settings section, you can also choose whether grouped account records start expanded.
Closing, Rolling, And Expiry
FundStat follows the transactions you enter; it does not assume what happened to an expired contract.
- To close a position, add the opposite trade for the remaining quantity using the same contract symbol.
- To roll a position, close the expiring contract and add a separate opening trade for the new expiry. The two series are different instruments.
- If a contract remains open after its expiry date, FundStat Assistant shows an expired-contract warning. Update the history with the actual closing or settlement trade from your broker.
Need Help?
If you cannot find a contract or your position differs from the broker, send us the contract symbol and the related BUY and SELL trades. We will help you check the setup.
Contact:contact@fundstat.pl