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Open trade equity (OTE)

The unrealised profit or loss on open futures positions, which in futures is credited or debited in cash every night rather than sitting as a paper number.

Because futures are marked to market daily, the distinction between realised and unrealised is much softer than in stocks. Today's open profit is actual cash swept into your account overnight, and it is usable as margin for new positions.

That has two consequences. Unrealised gains fund further leverage, which is how positions grow quietly. And unrealised losses are real cash leaving the account, which is why a losing futures position can trigger a call long before the trade is closed.

Example: long 2 gold contracts from $2,380, market at $2,404. OTE = 24 x 100 oz x 2 = $4,800 credited that night. Account equity rises by $4,800 and, at $12,000 margin per contract, that is enough excess to add a third contract without depositing anything.

Related: mark-to-market, variation-margin, excess-equity, daily-settlement, futures-margin-call

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Margin and leverageA small deposit controlling a much larger position, and the point at which losses trigger a margin call.Position you controlnotional value $100,000your margin deposit: $5,000$100,000 / $5,000 = 20:1 leverageYour deposit absorbs every dollar of loss$5,000$2,500$0Equity leftMARGIN CALLequity has fallen to $2,5000%1%2%2.5%3%4%5%How far the price moves against you
Margin and leverage. A $5,000 deposit can control a $100,000 position, which is 20:1 leverage. Because the loss is measured on the full $100,000, a 2.5% move against you halves the deposit and brings a margin call, and a 5% move uses all of it.
Payoff of a long call at expiryA flat loss equal to the premium below the strike, turning upward at 45 degrees above it.Profit / loss per share08595115125Strike 105Max loss 3 — the premium paidBreakeven 108Profit keeps growingUnderlying price at expiry
Buying a call: payoff at expiry. A 105-strike call bought for 3 loses that whole 3 if the price finishes at or below 105, breaks even at 108, then gains a dollar for every dollar higher. The loss is capped at the premium; the upside is not capped.

Educational only, not advice. Spotted an error? Post in Site Feedback.