Realized Revaluation of Open Positions

As part of this running, this process the system will equal the Holding Cost of the portfolio to the Current Market Price and account for the Realized Gain or Loss.

Table 9-4 Event Code - Description

Event Code	Description
ERVL	Revaluation of Long Position
ERVS	Revaluation of Short Position

Let us extend the above example and see what happens when Realized Revaluation is done for all Open Positions in Futures:

Table 9-5 Existing Positions

Field	Value
Opening Position for the day	10 Contracts Long
Last Market Price	230 USD for 10 contracts.
Deals for the Day	2 Contracts Long at 25 USD/Contract

Table 9-6 Result

Field	Value
Result of Settlement Process	12 Contracts at 280 USD
Average Cost of Holding	9280/12) = 23.33 USD
New Price per Contract	25 USD
Revaluation Gain	1.67 USD per contract = 20.04 for 12 contracts.
New Holding Cost	25 USD per contract * 12 contracts = 300 USD.