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Spread Desk / Running P/L
What the position is worth

What the position is worth

Between opening a position and settling it, the market is re-quoted as events happen, and the account shows a number that changes with it. That number is not money yet. Understanding exactly what it measures is what stops a running profit being treated as a balance.

Direct answerAn open position is marked at the price it would take to close it — for a buy, the current sell price of the pair. That marking is unrealised: it reduces or increases the account's equity, it moves the margin cushion, and it is not withdrawable. Money becomes real only when the position is closed or settled.

Three states of the same money

One buy at 29, £2 per point, followed through the life of a market
StateWhat the number is calculated fromWhat you can do with it
Opening exposureThe money per point, multiplied across the range the market might runNothing. It is a measure of size, not of loss.
Unrealised P/LThe current pair's closing side minus your entry, times the money per pointNothing directly. It changes equity and the margin cushion, and it can disappear in one re-quote.
Realised P/LThe actual close or the final make-up, once it is appliedIt lands in the cash balance, subject to the firm's settlement process — see settlement.

Why the mark uses the other side of the price

A buy is closed by selling, and a sell is closed by buying, so the mark has to use the side a closing trade would take rather than the middle of the pair. That is deliberately the worse of the two prices, and it is why an open position always shows a slightly worse figure than a reader's back-of-the-envelope calculation from the mid.

bought at 29 · £2 per point · the market is now quoted 34–37
mid = (34 + 37) ÷ 2 = 35.5 → a naive calculation would show (35.5 − 29) × £2 = +£13
closing means selling at 34 → the mark is (34 − 29) × £2 = +£10
the difference, 1.5 points = £3, is the half of the spread that has not yet been paid

later, quoted 19–22 → the mark is (19 − 29) × £2 = −£20
and if the index settles at 29, the realised figure is (29 − 29) × £2 = £0

Notice the last two lines together. A position can be marked at a loss of £20 and still realise nothing, because settlement uses the make-up rather than the price that was on offer at the time. The mark is a snapshot of a market's opinion, not a bill.

What the account's equity figure contains

Most firms present the account as a small block of figures, and the relationships between them are worth knowing because they decide everything on the margin page.

Illustrative account presentation of the shape firms use
LineWhat it is
Cash balanceMoney deposited, plus realised profit, less realised loss, less any financing charge already taken.
Open position valueThe sum of the unrealised marks of every open position on the closing side of each pair.
EquityCash balance plus open position value. This is the figure a margin requirement is measured against.
Margin requirementThe deposit the firm's model demands for the positions currently open — set per market, and covered in detail on margin, calls and stops.
Available fundsEquity less the margin requirement. What can be opened or taken out, subject to the firm's withdrawal rules.

A rising open position value therefore increases available funds without putting any cash in the account, and a falling one reduces them without taking any out. That is the whole mechanism of a margin call, before any of the detail: a mark moving against a position eats into the deposit that is keeping the position open.

Three things a running profit is not

Read this before the rest

It is not a balance. An unrealised gain can be withdrawn only by closing the position that produces it, which changes the position. It is not a prediction. A market can be marked at a large profit for eighty-nine minutes and be worth nothing at the final make-up. It is not a reason to increase size. Adding to a position that is already showing a mark multiplies both the requirement and the distance to a margin call; the desk describes the mechanism and does not endorse the manoeuvre. Firms' own terms also typically allow positions to be closed and to restrict or refuse new ones, which is dealt with on the margin page.

The link below is a disclosed sponsored link and the only commercial element on this page. Nothing about an operator is being recommended, and a running profit on any market is not a claim this site makes or supports.

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