Futures Cash Position

It can sometimes be difficult to calculate the cash position in an account with futures due to the good faith deposit (margin) requirement and the current mark-to-market value of the futures.

Schwab

A typical daily futures statement will look like this:

The current positions page might look like this:

OPEN TRADE EQUITY is the futures value.

To find the true cash position it would be:

\[\text{Total Cash & Cash Investments} + \text{ACCOUNT VALUE AT MARKET} - \text{OPEN TRADE EQUITY} = 12602.91 + 8777.47 - 3843.50 = 17536.88\]

Interactive Brokers

The daily activity statement will have under Cash Report:

Under Open Positions the Unrealized P/L is the futures value:

To find the true cash positions it would be:

\[\text{Ending Cash Total} - \text{Futures Unrealized P/L} = 78701.25 - 10388.69 = 68312.56\]