When entering a contract it is possible to enter the Futures price as it was at the moment the deal was closed. On the contracts entry screen, this field is located on each contract delivery line next to the Futures instrument field. The field is required but it has a default value 0.00. The currency and unit of the field are assumed to be the ones specified for the Futures.
Contract Base Price in the Mark to Market and P&L Insight Excel Downloads
The Contract base price value is propagated to Mark to Market so it can be included in the Excel download and used it for analysis purposes. (Note that it is only available in the Excel download.) As opposed to the existing column Market base price for the last known futures price, the new column is called Contract base price, for the futures price as known at the time of closing the deal.
