First of all, the additional margin for investors is also based on the bank of the futures company's account for the investor's funds, because this is due to the strict requirements of futures trading on the time limit for fund allocation. Investors are advised to adopt a faster local deposit transfer method.
Then we must allocate our funds according to our investment plan and reasonable and effective plan, and try to avoid Man Cang operation. In particular, after the rules of dynamic settlement and immediate addition are implemented, the timeliness requirements for margin addition will be higher. Moreover, a strict stop loss should be set. Avoid unexpected losses.
The implementation of compulsory liquidation is stipulated by national laws. The implementation of compulsory liquidation is actually to ensure the safety of investors' funds in a certain sense. The following are several operating skills of forced liquidation:
When the balance of the member's settlement reserve fund is less than zero, the forced liquidation that is not replenished within the specified time is divided into the following three situations. If both members and investors exceed positions at the same time, the investors who exceed positions shall be closed first, and then the positions shall be closed according to the method of members exceeding positions.
First, when only the brokerage account defaults, the balance of settlement reserve and the closing amount of the self-operated account are used to make up for it, and then the position in the brokerage account is leveled according to certain principles;
Second, when only the proprietary account defaults, the proprietary account shall be closed in the order of the total contract positions. If the settlement reserve is still less than zero after the forced liquidation, the investors in their agency accounts will be moved;
Third, the determination of the compulsory liquidation position executed by the exchange. Positions that need to be closed by force shall be speculated first and then hedged by the exchange; Then, according to the net position loss of all investors of the member in the contract, it is determined from large to small; According to the order of the total positions of the contracts after the closing of the previous trading day, the contracts with large positions are selected as compulsory liquidation contracts.
Fourthly, when both the proprietary account and the brokerage account default, the order of forced liquidation is proprietary account first, then brokerage account. If the settlement reserve is greater than zero after forcibly closing the brokerage account position, investors will be passive.
Investors overstock, forcibly liquidate their positions; If an investor holds positions in multiple members, the member shall be selected for compulsory liquidation according to the order of the number of positions from large to small. Forced liquidation when the position exceeds the limit: when only one member has this situation, close the position in the self-operated account first, and then close the position in the brokerage account. The positions in the brokerage account shall be determined according to the ratio of the number of members who exceed the positions to the positions of members.