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If stock index futures are not bought after being sold, are they forced to buy and close positions at the delivery price on the delivery date?
No, futures are opponents' warehouses. When you sell at a certain price, someone is competing with you. He bought it at this price, so you don't have to buy it on the delivery day. When the price falls, what you earn is your opponent's money. The price went up, and your money was earned by your opponent.

Your practice also exists in the futures market. Generally, when you want to lock in profits or losses, you can open positions in reverse. This is called the locked position.

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