The principle of hedging is that although the fluctuation range of futures price and spot price is not exactly the same, the changing trend is basically the same, so when the spot price rises, the futures price will also rise. So you can hedge in this way. The basic feature of hedging is that the same commodity is bought and sold in the spot market and futures market at the same time, that is, at the same time of buying or selling the real thing, the same amount of futures is sold or bought in the futures market. After a period of time, when the price changes make the spot trading profit or loss, the losses in the futures trading can be offset or compensated. Therefore, hedging mechanisms are established between "now" and "period" and between short-term and long-term to minimize price risk. For example, it is expected that the spot price of soybeans will fall in the future, so we will buy short soybean futures contracts in the futures market. If soybeans really fall in the future, we will hedge them. Although the trend of the futures market and the spot market is the same, the futures market is not the same as the spot market, and it will be affected by some other factors. Therefore, the fluctuation time and range of futures prices are not necessarily the same as spot prices. Therefore, when investors hedge, the future futures price or spot price will follow the direction of judgment, and the hedger will gain additional profits and generate small losses when offsetting the gains and losses.