Grain enterprises, food processing plants and oil plants can make better use of futures to manage purchase and sale, thus improving their operating profits. Grain depot operators can use agricultural products futures to provide customers with various flexible sales methods, thus occupying a competitive advantage. When storing crops, farms can use the futures market to lock in the ideal selling price. Feed enterprises can use agricultural products futures to limit the maximum purchase price to avoid the impact of rising feed raw materials or feed prices. Any enterprise related to the production and operation of agricultural products can use the agricultural products futures of big trading companies to control costs and increase income. Of course, in addition to hedging, futures contracts also have the function of risk speculation, and various futures contracts with different risks can provide investors with profit opportunities. In a market economy, producers and operators make business decisions according to the price signals provided by the market. The authenticity and accuracy of price signals directly affect the correctness of their business decisions, and then affect their business benefits. Since the emergence of futures trading, people have found that the price function has gradually become an important economic function of the futures market. The so-called price discovery function refers to the futures price formed by futures trading in an open, fair, efficient and competitive futures market, which has the characteristics of authenticity, predictability, continuity and authority, and can truly reflect the trend of future commodity price changes.