In addition to paying attention to the requirements of the margin system for risk control, we should also see that the margin system greatly reduces the cost of holding stock index futures contracts, and investors can use this advantage of stock index futures to optimize asset allocation. For example, if an investor buys 6,543.8+00,000 Shanghai and Shenzhen 300ETF index funds, as long as he spends about 6,543.8+05,000 to buy a first-hand stock index futures contract, it is equivalent to allocating 6,543.8+00,000 Shanghai and Shenzhen 300ETF index funds. After deducting the maintenance deposit of 350,000 yuan, investors can buy the remaining 500,000 low-risk bonds, and the final total income exceeds the simple purchase of 6,543,800 yuan. It can be seen from the above that investors will pay more attention to the fund management of futures and reduce the investment risk by correctly understanding the margin system. At the same time, investors can make full use of the asset allocation function of stock index futures, which can make investment get twice the result with half the effort