2. Futures contract: refers to the standardized contract made by the futures exchange and agreed to deliver a certain quantity and quality of goods at a specific time and place in the future.
3. Commodity futures: futures contracts with physical objects as the subject matter.
4. Financial futures: refers to futures contracts with financial instruments as the subject matter. Financial futures trading has the general characteristics of futures trading, but compared with commodity futures, its contract subject matter is not physical goods, but financial goods, such as foreign exchange, bonds, stock indexes and so on.
5. Stock index futures: Stock index futures refer to financial futures contracts with the stock price index as the subject matter.
6. Margin: refers to the funds paid by futures traders in accordance with the prescribed standards for settlement and performance guarantee.
7. Initial deposit: The minimum performance bond that futures market traders must have in their deposits received accounts when placing an order to buy or sell futures contracts.
8. Additional margin: When the margin required by the customer is less than a certain amount, the part that the trading platform requires the customer to make up is called additional margin.
9. Delivery: refers to the process that when a futures contract expires, both parties to the transaction end the expired open contract by transferring the ownership of the goods contained in the futures contract in accordance with the rules and procedures of the futures exchange.
10. Length: or "length". The act of buying futures contracts in the belief that prices will rise.
1 1. Short: or "short". The act of lowering prices and selling futures contracts.
12. position: open position, that is, the number of futures contracts held, usually called position. For buyers, it is said to be bulls; For the seller, it is called an empty position.
13. Opening: refers to the behavior of futures traders to buy or sell and hold futures contracts.
14. Lock positions: open positions of the same or similar quantity in the opposite direction to the original trading direction, instead of closing the original position.
15. liquidation: refers to the behavior of futures traders to buy or sell futures contracts with the same variety, quantity and delivery month, but in the opposite direction, so as to liquidate their contracts.
16. Masukura: Generally speaking, it refers to an operation method of adding new positions and expanding profits under the vitality of the original positions.
17. Forced liquidation: refers to the trading behavior of traders to manipulate the futures market price by controlling the futures trading volume or monopolizing the supply of spot deliverable goods, the direct consequence of which is to make the futures market price seriously deviate from the real supply and demand price in the spot market.
18. Opening position: No matter whether buying or selling orders, as long as it is the volume of new orders entering the market.
19. Transaction amount: whether the bill is paid or sold, as long as it is the transaction amount.
20. Total positions: the total amount of open futures contracts.