In the futures market, traders can pay a small amount of money according to a certain proportion of the price of futures contracts as financial guarantee for the performance of futures contracts and participate in the trading of futures contracts. This kind of money is the futures margin. Futures trading margin plays an important role in ensuring the normal operation of the futures market. The implementation of (1) margin trading system reduces the cost of futures trading, enables traders to engage in 100% forward trading with 5% margin, exerts the leverage of futures trading funds and promotes the hedging function. (2) Futures trading margin provides financial guarantee for the performance of futures contracts. The margin system can ensure that every transaction and every position in all accounts has funds that are suitable for the risks faced, and the profits and losses that occur in the transaction are constantly dealt with accordingly, thus putting an end to the debt phenomenon. Therefore, the strict implementation of this system provides a safe and reliable guarantee for the performance of futures contracts. (3) Margin is an important means for the exchange to control the scale of speculation. Speculators and speculative activities are the lubricants of the futures market, but excessive speculation will increase the risk of midfield and be conducive to the stable operation of the futures money market. When speculation is excessive, the market cost can be increased by raising the margin, thus curbing speculation and controlling the scale and risk of the transaction. On the contrary, when the futures market is depressed and the trading scale is too small, we can attract more market participants and enliven the trading atmosphere by appropriately lowering the margin.