I don't agree with you. In futures, the rights and obligations of the buyer and the seller are equal. What you are talking about should be options, and the rights and obligations of buyers and sellers of options are not equal. The buyer of the option only enjoys the right (requesting exercise or giving up exercise) after paying the royalty, while the seller of the option only has the obligation (when the buyer requests exercise, the seller must unconditionally execute the option). Therefore, if the market operation direction is unfavorable to the option buyer, the buyer will only lose commission at most if he does not exercise the option; However, if the market direction is favorable to the buyer, the buyer requests to exercise it, and the seller must implement it. In this sense, the seller's loss of options can be infinite. I don't know if you understand this explanation, because there is no option trading in China now, so I can't find an example to explain it to you. Specifically, you can search for "the national copper storage incident". At the same time, Liu shorted copper futures on the London Stock Exchange to maximize profits, and at the same time sold call options, resulting in huge losses.