A: The so-called hedging in futures refers to arbitrage. The specific operation principle is that the futures contract prices in different months are different. It is often the case that the contract in the far month rises sharply and the contract in the near month rises slightly, while the contract in the near month falls sharply and the contract in the far month falls slightly. According to the principle that futures can be profitable when they are short. We can do this: buy a long-term contract and a short-term contract at the same time. In this way, there is a hedge. The contract in the distant month rose by 80 points, with a profit of 800, while the contract in the recent month rose by 60 points and lost 600. 200 yuan's "handling fee is ignored" for the profit after hedging. In fact, at this time, you can also choose to leave at a profit. Hedging means that the price trend of a futures product will rise for a long time, so this operation method can be adopted. or vice versa, Dallas to the auditorium