The margin ratio of futures trading is generally between 10%-20%. For example, take the margin of 10% as an example. In the spot market, there are 65438+ million commodities, while in the futures market, you only need 100 to own the forward contract of 65438+ million commodities.
If the price of this 65438+ million commodity rises to 1 10000.
In the spot market, you invested 654.38+million yuan and earned 654.38+million yuan. The return on capital is 65,438+00%.
In the futures market, your investment is 1 1,000 yuan and your profit is 1 1,000 yuan. The return on capital is 65,438+0,000%.
The leverage of futures margin magnifies profits or risks.
Hedging means that futures trading is a two-way transaction.
Futures can be bought first and then sold, or sold first and then bought.
Through analysis, if you think the market is bullish, you can buy and open positions first, and then sell and close positions after the market rises to complete a set of transactions.
Be bullish-buy and open positions-sell and close positions.
Through analysis, if you think the market is bearish, you can sell and open the position first, and then buy and close the position after the market falls to complete a set of transactions.
Sell and open positions buy and close positions.
The leverage mechanism is actually the margin system.
Debt-free settlement on the same day: futures trading adopts the daily settlement system, that is, when you don't hedge the settlement bill on the same day, you will settle it at your entry price and settlement price on the same day, and the floating profit or loss will be credited to your account or set aside on the same day.