Position funds: total funds * (x%-y%); Single maximum allowable loss

First-hand opening price: (current price * trading unit * deposit)+handling fee; Default number of lots (maximum opening position): holding money/first-hand opening price;

Maximum stop loss point of each transaction: maximum allowable loss/number of positions opened/trading unit/minimum price change; The value of a price fluctuation of futures varieties: minimum fluctuation price * trading unit * number of positions opened;

Commodity futures is the weighted average of all-day trading prices, that is, the price of each transaction multiplied by the number of lots, plus the value of the whole day. The commodity variety, trading unit, contract month, margin, quantity, quality, grade, delivery time and delivery place of futures contracts are all established and standardized, and the only variable is price. The standards of futures contracts are usually designed by futures exchanges and listed by national regulatory agencies.