Silver futures bought 300 lots, with assets of 20 million, for fear of exploding positions. The short position of silver futures refers to the loss greater than the available funds after the margin is removed from the investor's account. The remaining funds after the futures company's compulsory liquidation are the total funds MINUS your losses, and generally there is still a part left. Short position of silver futures refers to the situation that the customer's rights and interests in the investor's margin account are negative under some special circumstances. Usually, when the market changes greatly, if most of the funds in the investor's margin account are occupied by trading margin, and the trading direction is opposite to the market trend, it is easy to explode the position because of the leverage effect of margin trading. Therefore, silver futures bought 300 lots of assets of 20 million for fear of short positions.