Why is there such a big difference between the main futures and the spot on the delivery date? Theoretically, the closer to the delivery date, the closer.
You don't understand this concept clearly. The main contract is a relatively active contract with a relatively large trading volume, usually 65438+May and September, excluding gold and crude oil. Futures have a delivery date, and retail investors are not allowed to trade on the delivery date. They must change their months or close their positions. The handling fee of soybean meal is two yuan a hand, without adding a penny, and the exchange will give you another 50%, about one yuan and seven cents.