China's futures industry and futures market construction benefit from the great practice of reform and opening up. Since 1988 began its theoretical exploration and 1990 began its construction, China's futures market has experienced extraordinary exploration and practice for 20 years, and has made great achievements, which has played a positive role in the national economy. Nevertheless, in terms of price, the share of China futures market in the international market is still very limited. In China's economic work, the futures industry is still a new undertaking. Among hundreds of commodities in economic life, only 17 is related to the pricing mechanism of domestic futures market. There is still a big gap between the level of innovation and development of futures market and the needs of healthy and safe development of China's economy. Many people, even our macroeconomic department and our economists, pay little attention to and study futures issues. There is often a lack of sufficient understanding and support for the innovative development of futures industry and futures market. To some extent, this is because we don't know much about the new thing of futures, and the research is not in-depth, especially the theoretical research and publicity are not enough. Therefore, it is urgent to deepen the research and publicity of futures theory, and more people need to understand, care for and support the development of futures industry.