2. The external market effectively hedges domestic market risks and provides cross-market arbitrage opportunities. (If there is an overnight position in the domestic futures market, the risk of shorting the next day is inevitable, but it can be avoided by appropriately hedging the varieties corresponding to the external market at night, so as to avoid the loss caused by shorting the next day in the opposite direction, ensure the maximization of income and minimize the risk. )
3. The outer disk is the global pricing center with authoritative price. External commodity futures are hedged by a large number of spot traders, unlike domestic futures, which are purely speculative markets.
4. There are a variety of foreign transactions, covering more than one variety of world-renowned exchanges 100, such as crude oil, which can be traded as the first variety of futures.
5. There is no price limit in the external market, and the price trend is continuous, so there is no gap risk.
6. External leverage 10-25 times, which is 7- 15 times higher than that of domestic futures.
7. The external trading volume is huge, the mature trading market and trading mechanism are highly liquid, the market capacity is large, and there is no control over the market (there is basically no price change when hundreds of millions of funds are invested in the same variety).