And hedging is hedging, which requires two markets (spot and another market).
Take your example. Party A and Party B agree to treat apples with 10 yuan at the end of the month. First of all, A only needs to consider that 10 yuan is profitable in selling apples. He can sell it at the price of 10 yuan, and Apple will definitely make a profit without hedging.
Only in this case, Party A and Party B agreed that Party A would sell an apple to Party B at the market price at the end of the month. For example, the apple cost of A is 8 yuan. A is worried that the price of apples will drop too much at the end of the month (it will be a loss if it falls to 7 yuan), but now the market price (spot price and futures price change in the same direction) is 9 yuan, and he needs to make a profit, so he first sells 1 apple in the futures market (A sells 1 apple in the futures market, while C in the futures market thinks that apples will increase in price at the end of the month, so he buys/kloc-0 of A).
At the end of the month, the market price of Apple was in 7 yuan, so: B earned 2 yuan; C accompanied 2 yuan; A earned 1 yuan (spot accompanied 2 yuan, and futures earned 2 yuan).
At the end of the month, the price of apples was 1 1 yuan, so: B lost 2 yuan C and earned 2 yuan A: earned 1 yuan (the spot was transferred to 2 yuan, and the futures lost 2 yuan).
As far as the result is concerned, hedging is to ensure that A can get the income of 1 yuan, which can avoid the fear risk (the price of apple falls to the cost price), but it also loses the opportunity to get additional income (the price of apple rises).
Therefore, hedging can only be operated by enterprises with spot background.