For example, when the price of a futures is 100 yuan, investors think it will fall later and go short. When futures fall to 90 yuan, selling empty orders will earn a spread of 10 yuan per lot.
Futures fluctuate greatly and are prone to short positions. Investors should pay attention to the following points when shorting:
1. Control your position, and don't conduct Man Cang operations like stock trading. You should reserve sufficient funds to deal with the risks brought by the future trend.
2. Track and observe the changes in the market in time. When the market changes in the opposite direction, close the position in time, instead of staying put or setting a stop loss.
3. When trading futures, investors should try to choose small leverage operation.
Extended data:
Futures trading is a standard contract for commodities, not the commodities themselves, because futures implement a margin mechanism. Therefore, as long as futures have a certain margin, they can buy and sell goods directly according to the needs of the contract. Short selling refers to the act of selling commodity contracts directly when the expected commodity prices fall. Because we will sell the commodity contract in a certain period of time in the future, we can only fulfill the contract before the expiration date. The performance means are hedging and delivery. Hedging refers to buying the same number of contracts and closing positions. Delivery refers to taking out unqualified goods.
The essence of futures is to sign contracts with others to buy and sell goods, so as to achieve the purpose of preserving value or making money.
If you think futures prices will go up, buy more and open positions. If it goes up, sell and close the position. Earning the difference is equal to the closing price MINUS the opening price.
If you think the sum of futures prices is falling, sell short and open positions, and buy and close positions if they fall. Earning the difference is equal to the opening price MINUS the closing price.
Short futures are generally not as well understood as long futures. Take shorting wheat as an example (the seller doesn't necessarily hold the goods when signing the sales contract) to explain the principle of shorting futures:
When you sell wheat at a price of 2000 yuan per ton, it is estimated that the price of wheat will fall. You signed a contract with the buyer in the futures market (for example), and you can sell it to him 10 ton of standard wheat at the price of 2000 yuan per ton at any time within half a year.
This is short selling. In fact, you are a futures contract that sells first-hand wheat when you open a position.
If the market price drops to 1.800 yuan per ton, you can buy 10 ton of wheat at the price of 1.800 yuan per ton and sell it to the buyer at the price of 2,000 yuan per ton to fulfill the contract (your performance bond has been returned to you). You earned (2000-1800) ×10 = 2000 yuan. Earning 2000 yuan is profit liquidation.
The buyer who signed the contract with you lost 2000 yuan (the handling fee was ignored).
In fact, during the whole operation, you only need to sell a hand of wheat in 2000 and buy it at 1800. In fact, you are not buying and selling wheat, but selling it in futures. Once you buy it, it will be very convenient.
After the futures are opened, they can close their positions at any time before the delivery date, or they can buy and sell many times on the same day (generally no handling fee is charged on the same day). If the price of wheat rises within half a year, you have no chance to buy low-priced wheat for delivery, you will be forced to buy high-priced wheat for delivery (the contract must be closed at the expiration), you will suffer losses, and the buyer who signed with you will gain benefits.
If you close your position at 2200, you will lose (2200-2000)× 10=2000 yuan.
The buyer who signed the contract with you earned 2000 yuan.
Foreign stock markets also have short-selling mechanisms. In order to avoid excessive hype, China has not launched this business.