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Do I have to pay an extra day's storage fee for every extra day I hold futures?
No need!

1, futures have a short-selling mechanism, in other words, even if you don't have the goods, you can sell them with a certain margin. Without goods, there is no storage fee!

2. As a spot enterprise, if you intend to deliver your goods moderately through the futures market, you need to pay the storage fee from the moment your goods enter the delivery warehouse. The standard provides otherwise. See the delivery rules of the three major exchanges for details.