Net settlement of futures refers to the actual cash settlement of the difference between long contracts and short contracts when futures contracts expire. Specifically, if the contract price held by the bulls is higher than the expiration price, the bulls will pay the difference; If the price is lower than the due price, the short seller will pay the difference. This settlement method is the basis of futures trading.

As an important concept in futures trading, futures net settlement is of great significance to investors' risk management and capital control. Investors can avoid the risks caused by the fluctuation of futures prices through appropriate futures netting operations, so as to control investment risks. In addition, futures net settlement can also help investors achieve optimal returns in the use of funds.

Generally speaking, futures net settlement is an important concept that must be learned in futures trading. Investors should understand the principle and operation method of futures net settlement, so as to better manage their investment risks and obtain greater benefits. Of course, investors should also formulate corresponding futures netting strategies according to their investment objectives and risk preferences.