commodity future contract

基本解釋

A future is a contract to deliver or accept delivery of a specific quantity of a commodity by a certain date.
期貨就是一個(gè)合約，這份合約規(guī)定在未來(lái)的確定日期交割確定數(shù)量的商品。
The prompt sale is the standardization the legal restraint and stipulated that will finalize some specific commodity contract in future some time and the place.
期貨交易是標(biāo)準(zhǔn)化的受法律約束的并載明在將來(lái)某一時(shí)間和地點(diǎn)交割某一特定商品的合約。
The future contract which was born under the modern economic system, by its price discovery function and the circumvention risk function, occupies the main superiority in the commodity exchange.
現(xiàn)代經(jīng)濟(jì)體系下誕生的期貨合約，以其價(jià)格發(fā)現(xiàn)功能和規(guī)避風(fēng)險(xiǎn)功能，在商品交易上占據(jù)主要優(yōu)勢(shì)。
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When backwardation happens, the future contracts of a commodity are actually priced lower than the price of the current month contract at the time of sale, and the investor (or ETF) can benefit by selling the current month high and buying the next month lower.
FORBES: Are Your Commodity ETFs On The Right Track?