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According to the “Measures of the China Financial Futures Exchange (CFFEX) on Administration of Risk Control”, forced position reducing refers to the practice in which the CFFEX automatically matches at the limit price on the very day the closing-out orders quoted at the limit price whose bargains are not struck on the very day with the clients enjoying a profit from the net position of the contract according to the open interest proportions. In other words, the quantity of positions to be closed refers to all positions whose bargains at the limit price can not be struck in the system of the CFFEX and whose existence leads to the fact that the unit net position loss of the client’s contract is not less than 10% of the settlement price on the very trading day after closing on the very trading day. If a client holds both long and short positions, his/her orders for closing of the net position shall be included in the scope of forced position reducing, with the remaining closing-out orders to be matched with the reverse positions automatically. The economic losses resulting from forced position closing shall be assumed by the members and their clients.