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Based on my direct experience trading with domestic futures platforms like GUOSEN FUTURES, I have found that the typical approach in these regulated Chinese futures brokers does not mirror the fixed or variable “spread” structure familiar to forex or CFD brokers. Instead, futures trading is centralized on the exchange, and what traders actually pay is the exchange-determined bid-ask spread, which naturally varies according to market liquidity and volatility, rather than being set or manipulated by the broker itself. In my trading sessions, especially during major news releases or periods of heightened uncertainty, the spread between bid and ask can widen significantly due to reduced liquidity or spikes in trading activity. This is a typical market response on exchange-driven platforms, and it means that, unlike some international brokers who may advertise fixed spreads, I never expect stable costs during volatile conditions. GUOSEN FUTURES, being under the supervision of CFFEX, cannot independently offer fixed spreads—the spreads reflect the real-time market depth of the exchange. In practice, I always approach high-impact news events with great caution, fully aware that my transaction costs can increase, and order execution may experience slippage, particularly when trading thinner or more volatile contracts. This requires a risk-averse approach in moments of major market movement.