Why do so many people question Bank of China and Bank of China, whose crude oil treasures have passed the warehouse, and pay off their debts as soon as possible?

A state-owned bank was once questioned because of its wealth management products. As a result, in 2003, the state issued a document approving the bank to engage in wealth management products. On the surface, as a wealth management product, the qualification for the establishment of BOC crude oil treasure is reasonable.

But in essence, the crude oil treasure that allows customers to buy and sell freely within a certain period of time is not much different from the American crude oil futures secretly opened by some futures companies, but the trading time is greatly shortened.

To put it simply, China Bank, like futures companies, accepts customers' orders, and then, in combination with investors' orders, places large orders on the US crude oil futures exchange.

Have the key core questions come? The amount, leverage ratio and odd number are all different. How does BOC prove to investors which ones are yours and which ones are his?

Professionals can't explain it clearly.

Since it is unclear and cannot be proved, it can be said that investors only deal with BOC. As for the order placed by BOC on the US crude oil futures exchange, it has nothing to do with customers. What's moving a position for a month? It's the bank's own business to make up the position through the position, which has nothing to do with the customer.

In this respect, BOC is actually far worse than any small futures company and not much better than casinos. Gambling in Macau casinos, when the chips are used up, they are swept out of the house, that is to say, they are not chased for compensation of three times the chips, except, of course, those who borrow usury at the gambling table.

Any futures company has a stop loss and a risk line. Anyone who plays futures knows that it is meaningless to close the position at the stop loss line. If there is no stop loss, the futures company will bear the loss until the principal loss.

Suppose, if Bank of China really helps customers to place orders on the US crude oil futures exchange one by one, and all strict computer risk control procedures for US futures trading stop immediately when the principal is not enough to reach the stop-loss line, how can standard futures orders break through the principal of the stop-loss line indefinitely?

The conclusion is obvious, it is not necessarily the problem of artificial risk control, nor is it just the problem of machine program control, but the order placed by China Bank, the amount of which far exceeds the portfolio of investors, and it has caused huge losses under the leverage of ten times and twenty times.

Investors who support crude oil treasures. I would also like to say weakly, in fact, the customer's list and the list of China Bank are basically two different things, and whoever bears the burden will bear the burden.