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In my own experience evaluating brokers, a key consideration is always the transparency and structure of their trading costs—especially the nature of their spreads. When I examined GF Futures, I noticed that they do not explicitly disclose details regarding whether they offer fixed or variable spreads. This omission is significant because, for me, understanding spread policies is vital to risk management, particularly around news-driven volatility. Since GF Futures focuses solely on futures trading and not on standard forex instruments, the spread mechanism operates differently from typical forex brokers. Futures contracts are traded on exchanges, which means pricing and spread behaviors are determined by underlying market conditions rather than the broker’s internal policy. In periods of high volatility, such as during major economic announcements, I would generally expect futures bid-ask spreads to widen, reflecting increased uncertainty and fluctuating liquidity in the market. This is consistent across reputable futures venues and is not unique to GF Futures. Given that GF Futures does not specify their spread types or average levels, I find it challenging to make precise cost projections before committing capital. For me, this lack of disclosure warrants caution—especially for traders who require predictable transaction costs. While regulatory oversight in China and Hong Kong is reassuring, the absence of transparent spread information means it’s critical to contact GF Futures directly or utilize a demo environment, if available, to closely observe live trading costs during both stable and volatile conditions before fully engaging capital. This approach ensures I protect myself from unexpected costs when the market is most active.