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In my experience with DONGHUA FUTURES, one of the persistent challenges is the lack of detailed disclosure about their fee and spread structure. Their primary focus is on futures and commodities within the Chinese market rather than spot forex trading. From what I have observed and based on the information available, they do not explicitly state whether they offer fixed or variable spreads. As a trader, this omission means I am required to proceed with extra caution, especially since transparent cost structures are critical for effective risk management. Given their regulatory oversight by the China Financial Futures Exchange and the fact that they operate established trading terminals, I would expect spreads—if present—to reflect the typical characteristics found in futures markets. In these markets, spreads are often variable and dependent on underlying liquidity and market depth. During significant market volatility or around major news releases, spreads on futures contracts can widen considerably, sometimes causing slippage or less favorable execution. My professional approach in such circumstances is always conservative: I avoid over-leveraging and pay close attention to contract specifications and real-time order book data. Ultimately, without clear, public spread data from DONGHUA FUTURES, I cannot confidently specify how spreads behave under stress. I would strongly advise any prospective client to seek direct clarification regarding all transaction costs and consider possible variability during fast-moving market conditions before engaging significant capital.