GB, am I right about arbitrage or potential arbitrage being the core of the control mechanism? I have always understood futures are financial instruments. They are designed to hedge the risk of holding or producing the particular resource, and or obtaining a supply of the resource in future. Speculators often take one or even both sides of the deal. Its designed to offer a type of insurance, though it is often a gamble.
The size of the implied volumes is what I am getting at here. How can the shorts supress the silver price on falling volumes of contracts?
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