What is the implication for futures pricing arbitrage mechanisms if short selling is not possible?

套利交易是指在相同品种不同合约或者不同品种存在不合理价差时进行的交易
同时建立多头 和 空头 两种头寸
做套利交易的人多 价格存在不合理价差时 比如豆油5月合约比3月合约高1000元 就卖出5月买进3月的合约 等到价差缩小 就可以有收益
同时也促进了合理价格的形成 也就是期货的发现价格功能的一个体现

short selling
1.沽空
2.卖空
3.抛空
4.卖空；沽空；抛空

如果在期货交易中无法做到套利卖空，那所谓的期货定价机制又有何意义？

If you are short selling point in the index of 10000 to ensure that nearly 1000 to the brokerage firm when the index fell to 9000 points when you buy back the positions you have earned a 100 (in a transaction cycle to pay a deposit only that: opening - holding There are - positions)
And your money is: a point in the index of 10,000 more people to buy index decreased as the loss of his 100, which 100 is your money in this transaction you will be able to get after the end of 1100.

short selling是套利卖空的意思

整句：
【如果在期货交易中无法做到套利卖空，那所谓的期货定价机制又有何意义？】

PS：我并不是经济高手
楼主可等等别的答复一起参考

卖空
是什么含义的期货定价机制，如果套利卖空是不可能的？

short selling是“空头卖出”。“期货价格空头卖出什么样的存在是并非可能吗?”