Futures markets are used to launder money due to the leverage effect, anonymity of futures traders and high efficiency of futures trading as well as the absence of the regulation on the money laundering in futures markets. The tricks played by money launder and the characteristics of trading of money launders in futures markets were analyze. The indicators were designed to detect money laundering in futures markets based on the trading prices, profits/losses, and related party transaction,. The validity of the detection indicators and rules are confirmed by the computer simulation. The detection indicators and rules developed are usefull to improve the efficiency of regulation on the money laundering in futures markets.