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How to understand hedging arbitrage with financial derivatives?
(1) Period arbitrage: Period arbitrage refers to an operation mode in which the same member or investor establishes the same number of trading positions with opposite directions in different contract months of the same futures product for the purpose of earning the difference, and ends the trading by hedging or delivery. Intertemporal arbitrage is one of the most commonly used hedging profit transactions, which is divided into bull spread, bear market arbitrage and butterfly arbitrage in practice.

(2) Cross-market arbitrage: including arbitrage of the same commodity in different markets at home and abroad, spot market arbitrage, etc. ;

(3) Cross-commodity arbitrage: Arbitrage activities are mainly carried out by using the strength contrast differences between commodities with high correlation (such as substitutes, raw materials and downstream products).

2 definition

There are many kinds of hedging, which is intended to be a two-way operation. Economic hedging is to achieve the purpose of hedging. Hedging in import and export trade means that importers and exporters buy foreign currency in the foreign exchange market in order to avoid direct or indirect economic losses caused by foreign currency appreciation, and the purchase amount is equivalent to the foreign currency they need to pay for imported goods; Futures hedging refers to the behavior that customers buy (sell) a futures contract and then sell (buy) a futures contract with the same delivery month as the original variety to offset the delivery spot. Its main point is that the months are the same, the directions are opposite, and the quantity is the same.

3 differences

Arbitrage is a common sense concept in modern financial or investment textbooks. From the point of view of traders, arbitrage refers to arbitrage of the price difference of homogeneous or strongly related trading varieties with different prices; Judging from the behavior of traders, arbitrage refers to buying and selling homogeneous or strongly related trading varieties in order to avoid systemic risks, which is hedging.

In fact, there is no difference in concept between the factual basis of hedging arbitrage and the "value return" path on which value investment depends, but there is an essential difference in the way of avoiding risks.