Hedging arbitrage generally refers to participants in the futures market taking advantage of the price differences between different months, different markets, and different commodities to buy and sell two different types of futures contracts at the same time to obtain risk profits. trading behavior. It is a special way of futures speculation, which enriches and develops the content of futures speculation, and makes futures speculation not only limited to the horizontal changes in the absolute price of futures contracts, but also to the horizontal changes in the relative prices of futures contracts. Nagarjuna Foreign Exchange reminds you that hedging is risky and investment needs to be cautious.

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