Answer: A, B, C, D
Forex futures arbitrage, that is, simultaneously conducting transactions in opposite directions in foreign exchange spot and futures, that is, by selling overvalued stocks. Forex futures contracts or spot. At the same time, you can achieve profit by buying undervalued foreign exchange futures contracts or spot prices. Item A is correct. The transaction costs of foreign exchange futures mainly refer to the commissions charged by exchanges and futures brokers, the transfer fees charged by CCDC, and other expenses incurred in buying and selling futures. Item B is correct. Exchanges or futures brokers will provide different discounts, and transaction costs will be different for different investors. Item C is correct. When calculating the arbitrage-free interval, the upper limit should be obtained by the theoretical price of futures plus the transaction costs and impact costs of futures and spot: the lower limit should be obtained by the theoretical price of futures minus the transaction costs and impact costs of futures and spot. Item D is correct . Therefore, the answer to this question is ABCD.