Cross-variety arbitrage refers to arbitrage by using the price difference of futures contracts between two or three different but interrelated commodities, that is, buying or selling interrelated commodity futures contracts at the same time in a certain delivery month, in order to hedge and close these contracts at the same time at a favorable opportunity. Cross-variety arbitrage can be divided into two situations: one is arbitrage between related commodities; The second is the arbitrage between raw materials and finished products.