Foreign exchange futures arbitrage refers to the abnormal fluctuation of traders according to the theoretical spread between different markets, maturities or currencies. Buy or sell two related foreign exchange futures contracts at the same time, in order to change the spread in a favorable direction, and at the same time hedge and close the contracts in hand, thus making a profit. The arbitrage forms of foreign exchange futures are basically the same as commodity futures, which can be divided into spot arbitrage, intertemporal arbitrage, cross-market arbitrage and cross-currency arbitrage. Option ABCD is the content of foreign exchange futures arbitrage. So the answer to this question is ABCD.