Buying 1 hand 1ME3 copper contract in March and selling 1 hand copper contract in Shanghai Futures Exchange in March belong to cross-market arbitrage, right?

correct

Cross-market arbitrage refers to buying (or selling) a commodity contract in a certain delivery month in one exchange and selling (or buying) the same commodity contract in the same delivery month in another exchange, so as to make profits by hedging the contracts in both exchanges at the same time at a favorable opportunity.

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