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Suppose two futures exchanges, A and B, trade copper, aluminum, zinc, lead and other futures at the same time, and the following operations belong to cross-market arbitrage ().
A: A.

Cross-market arbitrage, also known as 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 hedge the contracts held by two exchanges at the same time at a favorable opportunity to make a profit.