The arbitrage of commodity futures depends on whether it is within the same variety or across varieties. If it is the same variety, every price fluctuation is to multiply the commodity futures unit by the price with the smallest change. For example, if you buy sugar futures in May and sell arbitrage in September, your profit and loss will be 10 yuan. Cross-species needs to be calculated separately, and profits and losses can be added together. It is also possible that the set is wrong, and both sides lose. I recommend you to do the same kind of arbitrage. What price difference is reasonable needs your long-term observation and experience. If there is arbitrage, we should consider the cost of handling fees and the efficiency of capital utilization. You can Baidu, there are articles related to arbitrage. I hope it helps you.