Answer: A, B, C, D

This question examines the concept and classification of futures arbitrage. Futures arbitrage refers to the trading behavior of taking advantage of the price difference changes between related markets or related contracts to conduct transactions in opposite directions on related markets or related contracts, in the hope that when the price difference changes favorably, the position will be closed at the same time to make a profit. . Arbitrage using the price difference between different contracts in the futures market is called spread arbitrage. Spread arbitrage is divided into inter-temporal arbitrage, cross-variety arbitrage and cross-market arbitrage according to the different futures contracts selected. Intertemporal arbitrage refers to buying and selling futures contracts of the same commodity and different delivery months in the same market (the same exchange) at the same time, in order to make profits by hedging these futures contracts at the same time at a favorable opportunity. Cross-variety arbitrage refers to using the price difference of futures contracts between two or three different but interrelated commodities for arbitrage, that is, buying or selling interrelated commodity futures contracts of a certain delivery month at the same time. In order to profit from hedging these contracts at the same time at a favorable opportunity. Cross-market arbitrage refers to buying (or selling) a certain commodity contract in a certain delivery month on one exchange and simultaneously selling (or buying) the same commodity contract in the same delivery month on another exchange. In order to make profits by closing the contracts in hand on two exchanges at the same time at a favorable opportunity.