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An example of corn futures arbitrage
Such as corn 1 109 contract and 120 1 contract.

Today's closing price 1 109 minus 120 1 is -9.

I judge that the difference will change from -9 to a positive number, such as +5.

Then I will buy corn 1 109 and short corn 120 1.

It is reasonable for me to change the price difference from negative to positive.

If you reach the expected plus 5, you will earn 5+9= 14, and after deducting the handling fee, you will earn about 10.

At the same time, it will make liquidation profits.