Futures cash return refers to the return of the relationship between futures prices and spot prices to a certain equilibrium state, which usually occurs before or near the expiration of futures contracts. Retail investors can participate in cash return transactions in the following ways:

1. Buy futures contracts: If retail investors think that the futures price is lower than the reasonable price, they can buy corresponding futures contracts in the futures market, wait for the return of the futures period and make profits.

2. Buy the spot: retail investors can also buy the corresponding commodities directly in the spot market, and sell the commodities to obtain income when the waiting period returns.

3. Arbitrage trading: retail investors can trade in the futures market and the spot market at the same time, and arbitrage by using the price difference. When there is an obvious deviation between futures and spot prices, arbitrage trading can be carried out by short selling futures and buying spot.