This is uncertain. Whether there are arbitrage opportunities between futures contracts remains to be analyzed. First get the data, then use statistical software to analyze it, do a linear regression simulation, calculate the no-arbitrage interval, and then get whether there is arbitrage opportunity. Thirdly, it depends on the fundamentals to see whether to support the current arbitrage behavior. Finally found the breakthrough point. Arbitrage is not just about buying near and selling far, or selling near and buying far. It needs a lot of data support. In fact, arbitrage opportunities do not occur frequently, and arbitrage requires long-term tracking and observation of data.