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What does it mean to buy 5 and sell 9 arbitrage in futures?
Buy the May contract and sell the September contract.

For example, from the historical data, the price difference between May contract and September contract is generally around 200-2 10. If the price difference is 300 now, you can buy five and sell nine, and then sell five and buy nine when the price difference is close to 200. The risk is small and the profit is relatively stable. The only drawback is that it takes up twice the capital and the profit rate is not as direct as it is.

accept an order

The contract price is very high next month.