Investors need to enter the futures contract prices of two different months at the same time when they conduct intertemporal trading, and any error will lead to intertemporal trading errors.

Intertemporal trading has hedging function, so its trading risk is lower than that of general unilateral stock index futures trading. In the intertemporal transactions of similar futures contracts in different months, the hedging effect will be more significant because of the same price trend.