If the futures price is higher than the spot price and higher than the position fee, sell the futures, buy the spot, expire and deliver with the bought spot. The difference between futures and spot minus the spot position fee is your profit.

If the price difference between futures and spot is much lower than the position fee, buy futures and sell spot. At maturity, the previously sold spot will be supplemented by the delivered spot. However, this method is generally not feasible because the spot market lacks a short-selling mechanism.