The self-trading behavior of multiple futures is a kind of behavior of continuous trading or self-trading with oneself as the trading object. Five times of self-trading of stock index futures refers to the number of self-trading of a contract by customers in a single day, which constitutes an abnormal trading behavior of self-buying and self-selling for many times. Futures are the subject matter of future trading, settlement or delivery. The subject matter can be commodities, such as gold, crude oil, agricultural products or financial instruments.