Current location - Trademark Inquiry Complete Network - Futures platform - Futures arbitrage "short positions will make the spread bigger next month, and long positions will make the spread smaller next month". Why is this? .
Futures arbitrage "short positions will make the spread bigger next month, and long positions will make the spread smaller next month". Why is this? .
It can be understood as follows:

Short positions are moved to next month. In order to have room for shorting, it is generally hoped that the spot price will be higher.

The bulls also want more space, so they want to be closer to or lower than the spot price.

Based on this, what you said will happen.

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