At the same time, it is also a kind of selling hedging transaction. Buying hedging is called multi-hedging, that is, buying futures in the futures market and using the long futures market to ensure short positions in the spot market to avoid the risk of rising prices.

Generally speaking, the futures price should be higher than the spot price. When the ratio of futures price to spot price is higher than the risk-free arbitrage range, forward arbitrage strategy can be adopted, that is, buying spot and selling futures.