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A calculation problem of futures arbitrage
Because this issue does not consider the margin problem of futures contracts, if the margin problem is considered, then some of the current cash flow will flow out.

The cash flow expenditure after 6 months is due to the due delivery of futures contracts. Now, if you buy a futures contract for delivery after 6 months at 1422, you must pay 1422 to buy the index when it expires, and then make up the short index.

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