Arbitrage is a kind of trading behavior that benefits from the price difference between futures, spot and futures contracts, and plays a very important role in promoting the function of futures market and improving market efficiency. When the market is active, the price difference between contracts is fierce, so we can seize these opportunities to carry out arbitrage operations and win low-risk or even risk-free benefits. Arbitrage is a more stable investment method compared with speculation, and intertemporal arbitrage is a way to obtain income through the price difference between contracts in different months, which can effectively avoid the risk of sharp fluctuations in the price of a single futures contract.

The specific method is to be long in one month and short in one month.