Arbitrage of stock index futures refers to the behavior of taking advantage of the unreasonable price of stock index futures market, participating in the trading of stock index futures and stock spot market at the same time, or trading stock index contracts with different maturities and different (but similar) categories at the same time to earn the difference. Stock index futures arbitrage is also divided into spot arbitrage, intertemporal arbitrage, cross-market arbitrage and cross-variety arbitrage. Arbitrage of stock index futures refers to taking advantage of the unreasonable price of stock index futures market and participating in stock index futures and stock spot at the same time. Trading on the floor, or trading different (but similar) types of stock index contracts at the same time to earn the difference. Stock index futures arbitrage is also divided into spot arbitrage, intertemporal arbitrage, cross-market arbitrage and cross-variety arbitrage. Comparison between stock index futures arbitrage and commodity arbitrage Generally speaking, stock index futures arbitrage and commodity arbitrage are both a type of futures arbitrage trading, and their principle is to conduct bilateral transactions in an abnormal market price relationship to obtain a low-risk price difference.

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