The meaning of soybean futures arbitrage is this: the arbitrage scheme that soybean futures can make is cross-contract and cross-commodity. The so-called cross-contract, in fact, is the same as inter-period arbitrage. For example, if you do soybean futures, do a short contract month, and then do a long contract month, because it is the same variety, but there is a price difference between contracts, you can make a profit by using the price difference.