There is a big difference between spot and futures prices. Someone buys a lot of cash, then sells it short in the futures market and finally delivers it? Why did he make a lot of money?

This should be called bear market arbitrage, not hedging.

When the market is over-speculative, when the futures price is too high and the spot price is too low, traders short in the futures market and buy in the spot market. In this way, spot demand increases, prices rise, futures supply increases and prices fall. Finally, the spot price is delivered to the futures to earn the spot price difference.

This kind of arbitrage has low risk and high income.

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In the total position of futures, bears and bulls are equal, in other words, the strength of bulls and bears should be equal, so futures prices will change.

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