Borrow 5% to buy futures in June 5438+ 10. Buy the selling futures of 65438+February. Then, when the futures to be bought expire, they will be delivered to the physical object in June+10, 5438.

Free storage 1 year, futures sold in 65438+February will expire soon and be delivered. Because 638.3/607.5- 1 = 5.07%. So after paying back the principal plus 5% interest, there is still a surplus of 0.07%.