Butterfly arbitrage of foreign exchange futures is an intertemporal arbitrage combination of bull market spread and bear market arbitrage, with * * * intermediate delivery months. The specific operation method is: traders buy (or sell) recent month contracts, sell (or buy) mid-month contracts, and buy (or sell) forward month contracts at the same time. Among them, the number of mid-month contracts is equal to the sum of the number of recent months and forward contracts. So the answer to this question is a.