How to arbitrage crude oil futures across markets

Intertemporal arbitrage mainly refers to the arbitrage of the same futures contract between contracts in different months. For example, after the listing of crude oil futures, spread arbitrage can be carried out between crude oil futures 1709 and crude oil futures 17 12. Spot arbitrage mainly refers to the arbitrage transaction between crude oil futures and spot. If arbitrage is carried out between petroleum asphalt futures and crude oil futures, it belongs to cross-species arbitrage. If arbitrage is carried out between domestic crude oil futures and international crude oil futures,

Before the listing of China's crude oil futures, some companies also carried out some arbitrage transactions or hedging operations in foreign crude oil futures markets for hedging purposes. Hedging can effectively avoid the risk of price fluctuation. For monopoly enterprises, there is no source of price risk, so hedging is of little significance. But for competitive enterprises, hedging is essential.

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