跨期套利股指期货远月合约价格与近月合约的价格往往有一定的价差关系,如果价差偏离一定水平,就存在跨期获取低风险收益的机会。股指期货跨期套利是在同一交易所进行同一指数、但不同交割月份的套利活动。实际上, Intertemporal arbitrage stock index futures contract prices in recent months and the recent contract prices tend to have a certain spread, if the spread deviates from a certain level, there is an opportunity to obtain low-risk benefits across the board. Intertemporal arbitrage is the same index on the same exchange, but different delivery month arbitrage activities. In fact,