The simultaneous purchase ( sale ) of stock index futures and the sale ( purchase ) of some or all of the component stocks which make up the particular stock index to profit from sufficiently large intermarket spreads between the futures contract and the index itself 通过同时买卖股票指数期货和构成股票指数的部分甚至全部股票，以充分利用期货合约和股票指数之间的价差来获取利润的交易行为。
