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某日，某交易日在我国期货市场进行套利交易，同时买入10手7月玻璃期货合约(20吨/手)、卖出20手9月坂璃期货合约、买入10手11月玻璃期货合约。成交价格分别为1090元/吨、1190元/吨和1210

8 查阅

A、40000

B、4000

C、16000

D、8000

参考答案:

C

7月：(1130-1090)10=400，9月:(1190-1200)20=-200，11月:(1270-1210)10=600，净盈利利=(400-200+600)20=16000元

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