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7月初，某套利者在国内市场买入9月份天然橡胶期货合约的同时，卖出11月份天然橡胶期货合约，成交价分别为28175元／吨和28550元／吨。7月中旬，该套利者同时将上述合约对冲平仓，成交价格分别为292

11 查阅

A、盈利75元／吨

B、亏损75元／吨

C、盈利25元／吨

D、亏损25元／吨

参考答案:

A

9月份天然橡胶期货盈利=29250-28175=1075(元／吨)；11月份天然橡胶期货盈利=28550-29550=-1000(元／吨)，所以盈利为75元／吨。

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