期现套利利用股指期货与现货 ETF 价格差。

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            当期货价格与现货 ETF 价格偏离程度过大，可通过买卖期货合约和 ETF 进行套利。