Case: LME-SHFE Dislocation

A temporary policy and logistics mismatch widened LME-SHFE basis, creating selective arbitrage opportunities.

Key Takeaways

  • Policy friction can slow arbitrage closure.
  • Basis dislocations are often multi-factor, not purely directional.
  • Execution feasibility matters as much as headline spread size.

References

Last reviewed: 2026-03-21