A financial arbitrage specialist at an international banking institution observes the pricing of a specific financial asset and its corresponding futures agreements. The current price of the asset is USD 1,000. The futures agreements for this asset are valued at USD 1,020 for a 1-year term and USD 1,045 for a 2-year term. It is also given that there will be no cash flows from the asset over the next two years. Additionally, the term structure of risk-free interest rates is flat at 2% per annum.

Given this information, what would be a suitable arbitrage strategy in this scenario?