I need help understanding a type of futures strategy

I need some help with futures for my finance class. I was given example where a long future is countered with a short future. However, I can’t really work out why it’s beneficial (the instructions are cursory and hazy on this). The course also doesn’t provide the name of the strategy, so I can’t look it up a better explanation on the internet. It does involve something called "basis/basic risk".

The example goes as follow: We need to purchase timber 3 months from now and the cost of carry is 5%. The current spot price is 100 dollars and the forward price 9 months from now is 103.75 euros. We purchase a 9-months futures contract to purchase wood for 103.75 euros. 3 months later we go short with a 6-months futures contract. The spot price at that momenth is 90 euros, which implies a forward price of 92.25 euros 6 months from now. We purchase timber for 90 euros. 6 months later we receive 92.25 and pay 103.75, the balance being a payment of 11.5 euros (which is the basis/basic risk). What is the use of all this? I get why, as a purchaser of a commodity, you’d hedge by purchasing a long future, as you’re certain of the price you’ll be paying. I don’t get why you’d get one with an expiry date well past the date you need the goods, why you’d counter it by shorting it and why you’d only start shorting at a later date. It seems to me you’re just adding risk, instead of removing it (as you already had certainty on what you were going to pay with the original long contract).

A link to a source where this kind of strategy is discussed or even just the name of it would already be much appreciated