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Have two arbitrage opportunities; firstly the arbitrage between market 1 and market 2 in which can buy in market 1 and sell in market 2. The second arbitrage exists between market 2 and market 1 when the price in market 1 increases due to arbitrage 1. When the price in market 1 rises, purchasing product A in market 2 then the market price increasing in market 1 then selling product A in market 1 then receiving x - y (which is equal to z - y) from Stakeholder A. 

Thus you should buy Product A in market 2 as due to the first arbitrage, the price in market 1 will rise, thus will sell Product A in market 1 then wait until the pre-specified time in the future to receive x-y from Stakeholder A. However, given this arbitrage is present, the value of Product A in market 2 should increase as the value of product A in market 1 increases. This should hold in order to eradicate the second arbitrage. Thus you should be able to trade product A in Market 2.  

Just one more question:

So how much would product A be worth? What is the maximum price one should pay for Product A?