International Journal of Financial Management

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The Analysis of the Characteristics and the Reasons of China Treasury Bond Futures


Affiliations
1 Nan Kai University, The School of Law, China
2 Bei Jing Jiao Tong University, China Industry Security Research Center, China
3 University of Leeds, The Business School, United Kingdom
     

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Treasury bond futures basis is one of the core indicators of futures market operation quality. Identifying characteristics and causes of futures basis from an objective respect are of realistic significance for correctly understanding and improving the treasury bond futures market. Based on the analysis of China's treasury bond futures basis, the article summarizes the main factors affecting treasury bond futures basis, elaborates the market impact of characteristics of treasury bond futures spread, and then offers a proposal to improve the treasury bond futures market.

Keywords

Treasury Bond Futures, Basis, Characteristics.
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  • The Analysis of the Characteristics and the Reasons of China Treasury Bond Futures

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Authors

Ming Li
Nan Kai University, The School of Law, China
Shaofeng Yuan
Bei Jing Jiao Tong University, China Industry Security Research Center, China
Yiwen Jiang
University of Leeds, The Business School, United Kingdom

Abstract


Treasury bond futures basis is one of the core indicators of futures market operation quality. Identifying characteristics and causes of futures basis from an objective respect are of realistic significance for correctly understanding and improving the treasury bond futures market. Based on the analysis of China's treasury bond futures basis, the article summarizes the main factors affecting treasury bond futures basis, elaborates the market impact of characteristics of treasury bond futures spread, and then offers a proposal to improve the treasury bond futures market.

Keywords


Treasury Bond Futures, Basis, Characteristics.