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告别市场18年的国债期货终于敲定了回归日程表。证监会新闻发言人8月30日表示,中国证监会批准中金所上市5年期国债期货合约9月6日上市交易。此外,中金所也于当天公布了5年期国债的期货合约。玩转国债期货国债期货的投资策略有很多,多数适合具有大资金的机构参与,个人投资者的投资策略主要是趋势性交易。国债期货是利率期货。利率走势往往会在一段时期内保持稳定,比如在刚进入降息通道后,央行不会短期又进行升息操作,可以预期一段时间内的债市牛市行情。套利:攫取无风险收益期现套利对于融券有优势的机构而言是非常好的策略。跨期套利交易是国债期货套利交易中最常见的,它是指交易者利用标的物相同但到期月份不同的期货
Farewell to the market 18-year bond futures finally finalized the return schedule. CSRC spokesman said on August 30 that the CSRC approved the listing of the 5-year Treasury bond futures listed on CICC on September 6. In addition, the same day, gold also announced the 5-year bond futures contracts. There are many investment strategies for trailing the bond futures and treasury futures. Most of them are suitable for the agencies with large funds to participate in. The investment strategy of individual investors is mainly the trend trading. Treasury futures are interest rate futures. Interest rate trends tend to remain stable for a period of time. For example, just after the interest rate cut, the central bank will not raise interest rates in the short run and can expect a bull market in the bond market for some time. Arbitrage: Snapping Risk-Free Returns Arbitrage is an excellent strategy for institutions that have the advantage of margin trading. Intertemporal arbitrage is the most common treasury bond futures arbitrage transactions, it refers to the use of traders with the same subject but different futures maturities