摘要
2013年9月,中国10年期国债期货时隔18年后重新上市,标志着中国利率期货迈入新纪元。之后几年国债期货发展非常迅速,2年期、5年期和10年期国债期货品种先后上市,期限结构不断完善,期货对现货的引导作用逐步显现,国债期货套利研究成为学术界的热点问题,本文在前人研究的基础上,主要从国债期货历史、期现套利原理等方面进行进一步研究。
In September 2013,10-year Treasury Bond Futures were re listed after 18 years,marking a new era for interest rate futures.In the following years,the development of Treasury Bond Futures has been very rapid.Five-year and two-year Treasury Bond Futures have been listed successively,the term structure has been gradually improved,the guiding role of futures on the spot has gradually emerged,and the research on Treasury Bond Futures arbitrage has become a hot issue in the academic community.Based on the previous research,this paper mainly studies the history of treasury bond futures,the principle of treasury bond futures arbitrage.
作者
于永瑞
刘承智
YU Yong-rui;LIU Cheng-zhi(School of Accounting,Shaoyang University,422000,Shaoyang,Hunan,China;School of Management Shandong,University,250000 Jinan,Shandong,China)
出处
《特区经济》
2020年第9期87-90,共4页
Special Zone Economy
