Abstract
Since the listing of China's treasury bond futures, the fluctuation of the Treasury bond market is more frequent, and the pricing efficiency of the Treasury bond market has attracted more and more attention. Therefore, based on the development status of the Treasury bond futures market, this paper studies and analyzes the pricing efficiency of China's treasury bond futures market through the implied repo interest rate IRR, and summarizes the targeted suggestions to improve the information efficiency and pricing ability of China's treasury bond futures market.
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