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If it is necessary to adjust future positions when the basis long trade enters delivery, the sooner the better. Applicable situations are (multiple choices
Basis = spot-futures × conversion coefficient

Basis bulls buy spot treasury bonds and short futures.

When the conversion coefficient is greater than 1, the ratio (the price of national debt rises) is greater than this ratio (the conversion coefficient of futures x falls), and the whole will lose money again. Therefore, it is necessary to close some short futures positions, and A is right.

D in the same way.