Answers: A, B, C, D

When calculating the theoretical price of treasury bond futures, if deliverable bonds are used instead of spot prices, the formula is: Theoretical price of treasury bond futures = (can Delivery note price + capital occupation cost - interest income) / conversion factor, choose A or C; when calculating interest income, the coupon rate must be used, and when calculating occupied funds, the market interest rate must be used as the basis, choose B or D.