1. When the interest rate sensitivity gap is positive, if the expected interest rate falls, it will have a negative impact on banks, and you can buy treasury bonds futures; When the interest rate falls, the positive gap of banks will cause losses, while the futures price of government bonds will rise, thus hedging the risk of interest rate sensitivity gap.

2. When the interest rate sensitivity gap is negative and the expected interest rate rises, it will have a negative impact on the bank, and you can short the treasury bond futures; When the interest rate rises, the negative gap of banks will cause losses, and the futures price of government bonds will fall, thus achieving the purpose of hedging.