1. Determine the face value, issue date and maturity date of the bond.
2. Find out the date and interest rate level of the last interest calculation before maturity, and determine the interest rate, interest calculation days and interest amount from the last interest calculation date to the expected settlement date.
3. Calculate the remaining days from the futures trading day to the maturity date.
4. Calculate the discount value within the remaining period according to the discount rate, and calculate the standard yield of the discounted interest-bearing bonds until the maturity date.
It should be noted that the above calculation process may be different from the specific treatment in specific transactions, and the specific calculation and settlement depend on the bond variety and the relevant provisions of futures contracts. If a more detailed and accurate calculation method is needed, it is recommended to consult a professional futures trading institution or investment consultant.