Treasury bond futures price difference

Answer: b, d

According to the different buying and selling directions of spreads, the intertemporal arbitrage of treasury bonds futures can be divided into buying arbitrage and selling arbitrage. Selling spread arbitrage is applicable to the situation that the spread between treasury bond futures contracts is overvalued. Sell high-priced contracts, buy low-priced contracts, and when the spread recovers, we will close our positions and make a profit at the same time. BD projects are all correct. So the answer to this question is BD.

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