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treasury bond futures
Answer: b, c

Multiplying the conversion coefficient of deliverable bonds by the futures settlement price can get the delivery price (net price) of the converted bonds, and adding the net delivery price of bonds to the accrued interest income during the holding period can get the actual cash price (full price) that the seller should get when the bonds are delivered in the future, which is the so-called invoice price. The calculation formula is as follows: invoice price = settlement price of treasury bonds futures × conversion coefficient+accrued interest, item C is correct and item D is wrong. According to the provisions of CICC, when treasury bonds futures are delivered, the daily calculation standard of accrued interest is "actual holding days/actual interest-bearing days". Item b is correct and item a is wrong.