To meet investors’ demands for negotiation of EFP transactions after the end of trading in Chinese government bond futures, an EPF transaction on Chinese government bond futures can be reported on the trading day immediately after the physical transaction is entered into trade, but the seller of the futures contract should report the EFP transaction no later than 10:15 a.m. of that day. The date on which the physical transaction is entered into is subject to the date recorded in the deal ticket.
