Research On The Compilation Of Chinese Agricultural Products Futures Price Index

Global futures market,commodity futures index has decades of operating experience,and has become an important trend in the financial market trends,widely used to track commodity price fluctuations and forecast economic trends and other uses.Compared with the domestic futures market,although the past 20 years of development is gradually becoming mature,but for the commodity index research and development is still in its infancy,in the commodity futures price index in the field there is a blank,and the current market has entered the index of product development critical moment.To sum up,the design and preparation of China's commodity futures index,not only for the domestic futures market as a whole to run and the future trend to provide a measure,more for the follow-up commodity market indexing product development and promotion of the foundation for the realization of China's futures market and international Market convergence to increase market competitiveness.Therefore,this paper summarizes the current futures index at home and abroad at the beginning of the design,and analyzes the theoretical basis of the futures index and the current situation of the domestic futures market.The essential factors and market value of the commodity futures index To carry out key analysis,learn from mature experience at home and abroad,and with China's futures development status and actual conditions combined,the preparation of China's agricultural futures index.The innovation of the index design is based on futures companies and other financial institutions,designed to future futures index fund product development and investment,and expect the yield on the outperforming domestic CPI,so the index in the design of a breakthrough,Especially when the weight of the choice of domestic CPI and industrial added value as a weighted indicator,in order to achieve tracking CPI,beat the CPI revenue design purposes.Through the design of this paper,we hope to provide the reference and design basis for the development and investment of the subsequent derivative derivative products and the preparation of the future comprehensive futures index of China.Finally,the corresponding optimization suggestions are given for the operation of commodity futures index.