问题
单项选择题
Which of the following statements regarding Treasury bond futures is FALSE()
A. Upon delivery, the long pays the short the futures price divided by the conversion factor for the bond the short chooses to deliver.
B. The contract size is $100000 and they are a deliverable contract.
C. They are quoted in percent and 32nds of a percent of face value.
答案
参考答案：A
解析：
The delivery price for Treasury bonds under the contract is multiplied by the conversion factor for the bond the short chooses to deliver.