Because existence of soybean option market is successional , of the mark that different contract trades is same standardization agreement , as long as financing is sufficient , theoretic exist forever the operation of rough storehouse 由于大豆期货市场存在连续性，不同合约交易的标的都是相同的标准化合约，只要资金足够，理论上就存在永远不平仓的操作。
In chicago , wheat jumped 16 cents to $ 9 . 31 a bushel , 59 cents below its all - time high , while soyabeans rose to $ 12 . 38 , a fresh 34 - year high , and corn traded within touching distance of its recent 11 - year high 在芝加哥，小麦期货价格上涨16美分至每蒲式耳9 . 31美元，距离其历史高点59美分，而大豆期货价格升至12 . 38美元，创下34年新高，玉米期货价格距近期创下的11年高位仅咫尺之遥。
Trade from futures of our country soybean history on in light of , force incident basically expresses the storehouse typically agreement was mixed in november 1998 now in september 2001 agreement ( abbreviation is " 9811 agreement " and " 0109 agreement " ) 从我国大豆期货交易史上来看，典型的逼仓事件主要表现在1998年11月合约和2001年9月合约（简称为“ 9811合约”和“ 0109合约” ） 。
Volume was large across the complex . in soybeans , an estimated 142 , 474 futures and 27 , 785 options traded . soymeal volume was pegged at 49 , 913 futures and 3 , 351 options . estimated soyoil volume was 73 , 060 futures and 10 , 040 options 整个成交量较大。预估大豆期货合约成交量为142 , 474手，期权约27 , 785手。豆粕期货合约成交量预估为49 , 913手，期权合约3 , 351手。豆油期货合约成交量预估为73 , 060手，期权合约10 , 040手。
Finally , it chose some influential factors to soybean futures price as variable and built up its multi - regressive model so that we can explain the cause of formation . it also did a further study on the variables in the model by factor analysis 最后选择对大商所大豆期货价格有影响的因素作为变量，建立大商所大豆期货价格形成的多元回归模型，以便对大商所大豆期货价格形成机制作出适当的解释，并应用因子分析方法对回归模型中的变量作进一步的分析。
To often be in " force empty season " ( see add civil " why does soybean futures appear easily force storehouse " ) suffer losing nominal for , corresponding strategy is through moving the storehouse comes the time of protracted complete a business transaction ( displacement reachs basic admiral storehouse annual 11 , 1 , march agreement , but , as a result of 1 , agreement traded in march scale is not large , move commonly the main target that the storehouse operates was november agreement ) , reduce the still can achieve make up the deficits and get surpluses even goal of the loss 对于经常在“逼空季节” （见附文“大豆期货为何轻易出现逼仓” ）遭受损失的空头来说，相应的策略是通过移仓来拖延交割的时间（基本上将仓位移至每年的11 、 1 、 3月合约，但是，由于1 、 3月合约交易规模不大，一般移仓操作的主要对象是11月合约） ，降低损失之余甚至还能实现扭亏为盈的目的。
Then the paper paid attention to do the qualitative and quantity analysis in order to find out the main factors of price forming mechanism of the soybean futures in dalian commodity exchange ( dce ) . it used mathematical statistics and econometrics as methods to do a statistical analysis and contrast many factors such as the supply and demand situation of soybean , the relation between futures price and spot price , the spread of far and near contract , the comparison of soybean futures price between dce and cbot 然后以实证分析的思路重点对大商所大豆期货价格形成机制的主要因素进行定性和定量分析，主要采用数理统计和计量经济学的方法对大豆供求状况、期货价格与现货价格关系、基差、远近合约的价差、大豆与豆粕期货价差、大商所与cbot大豆期货价格对照关系等数据作统计分析和对比。
Via the research of basis trading and spread fluctuating regulation in dce , we can know the efficiency about the futures market and prove its validity to the forming of soybean futures price . it also contrasted these things with cbot which has been an old - line mature futures market 通过对大商所大豆期货合约的基差和价差变动规律进行研究，并与cbot这一历史悠久、运行成熟的期货市场的有关情况进行对比，了解大商所期货市场运行的效率，检验大商所大豆期货价格形成的有效性。
