International business is being affected by trade policy, which is becoming more and more evident. In order to analyse the effects of Sino-US trade conflict, this research examines the Chinese soybean futures market. The primary goal of this research is to examine the correlation between Chinese and American soybean futures markets. Data is first gathered and normalized for pre-processing. In this study, the “Augmented DickeyFuller (ADF)” test, the Co-integration test, and the Chow breakpoint test are used for empirical analysis. The findings showed a strong impact of American soybean futures markets on Chinese pricing. The two variables have a long-term relation of connection. The findings demonstrate how the Chinese soybean futures market changed as a result of the Sino-US trade war, becoming more volatile and having an asymmetrical impact. Chinese soybean meal, Chinese soybean oil, and Chinese soybeans all have favourable correlations with Chinese soybean futures. However, since the start of the Sino-US trade war, there is less of a link between Chinese soybean meal futures and American soybean meal futures, as well as between Chinese soybean oil futures and American soybean oil futures.This study also made some recommendations on how to encourage the growth of the soybean futures market in China.