研究报告全文：1378070326027504022302017100012银行间R007上交所协议回购R007利率互换FR0071年右400350300250200150100中债国债到期收益率1年中债国债到期收益率10年070060050040030020010000AAA-AA利差AA-AA利差9000800070006000500040003000200010000002016-07-052022-10-052015-01-052015-04-052015-07-052015-10-052016-01-052016-04-052016-10-052017-01-052017-04-052017-07-052017-10-052018-01-052018-04-052018-07-052018-10-052019-01-052019-04-052019-07-052019-10-052020-01-052020-04-052020-07-052020-10-052021-01-052021-04-052021-07-052021-10-052022-01-052022-04-052022-07-05平均转股溢价率平均隐含波动率500001500045000400001300035000110003000090002500070002000050001500010000300050001000美国道琼斯工业平均指数美国标准普尔500指数右美国纳斯达克综合指数右210020502000195019001850180017501700165016002021-02-202021-07-302022-01-062020-12-222021-01-112021-01-312021-03-122021-04-012021-04-212021-05-112021-05-312021-06-202021-07-102021-08-192021-09-082021-09-282021-10-182021-11-072021-11-272021-12-172022-01-262022-02-152022-03-072022-03-272022-04-162022-05-062022-05-262022-06-152022-07-052022-07-252022-08-142022-09-032022-09-232022-10-132022-11-022022-11-222022-12-12伦敦现货黄金COMEX黄金140120100806040202021-10-072022-08-232021-01-202021-02-092021-03-012021-03-212021-04-102021-04-302021-05-202021-06-092021-06-292021-07-192021-08-082021-08-282021-09-172021-10-272021-11-162021-12-062021-12-262022-01-152022-02-042022-02-242022-03-162022-04-052022-04-252022-05-152022-06-042022-06-242022-07-142022-08-032022-09-122022-10-022022-10-222022-11-112022-12-012022-12-21布伦特原油WTI原油700060005000400030002000100002020-12-222021-06-202021-01-112021-01-312021-02-202021-03-122021-04-012021-04-212021-05-112021-05-312021-07-102021-07-302021-08-192021-09-082021-09-282021-10-182021-11-072021-11-272021-12-172022-01-062022-01-262022-02-152022-03-072022-03-272022-04-162022-05-062022-05-262022-06-152022-07-052022-07-252022-08-142022-09-032022-09-232022-10-132022-11-022022-11-222022-12-12螺纹钢焦炭焦煤120720115700110680660105640100620959085中间价人民币兑美元即期汇率人民币兑美元