>> 南华期货-国债日报：追高性价比不足-230317
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南华期货 |
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研究报告全文：150180071550MLF7120ATFTS100480101005100835004003001582805097336313-8948-211661451779451039526216511402221977合约走势80000000持仓变动101501010010100100906000000010050100804000000010000100702000000099501006000000990010050-200000002023022320230224202302252023022620230227202302282023030120230302202303032023030420230305202303062023030720230308202303092023031020230311202303122023031320230314202303152023031620230317TFTTSRHS20230222TSTFT1000000000主力合约成交量主力合约持仓量200000000080000000080000000016000000006000000006000000001200000000400000000400000000800000000200000000200000000400000000000000000000000TSTFTTFTTSRHS2年期活跃券基差1020TS-TF跨品种价差1010040050100810150300401006030020101002010041005010010100200000010001000220028200005RHS价差右元TS2306CFETF2306CFE5年期活跃券基差2TS-T跨品种价差10111010303509100910053030080807100030250706069953020050599030150404230002220022RHS价差右元TS2306CFET2306CFE151810年期活跃券基差2TF-T跨品种价差1410201024161310151022121410201010111210181010051016091010001014080899507101206069901010220017220025RHS价差右元T2306CFETF2306CFE22502524268428272856-182-056-105-047-1251Y3Y5Y7Y右10Y右曲线形态29830002725288-052523278-10212682019-151725815-201Y3Y5Y7Y10Ybp右2023-03-162023-03-15中美利差bpbp美债10-2利差5003000040020000200001500030010000100002000005000100-10000000000-20000-5000-10000-15000中美利差RHS美债10Y国债10YDR001229718441825036-247601DR007220784894535-23800DR01422466616287-4780R001244519604527262-509118R007239739161425-39891R01424177793560-28407bp银存间资金价格走势资金日变动35302000292315002017100011051050000000DR001DR007DR014DR021DR1MDR2MDR3MDR001DR007DR014bp右2023-03-162023-03-15千元bp质押式回购成交量资金分层120000000000000750010000000000000055008000000000000035006000000000000015004000000000000020000000000000-50000000-25002022-12-142023-01-142023-02-142023-03-14DR001R001隔夜七天
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