>> 南华期货-国债日报：外围流动性预期改善-230324
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南华期货 |
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研究报告全文：180070173026bp127717PMITFTS100210100910100810-014-010-005765725856435793248991038531317947210814764639-16561623466合约走势60000000持仓变动101501010010100100904000000010050100802000000010000100709950100600000099001005020230201202302152023030120230315-200000002023030220230303202303042023030520230306202303072023030820230309202303102023031120230312202303132023031420230315202303162023031720230318202303192023032020230321202303222023032320230324TFTTSRHS20230301TSTFT1000000000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1010030050100802504010150201006030015101002010040101005005010100200000010001000220028200005RHS价差右元TS2306CFETF2306CFE5年期活跃券基差2TS-T跨品种价差091110103035100809100530300708100030250607069953020050599030150404230002220022RHS价差右元TS2306CFET2306CFE151810年期活跃券基差2TF-T跨品种价差1410201024161310151022121410201010111210181010051016091010001014080899507101206069901010220017220025RHS价差右元T2306CFETF2306CFE225125202693282528610540791710110011Y3Y5Y7Y右10Y右曲线形态2983020272528815252327810212682019051725815001Y3Y5Y7Y10Ybp右2023-03-222023-03-21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10YDR0011928-49242656618335230DR0072086-140852823-7750DR014255612647522-6929R0012027-49886267151677005R0072399-37939753-57670R0143074-3982760020665bp银存间资金价格走势资金日变动3530200029230002017-2000110510-400000-6000DR001DR007DR014DR021DR1MDR2MDR3MDR001DR007DR014bp右2023-03-222023-03-21千元bp质押式回购成交量资金分层120000000000000750010000000000000055008000000000000035006000000000000015004000000000000020000000000000-50000000-25002022-12-212023-01-212023-02-212023-03-21DR001R001隔夜七天
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