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9507D3206300.94%1.2%45bp 4 TF TS101.055 101.355 100.955 0.10%0.08%0.03%64,30950,02318,9882,2392,079-7,599185,491102,25159,148-1,712-1,850-734 2.183%2.488%2.677%2.795%2.818%-0.86 -0.10 0.03 0.00 -0.12 100.50100.60100.70100.80100.90101.0099.0099.50100.00100.50101.00101.502023/03/032023/03/172023/03/312023/04/14合约走势TFTTS(RHS)-8,000.0000-6,000.0000-4,000.0000-2,000.00000.00002,000.00004,000.00006,000.00008,000.0000持仓变动TSTFT0.000020,000.000040,000.000060,000.000080,000.0000100,000.0000主力合约成交量TSTFT0.000020,000.000040,000.000060,000.000080,000.00000.000040,000.000080,000.0000120,000.0000160,000.0000200,000.0000主力合约持仓量TFT0.000.050.100.150.200.250.30-0.050.000.050.100.150.202年期活跃券基差220028200005（RHS）100.8101.0101.2101.4101.6101.8100.0100.5101.0101.5TS-TF跨品种价差10Y-5Y（右）TS2306.CFETF2306.CFE0.00.20.40.60.80.00.20.40.60.85年期活跃券基差230002220022（RHS）301.8302.0302.2302.4302.6302.8303.0303.299.099.5100.0100.5101.0101.52TS-T跨品种价差价差（右）元TS2306.CFET2306.CFE0.30.40.50.60.70.80.91.01.11.20.30.40.50.60.70.80.91.01.110年期活跃券基差220017220025（RHS）101.0101.1101.2101.3101.4101.5101.6101.7101.899.099.5100.0100.5101.0101.52TF-T跨品种价差价差（右）元T2306.CFETF2306.CFE DR001 1.657% 5.38 22536.23 -1865.99 DR007 2.044% -2.64 1132.08 242.44 DR014 2.367% -6.99 531.18 178.91 R001 1.755% 5.88 56599.68 -1484.71 R007 2.439% -15.70 488.46 -247.23 R014 2.561% -14.64 410.39 172.70 2.582.682.782.882.981.71.92.12.32.52.71Y%3Y%5Y%7Y%（右）10Y%（右）-1.0-0.8-0.6-0.4-0.20.00.21.52.02.53.01Y3Y5Y7Y10Y曲线形态△bp（右）2023-04-252023-04-24-200.00-100.000.00100.00200.00300.000.001.002.003.004.005.00bp%中美利差中美利差(RHS)美债：10Y国债：10Y-150.00-100.00-50.000.0050.00100.00150.00200.00bp美债10-2利差0.51.11.72.32.93.5%银存间资金价格走势DR001DR007DR014-10.00-5.000.005.0010.000.01.02.03.0DR001DR007DR014DR021DR1MDR2MDR3M%bp资金日变动Δbp（右）2023-04-252023-04-240.00002,000,000,000.00004,000,000,000.00006,000,000,000.00008,000,000,000.000010,000,000,000.000012,000,000,000.00002023-01-292023-02-282023-03-31千元质押式回购成交量DR001R001-25.00-5.0015.0035.0055.0075.00bp资金分层隔夜七天