国债日报：关注政治局会议

9307D3405900.85%72% 2.8%21.4%16.9%20.6%23% TF TS101.275 101.495 101.010 0.22%0.14%0.05%80,46058,90124,91016,1518,8785,922180,05199,78358,658-5,440-2,468-490 2.172%2.482%2.647%2.784%2.814%-1.12 -0.65 -2.94 -1.11 -0.46 100.50100.60100.70100.80100.90101.00101.1099.0099.50100.00100.50101.00101.50102.002023/03/062023/03/202023/04/032023/04/17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TFT0.000.050.100.150.200.250.30-0.10-0.050.000.050.100.150.202年期活跃券基差220028200005（RHS）100.6100.8101.0101.2101.4101.6101.8100.0100.5101.0101.5TS-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 1.199% -45.75 23897.80 1361.57 DR007 2.055% 1.07 1042.23 -89.86 DR014 2.337% -3.00 436.38 -94.80 R001 1.318% -43.67 58110.28 1510.60 R007 2.396% -4.22 528.22 397.61 R014 2.500% -6.14 400.65 -97.34 2.582.682.782.882.981.71.92.12.32.52.71Y%3Y%5Y%7Y%（右）10Y%（右）-4.0-3.0-2.0-1.00.01.52.02.53.01Y3Y5Y7Y10Y曲线形态△bp（右）2023-04-262023-04-25-200.00-100.000.00100.00200.00300.000.001.002.003.004.005.00bp%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DR001DR007DR014-60.00-40.00-20.000.0020.000.01.02.03.0DR001DR007DR014DR021DR1MDR2MDR3M%bp资金日变动Δbp（右）2023-04-262023-04-250.00002,000,000,000.00004,000,000,000.00006,000,000,000.00008,000,000,000.000010,000,000,000.000012,000,000,000.00002023-01-302023-02-282023-03-31千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