国债期货日报：风险偏好压制债市

102.065 102.160 101.340 99.10 0.4952 0.2281 0.0279 1.1423 1.7735% 2.2617% 2.4504% 1.39% 1.83% 1.98% 102.215 102.275 101.385 -0.150 -0.115 -0.045 99.32-0.22 0.34760.1476 0.11480.1133 -0.0164 0.0443 0.91410.2282 Y Y 1.7620% 2.2705% 2.4526% 1.15bp -0.88bp -0.22bp 102.365 102.375 101.405 99.24 0.3457 0.1344 -0.0045 1.2121 1.77% 2.22% 2.41% 1.55% 1.82% 2.00% Y10Y 0Y 1.45%-6.43bp 1.84%-1.67bp 2.04%-5.53bp 201,759 111,812 53,804 19,242 87,631 55,410 34,583 15,250 2.6309% 2.6460% 2.9958% 27,473 1,782 135 205,817-4,058 114,448 55,875 19,069 66,402 55,500 24,791 14,930 2.6410% 2.6596% 3.0006% 29,118 1,691 99 -2,636 -2,071 173 21,229 -90 9,792 320 -1.01bp -1.36bp -0.48bp -1,645.1 90.6 36.0 212,644 121,132 56,708 19,484 61,851 39,483 30,051 13,430 2.61% 2.62% 3.00% 29,356 726 158 7月28日7月27日今日涨跌上周同期7月28日7月27日今日涨跌上周同期 2.4 2.3 2.2 2.1 2.0 2.95 2.85 2.75 2.65 1Y% 10Y% bp 隔夜七天 120 90 60 30 0 -30 (Z0016413) 本文数据来源：iFind，南华期货