南华国债期货周度报告：关注流动性操作窗口

11 12 “” 2023 Z0016413 gaoxiang@nawaa.com 1. 1.1 1.1 102.4 102.2 102.0 101.8 101.6 T2312.CFETF2312.CFETS212.CFE TL2312.CFE(RHS) 99.4 99.2 99.0 98.8 101.4101.2 101.0 98.6 98.4 iFInd T2312102.1650.09%TF2312 102.060.02%TS2312101.0180.08%TL2312 99.330.38%1.69bp2.64% 3.02bp2.4% 1024 3.8% 8 1.1 iFind 1.2 T 0.09%TL 10-1 0.38%TS 41.05bp 0.08% 12 1.2 92.0% 7000 91.0% 90.0% 89.0% 88.0% 87.0% 86.0% ifind 11 85.0% 1.3 ifind 1.4 100.0 90.0 80.0 70.0 60.0 50.0 40.0 30.0 20.0 10.0 2.6% 2.65% 8 0.0 10Y-1Ybp5Y-1Ybp ifind “ ” 1.5 ifind 2. 2.1 2.1 T 2.0 1.5 1.0 0.5 0.0 ifind 2.2 2.2 35 30 25 20 15 10 ifind 2023-04-11 2023-04-18 2023-04-25 2023-05-02 2023-05-09 230014.IB 2023-05-16 5Y-2YBP 2023-05-23 2023-05-30 2023-06-06 2023-06-13 2023-06-20 2023-06-27 230012.IB 2023-07-04 2023-07-11 10Y-5YBP 2023-07-18 2023-07-25 2023-08-01 2023-08-08 2023-08-15 2023-08-22 220010.IB 2023-08-29 2023-09-05 2023-09-12 2023-09-19 10Y-2YBP 2023-09-26 202311 2023-10-03 2023-10-10 2023-10-17 2023-10-24 2023-10-31 12 60 55 50 45 40 35 30 5 2023-11-07 20231112 / 136 310008 4008888910 www.nanhua.net 603093