南华股指期货周度报告：东风已至，只待云动

11 3 2023 A Z0015429 wangmengying@nawaa.com 0571-81727107 1. 10 1030 2% 1.93-1.96% 1.1USDCNY&USDCNH bias bias 2.50% 2.00% 1.50% 1.00% 0.50% 0.00% -0.50% 2023-06-212023-07-212023-08-212023-09-212023-10-21 ifind 3% 10 11FOMC 1025 4.95% 1026 113 A 10 1020 2.23% 2.01%2 2.77% 2.62%11 DR007 1.82% 1.2 10 % : :10 10 R 5.5000 2.9500 5.0000 2.90002.8500 4.5000 2.8000 4.0000 2.75002.7000 3.5000 2.6500 3.0000 2.60002.5500 2.5000 2.5000 ifind 1020 1.1 FED longerFOMC 12FOMC A A A PCR 2. 1023 2.1300ETF PCR 持仓量PCR沪深300ETF（右） 1.50 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 0.60 2020/9/7 2020/11/7 2021/1/7 2021/3/7 2021/5/7 2021/7/7 2021/9/7 2021/11/7 2022/1/7 2022/3/7 2022/5/7 2022/7/7 2022/9/7 2022/11/7 2023/1/7 2023/3/7 2023/5/7 2023/7/7 2023/9/7 0.50 5.70 5.20 4.70 4.20 3.70 3.20 ifind 2.2 GC001 % 8.00007.00006.00005.00004.00003.00002.00001.0000 ifind 10 PMI 2.3 PMI 60.00 58.00 56.00 54.00 52.00 50.00 48.00 46.00 44.00 42.00 40.00 ifind 2016-09 2017-01 2017-05 2017-09 2018-01 2018-05 2018-09 PMI 2019-01 2019-05 2019-09 2020-01 2020-05 2020-09 PMI: 2021-01 2021-05 2021-09 2022-01 2022-05 2023 2022-09 2023-01 11 2023-05 3 4 2023-09 2023113 / 136 310008 4008888910 www.nanhua.net 603093