12 23 11 2.7% 12 2.62% 3 2.63% 1221 2023 Z0016413 gaoxiang@nawaa.com 1. 1.1 1.1 102.8 102.6 102.4 102.2 102.0 101.8 T2403.CFETF2403.CFETS2403.CFE TL2403.CFE(RHS) 101.8 101.3 100.8 100.3 101.6101.4 101.2101.0 100.8 99.8 99.3 98.8 iFInd T2403102.6850.2%TF2403 102.4150.13%TS2403101.2240.08%TL2403 101.531.06%3.35bp2.59% 2.21bp2.28% 1.1 期货数据 周五结算价 周涨跌幅 10年期国债期货 T2403.CFE 102.685 0.20% T2406.CFE 102.560 0.23% 5年期国债期货 TF2403.CFE 102.415 0.13% TF2406.CFE 102.345 0.16% 2年期国债期货 TS2403.CFE 101.224 0.08% TS2406.CFE 101.238 0.07% 30年期国债期货 TL2403.CFE 101.530 1.06% TL2406.CFE 101.300 1.03% 价差数据 价差 周涨跌 跨期价差 T2403-T2406 0.125 -0.03 TF2403-TF2406 0.070 -0.03 TS2403-TS2406 -0.014 0.00 跨品种价差 2TS-T 302.211 0.10 2TF-T 102.145 0.06 TS-TF 100.033 0.02 现券收益率 周五收盘价 周涨跌 国债收益率 1Y国债 2.28% -2.21BP 2Y国债 2.34% -0.97BP 3Y国债 2.38% -0.40BP 5Y国债 2.47% -1.87BP 7Y国债 2.57% -3.76BP 10Y国债 2.59% -3.35BP 国开收益率 1Y国开 2.41% 1.87BP 3Y国开 2.45% -3.04BP 5Y国开 2.56% -2.15BP 7Y国开 2.75% -4.78BP 10Y国开 2.73% -1.07BP 资金利率 最新价 周涨跌 银行间质押回购利率 DR001 1.58% -1.49BP DR007 1.78% -1.23BP DR014 2.22% 15.98BP SHIBOR利率 SHIBOR1M 2.60% 0.60BP SHIBOR3M 2.63% 1.90BP iFind 2.7% 1.2 11 11 MLF 12 2.62% 3 8% 3.8% 1.212 10 :( ) :10 % 103.0 2.75 102.8102.6 2.70 102.4102.2 2.65 102.0101.8 2.60 101.6101.4 2.55 101.2101.0 2.50 2023-09-06 2023-10-06 2023-11-06 2023-12-06 iFind 2.63% 1.3 1221 20bp 10bp 20bp 25bp 4.8% 20236 1.7% 1.9% 1.3 ifind MLF 10bp MLF 1 5 LPR10bp 14 14 4% 10-2 6% 1.410-2 10-2+1σ-1σ 70 60 50 40 30 20 10 2018-06-042019-06-042020-06-042021-06-042022-06-042023-06-04 ifind 2. 2.1 2.1 T 1.5 1.0 0.5 0.0 ifind 2.2 2.2 35 30 25 20 15 10 ifind 2023-05-24 2023-05-31 2023-06-07 2023-06-14 2023-06-21 2023-06-28 230014.IB 2023-07-05 5Y-2YBP 2023-07-12 2023-07-19 2023-07-26 2023-08-02 2023-08-09 2023-08-16 230012.IB 2023-08-23 2023-08-30 2023-09-06 10Y-5YBP 2023-09-13 2023-09-20 2023-09-27 2023-10-04 220010.IB 2023-10-11 2023-10-18 2023-10-25 2023-11-01 10Y-2YBP 2023-11-08 20231223 2023-11-15 2023-11-22 2023-11-29 2023-12-06 2023-12-13 60 55 50 45 40 35 30 6 2023-12-20 20231223 / 136 310008 4008888910 www.nanhua.net 603093