固定收益日报2023年3月10日

c3K,>0—l-2023“3>9 8p?•L1 6=3»LH?•L1 ´=„»_)‰p8p 64_)‰pMF˘0 9>2_3‚ “5= “1=0“pn‚ 1=d>>KI4ŁgpH=ˆ-1N…oMB>…&AA >A˘ 2680ıy‚‹c92_5= “>p6452lE„´4Q e'˜4œ03H=ˆ--1*<qv‚fH=ˆ-1,”oM~4.43bp´0.33bp‚‹UL>p,”6452lD´4F c‚fuA1,”H=ˆ-1p”I.-16CY‚?_˜p 0b7'>3“=10“ 2=0“36p52l]˜´48 -1‚Q~)‰‚#Co6;y-˙´e/tPq8p5#,”pF‚1\>8pN”U‚ 1‹0c“ 2=0“52lD´4-.$C bC^(fl•ge7,”N…2‚?•pL@OL?L f1˙bp?>fpM‚•E 7Y>1=0Y 3=0Y§62ıfp‚ e´”H=ˆCzb1*<lH‚ =ˆ1*<GL1*<,”H=ˆ0.vA 5‚E„0 10&/15bps‚5“_#[&10bps,M6"x68b> ^oM~:sc?•0i˙epH=ˆp”,”56 ?œ991*<‚?•‡=%>,”~> ´==ˆCz¥F3D‘ 63.9· ‚+^p8p§ 13>75.90ıy‚q FH480.87ıy‚=ˆCzN895.04ıy>‹cAA‚AAœ4q >H816.10ıy‚=ˆCzN520.05ıyA˙A+Aœ4q> H345.30ıy‚=ˆCzN217.20ıyA˙AAAœ4q >H214.50ıy‚=ˆCzN157.79ıy> ´4_)‰pM˘_)‰pl-)‰⁄F?vA>>@~ 8pN· 9,”´>CPIB"K1%‚PPIB"AD1.4%‚ƒ⁄][C N”UA6‚˚&AD6-‚_)‰pL¯@#>s1CzH 6=„»+^p8p~D?vl‚|eCo_)‰p,”Cƒı‚l-)‰0i!A>-* 64+^pM˘+^p5AL‚ACcß5#qCø> .#=ˆ/C».#=ˆMA‚A+,”23"3CzSCP001>10ıy‚ l->‘8)410‚“3p220025l2.884%‚A>0.85bp˙ 10“36220220l3.065%‚A>0.9bp>‹UL-)‰⁄FA>1.5bps»> _)‰pH&pnDD‘ n0 UL .7 3p 5Y220007 ·“ 4.10 9. l-- · 2 220207 2 10 M 5Y 3Y 36 220025 10Y 270_C».#=ˆ‚/M3.1%‚p3.1C>c/MAAA‚Aœ4 3“U232 '> M¸TN001^3.14%‚p4.55C‚Dfr7 >$$ @ +^p > ‚º p n1¶0& > H ı UL q Aœ4 > ß 2¸071 8 3Y AAA 3.14 O6071 20 3Y AAA 4.40 +b¸071 13 5Y AAA 3.40 "3Cz6&3 1 270D AA+ 3.10 >$$ @ +^p > ‚ º· p n1¶0& > H ı UL q Aœ4 > ß BQ071 4 3Y+2Y AA+ lH c 3Cz071 5 2Y+NY AA+ lH c ?=„»CzH8p d>360ıy7_F<Cc‚730ıfU‚1r ´4+^pM˘_+^pF#qCø68b>.#pM 700ı>-S]>·(7‚_)‰1.A3%>8) ‚Cz )11>& H˜@~7?‚~DEL[C`3]‚l-)‰q J)‚5G‚CzHMFF!l>~-“E„p3]C]>‚ U2L18_A=AAAœ4,”22c.)"CP003F^2.71%‚ ”>j.M6"xE„]>‘8) DRl0-01‚ 1.38%‚A>24bps> 7'^l>cKpM‚¸pFH‚+k´F>P DR0071.93%‚@>1bp> 7#qCø‚l-)‰1bAp> )‚‚ 1U.9L9Y=AAA BPM‚FUCzHM5*7[?‚648p6 Aœ4,”23"]HMTN001F^2.93%‚˜^1blp> pM6Z0‚_3eA36¢47ıy3>M^2.5%5⁄ 9‚M ^2.67%LE„!1Y‚ ı> O^2.74%-2.75%pL*3eAL1300 BPl-)‰(4ı>> AAA(%) #D(bp) AA+(%) #D(bp) AA(%) #D(bp) >2.45 2.51 2.58 2.49 2.55 2.62 2.59 0.2 2.65 0.2 2.72 0.2 2.66 2.72 0.4 2.82 -0 .6 ª2.73 -0.2 2.79 -0.2 2.89 -1.2 > > > =„»>+U8p 1=_)‰¿U ‚_)‰¨8p¸#qCø‚l-)‰M=9FR00A7>@>> 10bps—2˜.10%‚3MShibor@>0.5bp—2˜.491%>Repo MPa‚yerq?•eLCzK,>Rec‚eiverq?•en|5Y>Repo 6-F 2^.935%>3pUC]_M=9 5@Y>Repo‚ A>6 @2.895%L‚¯D^2.90%5⁄M=98)t->D!B,‚ 1YRepo6-^2.44%‚DL¯K1%A>2.4‚3^%LzF FSh>iborM 5Y‚ ShiborF^3.355%-3.32%‚1Y ShiborF^2.7325%-2.7075%> 2=L"]¿U K,>L*¿U8pFUA>>P8rpi5ce5i#n3>! ¥8‚,”N”U‚¿U-rA01>^EæZ_,”-rªLEA Dc‚!-FU…‹:sFU)‰‚ZpDt>6“¿U6 ˜-2100‚0b˜^7'>»Cª?]N-0)‚-r 6@-2168‚(0)C»D)B>t--21o480)>-$8 pł '# D6;/˜5˜6Tƒ#t1pE„p$ D5˜C3PIƒ⁄,”§> ‚ ¥N”U Cª p> ˚=cCz/æ pn 648pM˘cCz/æpn648p¢> ´48pM8˘pß5E„$‚8p’\&Rˆ7J@6AE¢ GD,”Mƒ⁄>8pFH TMT $´;H$ =ˆ>‚ -$0bL>37 BETA‚ pn-$LBETQ‚A pn-$l02”-3BPS>HAOHUA-$*p0i—‚8|ƒ 30“HAOHUA> 8p?ł& CPIDPPIƒ⁄‚<‡?[8‚KO,”3V‚|<Nfl-A#ƒA5#,”C9CØUpŁ‚p8FF$F$2!N>C”PIUB>" @#1%‚ 1˜.80%,”N”Ur´2.10%,”r P˙PIB"AL 1.40%‚Bmg1.˜30%,”N”Ur´0.80%,”r>F>D#Co 1%D+U1%]g>+^¯?ł`,”EAŁ‚F>…5#^ KUQC^HD.#U0iKL*,”ˆ'>>¶5#,” E*-*+‚^00Duf,”]?œW6ppp5 #!G)73‚|V5¸Cz,”EL[l-^FF$FA%‚ 5#CˆC.#'!,”fNfl-$‚qM6"x,ß”’l~)V FF!LFU,”(7>!8p/5#C8‚,”N”U<P?6 —$! ‚p 8_)‰ c @> ,”8‚ %73"N”U* 5I ‚_)‰ FXQ P7 )‰%?ł > c3K,>0—l-K6d631 M 1J P¢#‘B|)`5˘¢##3g‰] 631 66595079 £ X˘inquanLiuNK+kB Xi˘nquanLiu 0˘10- j($˘‰*‰JKjCn˘L~_6 CY&D F1˘liuxinquan_hq@bankofchina.com M¢fv˘M8?pC“L1-»‚2]F> @#› b+gc3K,>63?L¢.ˇ‚cvK+^¥]8¢6Czˇ‚|‹CAvF& ]> bc;a,”?ł&LfAß>6;Eœp!,”Zª‚„"C6—Vc3K,>,”?ł&>c3K,> o‚J"?/!*=$!L$o,”CY1>b.J0‹»?ł&ßł69‚C”F1¸Cz ¥v2,”8*1-*,”L6;L*,”¸Cz,¯DCß1CY1> b.J0‹(~yßpc3K,>63?L¢.v?‚‘5MA%‚1p”´‘C˝1 ‚K+^9‚M6#D0:pc3K,>63?L¢.‚JC˝/bF>?E,”K+^=V8‚´$ ¢.+/1ºy>´?p E,”K+^>pF>F30‹,”y_> 631 P˘hilChenL~|F+kB 0˘21-20592807 £Zh˘aochengChen F1˘ficc.shu@bankofchina.com ‘F1c˘henzhaocheng@bankofchina.com @#›¢fv˘@#›8#RpK,200cD-%‚9F Oˇ$e631 £ A˘llenGuoG#e\+kB Al˘lenGuo +˘85239828852 F1˘guoqilun@bocgroup.com \ 631 72828706 £ X˘iaoyuLiuNM:5+kB Xi˘aoyuLiu +˘004420 F1˘Xiaoyu.liu@bankofchina.com 631 £ M˘inJinH)+kB JI˘NMIN +˘6564129833 F1˘jinmin01@bankofchina.com