南华国债期货周度报告：修正与修复

7 14 2400042.27% 2024 Z0016413 gaoxiang@nawaa.com 1. 1.1 T2409 105.2650.13%TF2409103.970.06%TS2409 101.9780.03%TL2409108.840.44% 2.26%1.492.42bp1.62% 1.1 105.30 105.20 105.10 105.00 104.90 104.80 104.70 104.60 T2409.CFE TL2409.CFE(RHS) 109.00 108.80 108.60 108.40 108.20 108.00 107.80 102.00 101.95 101.90 101.85 101.80 101.75 101.70 101.65 101.60 TS2409.CFETF2409.CFE(RHS) 104.00 103.95 103.90 103.85 103.80 103.75 103.70 103.65 103.60 103.55 iFind 1.1 iFind 240004 2.27% 1.2 1.2.1 16:00-16:20 7 20bp 50bp 50% 1.2.2 6 0.5bp 1.2.3 10Y 4.2% 2. 2.1 2.1 2.5 2.0 1.5 1.0 0.5 0.0 2.0 T 1.5 1.0 0.5 0.0 2024-04-112024-05-112024-06-112024-07-11 230026.IB230028.IB ifind 2.2 2.2 5Y-2YBP 10Y-5YBP 10Y-2YBP 4070 3565 60 3055 2550 2045 40 1535 1030 ifind 2024714 / 136 310008 4008888910 www.nanhua.net 603093