南华期货国债期货日报

12月23日12月20日今日涨跌上周同期12月23日12月20日今日涨跌上周同期 108.795108.860-0.065108.730174,771182,563-7,792184,052 106.590106.685-0.095106.505123,623129,061-5,438126,148 103.024103.066-0.042102.94660,20865,054-4,84662,598 118.18118.24-0.06118.3879,58479,665-8175,299 2.51392.5546-0.04072.428081,20965,12916,08071,908 0.05020.0697-0.01940.037876,62961,80414,82558,977 -0.0251-0.10840.0833-0.128643,04238,1464,89638,472 1.00481.2312-0.22641.224489,62667,23722,38972,937 0.9671%1.0000%-3.29bp1.14%Y1.6042%1.6002%0.40bp1.63% Y1.0975%1.1374%-3.99bp1.21%10Y1.7029%1.7118%-0.89bp1.73% Y1.3900%1.3823%0.77bp1.42%0Y1.9575%1.9575%0.00bp1.96% 1.31%1.42%-10.19bp1.44%24,79122,2112,579.821,230 1.54%1.57%-3.18bp1.82%660741-81.11,227 1.96%1.93%3.20bp1.90%39937326.549 3.0 1.0 1.5 30年期活跃券基差 -0.5 230023 210014（RHS） 1.602.30 1.552.25 1.502.20 1.452.15 1.402.10 1Y% 10Y% 1.352.05 bp 隔夜七天 30 10 -10 -30 (Z0016413) iFind，南华期货