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资金面均衡,DR007-政策利率利差处于低位
资金面均衡,DR007-政策利率利差处于低位
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图片格式:PNG
图片大小:238KB
图片尺寸:1047*953
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所属报告:
【东证期货】国债期货季度报告:与时舒卷,终返其真-250915(22页).pdf
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图表42024年以来,十年期国债和DR007的利差大多数时间较为稳定
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行业数据
2026-07-20
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DR007、逆回购利率和国债到期收益率表现
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行业数据
2026-06-02
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2023年之后,港股盈利回升弹性有限,资金面就是核心
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行业数据
2026-06-02
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输入型通胀时期,资金面与10Y国债利率走势密切相关
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行业数据
2026-04-01
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DR007平稳时,10Y国债利率上行幅度分布
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行业数据
2025-12-19
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图表20存单-DR007价差在18.74BP附近
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行业数据
2025-12-12
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2025年DR007均值较2024年下行
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行业数据
2025-12-10
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利率的基本面与资金面定价胜率(%)
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行业数据
2025-11-21
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10年期国债收益率与DR007
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行业数据
2025-11-17
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DR007与7天逆回购利率(%)
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行业数据
2025-11-17
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25Q3港股资金面结构情况
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行业数据
2025-11-12
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图20上周R007、DR007均下行(%)
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行业数据
2025-11-11
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DR007与国股行半年期转贴利率走势较为一致,%
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行业数据
2025-11-06
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11月3日-11月7日资金面影响因素(单位:亿元)
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行业数据
2025-11-06
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10月DR007偏离政策利率幅度小幅走阔,bp
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政策法规
2025-11-06
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应是较为积极的;不过央行也较为关注利率风险,预计资金面也不会进一步转松,货币政策、资金面维持现状的概率较高。
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【东证期货】国债期货季度报告:与时舒卷,终返其真-250915(22页).pdf
供强于求问题仍然存在
此前M1增速领先PPI增速2-3个季度
今年特殊再融资债基本发完
M1环比增加值并未显著改善
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