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10年期国开债利率及模型预测多(红)空(绿)
10年期国开债利率及模型预测多(红)空(绿)
行业数据
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图片大小:75KB
图片尺寸:1199*880
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所属报告:
【民生证券】债券策略周报:利率是否企稳,还会上行吗-250914(23页).pdf
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相关数据
图20. IEA成员国在2014至2024年期间对生物能源的公共RD&I投资份额
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竞争格局
2026-03-13
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图22. 欧盟成员国在2014-2024年期间获得生物能源项目的RDD资金份额
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竞争格局
2026-03-13
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10年国开债收益率下行0.3BP至1.96%
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行业数据
2026-03-09
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1Y与10Y国开债利差扩大6BP至45BP
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2026-03-09
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国开债-国债利差|单位:%
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行业数据
2026-01-20
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10年国开债活跃券和次活跃券利差走势
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行业数据
2026-01-20
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国开债隐含税率变动情况
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行业数据
2026-01-20
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1月16日10Y国开活跃券收益率先上后下
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行业数据
2026-01-20
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10年国开债活跃券近期换手率变化
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行业数据
2026-01-20
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1月16日10Y国开债银行买方力量较强
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2026-01-20
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上周各期限国开债收益率走势
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行业数据
2026-01-20
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近一年不同期限国开债收益率走势(%)
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行业数据
2026-01-20
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国开债-国债利差|单位:%
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行业数据
2026-01-14
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图表7中国10年期国债远期套利回报周度更新
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行业数据
2026-01-12
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国开债-国债利差|单位:%
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行业数据
2026-01-12
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根据我们构建的利率预测模型(DNS 模型),在 9 月 12 日(将此日期数据假设为月底数据),模型认为利率运行偏弱:9 月 12 日 10 年期国债利率为 1.87%(增值税国债),模型预测未来一个月,10 年国债利率可能会在 1.90%左右。根据模型历史表现来看,2010 年以来,模型对未来月度变化方向预测的准确度在 65%-70%左右。从曲线结构维度,模型认为曲线会继续小幅变陡,另外中端国开会更强。
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【民生证券】债券策略周报:利率是否企稳,还会上行吗-250914(23页).pdf
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