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30年期国债新老券利差(30MA)(单位:BP)
30年期国债新老券利差(30MA)(单位:BP)
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图片大小:82KB
图片尺寸:1808*1019
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所属报告:
【东吴证券】固收深度报告:“低利率”和“低波动”环境下的活跃券利差交易策略-251104(17页).pdf
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TL合约隐含利差指标回测绩效表(30年国债活跃券)
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行业数据
2025-12-23
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TL合约隐含利差指标回测净值曲线(30年国债活跃券)
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行业数据
2025-12-23
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10Y国开新老券利差
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行业数据
2025-12-15
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图表23国开老券-新券利差走扩(%,BP)
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行业数据
2025-12-15
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10年国开债活跃券和次活跃券利差走势
PHxiZWdpbl9vZl9ib3h8PuaVsOaNruihqOagvO+8iOWboOWbvuihqOS4uui/nue7rei1sOWKv+acquagh+azqOWFt+S9k+aVsOWAvO+8jOS7peS4i+S4uuaXtumXtOiMg+WbtOS4juWPmOmHj+ivtOaYju+8ie+8mgp8IOaXtumXtOiMg+WbtCAgICAgICB8IOa0u+i3g+WIuCAtIOasoea0u+i3g+WIuOWIqeW3ru+8iEJQ77yJIHwKfC0tLS0tLS0tLS0tLS0tLS18LS0tLS0tLS0tLS0tLS0tLS0tLS0tLS0tLS0tLS0tfAp8IDIwMjQgLSAwOCDoh7MgMjAyNSAtIDEwIHwg6L+e57ut5rOi5Yqo77yM5peg5Zu65a6a57K+56Gu5pWw5YC8ICAgICB8CgrotYTmlpnmnaXmupDvvJppZmluZO+8jOilv+WNl+ivgeWIuOaVtOeQhjx8ZW5kX29mX2JveHw+
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行业数据
2025-11-25
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10年国债活跃券和次活跃券利差走势
PHxiZWdpbl9vZl9ib3h8Pnwg5pe26Ze0ICAgICAgIHwg5rS76LeD5Yi4Leasoea0u+i3g+WIuOWIqeW3ru+8iEJQ77yJIHwKfC0tLS0tLS0tLS0tLXwtLS0tLS0tLS0tLS0tLS0tLS0tLS0tLS0tLS18CnwgMjAyNC0wOC0xNSB8IDAgICAgICAgICAgICAgICAgICAgICAgICAgfAp8IDIwMjQtMDktMTUgfCAxNSAgICAgICAgICAgICAgICAgICAgICAgIHwKfCAyMDI0LTEwLTE1IHwgLTMgICAgICAgICAgICAgICAgICAgICAgICB8CnwgMjAyNC0xMS0xNSB8IDIgICAgICAgICAgICAgICAgICAgICAgICAgfAp8IDIwMjQtMTItMTUgfCAtMSAgICAgICAgICAgICAgICAgICAgICAgIHwKfCAyMDI1LTAxLTE1IHwgLTEwICAgICAgICAgICAgICAgICAgICAgICB8CnwgMjAyNS0wMi0xNSB8IC0xMiAgICAgICAgICAgICAgICAgICAgICAgfAp8IDIwMjUtMDMtMTUgfCAtNSAgICAgICAgICAgICAgICAgICAgICAgIHwKfCAyMDI1LTA0LTE1IHwgLTMgICAgICAgICAgICAgICAgICAgICAgICB8CnwgMjAyNS0wNS0xNSB8IDMgICAgICAgICAgICAgICAgICAgICAgICAgfAp8IDIwMjUtMDYtMTUgfCAtMiAgICAgICAgICAgICAgICAgICAgICAgIHwKfCAyMDI1LTA3LTE1IHwgLTQgICAgICAgICAgICAgICAgICAgICAgICB8CnwgMjAyNS0wOC0xNSB8IC04ICAgICAgICAgICAgICAgICAgICAgICAgfAp8IDIwMjUtMDktMTUgfCAtNyAgICAgICAgICAgICAgICAgICAgICAgIHwKfCAyMDI1LTEwLTE1IHwgOCAgICAgICAgICAgICAgICAgICAgICAgICB8CgrmlbDmja7mnaXmupDvvJppZmluZO+8jOilv+WNl+ivgeWIuOaVtOeQhjx8ZW5kX29mX2JveHw+
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行业数据
2025-11-25
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图15、30Y国债老券-新券利差并不低
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行业数据
2025-11-19
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图14、10Y国债老券-新券利差并不低
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行业数据
2025-11-19
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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
2025-11-18
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10年国债活跃券和次活跃券利差走势
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2025-11-18
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30年国开债次新券-新券利差(左轴单位:bp,右轴单位:%)
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行业数据
2025-11-17
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【东吴证券】固收深度报告:“低利率”和“低波动”环境下的活跃券利差交易策略-251104(17页).pdf
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10年期国债新老券利差(30MA)(单位:BP)
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