150180071550MLF7120 A TF TS100.480 101.005 100.835 0.04%0.03%0.01%58,28050,97336,313-8,948-2,1166,145177,945103,95262,1651,1402,221977 2.250%2.524%2.684%2.827%2.856%-1.82 -0.56 -1.05 -0.47 -1.25 100.50100.60100.70100.80100.90101.0099.0099.50100.00100.50101.00101.50合约走势TFTTS(RHS)-2,000.00000.00002,000.00004,000.00006,000.00008,000.00002023/02/222023/02/232023/02/242023/02/252023/02/262023/02/272023/02/282023/03/012023/03/022023/03/032023/03/042023/03/052023/03/062023/03/072023/03/082023/03/092023/03/102023/03/112023/03/122023/03/132023/03/142023/03/152023/03/162023/03/17持仓变动TSTFT0.000020,000.000040,000.000060,000.000080,000.0000100,000.0000主力合约成交量TSTFT0.000020,000.000040,000.000060,000.000080,000.00000.000040,000.000080,000.0000120,000.0000160,000.0000200,000.0000主力合约持仓量TFTTS(RHS)0.000.100.200.300.400.500.000.100.200.300.402年期活跃券基差220028200005（RHS）100.0100.2100.4100.6100.8101.0100.0100.5101.0101.5102.0TS-TF跨品种价差价差（右）元TS2306.CFETF2306.CFE0.40.50.60.70.80.91.01.10.40.50.60.70.80.91.05年期活跃券基差230002220022（RHS）301.5302.0302.5303.0303.599.099.5100.0100.5101.02TS-T跨品种价差价差（右）元TS2306.CFET2306.CFE0.60.81.01.21.41.61.80.60.70.80.91.01.11.21.31.41.510年期活跃券基差220017220025（RHS）101.0101.2101.4101.6101.8102.0102.2102.499.099.5100.0100.5101.0101.5102.02TF-T跨品种价差价差（右）元T2306.CFETF2306.CFE2.582.682.782.882.981.71.92.12.32.52.71Y%3Y%5Y%7Y%（右）10Y%（右）-2.0-1.5-1.0-0.50.01.52.02.53.01Y3Y5Y7Y10Y曲线形态△bp（右）2023-03-162023-03-15-200.00-100.000.00100.00200.00300.000.001.002.003.004.005.00bp%中美利差中美利差(RHS)美债：10Y国债：10Y-150.00-100.00-50.000.0050.00100.00150.00200.00bp美债10-2利差 DR001 2.297% 18.44 18250.36 -2476.01 DR007 2.207% 8.48 945.35 -238.00 DR014 2.246% 6.61 62.87 -47.80 R001 2.445% 19.60 45272.62 -5091.18 R007 2.397% 3.91 614.25 -398.91 R014 2.417% 7.79 35.60 -284.07 0.51.11.72.32.93.5%银存间资金价格走势DR001DR007DR0140.005.0010.0015.0020.000.01.02.03.0DR001DR007DR014DR021DR1MDR2MDR3M%bp资金日变动Δbp（右）2023-03-162023-03-150.00002,000,000,000.00004,000,000,000.00006,000,000,000.00008,000,000,000.000010,000,000,000.000012,000,000,000.00002022-12-142023-01-142023-02-142023-03-14千元质押式回购成交量DR001R001-25.00-5.0015.0035.0055.0075.00bp资金分层隔夜七天