27807D1820960714 FDICCDSPMI TF TS100.445 101.025 100.860 0.01%0.00%0.00%46,88836,16523,308-8,227-13,301-3,676183,486107,65164,1373711,387-115 2.272%2.531%2.694%2.832%2.859%-0.62 0.04 -1.88 -0.86 -1.74 100.50100.60100.70100.80100.90101.0099.0099.50100.00100.50101.00101.502023/02/032023/02/172023/03/032023/03/17合约走势TFTTS(RHS)-4,000.0000-2,000.00000.00002,000.00004,000.00006,000.0000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.CFE0.40.50.60.70.80.91.01.10.40.60.81.01.25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.CFE DR001 1.009% -26.05 27173.87 -1522.62 DR007 2.056% 35.79 2443.40 1873.44 DR014 2.649% 2.38 255.26 -12.64 R001 1.166% -20.99 63848.22 -4011.67 R007 3.124% 112.59 987.33 7452.27 R014 3.038% -0.51 106.40 -1888.88 2.582.682.782.882.981.71.92.12.32.52.71Y%3Y%5Y%7Y%（右）10Y%（右）-2.0-1.5-1.0-0.50.00.51.52.02.53.01Y3Y5Y7Y10Y曲线形态△bp（右）2023-03-272023-03-24-200.00-100.000.00100.00200.00300.000.001.002.003.004.005.00bp%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0.51.11.72.32.93.5%银存间资金价格走势DR001DR007DR014-40.00-20.000.0020.0040.000.01.02.03.0DR001DR007DR014DR021DR1MDR2MDR3M%bp资金日变动Δbp（右）2023-03-272023-03-240.00002,000,000,000.00004,000,000,000.00006,000,000,000.00008,000,000,000.000010,000,000,000.000012,000,000,000.00002022-12-232023-01-232023-02-232023-03-23千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