510 25507D3002250Shibor ON 1.106%18.2bpShibor 1W2.117%41.4bp 1-2A TF TS100.430 101.030 100.865 0.22%0.12%0.05%55,11549,46626,984-21,457-9,098-8,809183,115106,26464,2523,643-1,883-387 2.278%2.531%2.713%2.841%2.876%3.55 1.35 2.38 1.73 1.51 100.50100.60100.70100.80100.90101.0099.0099.50100.00100.50101.00101.502023/02/022023/02/162023/03/022023/03/16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)0.000.100.200.300.400.50-0.050.000.050.100.150.200.250.302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.CFE0.40.50.60.70.80.91.01.10.40.50.60.70.80.95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）0.01.02.03.04.01.52.02.53.01Y3Y5Y7Y10Y曲线形态△bp（右）2023-03-242023-03-23-200.00-100.000.00100.00200.00300.000.001.002.003.004.005.00bp%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 1.270% -26.40 28696.50 2130.32 DR007 1.698% -21.96 569.96 41.73 DR014 2.625% 3.67 267.90 -207.33 R001 1.376% -25.22 67859.89 5188.38 R007 1.998% -20.78 242.10 -1554.28 R014 3.043% 3.21 295.29 192.87 0.51.11.72.32.93.5%银存间资金价格走势DR001DR007DR014-30.00-20.00-10.000.0010.000.01.02.03.0DR001DR007DR014DR021DR1MDR2MDR3M%bp资金日变动Δbp（右）2023-03-242023-03-230.00002,000,000,000.00004,000,000,000.00006,000,000,000.00008,000,000,000.000010,000,000,000.000012,000,000,000.00002022-12-222023-01-222023-02-222023-03-22千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