2007D1700MLF1801500MLF220 A“”“”“” TF TS100.575 101.055 100.875 -0.14%-0.07%-0.02%75,82952,94722,3812,5951,565-7,911185,514104,20760,958-1,063-2,664-1,356 2.204%2.492%2.674%2.801%2.827%-0.57 0.32 0.80 0.76 0.96 100.50100.60100.70100.80100.90101.0099.0099.50100.00100.50101.00101.502023/02/222023/03/082023/03/222023/04/05合约走势TFTTS(RHS)-10,000.0000-5,000.00000.00005,000.000010,000.0000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)0.000.100.200.300.40-0.050.000.050.100.150.202年期活跃券基差220028200005（RHS）100.4100.5100.6100.7100.8100.9100.0100.5101.0101.5TS-TF跨品种价差价差（右）元TS2306.CFETF2306.CFE0.00.20.40.60.80.00.20.40.60.81.05年期活跃券基差230002220022（RHS）301.5302.0302.5303.0303.599.099.5100.0100.5101.0101.52TS-T跨品种价差价差（右）元TS2306.CFET2306.CFE0.50.60.70.80.91.01.11.21.30.50.60.70.80.91.01.110年期活跃券基差220017220025（RHS）101.0101.2101.4101.6101.8102.099.099.5100.0100.5101.0101.52TF-T跨品种价差价差（右）元T2306.CFETF2306.CFE DR001 1.362% -5.90 26758.27 1502.08 DR007 1.988% 0.36 701.53 19.26 DR014 2.031% -2.82 110.29 30.85 R001 1.461% -5.43 67052.55 1494.51 R007 2.185% 1.05 688.97 2651.65 R014 2.294% -10.18 68.45 242.16 2.582.682.782.882.981.71.92.12.32.52.71Y%3Y%5Y%7Y%（右）10Y%（右）-1.0-0.50.00.51.01.51.52.02.53.01Y3Y5Y7Y10Y曲线形态△bp（右）2023-04-132023-04-12-200.00-100.000.00100.00200.00300.000.001.002.003.004.005.00bp%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DR001DR007DR014-10.00-5.000.005.0010.0015.000.01.02.03.0DR001DR007DR014DR021DR1MDR2MDR3M%bp资金日变动Δbp（右）2023-04-122023-04-110.00002,000,000,000.00004,000,000,000.00006,000,000,000.00008,000,000,000.000010,000,000,000.000012,000,000,000.00002023-01-122023-02-122023-03-122023-04-12千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