国债期货日报：大幅收涨

11月28日11月27日今日涨跌上周同期11月28日11月27日今日涨跌上周同期 107.170107.0550.115106.820193,244188,3054,93990,707 105.550105.4750.075105.350114,675112,5102,16582,362 102.640102.6200.020102.63053,75652,3731,38324,623 114.39114.080.31112.7972,22469,1733,05133,471 0.81580.9241-0.10830.907342,49863,213-20,71558,397 -0.1617-0.0894-0.0723-0.021037,74753,763-16,01653,271 -0.2599-0.2404-0.0195-0.213122,64227,018-4,37621,569 -0.01960.3204-0.33990.226646,82660,883-14,05732,197 1.3855%1.3603%2.52bp1.36%Y1.8990%1.8972%0.18bp1.94% Y1.4562%1.4445%1.17bp1.47%10Y2.0536%2.0668%-1.32bp2.09% Y1.6980%1.6928%0.52bp1.71%0Y2.2425%2.2450%-0.25bp2.30% 1.36%1.43%-6.36bp1.48%20,92422,517-1,592.723,471 1.72%1.75%-3.12bp1.73%1,6032,032-429.21,032 1.77%1.81%-4.42bp1.87%764729.3154 3.0 1.0 1.5 30年期活跃券基差 -0.5 230023 210014（RHS） 1.65 1.55 1.45 1.35 2.30 2.25 2.20 2.15 2.10 2.05 1Y% 10Y% bp 隔夜七天 30 10 -10 -30 (Z0016413) iFind，南华期货