期债早报：资金面延续适度宽裕，期债延续偏弱震荡

联系人：吕洁 F0269991 邵菁菁 F3014625电话： 0571-28132630邮箱： jingjing_shao@yahoo.com10/12/1610/13/16涨跌(BP)涨跌幅度O/N2.1502.1510.100.05%1W2.3832.378-0.50-0.21%2W2.5452.543-0.20-0.08%1M2.7152.713-0.23-0.08%3M2.8022.8030.100.04%10/12/1610/13/16涨跌(BP)涨跌幅度O/N2.833.84101.0035.69%1W6.764.64-212.00-31.36%2W5.914.56-135.00-22.84%10/12/1610/13/16涨跌(BP)涨跌幅度1D2.2022.201-0.09-0.04%7D2.4582.411-4.69-1.91%14D2.5552.66811.284.41%1M2.7873.06427.659.92%10/12/1610/13/16涨跌(BP)涨跌幅度R0012.1402.1480.790.37%R0072.4132.4382.531.05%R0142.5622.550-1.15-0.45%R1M2.7872.770-1.76-0.63%10/12/1610/13/16涨跌(BP)涨跌幅度GC0010.5303.025249.50470.75%GC0032.0651.325-74.00-35.84%GC0072.1652.030-13.50-6.24%10/12/1610/13/16涨跌(BP)涨跌幅度1Y2.15902.1467-1.23-0.57%3Y2.39782.3887-0.91-0.38%5Y2.51972.52630.660.26%7Y2.70322.7000-0.32-0.12%10Y2.70982.7010-0.88-0.32%20Y3.05763.0495-0.81-0.26%30Y3.17163.1640-0.76-0.24%10/12/1610/13/16涨跌(BP)涨跌幅度转帖6M2.252.250.000.00%珠三角6M2.402.400.000.00%长三角6M2.352.350.000.00%中西部6M2.452.450.000.00%环渤海6M2.502.500.000.00% 国债期货早报20161014SHIBOR银行间质押回购利率票据利率国债到期收益率上交所质押回购利率银行间同业拆借利率CNHHIBOR要闻1、9月顺差大幅下降加大汇率贬值压力 货币政策或保持宽松2、国务院多部委联合开展互联网金融专项整治行动3、港交所总裁李小加：倾向于11月中旬后某个周一推出深港通4、加息预期持续升温 美元刷新七个月高点 收盘价持仓量成交量涨跌幅度TF1612101.7852096043890.09%TF1703101.49544861920.09%TF1706101.1901332570.08%T1612101.41040710125000.13%T1703101.04573024100.15%T1706100.73017791980.13%CTD净价IRR基差TF1612140003.IB107.85801.15%0.5257TF1703110015.IB105.84102.96%0.3674TF1706160015.IB100.65761.41%0.8134T1612160014.IB101.43820.94%0.3324T1703150023.IB100.27450.92%0.8581T1706150023.IB100.27451.23%1.1729报告中的信息均来源于公开可获得的资料，信达期货有限公司力求准确可靠，但对这些信息的准确性及完整性不做任何保证，据此投资，责任自负。未经信达期货有限公司授权许可，任何引用、转载以及向第三方传播本报告的行为均可能承担法律责任。最廉券国债期货行情回顾持仓建议市场对资金面预期开始好转,对前期债市去杠杆的流动性担忧大幅缓解。近期经济基本面边际转好利空期债，但长期经济下行压力仍大，且近期楼市降温利好期债。短期期债或将维持震荡，操作上，建议以观望为主，等待趋势进一步明确。