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咨询大家跨品种套利跟踪

2025-3-6
咨询大家跨品种套利跟踪
跨品种套利跟踪跨期套利:10-2(BP,元)跨期套利:10-5(BP,元)0.90.80.70.60.50.40.30.20.100.350.300.250.200.150.100.050.0010-2国债利差4TS-T(右)跨期套利:30-10(BP,元)304.50304.00303.50303.00302.50302.00301.50301.00300.50300.00210.00209.00208.00207.00206.00205.00204.00203.00202.000.450.400.350.300.250.200.150.100.050.000.500.450.400.350.300.250.200.150.100.050.0010-5国债利差2TF-T(右)跨期套利:5-2(BP,元)105.00104.50104.00103.50103.00102.50102.00101.50101.00100.50100.00100.40100.20100.0099.8099.6099.4099.2099.0098.8098.6098.4098.2030-10国债利差3T-TL(右)5-2国债利差2TS-TF(右)数据来源:IFinD,中泰期货研究所