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如何解释国债期货跨期价差

2025-2-1
如何解释国债期货跨期价差
国债期货跨期价差TL跨期价差(元)T跨期价差(元)0.900.700.500.300.10(0.10)(0.30)0.400.300.200.100.00(0.10)(0.20)(0.30)0.600.500.400.300.200.100.00(0.10)(0.20)(0.30)908580757065605550454035302520151050908580757065605550454035302520151050TL2506-TL2509TL2503-TL2506TL2412-2503TL2409-2412T2506-T2509T2503-T2506T2412-2503T2409-2412TL2406-2409TL2403-2406TL2312-2403T2406-2409T2403-2406T2312-2403TF跨期价差(元)TS跨期价差(元)0.300.200.100.00(0.10)(0.20)(0.30)908580757065605550454035302520151050908580757065605550454035302520151050TF2506-TF2509TF2503-TF2506TF2409-TF2503TF2409-TF2412TS2506-TS2509TS2503-TS2506TS2409-2503TS2406-2409TF2406-2409TF2403-2406TF2312-2403TS2403-2406TS2312-2403TS2309-2312数据来源:IFinD,中泰期货研究所