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我想了解一下国债期货跨期价差

2025-8-1
我想了解一下国债期货跨期价差
国债期货跨期价差TL跨期价差(元)T跨期价差(元)1.501.000.500.00(0.50)(1.00)0.200.100.00(0.10)(0.20)(0.30)(0.40)0.400.300.200.100.00(0.10)(0.20)(0.30)908580757065605550454035302520151050908580757065605550454035302520151050TL2512-TL2603TL2509-TL2512TL2506-TL2509TL2503-TL2506TL2412-2503T2512-T2603T2509-T2512T2506-T2509T2503-T2506T2412-2503TF跨期价差(元)TS跨期价差(元)0.200.150.100.050.00(0.05)(0.10)(0.15)(0.20)(0.25)(0.30)908580757065605550454035302520151050908580757065605550454035302520151050TF2512-TF2603TF2509-TF2512TF2506-TF2509TF2503-TF2506TF2409-TF2503TS2512-TS2603TS2509-TS2512TS2506-TS2509TS2503-TS2506TS2409-2503数据来源:IFinD,中泰期货研究所