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谁能回答跨品种套利跟踪

2026-3-0
谁能回答跨品种套利跟踪
跨品种套利跟踪跨期套利:7-2(BP,元)跨期套利:7-5(BP,元)0.70.60.50.40.30.20.10.800.700.600.500.400.300.200.100.007-2国债利差4TS-T(右)跨期套利:30-7(BP,元)304.50304.00303.50303.00302.50302.00301.50301.00300.50300.00216.00214.00212.00210.00208.00206.00204.00202.00200.000.300.250.200.150.100.050.000.400.350.300.250.200.150.100.050.007-5国债利差2TF-T(右)跨期套利:5-2(BP,元)105.00104.50104.00103.50103.00102.50102.0099.8099.6099.4099.2099.0098.8098.6098.4098.2098.0030-7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