南华国债周报：冲突继续，胀先于滞-20260315

Group 1: Futures Data - The Friday settlement price of 10 - year Treasury bond futures T2606.CFE is 108.235 with a weekly decline of 0.29%, and T2609.CFE is 108.210 with a weekly decline of 0.30% [8] - The Friday settlement price of 5 - year Treasury bond futures TF2606.CFE is 105.965 with a weekly decline of 0.16%, and TF2609.CFE is 105.795 with a weekly decline of 0.16% [8] - The Friday settlement price of 2 - year Treasury bond futures TS2606.CFE is 102.470 with a weekly decline of 0.04%, and TS2609.CFE is 102.490 with a weekly decline of 0.04% [8] - The Friday settlement price of 30 - year Treasury bond futures TL2606.CFE is 111.110 with a weekly decline of 1.47%, and TL2609.CFE is 110.830 with a weekly decline of 1.48% [8] Group 2: Spread Data - The inter - delivery spread of T2606 - T2609 is 0.025 with a weekly increase of 0.015, TF2606 - TF2609 is 0.170 with a weekly increase of 0.005, and TS2606 - TS2609 is - 0.020 with a weekly increase of 0.004 [8] - The cross - variety spreads: 2TS - T is 301.645 with a weekly increase of 0.166, 2TF - T is 103.695 with a weekly decline of 0.020, and TS - TF is 98.975 with a weekly increase of 0.093 [8] Group 3: Spot Bond Yields - The Friday closing price of 1Y Treasury bond yield is 1.28% with a weekly decline of 0.90 BP, 2Y is 1.35% with a weekly increase of 0.53 BP, 3Y is 1.37% with a weekly increase of 0.75 BP, 5Y is 1.56% with a weekly increase of 2.69 BP, 7Y is 1.70% with a weekly increase of 3.72 BP, 10Y is 1.81% with a weekly increase of 3.33 BP, 30Y is 2.37% with a weekly increase of 8.52 BP [8] - The Friday closing price of 1Y China Development Bank bond yield is 1.49% with a weekly decline of 1.36 BP, 3Y is 1.62% with a weekly decline of 1.45 BP, 5Y is 1.72% with a weekly decline of 0.27 BP, 7Y is 1.84% with a weekly decline of 0.48 BP, 10Y is 1.96% with a weekly increase of 0.60 BP, 30Y is 2.50% with a weekly increase of 8.52 BP [8] Group 4: Funding Rates - The Friday price of bank - to - bank pledged repo rate DR001 is 1.32% with a weekly increase of 0.22 BP, DR007 is 1.46% with a weekly increase of 4.67 BP, DR014 is 1.49% with a weekly increase of 2.15 BP [8] - The Friday price of SHIBOR rate SHIBOR1M is 1.53% with a weekly decline of 0.87 BP, SHIBOR3N is 1.54% with a weekly decline of 1.28 BP [8] Group 5: Other Information - The OMO rate is 1.4%, and the range is 10% - 20% [15] - There is information about TACO, with a 30% ratio and a quantity of 100, and related to G7 TACO [15] - The IOER is 0.35%, and there are some related quantity and rate information such as 100 at 1.4%, 20 at 0.4%, 80 at 1.65%, 25bp for 1Y and 10bp [18]