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国债期货主力合约:12月29日多品种下跌
Sou Hu Cai Jing· 2025-12-29 02:56
本文由 AI 算法生成,仅作参考,不涉投资建议,使用风险自担 【12月29日期货主力合约多数下跌】12月29日,30年期主力合约跌1.07%,10年期主力合约跌0.31%,5 年期主力合约跌0.25%,2年期主力合约跌0.08%。 ...
美国债市:国债在2年期标售后走低 5年期标售将至
Xin Lang Cai Jing· 2025-12-22 20:41
美国财政部标售690亿美元2年期国债后,美国国债在隔夜小幅下跌后,于美国交易时段延续跌势。周二 和周三将分别迎来5年期和7年期美债的发行。此前美债收益率在亚洲交易时段上行,日本国债普跌,市 场对日本央行或需更激进地加息以遏制日元持续走弱的猜测升温。 美国10年期国债收益率上涨1.57个基点,报4.1628%。 美国30年期国债收益率上涨1.53个基点,报4.8395%。 美国2年和10年国债收益率差下跌0.34个基点,报65.821个基点。 美国5年和30年国债收益率差下跌0.24个基点,报112.677个基点。 纽约时间下午3点刚过,美国国债收益率曲线短端上行不超过3个基点,呈现熊趋平走势,长端日内略微 跑赢,推动5s30s利差较上周五趋平1个基点。 美国交易时段,曲线短端和中段表现落后,投资者为即将到来的国债拍卖提前布局;同时,成交量依然 清淡,除隔夜日本国债走弱外,市场几乎没有明显的价格催化因素;至尾盘,美债期货成交量仅相当于 20日均值的50%。 690亿美元2年期美债拍卖中标收益率较发行前交易水平高出约0.3个基点,一级交易商获配比例为 12.7%,为6月份以来最高。直接投标人获配比例为34.1%, ...
美国债市:国债全线走低 但跌幅在3年期国债标售后收窄
Xin Lang Cai Jing· 2025-12-08 22:12
美国国债周一收跌,3年期国债拍卖获强劲需求,随后跌幅有所收窄。美国早盘市场对美联储明年降息 的预期进一步减弱,导致各期限国债收益率一度升至至少两周、甚至三个月来最高。随着期货市场涌现 逢低买盘,抛售潮停止。 美国5年期国债收益率报3.7481%, 美国10年期国债收益率报4.1663%, 美国30年期国债收益率报4.809%, 美国2年和10年国债收益率差报58.712个基点, 美国5年和30年国债收益率差报105.916个基点。 纽约时间下午3点刚过,收益率日间走高2-4个基点。5年期国债领跌,导致2s5s10s蝶式利差上升约2.5个 基点,至10月下旬以来最高。 美国早盘晚些时候,随着对5年期和10年期国债期货的大笔买入交易涌现,收益率开始从盘中高点回 落,午后3年期国债标售也获得了良好的需求。 580亿美元3年期国债的中标收益率比投标截止时的发行前交易水平低0.8个基点。一级交易商获配9%, 低于前六次均值13.1%,间接竞标人获配72%,高于前六次均值62.5%,直接竞标人获配19%,前六次均 值为24.5%。 早盘时随着欧洲债市经历更大幅度的下跌,美国国债承压,随后跌势扩大,原因是未来一年内结算的短 ...
全品种价差日报-20250904
Guang Fa Qi Huo· 2025-09-04 05:15
Report Summary 1. Report Industry Investment Rating There is no information about industry investment rating in the provided documents. 2. Core View There is no clear core view presented in the given content. It mainly lists the price information of various commodities including base metals, precious metals, agricultural products, energy and chemical products, and stock index futures. 3. Summary by Categories Metals - **Ferrous Metals**: For silicon iron (SF511), the spot price is 5520, the futures price is 5628, and the basis is 108 with a basis rate of 3.80%. For silicon manganese (SM601), the spot price is 5950, the futures price is 5732, and the basis is 218. For rebar (RB2601), the spot price is 3230, the futures price is 3106, and the basis is 124 with a basis rate of 3.99%. For hot - rolled coil (HC2601), the spot price is 3340, the futures price is 3299, and the basis is 41 with a basis rate of 1.24%. For iron ore (I2601), the spot price is 823, the futures price is 1603, and the basis is - 777 with a basis rate of - 46%. For coke (J2601), the spot price is 1594, the futures price is 1603, and the basis is - 9 with a basis rate of - 0.5498. For coking coal (JM2601), the spot price is 1106, the futures price is 1114, and the basis is - 8 with a basis rate of - 0.72% [1]. - **Non - ferrous Metals**: For copper (CU2510), the spot price is 80520, the futures price is 80110, and the basis is 410 with a basis rate of 0.51%. For aluminum (AL2510), the spot price is 20730, the futures price is 20710, and the basis is 20 with a basis rate of 0.10%. For zinc (ZN2510), the spot price is 22285, the futures price is 22170, and the basis is 115 with a basis rate of 0.5296%. For tin (SN2510), the spot price is 273100, the futures price is 273120, and the basis is - 20 with a basis rate of - 0.0073%. For nickel (NISE10), the spot price is 121775, the futures price is 121790, and the basis is - 15 with a basis rate of - 0.01%. For stainless steel (SS2510), the spot price is 13320, the futures price is 5662, and the basis is 405 with a basis rate of 3.14%. For lithium carbonate (LC2511), the spot price is 75900, the futures price is 71880, and the basis is 4020 with a basis rate of 5.59%. For industrial silicon (SI2511), the spot price is 9100, the futures price is 8490, and the basis is 610 with a basis rate of 7.18% [1]. Precious Metals - For gold (AU2510), the spot price is 814.9, the futures price is 810.0, and the basis is 4.9 with a basis rate of 0.60%. For silver (AG2510), the spot price is 9780.0, the futures price is 9820.0, and the basis is - 40.0 with a basis rate of - 0.41% [1]. Agricultural Products - For soybean meal (M2601), the spot price is 2990, the futures price is 3066.0, and the basis is - 76.0 with a basis rate of - 2.48%. For soybean oil (Y2601), the spot price is 8500, the futures price is 8366.0, and the basis is 134.0 with a basis rate of 1.60%. For palm oil (P2601), the spot price is 9340, the futures price is 9368.0, and the basis is - 28.0 with a basis rate of - 0.30%. For rapeseed meal (RM601), the spot price is 2580, the futures price is 2521.0, and the basis is 59.0 with a basis rate of 2.34%. For rapeseed oil (Ole01), the spot price is 9860, the futures price is 9727.0, and the basis is 133.0 with a basis rate of 1.37%. For corn (C2511), the spot price is 2290, the futures price is 2193.0, and the basis is 97.0 with a basis rate of 4.42%. For corn starch (CS2511), the spot price is 2620, the futures price is 2487.0, and the basis is 133 with a basis rate of 5.35%. For live pigs (LH251), the spot price is 14150, the futures price is 13550.0, and the basis is 600.0 with a basis rate of 4.43%. For eggs (JD2510), the spot price is 3270, the futures price is 3011.0, and the basis is 259.0 with a basis rate of 8.60%. For cotton (CF601), the spot price is 15373, the futures price is 1383.0, and the basis is 13990.0 with a basis rate of 9.89%. For white sugar (SR601), the spot price is 5562.0, the futures price is 5134.0, and the basis is 428.0 with a basis rate of 7.70%. For apples (AP510), the spot price is 8600, the futures price is 8332.0, and the basis is 268.0 with a basis rate of 3.22%. For red dates (C1601), the spot price is 11325.0, the futures price is 10722.0, and the basis is 603 with a basis rate of 6.10% [1]. Energy and Chemical Products - For p - xylene (PX511), the spot price is 6901.0, the futures price is 6810.0, and the basis is 91.0 with a basis rate of 1.34%. For PTA (TA601), the spot price is 4732.0, the futures price is 4685.0, and the basis is 47.0 with a basis rate of 0.99%. For ethylene glycol (EG2601), the spot price is 4420.0, the futures price is 4331.0, and the basis is 89.0 with a basis rate of 2.05%. For styrene (EB2510), the spot price is 7060.0, the futures price is 7040.0, and the basis is 20.0 with a basis rate of 0.28%. For methanol (MA601), the spot price is 2382.0, the futures price is 2257.5, and the basis is 124.5 with a basis rate of 5.23%. For urea (UR601), the spot price is 1710.0, the futures price is 1714.0, and the basis is - 4.0 with a basis rate of - 0.23%. For LLDPE (L2601), the spot price is 7247.0, the futures price is 7250.0, and the basis is - 3.0 with a basis rate of - 0.04%. For PP (PP2601), the spot price is 6954.0, the futures price is 6965.0, and the basis is - 11.0 with a basis rate of - 0.16%. For PVC (V2601), the spot price is 4878.0, the futures price is 4680.0, and the basis is 198.0 with a basis rate of 4.06%. For caustic soda (SH601), the spot price is 2718.8, the futures price is 2612.0, and the basis is 106.8 with a basis rate of 4.09%. For LPG (PG2510), the spot price is 4408.0, the futures price is 4416.0, and the basis is - 8.0 with a basis rate of - 0.18%. For asphalt (BU2510), the spot price is 3550.0, the futures price is 3550.0, and the basis is 0.0 with a basis rate of 0.00%. For butadiene rubber (BR2510), the spot price is 12100.0, the futures price is 12099.5, and the basis is 0.5 with a basis rate of 0.004%. For glass (FG601), the spot price is 1135.0, the futures price is 1040.0, and the basis is 95.0 with a basis rate of 8.90%. For soda ash (SA601), the spot price is 1276.0, the futures price is 1176.0, and the basis is 100.0 with a basis rate of 8.43%. For natural rubber (RU2601), the spot price is 15885.0, the futures price is 15050.0, and the basis is 835.0 with a basis rate of 5.26% [1]. Stock Index Futures and Bond Futures - **Stock Index Futures**: For IF2509.CFF, the spot price is 4459.8, the futures price is 4430.0, and the basis is 29.8 with a basis rate of 0.67%. For IH2509.CHE, the spot price is 2961.0, the futures price is 2949.0, and the basis is 12.0 with a basis rate of 0.41%. For IC2509.CFE, the spot price is 6868.5, the futures price is 6788.8, and the basis is 79.7 with a basis rate of 1.17%. For IM2509.CFE, the spot price is 7206.9, the futures price is 7142.6, and the basis is 64.3 with a basis rate of 0.90% [1]. - **Bond Futures**: For 2 - year bond (TS2512), the spot price is 102.44, the futures price is 100.00, and the basis is 2.44 with a basis rate of 2.43%. For 5 - year bond (TF2512), the spot price is 99.45, the futures price is 105.69, and the basis is - 6.24 with a basis rate of - 6.27%. For 10 - year bond (T2512), the spot price is 106.50, the futures price is 108.12, and the basis is - 1.62 with a basis rate of - 1.52%. For 30 - year bond (TL2512), the spot price is 132.79, the futures price is 117.03, and the basis is 15.76 with a basis rate of 13.47% [1][4].
金十图示:2025年07月25日(周五)欧盘市场行情一览
news flash· 2025-07-25 11:03
Group 1: Precious Metals - Spot platinum (XPTUSD) decreased by 25.160 to 1386.350, reflecting a decline of 1.78% [2] - Spot palladium (XPDUSD) fell by 18.860 to 1214.370, a decrease of 1.53% [2] - Gold (COMEX) price dropped by 27.100 to 3344.200, down by 0.80% [2] - Silver (COMEX) saw a reduction of 0.305 to 38.980, a decline of 0.78% [2] Group 2: Foreign Exchange - Euro to USD (EURUSD) decreased by 0.15% to 1.173 [3] - GBP to USD (GBPUSD) fell by 0.38% to 1.346 [3] - USD to JPY (USDJPY) increased by 0.53% to 147.773 [3] - AUD to USD (AUDUSD) decreased by 0.38% to 0.656 [3] - USD to CHF (USDCHF) rose by 0.21% to 0.797 [3] Group 3: Virtual Currency - Bitcoin (BTC) price decreased by 2011.510 to 116308.480, a decline of 1.70% [4] - Litecoin (LTC) increased by 2.610 to 114.860, up by 2.33% [4] - Ethereum (ETH) rose by 12.340 to 3718.840, an increase of 0.33% [4] - Ripple (XRP) fell by 0.017 to 3.128, down by 0.55% [4] Group 4: Treasury Bonds - The 2-year U.S. Treasury yield remained at 3.925, unchanged [6] - The 5-year U.S. Treasury yield increased by 0.007 to 3.978, up by 0.18% [7] - The 10-year U.S. Treasury yield rose by 0.009 to 4.417, an increase of 0.20% [7] - The 30-year U.S. Treasury yield increased by 0.011 to 4.961, up by 0.22% [7] - The 10-year UK Treasury yield rose by 0.028 to 4.650, an increase of 0.61% [7] - The 10-year German Treasury yield increased by 0.040 to 2.733, up by 1.49% [7] - The 10-year French Treasury yield rose by 0.037 to 3.404, an increase of 1.10% [7] - The 10-year Italian Treasury yield increased by 0.046 to 3.611, up by 1.29% [7] - The 10-year Japanese Treasury yield rose by 0.004 to 1.602, an increase of 0.25% [7]
短端和长端英债收益率至少跌2个基点,PMI数据表明英国经济黯然失色
news flash· 2025-07-24 16:50
Core Viewpoint - The UK bond market experienced a decline in yields across various maturities, indicating a potential shift in investor sentiment towards safer assets amid economic uncertainties [1] Group 1: Yield Movements - The yield on the UK 10-year government bond fell by 1.3 basis points to 4.622%, with an intraday trading range of 4.665% to 4.614% [1] - The 2-year UK bond yield decreased by 2.0 basis points to 3.862% [1] - The 30-year UK bond yield dropped by 2.2 basis points, while the 50-year bond yield fell by 2.6 basis points [1] Group 2: Yield Spread - The yield spread between the 2-year and 10-year UK bonds increased by 0.731 basis points, reaching +75.846 basis points [1]
两年期德债收益率于欧洲央行决议日涨约9个基点,拉加德“观望”论调和再次暂停降息的前景带来提振
news flash· 2025-07-24 16:45
Group 1 - The yield on Germany's 10-year government bonds rose by 6.3 basis points to 2.702%, experiencing an upward trend throughout the day [1] - The 2-year German bond yield increased by 8.9 basis points, reaching a daily high of 1.933% [1] - The 30-year German bond yield rose by 1.9 basis points, reported at 3.192% [1] Group 2 - The yield spread between the 2-year and 10-year German bonds decreased by 2.512 basis points, reported at +76.684 basis points [2]
金十图示:2025年07月23日(周三)亚盘市场行情
news flash· 2025-07-23 01:43
Commodity Prices - Spot platinum (XPTUSD) is priced at 1438.550, down by 1.690 or 0.12% [2] - Spot palladium (XPDUSD) is priced at 1309.390, down by 10.176 or 0.77% [2] - Gold (COMEX) is priced at 3435.700, down by 8.300 or 0.24% [2] - Silver (COMEX) is priced at 39.545, down by 0.115 or 0.29% [2] Foreign Exchange Rates - Euro to USD (EURUSD) is at 1.174, down by 0.12% [3] - GBP to USD (GBPUSD) is at 1.352, down by 0.08% [3] - USD to JPY (USDJPY) is at 146.575, down by 0.04% [3] - AUD to USD (AUDUSD) is at 0.656, up by 0.07% [3] - USD to CHF (USDCHF) is at 0.794, up by 0.21% [3] Cryptocurrency Prices - Bitcoin (BTC) is priced at 119505.420, down by 449.010 or 0.37% [4] - Litecoin (LTC) is priced at 120.990, up by 1.340 or 1.12% [4] - Ethereum (ETH) is priced at 3735.620, down by 10.590 or 0.28% [4] - Ripple (XRP) is priced at 3.517, down by 0.034 or 0.95% [4] Treasury Bonds - The yield on the 2-year U.S. Treasury bond is 3.842, up by 0.011 or 0.29% [6] - The yield on the 5-year U.S. Treasury bond is 3.896, up by 0.020 or 0.52% [7] - The yield on the 10-year U.S. Treasury bond is 4.356, up by 0.020 or 0.46% [7] - The yield on the 30-year U.S. Treasury bond is 4.927, up by 0.024 or 0.49% [7] - The yield on the 10-year UK Treasury bond is 4.571, down by 0.001 or 0.02% [7] - The yield on the 10-year German Treasury bond is 2.588, down by 0.030 or 1.15% [7] - The yield on the 10-year French Treasury bond is 3.265, down by 0.032 or 0.97% [7] - The yield on the 10-year Italian Treasury bond is 3.463, down by 0.019 or 0.55% [7] - The yield on the 10-year Japanese Treasury bond is 1.588, up by 0.078 or 5.17% [7]
金十图示:2025年07月21日(周一)美盘市场行情一览
news flash· 2025-07-21 13:51
Group 1: Precious Metals - Spot platinum (XPTUSD) increased by 42.020 to 1464.260, representing a rise of 2.95% [2] - Spot palladium (XPDUSD) rose by 30.115 to 1310.230, marking an increase of 2.35% [2] - Gold (COMEX) (GC) gained 48.800 to 3404.500, reflecting a growth of 1.45% [2] - Silver (COMEX) (SI) increased by 0.835 to 39.260, showing a rise of 2.17% [2] Group 2: Foreign Exchange - Euro to USD (EURUSD) rose by 0.36% to 1.166 [3] - GBP to USD (GBPUSD) increased by 0.46% to 1.347 [3] - USD to JPY (USDJPY) decreased by 0.82% to 147.619 [3] - AUD to USD (AUDUSD) rose by 0.19% to 0.652 [3] - USD to CHF (USDCHF) fell by 0.32% [3] Group 3: Cryptocurrencies - Bitcoin (BTC) increased by 1556.870 to 118821.990, a rise of 1.33% [4] - Litecoin (LTC) rose by 1.260 to 117.850, reflecting an increase of 1.08% [4] - Ethereum (ETH) gained 53.840 to 3810.530, marking a rise of 1.43% [4] - Ripple (XRP) increased by 0.106 to 3.559, showing a growth of 3.06% [4] Group 4: Treasury Bonds - The yield on the 2-year US Treasury bond decreased by 0.014 to 3.861, a decline of 0.36% [6] - The yield on the 5-year US Treasury bond fell by 0.037 to 3.924, down by 0.93% [7] - The yield on the 10-year US Treasury bond decreased by 0.057 to 4.374, a decline of 1.29% [7] - The yield on the 30-year US Treasury bond fell by 0.055 to 4.944, down by 1.10% [7] - The yield on the 10-year UK Treasury bond decreased by 0.054 to 4.620, a decline of 1.16% [7] - The yield on the 10-year German Treasury bond fell by 0.070 to 2.622, down by 2.60% [7] - The yield on the 10-year French Treasury bond decreased by 0.091 to 3.306, a decline of 2.68% [7] - The yield on the 10-year Italian Treasury bond fell by 0.084 to 3.494, an increase of 2.35% [7] - The yield on the 10-year Japanese Treasury bond decreased by 0.008 to 1.519, down by 0.52% [7]
金十图示:2025年07月03日(周四)欧盘市场行情一览
news flash· 2025-07-03 11:06
Group 1: Precious Metals - Spot platinum (XPTUSD) is priced at 1380.163, down by 41.987, representing a decrease of 2.95% [2] - Spot palladium (XPDUSD) is priced at 1138.750, down by 24.778, reflecting a decrease of 2.13% [2] - Gold (COMEX GC) is priced at 3363.700, down by 5.000, showing a slight decrease of 0.15% [2] - Silver (COMEX SI) is priced at 37.130, up by 0.340, indicating an increase of 0.92% [2] Group 2: Foreign Exchange - Euro to US Dollar (EURUSD) is at 1.179, down by 0.03% [3] - British Pound to US Dollar (GBPUSD) is at 1.366, up by 0.20% [3] - US Dollar to Japanese Yen (USDJPY) is at 143.847, up by 0.14% [3] - Australian Dollar to US Dollar (AUDUSD) is at 0.657, down by 0.15% [3] - US Dollar to Swiss Franc (USDCHF) is at 0.793, up by 0.09% [3] Group 3: Cryptocurrencies - Bitcoin is priced at 109839.380, up by 989.790, reflecting an increase of 0.91% [4] - Litecoin is priced at 91.440, up by 4.120, indicating an increase of 4.72% [4] - Ethereum is priced at 2598.210, up by 27.660, showing an increase of 1.08% [4] - Ripple (XRP) is priced at 2.300, up by 0.066, reflecting an increase of 2.96% [4] Group 4: Treasury Bonds - The yield on the 2-year US Treasury bond is at 3.756 [6] - The yield on the 5-year US Treasury bond is at 3.840, down by 0.030, a decrease of 0.78% [7] - The yield on the 10-year US Treasury bond is at 4.260, down by 0.030, a decrease of 0.70% [7] - The yield on the 30-year US Treasury bond is at 4.789, down by 0.034, a decrease of 0.70% [7] - The yield on the 10-year UK Treasury bond is at 4.534, down by 0.087, a decrease of 1.88% [7] - The yield on the 10-year German Treasury bond is at 2.577, down by 0.043, a decrease of 1.64% [7] - The yield on the 10-year French Treasury bond is at 3.279, down by 0.041, a decrease of 1.23% [7] - The yield on the 10-year Italian Treasury bond is at 3.489, down by 0.051, a decrease of 1.44% [7] - The yield on the 10-year Japanese Treasury bond is at 1.441, up by 0.002, an increase of 0.14% [7]