📅 2026-10-08
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2Y Treasury Futures · Single-name brief
This report is provided by MacroTerms.com
Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
中金所2年国债主力连续(CFFEX.TS)深度分析报告 | 2026-10-08
方向结论为中性观望。核心理由：一是价格处于极窄区间，20日通道仅102.56–102.62，现价102.57（结算）位于通道16.7%分位，ATR14仅0.03，RV20仅0.3%，缺乏可交易的方向性动能；二是主力持仓71274手，较前一结算减少34手，量价均无趋势信号；三是跨资产端美债收益率与美元指数同步回落，但中国缺乏对应催化，且未来7天仅有CPI/PPI待公布，事件驱动不足。方向失效条件：若TS主力结算价有效突破102.62（20日高点）或跌破102.56（20日低点），则转为顺势偏多或偏空。
This brief is published in Chinese. The English translation is being prepared.
🇺🇸English original - AI-generated research (not machine translation)
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