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Data as of: 2026-10-09 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
中金所 10年国债主力连续(CFFEX.T)深度分析报告 | 偏多:109.46 站稳枢轴 P | 2026-10-10
偏多。中金所 10 年国债主力连续 T2612 在 109.46 站稳枢轴 P 109.44 上方,5 日跌幅收窄至 -0.12%,20 日跌幅仅 -0.03%,显示短期调整接近尾声。价格位于 20 日通道 109.26–109.66 中轴 50% 位置,ATR14 0.12 提供波动缓冲,夜盘延续反弹。基本面方面,10 月通胀预期温和,实际利率高位回落支撑债市。持仓结构显示主力净多增加,资金主动流入。跨资产比价中金银比 69.07 处 1 年 74.6% 分位,反映避险情绪升温,利好利率债。方向失效条件为日线收盘跌破 109.2 或周线失守 109.26。
This brief is published in Chinese. The English translation is being prepared.
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