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Data as of: 2026-09-30 · 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 | 2026-10-08
中金所10年国债主力连续(CFFEX.T)当前方向为偏多。核心逻辑有三:一是上一结算日(2026-09-30)价格处于20日区间40%分位,ATR14为0.11,价格波动空间支撑偏多布局;二是美元指数(DXY)2026-10-07收于102.23,美国10年期国债收益率(^TNX)收于5.277,国际利率环境对中国国债形成支撑;三是主力持仓虽环比减少49713手,但价格未出现大幅下破,空头回补迹象显现。方向失效条件为价格跌破20日区间下沿109.26。
This brief is published in Chinese. The English translation is being prepared.
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