(来源:浙商银行FICC)境内市场周五市场情绪波澜起伏,现券收益率上下反复,尤其是部分中短债收益率日内波幅较大。但相比于现券,衍生品市场的情绪显得更加脆弱,利率互换pay方向头寸依然密集,5Y repo收益率牢牢站在1.595-1.60附近。国债期货5/10/30年品种继续呈现阴线排列格局,收盘价连续五个交易日下移,暂时还没有任何要企稳的迹象。全周市场risk on的故事还在继续。尽管周五权益市场...
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