在银行间市场中,同业存单利率倒挂现象时有发生,这为投资者提供了利用NCD滚动加回购操作获取价差收益的机会。下面详细介绍如何在这种情况下实现约50BP的价差收益。首先,了解同业存单利率倒挂的概念。同业存单(NCD)是由银行业存款类金融机构法人在全国银行间市场上发行的记账式定期存款凭证。当短期同业存单利率高于长期同业存单利率时,就出现了利率倒挂现象。这种情况往往受到市场资金供求关系、货币政策预期等多种...
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