您的当前位置:首页 > 行业数据 > TL合约隐含利差指标回测净值曲线(30年国债活跃券)
图片属性
图片格式:PNG 图片大小:511KB 图片尺寸:2244*1108
同报告图片
 / 4
TL合约隐含利差指标回测净值曲线(30年国债活跃券)_第1页
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
TL合约隐含利差指标回测净值曲线(30年国债活跃券)_第2页
TL合约隐含利差指标回测净值曲线(30年国债活跃券)_第3页
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
TL合约隐含利差指标回测净值曲线(30年国债活跃券)_第4页
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
TL合约隐含利差指标回测净值曲线(30年国债活跃券)_第5页
fCAgICAgICAgICAgICAgICB8IOS/oeWPtzEgICB8IOS/oeWPtzIgICB8IOS/oeWPt+WPoOWKoCB8IOaMgeacieWbveWAukVURiB8CnwtLS0tLS0tLS0tLS0tLS0tfC0tLS0tLS0tLXwtLS0tLS0tLS18LS0tLS0tLS0tLXwtLS0tLS0tLS0tLS0tfAp8IOWMuumXtOaAu+aUtuebiiAgICAgfCAyOC43NyUgIHwgMjUuNzUlICB8IDI4Ljc3JSAgIHwgMjUuODglICAgICAgfAp8IOW5tOWMluaUtuebiueOhyAgICAgfCAxMi4xNSUgIHwgMTEuMDAlICB8IDEyLjE1JSAgIHwgMTEuMTAlICAgICAgfAp8IOW5tOWMluazouWKqOeOhyAgICAgfCA2LjU2JSAgIHwgNi4wOCUgICB8IDYuNTYlICAgIHwgNi45NSUgICAgICAgfAp8IOWkj+aZruavlOeOhyAgICAgICB8IDEuNzAgICAgfCAxLjY1ICAgIHwgMS43MCAgICAgfCAxLjQ1ICAgICAgICB8Cnwg5pyA5aSn5Zue5pKkICAgICAgIHwgLTYuNDUlICB8IC01LjQ5JSAgfCAtNi40NSUgICB8IC02LjY5JSAgICAgIHwKfCDljaHnjpvmr5TnjocgICAgICAgfCAxLjg4ICAgIHwgMi4wMCAgICB8IDEuODggICAgIHwgMS42NiAgICAgICAgfAp8IOe0ouaPkOivuuavlOeOhyAgICAgfCAxLjU5ICAgIHwgMS41MCAgICB8IDEuNTkgICAgIHwgMS4zOCAgICAgICAgfAp8IOW8gOS7k+asoeaVsCAgICAgICB8IDQgICAgICAgfCA1ICAgICAgIHwgNCAgICAgICAgfCAgICAgICAgICAgICB8Cnwg6IOc546HICAgICAgICAgICB8IDc1LjAwJSAgfCA2MC4wMCUgIHwgNzUuMDAlICAgfCAgICAgICAgICAgICB8Cnwg55uI5LqP5q+UICAgICAgICAgfCA1LjU4ICAgIHwgMC41NCAgICB8IDUuNTggICAgIHwgICAgICAgICAgICAgfAoK5pWw5o2u5p2l5rqQ77yaV2luZCDlub/lj5HmnJ/otKfnoJTnqbbmiYA=
所属报告: 【广发期货】国债期货基差系列三:TL合约多头替代前景探讨-251223(21页).pdf
打包全文图表

相关数据

客服
商务合作
小程序
服务号
折叠