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Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
中金所 5年国债主力连续(CFFEX.TF)深度分析报告 | 空头回补下的震荡偏空 | 2026-10-08
当前中金所5年国债主力连续(TF2612)呈现空头回补后的震荡偏空格局。核心逻辑在于:价格受制于20日通道上沿与枢轴压力,持仓大幅减少显示多头动能衰竭,且宏观利率环境未现显著宽松信号。尽管短期存在技术性反抽,但上方106.5-106.6区间阻力沉重,方向失效条件为价格有效站稳106.61周线高点上方。
This brief is published in Chinese. The English translation is being prepared.
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