文档详情

“固收与”基金策略系列:国债期货赋能固收类产品效果几何?.docx

发布:2025-04-15约1.34千字共30页下载文档
文本预览下载声明

0

×

×

=

×

×

DV01????01

DV01

????01

=

????01×

=

=

×

+

%

%

=

=

??(??????)

×

??(??????)

??(??????)

×

??(??????)

3×????

3×????

6×??

1

68.8

??a

1.5

2.7

2.2

3.0

-2.7

-6.1

-2.1

-1.2

25

3.8

ai??g

1.1

-0.3

0.7

2.6

-0.5

-1.1

2

47.0

T?A?ü6

1.4

2.2

2.0

2.0

2.3

—3.0

—1.5

—3.1

26

3.7

*??%

1.7

0.7

2.0

?.2

—0.7

*

42.4

@1@@

1.0

3.6

4.3

1.7

3.0

-7.4

-3.1

-2.4

27

3.4

?$@it“a?

2.2

1.2

0.6

1.0

4

399

???n??iB

1.3

33

-0.1

2.2

26

-2.5

-1.?

-1.6

28

34

?@??1t°e?

2.0

4.0

07

-0

s

36.4

(a

-0.4

i.9

2.3

49

-1.9

-?.1

-1.8

-16

29

3.3

?S?S

06

13

1.4

6

27.3

ü*9?*?

0.3

3.0

1.9

2.2

-1.5

-2.2

-1.6

-1.4

30

3.3

?$?*???

0.6

0.7

7

24.2

ü*9@R

0.6

0.8

1.2

1.5

1.0

-0.8

-0.3

-0.5

31

3.3

?SíB

0.3

8

204

???J??i?

4.0

19

18

2.9

18

-25

-1.3

-0.?

32

33

???%o“e?

9 19.0 ?(S 08

3.1

1.9

13

-2.6

-3.2

-1.3

-28

33

3.1

?(S*

10 i8.4 — 4.s

i.0

1.6

0.0

-4.0

-7.0

-3.5

-3.5

34

3.0

11

15.5

ü*9A

1.3

2.4

0.6

-0.3

1.4

-1.6

-1.8

-3.6

35

12

13.4

—*fiJ@

2.2

3.8

0.2

-0.1

-1.0

-1.6

-2.0

-2.6

^

13

13.i

(GB

1.4

3.9

0.6

0.1

1.2

i.9

1.

2.i

14

l2.7

üó$??

3.6

2.2

1.6

1.6

-2.7

-3.3

-1.9

15

11.9

*9?*?

1.8

0.8

1.2

1.8

-0.2

-0.3

16

11.5

*9?%?

2.9

0.0

1.6

0.8

-0.7

17

10.3

{N?fíí?

-0.6

0.4

1.9

3.6

18

8.4

*kap

2.3

0.6

1.3

19

7.6

Iúfa?B

1.1

3.4

1.

20

7.0

(S?@A

1.3

0.7

21

5.6

?fíí

2.2

22

5.3

*?üA

23

4.9

IS

24

4.2

显示全部
相似文档