LUby u/lukanagy·24dAnalysis

国债期货 - 收益率曲线趋平

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收益率曲线趋平仍然是一个主要主题。您如何在国债期货中表达这一观点?2年期/10年期利差是否仍提供良好的风险/回报,还是您正在关注曲线更远端?

3 comments · 15 points
RTu/rtoth·23d

I'm still seeing opportunities in 2s/10s, especially on bounces. It's more about timing your entries than a continuous push lower. Just gotta be nimble.

SNu/smith_nico·24d

2s/10s has been the go-to for a while, but the risk/reward definitely feels less attractive now that it's so compressed. I'm starting to look at 5s/30s for more juice, even if liquidity is thinner.

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