国债期货周度跟踪：回顾本轮回调期货套保的实战效果与要点

国泰君安证券股...10-14

本报告导读：近期回调行情中国债期货套保策略的效果较好的展示了在“债市回调引发赎回压力增高进而带动信用债大幅波动”这类行情中，敏捷套保的重要性尤为凸显，若套保策略开始时间偏迟，不仅套保策略效果有限，对于信用债甚至有可能会扩大资产组合亏损。投资要点：本轮行情中利率债与信用债回调逻辑不同，国债期货套保策略效果也存在差异。近期受到政策预期与股市波动影响，债市也出现明显回调，站在当前时点回顾，本轮回调中信用...

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国债期货周度跟踪：回顾本轮回调 期货套保的实战效果与要点

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国债期货周度跟踪：回顾本轮回调期货套保的实战效果与要点