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Yuvi.
$TLT CPI出来前,长债最怕哪种组合?
美国10月CPI定于11月10日公布。若通胀环比偏强且市场要求更高期限补偿,长债价格可能同时承压。若核心通胀放缓且长端实际收益率回落,久期更有支撑。单看一次短端政策预期变化,容易漏掉长债自己的定价因素。
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