这段时间交易总结一下
1️⃣一是通过长久期债的波段交易
虽然利率中枢越低市场对利率区间的预测越窄，更加增大了交易难度，但是振幅相对于票息反而更高，日内波动大的时候30Y一天5bp（比如最近），20%的仓位日内就能提高10%的组合收益。
2️⃣二是通过期限结构的快速切换
去年末很多自营没有兑现长债浮盈，而是用衍生品做一小部分对冲，基金更是不愿意将久期和杠杆在同行降低之前降低，但是面对一致预期过强，脆弱性一定上升，带来的就是波动加大。#给上半年交易打分# #做交易压力有多大#
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