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预期走弱，长端利率下行幅度较大。5月中旬，中美关税谈判取得实质性进展，且利率债供给有所提速，债市小幅回调。整体来看， 6月央行两次提前公告开展买断式逆回购操作，叠加基本面数据表现偏弱、地缘政治冲突加剧，债市利好因素累积增多，央行呵护态度明确，资金利率下台阶，直接利好短端品种，曲线有所陡峭化。整体来看，在配置盘缺失，交易策略拥挤的市场结构下，二季度债市调整节奏加快，波幅收窄。　　一季度央行“防空转”的态度比较明确，资金利率基本维持在1.80%以上，但资金利率中枢逐月下行，春节后，资金持续处于紧平衡状态，主要原因包括“开门红”效应下1月信贷投放较快、同业存款大行负债稀缺、汇率压力下央行持续回笼流动性等，2月税期资金价格一度上行至2.6%。3月MLF招标方式改变为“固定数量、利率招标、多重价位中标”，政策利率属性完全退出。3月在大行负债压力逐步缓解等背景下，流动性维持平稳宽松格局，跨季流动性平稳。二季度央行呵护流动性态度十分明确，出台一系列货币宽松政策，公开市场加大投放力度，降准降息落地，MLF在二季度连续超额投放，更改买断式回购时间，进一步平滑资金波动，资金利率下台阶最低至1.35%。资金面宽松背景下，存单利率迎来较为顺畅的下行，根据wind数据，截止6月底，1年期国股存单下行至1.63%附近。　　本基金在报告期内，密切跟踪央行动态及市场参与者行为，根据市场波动适时调整持仓。在对AAA同业存单指数进行有效跟踪的同时，灵活运用杠杆套息策略和票息策略力争增厚组合收益，在保证组合各项指标合规的前提下，努力实现产品净值的增长，为基金持有人获取合理收益。","declarationDate":"2025-07-20T16:00:00.000Z","lastUpdated":"2026-03-09T13:58:15.501Z","mo":"上半年经济金融数据呈结构性修复，但经济底部回升态势仍存在较大不确定性。央行保持呵护的态度明显，当前投放力度也较强，预计流动性有望保持平稳宽松。央行对中小银行增持债券的表态偏正面，对债市的影响可能阶段性消散，同时增量政策出台的概率或也不高，下半年债市有望仍处于利多环境中，预计债市大概率将保持震荡偏多行情，而信用债在“资产荒”叙事下，表现或将持续保持相对强势。","fund":{"_id":3000000016758,"__csrcFundId":11868,"stockCode":"016758","shortName":"东吴中证同业存单AAA指数7天持有(016758)","masterFundShortName":"东吴中证同业存单AAA指数7天持有","fundSecondLevel":"hybrid","stockType":"fund","areaCode":"cn","market":"a","tickerId":16758,"currency":"CNY","masterFundFlag":1,"lastUpdated":"2026-05-01T01:13:18.421Z","status":"normal","exchange":"jj","fundCollectionId":4000050410000,"name":"东吴中证同业存单AAA指数7天持有期证券投资基金","inceptionDate":"2022-11-07T16:00:00.000Z","setUpDate":"2022-11-07T16:00:00.000Z","setUpAssetScale":1630483656.33,"setUpShares":1630483656.33,"pinyin":"dwzztycdaaazs7tcyqzqtzjj","indexFundFlag":1,"managers":[{"stockCode":"db20298009","stockType":"fund_manager","exchange":"fm","tickerId":1904185730,"name":"邵笛"},{"stockCode":"db20809254","stockType":"fund_manager","exchange":"fm","tickerId":231324227190,"name":"王明欣"}]},"announcement":{"linkText":"东吴中证同业存单AAA指数7天持有期证券投资基金2025年中期报告","linkUrl":"http://eid.csrc.gov.cn/fund/disclose/instance_show_pdf_id.do?instanceid=1342939","linkType":"PDF","source":"csrc_pdf"}},{"_id":"69aed1f77fea5b3eb052655b","date":"2025-03-30T16:00:00.000Z","stockId":3000000016758,"sao":"一季度经济呈结构性修复，1-2月经济数据显示一季度经济韧性尚可，但主要是逆周期调节发力的结果，结构仍相对较弱，内需改善仍有待观察。两会已确认了全年财政政策力度，基本符合预期，但发力窗口或提前。而货币政策则处于相机抉择模式。房地产、出口等方面仍存在较大不确定性，基本面改善的持续性仍需观察。一季度央行“防空转”的态度比较明确，资金利率基本维持在1.80%以上，但资金利率中枢逐月下行，根据wind数据，R007在1月、2月、3月的中位数分别为2.10%、2.08%、1.83%。春节后，资金持续处于紧平衡状态，主要原因包括开门红效应下1月信贷投放较快、同业存款大行负债稀缺、汇率压力下央行持续回笼流动性等，2月税期资金价格一度上行至2.6%。3月MLF招标方式改变为“固定数量、利率招标、多重价位中标”，政策利率属性完全退出，后续将成为类似买断式回购的数量型工具，货币政策框架建设更加完善。3月在大行负债压力逐步缓解叠加央行态度软化的背景下，流动性维持平稳宽松格局，跨季流动性平稳。2025年一季度，受银行负债短缺影响叠加央行在公开市场投放态度审慎，1年期AAA国股存单从1.60%附近的低点缓步上行。2月受一二级存单市场供需力量失衡影响，到2月底1年期AAA国股存单最高上行至2.0%。随后随着大行负债压力的缓解，资金利率中枢逐步下移，同时进入3月，理财和货基的配置需求回归，截止3月底，1年期AAA国股存单下行至1.88%附近。（以上数据来源：wind）本基金在报告期内，密切跟踪央行动态及市场参与者行为，根据市场波动适时调整持仓。在对AAA同业存单指数进行有效跟踪的同时，灵活运用杠杆套息策略和票息策略力争增厚组合收益，在保证组合各项指标合规的前提下，努力为基金持有人获取合理收益。","declarationDate":"2025-04-21T16:00:00.000Z","lastUpdated":"2026-03-09T13:58:15.498Z","fund":{"_id":3000000016758,"__csrcFundId":11868,"stockCode":"016758","shortName":"东吴中证同业存单AAA指数7天持有(016758)","masterFundShortName":"东吴中证同业存单AAA指数7天持有","fundSecondLevel":"hybrid","stockType":"fund","areaCode":"cn","market":"a","tickerId":16758,"currency":"CNY","masterFundFlag":1,"lastUpdated":"2026-05-01T01:13:18.421Z","status":"normal","exchange":"jj","fundCollectionId":4000050410000,"name":"东吴中证同业存单AAA指数7天持有期证券投资基金","inceptionDate":"2022-11-07T16:00:00.000Z","setUpDate":"2022-11-07T16:00:00.000Z","setUpAssetScale":1630483656.33,"setUpShares":1630483656.33,"pinyin":"dwzztycdaaazs7tcyqzqtzjj","indexFundFlag":1,"managers":[{"stockCode":"db20298009","stockType":"fund_manager","exchange":"fm","tickerId":1904185730,"name":"邵笛"},{"stockCode":"db20809254","stockType":"fund_manager","exchange":"fm","tickerId":231324227190,"name":"王明欣"}]},"announcement":{"linkText":"东吴中证同业存单AAA指数7天持有期证券投资基金2025年第一季度报告","linkUrl":"http://eid.csrc.gov.cn/fund/disclose/instance_show_pdf_id.do?instanceid=1272246","linkType":"PDF","source":"csrc_pdf"}},{"_id":"69aed1f77fea5b3eb052655a","date":"2024-12-30T16:00:00.000Z","stockId":3000000016758,"sao":"2024年债市持续走强。一季度，债市收益率快速下行。经济弱复苏叠加央行超预期降准降息背景下，市场对政策宽松预期强烈，机构配置需求旺盛，超长债受到投资者偏睐。二季度，经济增长动能仍相对不足，4月8日，市场利率定价自律机制禁止银行“手工补息”，促使银行存款搬家至非银，进一步加剧非银资产荒。10年期国债收益率短暂回调至2.35%后仍选择继续下行，6月底，10年期国债收益率来到2.2%附近。三季度，债市在强监管和弱经济预期的交织下波动加剧。7月初，央行公告称将面向部分公开市场业务一级交易商开展国债借入操作，债市迅速调整。7月22日，央行超预期降息，带动债市收益率明显下行，8月，大行卖债力度加大，长债收益率明显调整，9月公布的金融数据和经济数据依旧偏弱，10年期国债收益率一度降至2.04%附近。9月底央行宣布调降存量房贷利率等稳经济政策，同时9月底的政治局会议中政策表述积极，债市收益率快速调整，尤其是信用债品种，随后进入震荡行情。11月国内外多个影响因素落地，月底非银同业存款自律落地，债市收益率全面下行，10年期国债收益率突破2%关键点位，政策加码和市场“抢跑”情绪推动债市收益率快速下行，年末降至1.68%，1年期AAA存单下行至1.57%。（以上数据来源：Wind）2024年，央行坚持支持性货币政策，资金利率中枢随政策利率下行，央行通过降准、降息及创新工具（如买断式逆回购、国债买卖）有效管理流动性，根据wind数据，2024年全年R001的中位数为1.79%。除市场因素外，4月市场利率定价自律机制禁止银行“手工补息”和11月非银同业存款自律等监管举措，也推动了同业存单收益率不断下行。本基金在报告期内，密切跟踪央行动态及市场参与者行为，根据市场波动适时调整持仓。在对AAA同业存单指数进行有效跟踪的同时，灵活运用杠杆套息策略和票息策略力争增厚组合收益，在保证组合各项指标合规的前提下，努力实现产品净值增长，为基金持有人获取合理收益。","declarationDate":"2025-01-21T16:00:00.000Z","lastUpdated":"2026-03-09T13:58:15.496Z","mo":"展望2025年，国内基本面可能仍相对较弱，经济修复仍需要宽货币政策的保驾护航，整体对债市有望有利。另外，债券品种利率化的背景下，资产荒情况预计或将继续存在，尤其是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9月以来人民币贬值压力较大，或也是流动性波动放大的原因之一。虽然在9月末央行在公开市场持续大额投放跨季资金，但9月的跨季仍较紧张。短端资产收益率上行明显，根据万得数据，1年期国股存单在9月底最高上行至2.52%附近，突破了MLF利率。本基金在报告期内，密切跟踪央行动态及市场参与者行为，根据市场波动适时调整持仓。在对AAA同业存单指数进行有效跟踪的同时，灵活运用杠杆套息策略和票息策略致力增厚组合收益，在保证组合各项指标合规的前提下，努力实现产品净值的增长，为基金持有人获取合理收益。","declarationDate":"2023-10-24T16:00:00.000Z","lastUpdated":"2026-03-09T13:58:15.482Z","fund":{"_id":3000000016758,"__csrcFundId":11868,"stockCode":"016758","shortName":"东吴中证同业存单AAA指数7天持有(016758)","masterFundShortName":"东吴中证同业存单AAA指数7天持有","fundSecondLevel":"hybrid","stockType":"fund","areaCode":"cn","market":"a","tickerId":16758,"currency":"CNY","masterFundFlag":1,"lastUpdated":"2026-05-01T01:13:18.421Z","status":"normal","exchange":"jj","fundCollectionId":4000050410000,"name":"东吴中证同业存单AAA指数7天持有期证券投资基金","inceptionDate":"2022-11-07T16:00:00.000Z","setUpDate":"2022-11-07T16:00:00.000Z","setUpAssetScale":1630483656.33,"setUpShares":1630483656.33,"pinyin":"dwzztycdaaazs7tcyqzqtzjj","indexFundFlag":1,"managers":[{"stockCode":"db20298009","stockType":"fund_manager","exchange":"fm","tickerId":1904185730,"name":"邵笛"},{"stockCode":"db20809254","stockType":"fund_manager","exchange":"fm","tickerId":231324227190,"name":"王明欣"}]},"announcement":{"linkText":"东吴中证同业存单AAA指数7天持有期证券投资基金2023年第三季度报告","linkUrl":"http://eid.csrc.gov.cn/fund/disclose/instance_show_pdf_id.do?instanceid=990492","linkType":"PDF","source":"csrc_pdf"}},{"_id":"69aed1f77fea5b3eb0526554","date":"2023-06-29T16:00:00.000Z","stockId":3000000016758,"sao":"2023年上半年经济复苏低于市场预期，市场对经济基本面和政策面预期较为悲观。一季度信贷投放提速，但仍存在结构性问题，居民融资需求仍较弱。1-2月的PMI均超季节性回升，但不同数据修复的节奏不一致，市场对经济修复的斜率和节奏一直存在质疑。二季度高频数据和经济数据指向经济修复走弱，同时政策保持定力，市场对基本面和政策的预期也不断下修。2023年上半年存单收益率呈“倒V型”， 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