每日快照
2026-10-03 所有核心指標的歷史值、變化和百分位排名。
原始評分 -0.19 · 5年百分位越高表示流動性越緊。
關鍵驅動因素
| 指標 | 值 | 1日變動 | 數據日期 | 方向 | 權重 |
|---|---|---|---|---|---|
| TGA 餘額 | $893.7B | -90.35 | 2026-10-01 | ↘ 緊縮 | 7% |
| Fed 總資產 | $6.74T | -0.00 | 2026-09-30 | ↗ 寬鬆 | 4% |
| ONRRP 餘額 | $1.5B | +1.15 | 2026-10-02 | — | 1% |
| SOFR-IORB 利差 | -3.0 bps | -3.00 | 2026-10-01 | — | — |
| SRF 使用量 | $0.0B | +0.00 | 2026-10-02 | — | 0% |
| VIX 波動率 | 16.39 | +0.05 | 2026-10-01 | — | — |
| HY 信用利差 | 324.0 bps | +12.00 | 2026-10-01 | — | — |
| 10Y 實質利率 | 2.88% | -0.05 | 2026-10-01 | — | — |
| 美元指數 | 120.33 | -0.22 | 2026-09-25 | — | — |
| 銀行現金緩衝 | 12.23% | +0.40 | 2026-09-23 | — | — |
| 銀行現金分層 | 1.62 pp | +0.09 | 2026-09-23 | — | — |
| 淨流動性 | $5.85T | +0.10 | 2026-10-01 | — | — |
| 準備金緩衝 | 11.41% | +0.11 | 2026-09-30 | ↘ 緊縮 | 5% |
| 銀行準備金 | $2.95T | +0.02 | 2026-09-30 | — | — |
| Fed 換匯額度 | $0.2B | +0.14 | 2026-09-30 | — | — |
| FIMA 附買回 | $0.0B | +0.00 | 2026-09-30 | — | — |
| 外國附賣回池 | $350.3B | +30.08 | 2026-09-30 | — | — |
| CP–美債利差 | 16.0 bps | +16.00 | 2026-10-01 | — | — |
| 海外持債 | $9.36T | +0.09 | 2026-01-01 | — | — |
| ECB 資產 | €5.90T | -0.00 | 2026-09-25 | — | — |
| BoJ 資產 | ¥6447T | +3.66 | 2026-08-01 | — | — |
| M2 貨幣量 | $23.30T | +0.04 | 2026-08-31 | — | — |
| 國債總額 | $40.26T | +0.09 | 2026-10-01 | — | — |
| 利息支出 | $1.28T | +0.03 | 2026-04-01 | — | — |
| 財政收支 | -$166.8B | +265.51 | 2026-08-01 | — | — |
| 債務/GDP | 122.59% | +0.03 | 2026-01-01 | — | — |
| EFFR | 3.88% | +0.00 | 2026-10-01 | — | — |
| 1Y 公債 | 4.44% | -0.10 | 2026-10-01 | — | — |
| 2年期殖利率 | 4.78% | -0.10 | 2026-10-01 | — | — |
| 10Y 名目殖利率 | 5.24% | -0.05 | 2026-10-01 | — | — |
| 10Y 期限溢酬 | 1.02% | -0.00 | 2026-09-25 | — | — |
| IG 信用利差 | 86.0 bps | +2.00 | 2026-10-01 | — | — |
| 短債占比 | 22.77% | +0.55 | 2026-08-31 | — | — |