每日快照
2026-08-27 所有核心指标的历史值、变化和百分位排名。
原始评分 -0.21 · 5年百分位越高表示流动性越紧。
关键驱动因素
| 指标 | 值 | 1日变动 | 数据日期 | 方向 | 权重 |
|---|---|---|---|---|---|
| TGA 余额 | $959.4B | -34.70 | 2026-08-26 | ↘ 紧缩 | 12% |
| Fed 总资产 | $6.73T | -0.02 | 2026-08-26 | ↗ 宽松 | 5% |
| ONRRP 余额 | $0.5B | -0.25 | 2026-08-27 | — | 1% |
| SOFR-IORB 利差 | -1.0 bps | -2.00 | 2026-08-26 | — | — |
| SRF 使用量 | $0.1B | +0.10 | 2026-08-27 | — | 0% |
| VIX 波动率 | 15.21 | -0.24 | 2026-08-26 | — | — |
| HY 信用利差 | 267.0 bps | -3.00 | 2026-08-26 | — | — |
| 10Y 实际利率 | 2.34% | +0.02 | 2026-08-26 | — | — |
| 美元指数 | 118.06 | -0.19 | 2026-08-21 | — | — |
| 银行现金缓冲 | 11.52% | -0.21 | 2026-08-12 | — | — |
| 银行现金分层 | 1.66 pp | -0.27 | 2026-08-12 | — | — |
| 净流动性 | $5.77T | +0.02 | 2026-08-26 | — | — |
| 准备金缓冲 | 11.43% | -0.04 | 2026-08-26 | ↘ 紧缩 | 4% |
| 银行准备金 | $2.92T | -0.01 | 2026-08-26 | — | — |
| Fed 互换额度 | $0.1B | -0.00 | 2026-08-26 | — | — |
| FIMA 回购 | $0.0B | +0.00 | 2026-08-26 | — | — |
| 外国回购池 | $355.5B | -17.91 | 2026-08-26 | — | — |
| CP–美债利差 | 8.0 bps | -1.00 | 2026-08-24 | — | — |
| 海外持债 | $9.27T | +0.04 | 2025-10-01 | — | — |
| ECB 资产 | €5.91T | -0.01 | 2026-08-21 | — | — |
| BoJ 资产 | ¥6443T | +47.45 | 2026-07-01 | — | — |
| M2 货币量 | $23.21T | +0.16 | 2026-08-03 | — | — |
| 国债总额 | $40.07T | -0.03 | 2026-08-26 | — | — |
| 利息支出 | $1.25T | +0.03 | 2026-04-01 | — | — |
| 财政收支 | -$432.3B | -312.00 | 2026-07-01 | — | — |
| 债务/GDP | 122.59% | +0.03 | 2026-01-01 | — | — |
| EFFR | 3.63% | +0.00 | 2026-08-26 | — | — |
| 1Y 美债 | 4.02% | +0.01 | 2026-08-26 | — | — |
| 2年期收益率 | 4.19% | +0.02 | 2026-08-26 | — | — |
| 10Y 名义收益率 | 4.66% | +0.02 | 2026-08-26 | — | — |
| 10Y 期限溢价 | 0.87% | +0.02 | 2026-08-21 | — | — |
| IG 信用利差 | 80.0 bps | -1.00 | 2026-08-26 | — | — |
| 短债占比 | 22.22% | +0.70 | 2026-07-31 | — | — |