每日快照
2026-09-20 所有核心指标的历史值、变化和百分位排名。
原始评分 -0.13 · 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 | $972.7B | -19.03 | 2026-09-17 | ↘ 紧缩 | 8% |
| Fed 总资产 | $6.75T | +0.01 | 2026-09-16 | ↗ 宽松 | 4% |
| ONRRP 余额 | $0.6B | +0.30 | 2026-09-18 | — | 1% |
| SOFR-IORB 利差 | -5.0 bps | -2.00 | 2026-09-17 | — | — |
| SRF 使用量 | $0.0B | -0.00 | 2026-09-18 | — | 0% |
| VIX 波动率 | 15.44 | -2.27 | 2026-09-17 | — | — |
| HY 信用利差 | 270.0 bps | +0.00 | 2026-09-17 | — | — |
| 10Y 实际利率 | 2.61% | -0.07 | 2026-09-17 | — | — |
| 美元指数 | 118.21 | +0.13 | 2026-09-11 | — | — |
| 银行现金缓冲 | 11.88% | +0.22 | 2026-09-09 | — | — |
| 银行现金分层 | 1.71 pp | +0.34 | 2026-09-09 | — | — |
| 净流动性 | $5.77T | +0.03 | 2026-09-17 | — | — |
| 准备金缓冲 | 11.70% | +0.11 | 2026-09-16 | ↘ 紧缩 | 4% |
| 银行准备金 | $3.01T | +0.02 | 2026-09-16 | — | — |
| Fed 互换额度 | $0.1B | -0.01 | 2026-09-16 | — | — |
| FIMA 回购 | $0.0B | +0.00 | 2026-09-16 | — | — |
| 外国回购池 | $318.4B | -30.80 | 2026-09-16 | — | — |
| CP–美债利差 | -2.0 bps | -10.00 | 2026-09-11 | — | — |
| 海外持债 | $9.27T | +0.04 | 2025-10-01 | — | — |
| ECB 资产 | €5.91T | -0.00 | 2026-09-11 | — | — |
| BoJ 资产 | ¥6447T | +3.66 | 2026-08-01 | — | — |
| M2 货币量 | $23.21T | +0.16 | 2026-08-03 | — | — |
| 国债总额 | $40.09T | -0.00 | 2026-09-17 | — | — |
| 利息支出 | $1.25T | +0.03 | 2026-04-01 | — | — |
| 财政收支 | -$166.8B | +265.51 | 2026-08-01 | — | — |
| 债务/GDP | 122.59% | +0.03 | 2026-01-01 | — | — |
| EFFR | 3.88% | +0.25 | 2026-09-17 | — | — |
| 1Y 美债 | 4.40% | -0.05 | 2026-09-17 | — | — |
| 2年期收益率 | 4.67% | -0.07 | 2026-09-17 | — | — |
| 10Y 名义收益率 | 4.94% | -0.07 | 2026-09-17 | — | — |
| 10Y 期限溢价 | 0.96% | +0.01 | 2026-09-11 | — | — |
| IG 信用利差 | 78.0 bps | +0.00 | 2026-09-17 | — | — |
| 短债占比 | 22.77% | +0.55 | 2026-08-31 | — | — |