每日快照
2026-10-06 所有核心指标的历史值、变化和百分位排名。
原始评分 -0.16 · 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 | $883.3B | +12.15 | 2026-10-05 | ↘ 紧缩 | 4% |
| Fed 总资产 | $6.74T | -0.00 | 2026-09-30 | ↗ 宽松 | 4% |
| ONRRP 余额 | $0.4B | -0.59 | 2026-10-06 | — | 1% |
| SOFR-IORB 利差 | -1.0 bps | +1.00 | 2026-10-05 | — | — |
| SRF 使用量 | $0.0B | -0.00 | 2026-10-06 | — | 0% |
| VIX 波动率 | 15.52 | +0.21 | 2026-10-05 | — | — |
| HY 信用利差 | 312.0 bps | +2.00 | 2026-10-05 | — | — |
| 10Y 实际利率 | 2.95% | +0.03 | 2026-10-05 | — | — |
| 美元指数 | 121.39 | -0.40 | 2026-10-02 | — | — |
| 银行现金缓冲 | 12.23% | +0.40 | 2026-09-23 | — | — |
| 银行现金分层 | 1.62 pp | +0.09 | 2026-09-23 | — | — |
| 净流动性 | $5.86T | -0.01 | 2026-10-05 | — | — |
| 准备金缓冲 | 11.41% | +0.11 | 2026-09-30 | ↘ 紧缩 | 5% |
| 银行准备金 | $2.95T | +0.02 | 2026-09-30 | — | — |
| Fed 互换额度 | $0.2B | +0.14 | 2026-09-30 | — | — |
| FIMA 回购 | $0.0B | +0.00 | 2026-09-30 | — | — |
| 外国回购池 | $350.3B | +30.08 | 2026-09-30 | — | — |
| CP–美债利差 | 3.0 bps | -13.00 | 2026-10-05 | — | — |
| 海外持债 | $9.36T | +0.09 | 2026-01-01 | — | — |
| ECB 资产 | €5.90T | -0.00 | 2026-09-25 | — | — |
| BoJ 资产 | ¥6447T | +3.66 | 2026-08-01 | — | — |
| M2 货币量 | $23.30T | +0.04 | 2026-08-31 | — | — |
| 国债总额 | $40.25T | +0.01 | 2026-10-05 | — | — |
| 利息支出 | $1.28T | +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% | +0.00 | 2026-10-05 | — | — |
| 1Y 美债 | 4.47% | +0.01 | 2026-10-05 | — | — |
| 2年期收益率 | 4.84% | +0.01 | 2026-10-05 | — | — |
| 10Y 名义收益率 | 5.31% | +0.03 | 2026-10-05 | — | — |
| 10Y 期限溢价 | 1.08% | +0.02 | 2026-10-02 | — | — |
| IG 信用利差 | 84.0 bps | -1.00 | 2026-10-05 | — | — |
| 短债占比 | 22.77% | +0.55 | 2026-08-31 | — | — |
| 国债平均利率 | 3.48% | +0.03 | 2026-08-31 | — | — |