市场流动性温度计
追踪驱动市场流动性的关键美联储资金指标。财政部一般账户(TGA)余额上升和逆回购规模扩大会抽走银行体系准备金,收紧流动性。SOFR、IORB和EFFR则反映短期美元融资的实际成本——这些指标共同呈现出风险资产流动性松紧的实时图景。
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存款机构准备金总额(TOTRESNS)
存款机构在美联储持有的准备金余额总量(十亿美元)
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存款机构在美联储的准备金余额(WRESBAL)
存款机构在美联储持有的总准备金余额(万亿美元)
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美联储总资产(WALCL)
美联储持有的总资产,反映其资产负债表规模(十亿美元)
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美国财政部一般账户(TGA)
财政部在美联储持有的每日TGA余额(十亿美元)
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隔夜逆回购(RRPONTSYD)
与美联储每日隔夜逆回购协议规模(十亿美元)
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有担保隔夜融资利率(SOFR)
基于国债回购交易的美元隔夜融资利率(%)
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准备金余额利率(IORB)
美联储向银行超额准备金支付的利率(%)
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有效联邦基金利率(EFFR)
银行间隔夜相互拆借准备金的成交量加权中位利率(%)
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纽约初级交易商:融资规模(十亿美元)
交易商融资总额(NYPD-PD_AFtD_TOT-A)vs 回购融资总额(NYPD-PD_AFtR_TOT-A)
纽约联储逆回购与回购操作
纽约联储逆回购(蓝色)与回购(绿色)操作每日成交总额(十亿美元)