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图10.美国主要政策利率、EFFR和SOFR(%)
图10.美国主要政策利率、EFFR和SOFR(%)
政策法规
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图片属性
图片格式:PNG
图片大小:91KB
图片尺寸:1771*860
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所属报告:
“弱美元”系列之一:流动性危机还会重演么?-240818(16页).pdf
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fCDml7bpl7QgICB8IEVGRlLvvIgl77yJIHwKfC0tLS0tLS0tfC0tLS0tLS0tLS0tfAp8IDIwMDEtMDEgfCA2LjUzICAgICAgfAp8IDIwMDItMDEgfCAxLjcyICAgICAgfAp8IDIwMDMtMDEgfCAxLjI2ICAgICAgfAoK6LWE5paZ5p2l5rqQ77yad2luZO+8jOWFtOS4muivgeWIuOe7j+a1juS4jumHkeiejeeglOeptumZouaVtOeQhg==
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fCDml6XmnJ8gICAgICAgfCBTT0ZSLUlPUkLvvIgl77yJIHwKfC0tLS0tLS0tLS0tLXwtLS0tLS0tLS0tLS0tLS0tfAp8IDIwMjEvMTEvMjEgfCDnuqYtMC4xICAgICAgICAgfAp8IDIwMjEvMTEvMjIgfCDnuqYtMC4xNSAgICAgICAgfAp8IDIwMjEvMTEvMjMgfCDnuqYtMC4xICAgICAgICAgfAp8IDIwMjEvMTEvMjQgfCDnuqYtMC4wNSAgICAgICAgfAp8IDIwMjEvMTEvMjUgfCDnuqYwLjEyICAgICAgICAgfAoK5pWw5o2u5p2l5rqQ77yaRlJFRO+8jOi0oumAmuivgeWIuOeglOeptuaJgA==
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美国SOFR与o/nRRP利差
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行业数据
2025-12-01
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美国SOFR-IORB(%)
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行业数据
2025-11-25
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美国SOFR-IORB(%)
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行业数据
2025-11-18
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交易所交易基金持有的美国国债金额、EFFR和仓位(万亿美元,%)
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行业数据
2025-11-14
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商业银行的存款准备金和SOFR-IORB(万亿美元,%)
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行业数据
2025-11-14
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个人投资者国债投资额变动和EFFR(万亿美元,%)
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行业数据
2025-11-14
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图2、9月以来SOFR-OIS利差走阔,但幅度低于2019年和2023年
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行业数据
2025-11-13
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回购市场略有压力。回购市场利率 SOFR 近期略有上移,或表示资金需求稍显偏紧,可能有部分的货币市场参与者流动性已接近稀缺水平。此外,市场摩擦可能阻碍了各机构之间流动性的有效分配。
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“弱美元”系列之一:流动性危机还会重演么?-240818(16页).pdf
图9.各类贷款工具余额趋于减少(亿美元)
图8.隔夜逆回购和TGA余额(亿美元)
图7.ONRRP使用者构成(亿美元)
图6.银行准备金及占总资产比例(%)
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