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10月31日,隔夜担保融资利率(SOFR)跳升至4.22%
10月31日,隔夜担保融资利率(SOFR)跳升至4.22%
行业数据
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所属报告:
解构美国系列第十四篇:美元指数突破100后强势美元将维持多久?-251106(6页).pdf
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相关数据
图表4.5 香港银行间拆息(HIBOR)与美元担保隔夜融资利率(SOFR)
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行业数据
2026-04-01
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私募信贷利率定价基准的2023年以来SOFR利率维持高位
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行业数据
2026-03-16
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SOFR-IORB(%)
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行业数据
2025-12-23
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SOFR-EFFR(%)
fCDml6XmnJ8gICAgICAgfCBTT0ZSLUVGRlIgKCUpIHwKfC0tLS0tLS0tLS0tLXwtLS0tLS0tLS0tLS0tLS18CnwgMjAxOC0wNC0wMSB8IDAuMTAgICAgICAgICAgfAp8IDIwMTktMDktMTUgfCAwLjc1ICAgICAgICAgIHwKfCAyMDIwLTAzLTE2IHwgMi45NSAgICAgICAgICB8CnwgMjAyMS0wNi0wMSB8IC0wLjA1ICAgICAgICAgfAp8IDIwMjMtMTItMDEgfCAwLjMwICAgICAgICAgIHwKfCAyMDI0LTA0LTAxIHwgMC4yNSAgICAgICAgICB8CgrotYTmlpnmnaXmupDvvJpXSU5E44CB5Zu96IGU5pyf6LSn56CU56m25omA
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行业数据
2025-12-23
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美国SOFR与o/nRRP利差
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行业数据
2025-12-15
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美国SOFR-IORB(%)
fCDml6XmnJ8gICAgICAgfCBTT0ZSLUlPUkLvvIgl77yJIHwKfC0tLS0tLS0tLS0tLXwtLS0tLS0tLS0tLS0tLS0tfAp8IDIwMjEvMTEvMjEgfCDnuqYtMC4xICAgICAgICAgfAp8IDIwMjEvMTEvMjIgfCDnuqYtMC4xNSAgICAgICAgfAp8IDIwMjEvMTEvMjMgfCDnuqYtMC4xICAgICAgICAgfAp8IDIwMjEvMTEvMjQgfCDnuqYtMC4wNSAgICAgICAgfAp8IDIwMjEvMTEvMjUgfCDnuqYwLjEyICAgICAgICAgfAoK5pWw5o2u5p2l5rqQ77yaRlJFRO+8jOi0oumAmuivgeWIuOeglOeptuaJgA==
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行业数据
2025-12-12
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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(%)
PHxiZWdpbl9vZl9ib3h8PuaVsOaNruihqOagvO+8mu+8iOWboOWbvuihqOacquaPkOS+m+WFt+S9k+aVsOaNrueCue+8jOaXoOazleeUn+aIkOeyvuehruihqOagvO+8iQoK6LWE5paZ5p2l5rqQ77yaRlJFRO+8jOi0oumAmuivgeWIuOeglOeptuaJgDx8ZW5kX29mX2JveHw+
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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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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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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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美国SOFR-IORB(%)
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行业数据
2025-11-11
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图表1010月SOFR-EFFR利差进一步走高至接近20bp
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行业数据
2025-11-07
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图4近月SOFR利率明显抬升(%)
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行业数据
2025-11-04
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在当前美国政府停摆的背景下,财政支出受限,但美债发行仍在持续,大量资金沉淀于财政部的 TGA 账户,未流向实体经济,使得当前美国利率环境偏紧。从量上看,美国银行存款准备金在快速消耗,截至 2025 年 10 月 29 日当周,美国银行存款准备金已降至 2.8 万亿美元,为 2025 年以来的最低水平。从价上看,反映流动性松紧程度的隔夜担保融资利率(SOFR)在 10 月 31 日跳升至 4.22%,指向在财政部不断回笼流动性的情况下,美国金融市场流动性不断收紧。在美国金融市场流动性收紧的情况下,美股等权益资产的波动风险增加,强化了美元的避险需求。
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解构美国系列第十四篇:美元指数突破100后强势美元将维持多久?-251106(6页).pdf
美联储主席候选人相关表态梳理,以鸽派为主
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