Macro Liquidity
US Net Liquidity · Credit spread · Yield curve · FCI · VIX · USD · 18 FRED series · 每天 22:00 UTC 增量更新
Net Liquidity = WALCL − TGA − RRP
Fed 总资产 − 财政部账户 − 隔夜逆回购 · 市场公认宏观流动性主指标 · 双轴对比 SPX
Time range:
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18 series overview
最新值 + 30d/90d/1y 变化率 · 按 category 分组
央行资产负债表
WALCL
Fed Total Assets (H.4.1)
主
$6.72T
30d
+0.30%
90d
+0.74%
1y
+0.94%
2026-07-01
国库 / RRP
RRPONTSYD
Overnight Reverse Repo (RRP)
主
$0B
30d
-13.07%
90d
+565.14%
1y
-99.08%
2026-07-02
WTREGEN
Treasury General Account (TGA)
主
$880B
30d
+6.01%
90d
+3.84%
1y
+141.57%
2026-07-01
货币供应
BOGMBASE
St. Louis Adjusted Monetary Base
$6B
30d
+1.25%
90d
+2.52%
1y
-1.94%
2026-05-01
M1SL
M1 Money Stock
$19.8T
30d
+1.12%
90d
+2.91%
1y
+5.83%
2026-05-01
WM2NS
M2 Money Stock
$23.1T
30d
+1.54%
90d
+1.80%
1y
+6.29%
2026-06-01
信用利差
BAA10Y
Baa Corp Bond − 10Y Treasury Spread
1.54%
30d
+0.00%
90d
-11.49%
1y
-10.47%
2026-07-01
BAMLC0A0CM
IG OAS · Investment Grade Spread
0.75%
30d
+1.35%
90d
-12.79%
1y
-9.64%
2026-07-02
BAMLH0A0HYM2
HY OAS · High-Yield Corp Spread
主
2.75%
30d
+1.48%
90d
-12.14%
1y
-4.51%
2026-07-02
综合金融条件
NFCI
Chicago Fed National Financial Conditions Index
主
-0.504
30d
-0.20%
90d
+10.28%
1y
+3.07%
2026-06-26
波动率
VIXCLS
CBOE Volatility Index (VIX)
主
16.59%
30d
+3.36%
90d
-30.50%
1y
-1.43%
2026-07-01
美元强弱
DTWEXBGS
Trade-Weighted USD (Broad)
主
120.89
30d
+1.43%
90d
+0.00%
1y
+1.04%
2026-06-26
利率
DGS10
10Y Treasury Yield
4.48%
30d
+0.22%
90d
+3.94%
1y
+5.16%
2026-07-01
T10YIE
10Y Breakeven Inflation Rate
2.23%
30d
-6.69%
90d
-5.51%
1y
-3.04%
2026-07-02
DFF
Fed Funds Effective Rate
主
3.63%
30d
+0.28%
90d
-0.27%
1y
-16.17%
2026-07-01
SOFR
Secured Overnight Financing Rate
主
3.66%
30d
+0.27%
90d
+0.00%
1y
-17.57%
2026-07-01
T10Y2Y
10Y - 2Y Yield Curve
主
0.35%
30d
-14.63%
90d
-31.37%
1y
-32.69%
2026-07-02
T10Y3M
10Y - 3M Yield Spread
主
0.61%
30d
-20.78%
90d
-1.61%
1y
-971.43%
2026-07-06
基准 · 校验
SP500
S&P 500 Index
7483.24
30d
-1.66%
90d
+13.68%
1y
+20.17%
2026-07-02
Credit spread + VIX (risk on/off)
HY OAS · IG OAS · Baa − 10Y spread · VIX · 4 条线 · 上涨 = risk off / liquidity stress
Time range:
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Rates · 利率曲线
DFF · SOFR · DGS10 · T10Y2Y · T10YIE · 短端/长端/曲线/隐含通胀
Time range:
· T10Y2Y < 0 = 收益率倒挂 (领先经济衰退 6-18 月) · 图中过 0 线的时段
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US 货币政策脉冲 (Fed policy stance)
DFF (Fed Funds) 6m 变化派生 stance · FOMC 声明 / 利率决议 / 压力测试事件时间轴 (来自 policy_docs Federal Reserve)
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Correlation vs SPX (30d pct-change space)
17 series 与 S&P 500 的 30d/90d/1y/full Pearson correlation · 消除 trend · 只看变化同步性
绿: 与 SPX 同向 (流动性/money 强→SPX 强) ·红: 与 SPX 反向 (spread/VIX 强→SPX 弱)
| Series | 30d | 90d | 1y | Full | 解读 |
|---|
方法: 各 series 与 SPX 都取 30d pct change · 在共同日期取 Pearson · 窗口 30d/90d/1y/Full