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和旺旺
2022-10-07

这篇文章不错，转发给大家看

流动性指标仍亮红灯

@小虎资管：

昨天，英国央行平地一声雷，宣布购买长期英国国债至10月14日，暂时稳定了全球金融市场。美股$标普500ETF(SPY)$ $罗素2000指数ETF(IWM)$ 与美债$债券20+美公债指数ETF-iShares(TLT)$ 均出现了大幅反弹。然而尽管如此，我们的流动性指标之一的FRA-OIS spread并未下行，仍飙升近4个基点至36.6，已经回到了今年3月时的高位。来源：彭博，截至2022/9/28 FRA-OIS spread是3个月期Libor(伦敦同业拆借利率)与OIS(参考美联储基准利率而定的隔夜掉期利率)之差，FRA-OIS spread主要反映的是全球银行体系的信贷压力，息差扩大意味着市场对短期同业拆借利率(Libor)上涨的预期非常高，是融资紧张的表现。 @TigerEvents @Daily_Discussion @TigerObserver @小虎AV @虎牙独苗 @FlowingCash

流动性指标仍亮红灯

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