OBS (CREDIT/LQ)
CSV: obs_credit_liquidity_daily_15.csv / 更新: 2026-03-21 11:15:27
OBS Credit & Liquidity (D)
Observation-only derived metrics (spread/ratio). Not used in judgment logic.
Date BAA10Y AAA10Y BAA-AAA HY_TRIV IG_TRIV HY/IG SOFR IORB SOFR-IORB TGCR TGCR-IORB ONRRP (size) VIX MOVE
2026-03-20 3.65 0.82 26.78 108.84
2026-03-19 1.81 1.27 0.54 1,857.5000 3,579.4500 0.5189 3.62 3.65 -0.03 3.60 -0.05 0.64 24.06 84.88
2026-03-18 1.81 1.24 0.57 1,862.4100 3,575.9700 0.5208 3.62 3.65 -0.03 3.60 -0.05 0.70 25.09 81.25
2026-03-17 1.85 1.30 0.55 1,865.5400 3,585.2800 0.5203 3.65 3.65 0.00 3.62 -0.03 0.80 22.37 79.23
2026-03-16 1.85 1.31 0.54 1,861.2600 3,575.0800 0.5206 3.70 3.65 0.05 3.67 0.02 0.58 23.51 85.25
2026-03-13 1.83 1.32 0.51 1,857.0900 3,562.3900 0.5213 3.65 3.65 0.00 3.63 -0.02 0.43 27.19 91.17
2026-03-12 1.84 1.29 0.55 1,863.0700 3,571.3500 0.5217 3.65 3.65 0.00 3.63 -0.02 0.14 27.29 95.30
2026-03-11 1.84 1.30 0.54 1,872.0000 3,587.1200 0.5219 3.64 3.65 -0.01 3.62 -0.03 0.55 24.23 78.59
2026-03-10 1.77 1.23 0.54 1,875.6200 3,610.2000 0.5195 3.64 3.65 -0.01 3.61 -0.04 0.28 24.93 76.33
2026-03-09 1.78 1.25 0.53 1,870.1100 3,621.4400 0.5164 3.65 3.65 0.00 3.63 -0.02 0.33 25.50 79.74
2026-03-06 1.75 1.22 0.53 1,870.8800 3,611.5700 0.5180 3.65 3.65 0.00 3.62 -0.03 1.51 29.49 81.26
2026-03-05 1.76 1.23 0.53 1,877.3000 3,618.9700 0.5187 3.66 3.65 0.01 3.63 -0.02 2.79 23.75 74.53
2026-03-04 1.74 1.19 0.55 1,880.3500 3,629.0600 0.5181 3.67 3.65 0.02 3.65 0.00 0.88 21.15 70.03
2026-03-03 1.78 1.23 0.55 1,874.8900 3,628.5700 0.5167 3.70 3.65 0.05 3.67 0.02 1.20 23.57 77.75
2026-03-02 1.78 1.24 0.54 1,877.9500 3,629.9000 0.5174 3.71 3.65 0.06 3.69 0.04 0.63 21.44 73.21