Economic Forecasting 宏观经济指标预测与研究 Macro Indicators, Forecasts & Research
更新于 2026-04-07 09:19:24 Updated 2026-04-07 09:19:24
主题看板 Thematic Surface

利率与曲线 Rates & Curve

聚焦 10Y、2Y 与 10Y-2Y 利差,观察交易窗口内的利率水平、曲线变化与风险偏好。 Focuses on the 10Y, 2Y, and 10Y-2Y spread to monitor rates, curve shape, and risk appetite through the trading window.

3 个核心利率指标 3 core rates indicators 适合跟踪利率环境与曲线信号。 Best for following the rates regime and curve signals.
日频 Daily

日频市场信号 Daily Market Signals

利率与利差信号更新更快,更适合观察当前交易日附近的变化。 Rates and spread signals refresh faster and are best used for observing changes around the current trading window.

日频 Daily 正常 Normal
4.35%
水平 Level
下一个交易窗口 Next trading window

不同指标按各自官方发布节奏更新,月频与周频序列相较日频自然更滞后,这不代表异常。 Different indicators refresh on their own official release cadence. Monthly and weekly series naturally lag daily ones, which does not imply an anomaly.

最新观测 Observed 2026-04-03 00:00
官方发布 Official release 2026-04-03 00:00
站点更新 Site update 2026-04-07 09:19
下一个交易窗口 Next trading window 2026-05-01 00:00
MAE 0.188
RMSE 0.246
MAPE 8.20
方向准确率 Direction 45.2%
观测与预测 Observed vs Forecast ARIMAX(3, 1, 3)
偏积极 Constructive

2年期美债收益率 2Y Treasury Yield

DGS2

日频 Daily 正常 Normal
3.84%
水平 Level
下一个交易窗口 Next trading window

不同指标按各自官方发布节奏更新,月频与周频序列相较日频自然更滞后,这不代表异常。 Different indicators refresh on their own official release cadence. Monthly and weekly series naturally lag daily ones, which does not imply an anomaly.

最新观测 Observed 2026-04-03 00:00
官方发布 Official release 2026-04-03 00:00
站点更新 Site update 2026-04-07 09:19
下一个交易窗口 Next trading window 2026-05-01 00:00
MAE 0.164
RMSE 0.225
MAPE 16.54
方向准确率 Direction 49.6%
观测与预测 Observed vs Forecast ARIMAX(1, 1, 0)
偏积极 Constructive

10Y-2Y美债利差 10Y-2Y Treasury Spread

T10Y2Y

日频 Daily 正常 Normal
0.50%
水平 Level
下一个交易窗口 Next trading window

不同指标按各自官方发布节奏更新,月频与周频序列相较日频自然更滞后,这不代表异常。 Different indicators refresh on their own official release cadence. Monthly and weekly series naturally lag daily ones, which does not imply an anomaly.

最新观测 Observed 2026-04-06 00:00
官方发布 Official release 2026-04-06 00:00
站点更新 Site update 2026-04-07 09:19
下一个交易窗口 Next trading window 2026-05-01 00:00
MAE 0.122
RMSE 0.200
MAPE 34.16
方向准确率 Direction 49.6%
观测与预测 Observed vs Forecast ARIMAX(3, 1, 0)