Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-02-27.
Raw score -0.89 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $798.9B | -50.51 | 2026-02-27 | ↘ Tightening | 12% |
| Fed BS Size | $6.61T | +0.00 | 2026-02-25 | — | 12% |
| ON RRP | $16.3B | +12.52 | 2026-02-27 | ↗ Easing | 10% |
| SOFR-IORB | 0.0 bps | +0.01 | 2026-02-27 | ↘ Tightening | 7% |
| SRF Usage | $0.0B | +0.00 | 2026-02-27 | — | 3% |
| VIX | 19.86 | +1.23 | 2026-02-27 | ↘ Tightening | 15% |
| HY Spread | 310.0 bps | +12.00 | 2026-02-27 | ↗ Easing | 15% |
| 10Y Real Yield | 1.72% | -0.02 | 2026-02-27 | ↘ Tightening | 10% |
| Dollar Index | 117.82 | -0.08 | 2026-02-27 | — | 8% |
| Cash Buffer | 11.94% | -0.10 | 2026-02-25 | ↘ Tightening | 5% |
| Net Liquidity | $5.80T | +0.04 | 2026-02-27 | — | 3% |
| M2 Supply | $22.46T | +0.08 | 2026-02-02 | — | 3% |