Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-06-02.
Raw score +0.14 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $856.8B | -47.04 | 2026-06-01 | ↘ Tightening | 33% |
| Fed BS Size | $6.70T | -0.01 | 2026-05-27 | ↗ Easing | 33% |
| ON RRP | $1.3B | -10.38 | 2026-06-01 | — | — |
| SOFR-IORB | 0.0 bps | +2.00 | 2026-06-01 | ↘ Tightening | 5% |
| SRF Usage | $0.0B | +0.01 | 2026-06-02 | ↘ Tightening | 5% |
| VIX | 16.05 | +0.73 | 2026-06-01 | — | 7% |
| HY Spread | 272.0 bps | -2.00 | 2026-06-01 | ↗ Easing | 3% |
| 10Y Real Yield | 2.07% | +0.01 | 2026-05-29 | ↘ Tightening | 7% |
| Dollar Index | 118.88 | -0.15 | 2026-05-29 | ↗ Easing | 7% |
| Cash Buffer | 12.39% | -0.09 | 2026-05-20 | ↘ Tightening | 3% |
| Net Liquidity | $5.79T | -0.07 | 2026-05-29 | — | — |
| Fed Swap Lines | $0.1B | +0.03 | 2026-05-27 | — | — |
| CP–T-bill Spread | 15.0 bps | -1.00 | 2026-05-27 | — | — |
| Foreign US Treasuries | $9.25T | +0.12 | 2025-07-01 | — | — |
| ECB BS | €6.16T | -0.03 | 2026-05-29 | — | — |
| BoJ BS | ¥6633T | +11.22 | 2026-04-01 | — | — |
| M2 Supply | $22.88T | +0.17 | 2026-05-04 | — | — |