Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-06-03.
Raw score +0.17 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $866.1B | +9.23 | 2026-06-02 | ↘ Tightening | 33% |
| Fed BS Size | $6.70T | -0.01 | 2026-05-27 | ↗ Easing | 33% |
| ON RRP | $2.1B | -0.44 | 2026-06-03 | — | — |
| SOFR-IORB | -2.0 bps | -2.00 | 2026-06-02 | ↘ Tightening | 5% |
| SRF Usage | $0.0B | -0.01 | 2026-06-03 | ↘ Tightening | 5% |
| VIX | 15.77 | -0.28 | 2026-06-02 | ↗ Easing | 7% |
| HY Spread | 271.0 bps | -1.00 | 2026-06-02 | ↗ Easing | 3% |
| 10Y Real Yield | 2.07% | +0.00 | 2026-06-02 | ↘ 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 | $5.84T | -0.01 | 2026-06-02 | — | — |
| Fed Swap Lines | $0.1B | +0.03 | 2026-05-27 | — | — |
| CP–T-bill Spread | 7.0 bps | +0.00 | 2026-06-02 | — | — |
| Foreign US Treasuries | $9.25T | +0.12 | 2025-07-01 | — | — |
| ECB BS | €6.16T | -0.03 | 2026-05-29 | — | — |
| BoJ BS | ¥6644T | +11.10 | 2026-05-01 | — | — |
| M2 Supply | $22.88T | +0.17 | 2026-05-04 | — | — |