Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-07-21.
Raw score +0.13 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $815.4B | -7.09 | 2026-07-17 | ↗ Easing | 3% |
| Fed BS Size | $6.74T | +0.01 | 2026-07-15 | ↗ Easing | 7% |
| ON RRP | $0.0B | -0.07 | 2026-07-20 | — | 2% |
| SOFR-IORB | -8.0 bps | -2.00 | 2026-07-20 | — | — |
| SRF Usage | $0.0B | +0.00 | 2026-07-21 | — | 1% |
| VIX | 18.65 | -0.12 | 2026-07-20 | — | — |
| HY Spread | 269.0 bps | -4.00 | 2026-07-20 | — | — |
| 10Y Real Yield | 2.31% | -0.04 | 2026-07-17 | — | — |
| Dollar Index | 120.53 | +0.20 | 2026-07-17 | — | — |
| Cash Buffer | 12.35% | -0.09 | 2026-07-08 | — | — |
| Net Liquidity | $5.93T | +0.01 | 2026-07-17 | — | — |
| Reserve Buffer | 12.27% | +0.16 | 2026-07-15 | ↘ Tightening | 3% |
| Bank Reserves | $3.14T | +0.04 | 2026-07-15 | — | — |
| Fed Swap Lines | $0.1B | -0.04 | 2026-07-15 | — | — |
| CP–T-bill Spread | 6.0 bps | -16.00 | 2026-07-17 | — | — |
| Foreign US Treasuries | $9.27T | +0.04 | 2025-10-01 | — | — |
| ECB BS | €5.97T | -0.01 | 2026-07-10 | — | — |
| BoJ BS | ¥6396T | -248.12 | 2026-06-01 | — | — |
| M2 Supply | $23.06T | +0.13 | 2026-06-01 | — | — |