Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-08-27.
Raw score -0.21 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $959.4B | -34.70 | 2026-08-26 | ↘ Tightening | 12% |
| Fed BS Size | $6.73T | -0.02 | 2026-08-26 | ↗ Easing | 5% |
| ON RRP | $0.5B | -0.25 | 2026-08-27 | — | 1% |
| SOFR-IORB | -1.0 bps | -2.00 | 2026-08-26 | — | — |
| SRF Usage | $0.1B | +0.10 | 2026-08-27 | — | 0% |
| VIX | 15.21 | -0.24 | 2026-08-26 | — | — |
| HY Spread | 267.0 bps | -3.00 | 2026-08-26 | — | — |
| 10Y Real Yield | 2.34% | +0.02 | 2026-08-26 | — | — |
| Dollar Index | 118.06 | -0.19 | 2026-08-21 | — | — |
| Cash Buffer | 11.52% | -0.21 | 2026-08-12 | — | — |
| Bank Cash Tiering | 1.66 pp | -0.27 | 2026-08-12 | — | — |
| Net Liquidity | $5.77T | +0.02 | 2026-08-26 | — | — |
| Reserve Buffer | 11.43% | -0.04 | 2026-08-26 | ↘ Tightening | 4% |
| Bank Reserves | $2.92T | -0.01 | 2026-08-26 | — | — |
| Fed Swap Lines | $0.1B | -0.00 | 2026-08-26 | — | — |
| FIMA Repo | $0.0B | +0.00 | 2026-08-26 | — | — |
| Foreign Repo Pool | $355.5B | -17.91 | 2026-08-26 | — | — |
| CP–T-bill Spread | 8.0 bps | -1.00 | 2026-08-24 | — | — |
| Foreign US Treasuries | $9.27T | +0.04 | 2025-10-01 | — | — |
| ECB BS | €5.91T | -0.01 | 2026-08-21 | — | — |
| BoJ BS | ¥6443T | +47.45 | 2026-07-01 | — | — |
| M2 Supply | $23.21T | +0.16 | 2026-08-03 | — | — |
| National Debt | $40.07T | -0.03 | 2026-08-26 | — | — |
| Interest Payments | $1.25T | +0.03 | 2026-04-01 | — | — |
| Budget Balance | -$432.3B | -312.00 | 2026-07-01 | — | — |
| Debt / GDP | 122.59% | +0.03 | 2026-01-01 | — | — |
| EFFR | 3.63% | +0.00 | 2026-08-26 | — | — |
| 1Y Treasury | 4.02% | +0.01 | 2026-08-26 | — | — |
| 2Y Yield | 4.19% | +0.02 | 2026-08-26 | — | — |
| 10Y Nominal Yield | 4.66% | +0.02 | 2026-08-26 | — | — |
| 10Y Term Premium | 0.87% | +0.02 | 2026-08-21 | — | — |
| IG Spread | 80.0 bps | -1.00 | 2026-08-26 | — | — |
| Bills Share | 22.22% | +0.70 | 2026-07-31 | — | — |