Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-09-03.
Raw score -0.25 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $942.8B | -80.76 | 2026-09-01 | ↘ Tightening | 12% |
| Fed BS Size | $6.73T | -0.02 | 2026-08-26 | ↗ Easing | 4% |
| ON RRP | $0.5B | -0.20 | 2026-09-02 | — | 1% |
| SOFR-IORB | 1.0 bps | -2.00 | 2026-09-01 | — | — |
| SRF Usage | $0.0B | -0.01 | 2026-09-02 | — | 1% |
| VIX | 16.34 | +1.42 | 2026-09-01 | — | — |
| HY Spread | 265.0 bps | +2.00 | 2026-09-01 | — | — |
| 10Y Real Yield | 2.44% | +0.00 | 2026-09-01 | — | — |
| Dollar Index | 118.75 | +0.39 | 2026-08-28 | — | — |
| Cash Buffer | 11.48% | -0.05 | 2026-08-19 | — | — |
| Bank Cash Tiering | 1.74 pp | +0.08 | 2026-08-19 | — | — |
| Net Liquidity | $5.79T | +0.09 | 2026-09-01 | — | — |
| Reserve Buffer | 11.41% | -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 | 7.0 bps | -2.00 | 2026-09-01 | — | — |
| Foreign US Treasuries | $9.27T | +0.04 | 2025-10-01 | — | — |
| ECB BS | €5.92T | +0.00 | 2026-08-28 | — | — |
| BoJ BS | ¥6443T | +47.45 | 2026-07-01 | — | — |
| M2 Supply | $23.21T | +0.16 | 2026-08-03 | — | — |
| National Debt | $40.11T | -0.06 | 2026-09-01 | — | — |
| 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 | 2026-09-01 | — | — |
| 1Y Treasury | 4.18% | +0.02 | 2026-09-01 | — | — |
| 2Y Yield | 4.39% | +0.05 | 2026-09-01 | — | — |
| 10Y Nominal Yield | 4.79% | +0.04 | 2026-09-01 | — | — |
| 10Y Term Premium | 0.88% | +0.03 | 2026-08-28 | — | — |
| IG Spread | 81.0 bps | +1.00 | 2026-09-01 | — | — |
| Bills Share | 22.22% | +0.70 | 2026-07-31 | — | — |