Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-09-05.
Raw score -0.25 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $903.9B | -40.44 | 2026-09-03 | ↘ Tightening | 9% |
| Fed BS Size | $6.74T | +0.01 | 2026-09-02 | ↗ Easing | 4% |
| ON RRP | $0.7B | -0.03 | 2026-09-04 | — | 1% |
| SOFR-IORB | 1.0 bps | +1.00 | 2026-09-03 | — | — |
| SRF Usage | $0.0B | -0.03 | 2026-09-04 | — | 1% |
| VIX | 14.32 | -0.88 | 2026-09-03 | — | — |
| HY Spread | 265.0 bps | -1.00 | 2026-09-03 | — | — |
| 10Y Real Yield | 2.42% | -0.03 | 2026-09-03 | — | — |
| Dollar Index | 118.75 | +0.39 | 2026-08-28 | — | — |
| Cash Buffer | 11.48% | +0.01 | 2026-08-26 | — | — |
| Bank Cash Tiering | 1.65 pp | -0.09 | 2026-08-26 | — | — |
| Net Liquidity | $5.83T | +0.04 | 2026-09-03 | — | — |
| Reserve Buffer | 11.30% | -0.12 | 2026-09-02 | ↘ Tightening | 5% |
| Bank Reserves | $2.90T | -0.03 | 2026-09-02 | — | — |
| Fed Swap Lines | $0.1B | +0.01 | 2026-09-02 | — | — |
| FIMA Repo | $0.0B | +0.00 | 2026-09-02 | — | — |
| Foreign Repo Pool | $357.2B | +1.76 | 2026-09-02 | — | — |
| CP–T-bill Spread | 3.0 bps | -4.00 | 2026-09-02 | — | — |
| Foreign US Treasuries | $9.27T | +0.04 | 2025-10-01 | — | — |
| ECB BS | €5.92T | +0.00 | 2026-08-28 | — | — |
| BoJ BS | ¥6447T | +3.66 | 2026-08-01 | — | — |
| M2 Supply | $23.21T | +0.16 | 2026-08-03 | — | — |
| National Debt | $40.10T | -0.01 | 2026-09-03 | — | — |
| 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 | 2026-09-03 | — | — |
| 1Y Treasury | 4.11% | -0.05 | 2026-09-03 | — | — |
| 2Y Yield | 4.34% | -0.05 | 2026-09-03 | — | — |
| 10Y Nominal Yield | 4.77% | -0.02 | 2026-09-03 | — | — |
| 10Y Term Premium | 0.88% | +0.03 | 2026-08-28 | — | — |
| IG Spread | 81.0 bps | +0.00 | 2026-09-03 | — | — |
| Bills Share | 22.77% | +0.55 | 2026-08-31 | — | — |