Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-09-10.
Raw score -0.19 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $818.1B | -25.60 | 2026-09-10 | ↘ Tightening | 4% |
| Fed BS Size | $6.74T | +0.00 | 2026-09-09 | ↗ Easing | 4% |
| ON RRP | $4.7B | +4.30 | 2026-09-10 | — | 1% |
| SOFR-IORB | -3.0 bps | -2.00 | 2026-09-10 | — | — |
| SRF Usage | $0.0B | -0.00 | 2026-09-10 | — | 1% |
| VIX | 17.84 | +1.38 | 2026-09-10 | — | — |
| HY Spread | 270.0 bps | -1.00 | 2026-09-10 | — | — |
| 10Y Real Yield | 2.55% | +0.09 | 2026-09-10 | — | — |
| Dollar Index | 118.08 | +0.20 | 2026-09-10 | — | — |
| Cash Buffer | 11.88% | +0.22 | 2026-09-09 | — | — |
| Bank Cash Tiering | 1.71 pp | +0.34 | 2026-09-09 | — | — |
| Net Liquidity | $5.92T | +0.02 | 2026-09-10 | — | — |
| Reserve Buffer | 11.59% | +0.33 | 2026-09-09 | ↘ Tightening | 5% |
| Bank Reserves | $2.99T | +0.10 | 2026-09-09 | — | — |
| Fed Swap Lines | $0.1B | -0.03 | 2026-09-09 | — | — |
| FIMA Repo | $0.0B | +0.00 | 2026-09-09 | — | — |
| Foreign Repo Pool | $349.2B | -7.99 | 2026-09-09 | — | — |
| CP–T-bill Spread | 8.0 bps | +5.00 | 2026-09-10 | — | — |
| Foreign US Treasuries | $9.27T | +0.04 | 2025-10-01 | — | — |
| ECB BS | €5.91T | -0.00 | 2026-09-04 | — | — |
| BoJ BS | ¥6447T | +3.66 | 2026-08-01 | — | — |
| M2 Supply | $23.21T | +0.16 | 2026-08-03 | — | — |
| National Debt | $40.05T | -0.03 | 2026-09-10 | — | — |
| Interest Payments | $1.25T | +0.03 | 2026-04-01 | — | — |
| Budget Balance | -$166.8B | +265.51 | 2026-08-01 | — | — |
| Debt / GDP | 122.59% | +0.03 | 2026-01-01 | — | — |
| EFFR | 3.63% | +0.00 | 2026-09-10 | — | — |
| 1Y Treasury | 4.28% | +0.11 | 2026-09-10 | — | — |
| 2Y Yield | 4.56% | +0.13 | 2026-09-10 | — | — |
| 10Y Nominal Yield | 4.95% | +0.12 | 2026-09-10 | — | — |
| 10Y Term Premium | 0.95% | +0.05 | 2026-09-10 | — | — |
| IG Spread | 80.0 bps | -1.00 | 2026-09-10 | — | — |
| Bills Share | 22.77% | +0.55 | 2026-08-31 | — | — |