Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-09-19.
Raw score -0.13 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $972.7B | -19.03 | 2026-09-17 | ↘ Tightening | 8% |
| Fed BS Size | $6.75T | +0.01 | 2026-09-16 | ↗ Easing | 4% |
| ON RRP | $0.6B | +0.30 | 2026-09-18 | — | 1% |
| SOFR-IORB | -5.0 bps | -2.00 | 2026-09-17 | — | — |
| SRF Usage | $0.0B | -0.00 | 2026-09-18 | — | 0% |
| VIX | 15.44 | -2.27 | 2026-09-17 | — | — |
| HY Spread | 270.0 bps | +0.00 | 2026-09-17 | — | — |
| 10Y Real Yield | 2.61% | -0.07 | 2026-09-17 | — | — |
| Dollar Index | 118.21 | +0.13 | 2026-09-11 | — | — |
| Cash Buffer | 11.88% | +0.22 | 2026-09-09 | — | — |
| Bank Cash Tiering | 1.71 pp | +0.34 | 2026-09-09 | — | — |
| Net Liquidity | $5.77T | +0.03 | 2026-09-17 | — | — |
| Reserve Buffer | 11.70% | +0.11 | 2026-09-16 | ↘ Tightening | 4% |
| Bank Reserves | $3.01T | +0.02 | 2026-09-16 | — | — |
| Fed Swap Lines | $0.1B | -0.01 | 2026-09-16 | — | — |
| FIMA Repo | $0.0B | +0.00 | 2026-09-16 | — | — |
| Foreign Repo Pool | $318.4B | -30.80 | 2026-09-16 | — | — |
| CP–T-bill Spread | -2.0 bps | -10.00 | 2026-09-11 | — | — |
| Foreign US Treasuries | $9.27T | +0.04 | 2025-10-01 | — | — |
| ECB BS | €5.91T | -0.00 | 2026-09-11 | — | — |
| BoJ BS | ¥6447T | +3.66 | 2026-08-01 | — | — |
| M2 Supply | $23.21T | +0.16 | 2026-08-03 | — | — |
| National Debt | $40.09T | -0.00 | 2026-09-17 | — | — |
| 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 | 3.88% | +0.25 | 2026-09-17 | — | — |
| 1Y Treasury | 4.40% | -0.05 | 2026-09-17 | — | — |
| 2Y Yield | 4.67% | -0.07 | 2026-09-17 | — | — |
| 10Y Nominal Yield | 4.94% | -0.07 | 2026-09-17 | — | — |
| 10Y Term Premium | 0.96% | +0.01 | 2026-09-11 | — | — |
| IG Spread | 78.0 bps | +0.00 | 2026-09-17 | — | — |
| Bills Share | 22.77% | +0.55 | 2026-08-31 | — | — |