Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-10-01.
Raw score -0.20 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $984.0B | +47.45 | 2026-09-30 | ↘ Tightening | 10% |
| Fed BS Size | $6.74T | -0.00 | 2026-09-30 | ↗ Easing | 4% |
| ON RRP | $0.3B | -11.19 | 2026-10-01 | — | 1% |
| SOFR-IORB | 0.0 bps | +2.00 | 2026-09-30 | — | — |
| SRF Usage | $0.0B | -1.20 | 2026-10-01 | — | 0% |
| VIX | 16.34 | +0.30 | 2026-09-30 | — | — |
| HY Spread | 312.0 bps | +4.00 | 2026-09-30 | — | — |
| 10Y Real Yield | 2.93% | +0.02 | 2026-09-30 | — | — |
| Dollar Index | 120.33 | -0.22 | 2026-09-25 | — | — |
| Cash Buffer | 11.82% | -0.07 | 2026-09-16 | — | — |
| Bank Cash Tiering | 1.55 pp | -0.17 | 2026-09-16 | — | — |
| Net Liquidity | $5.75T | -0.05 | 2026-09-30 | — | — |
| Reserve Buffer | 11.48% | +0.11 | 2026-09-30 | ↘ Tightening | 4% |
| Bank Reserves | $2.95T | +0.02 | 2026-09-30 | — | — |
| Fed Swap Lines | $0.2B | +0.14 | 2026-09-30 | — | — |
| FIMA Repo | $0.0B | +0.00 | 2026-09-30 | — | — |
| Foreign Repo Pool | $350.3B | +30.08 | 2026-09-30 | — | — |
| CP–T-bill Spread | 0.0 bps | -5.00 | 2026-09-29 | — | — |
| Foreign US Treasuries | $9.27T | +0.04 | 2025-10-01 | — | — |
| ECB BS | €5.90T | -0.00 | 2026-09-25 | — | — |
| BoJ BS | ¥6447T | +3.66 | 2026-08-01 | — | — |
| M2 Supply | $23.30T | +0.04 | 2026-08-31 | — | — |
| National Debt | $40.10T | -0.00 | 2026-09-29 | — | — |
| Interest Payments | $1.28T | +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% | +0.00 | 2026-09-30 | — | — |
| 1Y Treasury | 4.54% | -0.04 | 2026-09-30 | — | — |
| 2Y Yield | 4.88% | -0.01 | 2026-09-30 | — | — |
| 10Y Nominal Yield | 5.29% | +0.03 | 2026-09-30 | — | — |
| 10Y Term Premium | 1.02% | -0.00 | 2026-09-25 | — | — |
| IG Spread | 84.0 bps | +0.00 | 2026-09-30 | — | — |
| Bills Share | 22.77% | +0.55 | 2026-08-31 | — | — |