Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-10-04.
Raw score -0.19 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $893.7B | -90.35 | 2026-10-01 | ↘ Tightening | 7% |
| Fed BS Size | $6.74T | -0.00 | 2026-09-30 | ↗ Easing | 4% |
| ON RRP | $1.5B | +1.15 | 2026-10-02 | — | 1% |
| SOFR-IORB | -3.0 bps | -3.00 | 2026-10-01 | — | — |
| SRF Usage | $0.0B | +0.00 | 2026-10-02 | — | 0% |
| VIX | 16.39 | +0.05 | 2026-10-01 | — | — |
| HY Spread | 324.0 bps | +12.00 | 2026-10-01 | — | — |
| 10Y Real Yield | 2.88% | -0.05 | 2026-10-01 | — | — |
| Dollar Index | 120.33 | -0.22 | 2026-09-25 | — | — |
| Cash Buffer | 12.23% | +0.40 | 2026-09-23 | — | — |
| Bank Cash Tiering | 1.62 pp | +0.09 | 2026-09-23 | — | — |
| Net Liquidity | $5.85T | +0.10 | 2026-10-01 | — | — |
| Reserve Buffer | 11.41% | +0.11 | 2026-09-30 | ↘ Tightening | 5% |
| 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 | 16.0 bps | +16.00 | 2026-10-01 | — | — |
| Foreign US Treasuries | $9.36T | +0.09 | 2026-01-01 | — | — |
| 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 | $40.26T | +0.09 | 2026-10-01 | — | — |
| 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 | 2026-10-01 | — | — |
| 1Y Treasury | 4.44% | -0.10 | 2026-10-01 | — | — |
| 2Y Yield | 4.78% | -0.10 | 2026-10-01 | — | — |
| 10Y Nominal Yield | 5.24% | -0.05 | 2026-10-01 | — | — |
| 10Y Term Premium | 1.02% | -0.00 | 2026-09-25 | — | — |
| IG Spread | 86.0 bps | +2.00 | 2026-10-01 | — | — |
| Bills Share | 22.77% | +0.55 | 2026-08-31 | — | — |