Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-10-17.
Raw score -0.09 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $934.7B | +48.87 | 2026-10-15 | ↘ Tightening | 4% |
| Fed BS Size | $6.76T | +0.01 | 2026-10-14 | ↗ Easing | 4% |
| ON RRP | $0.1B | -1.10 | 2026-10-16 | — | 1% |
| SOFR-IORB | -1.0 bps | +1.00 | 2026-10-15 | — | — |
| SRF Usage | $0.0B | -0.11 | 2026-10-16 | — | 0% |
| VIX | 16.46 | -0.41 | 2026-10-15 | — | — |
| HY Spread | 323.0 bps | -2.00 | 2026-10-15 | — | — |
| 10Y Real Yield | 2.78% | -0.06 | 2026-10-15 | — | — |
| Dollar Index | 121.60 | +0.16 | 2026-10-09 | — | — |
| Cash Buffer | 12.29% | +0.17 | 2026-10-07 | — | — |
| Bank Cash Tiering | 2.12 pp | +0.53 | 2026-10-07 | — | — |
| Net Liquidity | $5.82T | -0.05 | 2026-10-15 | — | — |
| Reserve Buffer | 11.58% | -0.04 | 2026-10-14 | ↘ Tightening | 5% |
| Bank Reserves | $3.02T | -0.01 | 2026-10-14 | — | — |
| Fed Swap Lines | $0.2B | -0.00 | 2026-10-14 | — | — |
| FIMA Repo | $0.0B | +0.00 | 2026-10-14 | — | — |
| Foreign Repo Pool | $326.6B | -4.80 | 2026-10-14 | — | — |
| CP–T-bill Spread | -1.0 bps | -4.00 | 2026-10-13 | — | — |
| Foreign US Treasuries | $9.36T | +0.09 | 2026-01-01 | — | — |
| ECB BS | €5.94T | -0.00 | 2026-10-09 | — | — |
| BoJ BS | ¥6250T | -196.37 | 2026-09-01 | — | — |
| M2 Supply | $23.30T | +0.04 | 2026-08-31 | — | — |
| National Debt | $40.39T | +0.06 | 2026-10-15 | — | — |
| 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 | 2026-10-15 | — | — |
| 1Y Treasury | 4.49% | -0.04 | 2026-10-15 | — | — |
| 2Y Yield | 4.77% | -0.05 | 2026-10-15 | — | — |
| 10Y Nominal Yield | 5.10% | -0.09 | 2026-10-15 | — | — |
| 10Y Term Premium | 1.07% | +0.00 | 2026-10-09 | — | — |
| IG Spread | 84.0 bps | +0.00 | 2026-10-15 | — | — |
| Bills Share | 22.36% | -0.41 | 2026-09-30 | — | — |
| Avg Debt Rate | 3.52% | +0.04 | 2026-09-30 | — | — |