Daily Snapshot
All core indicator readings, changes, and percentile rankings as of 2026-10-20.
Raw score -0.09 · Higher 5Y percentile means tighter liquidity.
Key Drivers
| Indicator | Value | 1D Change | Data Date | Direction | Weight |
|---|---|---|---|---|---|
| TGA Balance | $973.7B | +8.61 | 2026-10-20 | ↘ Tightening | 6% |
| Fed BS Size | $6.76T | +0.01 | 2026-10-14 | ↗ Easing | 4% |
| ON RRP | $0.2B | -0.10 | 2026-10-20 | — | 1% |
| SOFR-IORB | -2.0 bps | +1.00 | 2026-10-20 | — | — |
| SRF Usage | $0.0B | -0.01 | 2026-10-20 | — | 0% |
| VIX | 17.31 | -1.13 | 2026-10-20 | — | — |
| HY Spread | 333.0 bps | +4.00 | 2026-10-20 | — | — |
| 10Y Real Yield | 2.77% | -0.03 | 2026-10-20 | — | — |
| Dollar Index | 121.41 | -0.16 | 2026-10-16 | — | — |
| Cash Buffer | 12.29% | +0.17 | 2026-10-07 | — | — |
| Bank Cash Tiering | 2.12 pp | +0.53 | 2026-10-07 | — | — |
| Net Liquidity | $5.78T | -0.01 | 2026-10-20 | — | — |
| Reserve Buffer | 11.58% | -0.04 | 2026-10-14 | ↘ Tightening | 4% |
| 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 | 0.0 bps | -5.00 | 2026-10-20 | — | — |
| Foreign US Treasuries | $9.36T | +0.09 | 2026-01-01 | — | — |
| ECB BS | €5.93T | -0.01 | 2026-10-16 | — | — |
| BoJ BS | ¥6250T | -196.37 | 2026-09-01 | — | — |
| M2 Supply | $23.30T | +0.04 | 2026-08-31 | — | — |
| National Debt | $40.44T | +0.04 | 2026-10-20 | — | — |
| Interest Payments | $1.28T | +0.03 | 2026-04-01 | — | — |
| Budget Balance | -$26.9B | +139.90 | 2026-09-01 | — | — |
| Debt / GDP | 122.59% | +0.03 | 2026-01-01 | — | — |
| EFFR | 3.88% | +0.00 | 2026-10-20 | — | — |
| 1Y Treasury | 4.51% | +0.01 | 2026-10-20 | — | — |
| 2Y Yield | 4.79% | +0.02 | 2026-10-20 | — | — |
| 10Y Nominal Yield | 5.12% | -0.03 | 2026-10-20 | — | — |
| 10Y Term Premium | 0.99% | -0.02 | 2026-10-16 | — | — |
| IG Spread | 87.0 bps | +0.00 | 2026-10-20 | — | — |
| Bills Share | 22.36% | -0.41 | 2026-09-30 | — | — |
| Avg Debt Rate | 3.52% | +0.04 | 2026-09-30 | — | — |