Financial Indicators Library
A structured reference for understanding financial indicators across fixed income, macro, market structure and financial infrastructure. Each entry explains what the concept means, why it matters and how to interpret it without presenting it as a guaranteed forecast or investment recommendation.
10-Year Treasury Yield
10-Year Treasury Yield is a rates concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
2-Year Treasury Yield
2-Year Treasury Yield is a rates concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
30-Year Treasury Yield
30-Year Treasury Yield is a rates concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
3m10y Spread
3m10y Spread is a yield curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
EFFR
EFFR is a money markets concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
IORB
IORB is a money markets concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
OBFR
OBFR is a money markets concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
€STR
€STR is a money markets concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
SONIA
SONIA is a money markets concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
TONAR
TONAR is a money markets concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
CORRA
CORRA is a money markets concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
MOVE Index
MOVE Index is a volatility concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
VIX Index
VIX Index is a volatility concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
ICE BofA High Yield OAS
ICE BofA High Yield OAS is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Investment Grade OAS
Investment Grade OAS is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
TED-Style Funding Spread
TED-Style Funding Spread is a funding concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
OIS Spread
OIS Spread is a swaps concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
5y5y Inflation Forward
5y5y Inflation Forward is a inflation concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Financial Conditions Index
Financial Conditions Index is a macro concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Credit Impulse
Credit Impulse is a macro concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
M2 Money Supply
M2 Money Supply is a liquidity concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Reverse Repo Balance
Reverse Repo Balance is a liquidity concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Treasury General Account
Treasury General Account is a liquidity concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Primary Dealer Inventories
Primary Dealer Inventories is a market structure concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Treasury Market Depth
Treasury Market Depth is a liquidity concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Fails to Deliver
Fails to Deliver is a settlement concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
LCR
LCR is a banking concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
NSFR
NSFR is a banking concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
CET1 Ratio
CET1 Ratio is a banking concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Interest Expense to Revenue
Interest Expense to Revenue is a sovereign concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Auction Tail
Auction Tail is a auctions concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
PMI
PMI is a economic concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
CPI
CPI is a economic concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Core PCE
Core PCE is a economic concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Nonfarm Payrolls
Nonfarm Payrolls is a economic concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Unemployment Rate
Unemployment Rate is a economic concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
JOLTS Job Openings
JOLTS Job Openings is a economic concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.