This is the work-in-progress
Yield Report,
generated Monday December 2, 2024 3:05PM (PST)
and regenerated daily at the close of US trading
(and delivered free to subscribers)
Nothing in this report constitues financial advice.
No guarantees are made for the reliability or correctness of data presented.
Yields · Inflation · Employment · Money · Lending · Federal · Macro
Series | Latest | Date |
---|---|---|
10yr UST Yield | 4.20 | 2024-12-02
Reported 2024-12-02 |
10yr Real Yield (TIPS) | 1.92 | 2024-11-29
Reported 2024-12-02 |
Series | Latest | Date |
---|---|---|
10yr / 2yr UST Spread | 0.02 | 2024-12-02
Reported 2024-12-02 |
Series | Latest | Date |
---|---|---|
10yr UST Yield | 4.20 | 2024-12-02
Reported 2024-12-02 |
30yr Mortgage | 6.81 | 2024-11-27
Reported 2024-11-27 |
US High Yield Corporate Debt | 6.88 | 2024-11-30
Reported 2024-12-02 |
Series | Latest | Date |
---|---|---|
3mo UST Yield | 4.58 | 2024-11-29
Reported 2024-12-02 |
5yr UST Yield | 4.10 | 2024-12-02
Reported 2024-12-02 |
10yr UST Yield | 4.20 | 2024-12-02
Reported 2024-12-02 |
30yr UST Yield | 4.36 | 2024-12-02
Reported 2024-12-02 |
Series | Latest | Date |
---|---|---|
US 10yr Yield | 4.10 | 2024-10-01
Reported 2024-11-15 |
UK 10yr Yield | 4.20 | 2024-10-01
Reported 2024-11-15 |
Japan 10yr Yield | 0.94 | 2024-10-01
Reported 2024-11-15 |
Germany 10yr Yield | 2.22 | 2024-10-01
Reported 2024-11-15 |
Italy 10yr Yield | 3.50 | 2024-10-01
Reported 2024-11-15 |
Australia 10yr Yield | 4.26 | 2024-10-01
Reported 2024-11-15 |
Series | Latest | Date |
---|---|---|
5yr Breakeven | 2.33 | 2024-12-02
Reported 2024-12-02 |
5yr 5yr fwd Breakeven | 2.19 | 2024-12-02
Reported 2024-12-02 |
10yr Breakeven | 2.26 | 2024-12-02
Reported 2024-12-02 |
Series | Latest | Date |
---|---|---|
CPI YoY | 2.58 | 2024-10-01
Reported 2024-11-13 |
CPI Core YoY | 3.30 | 2024-10-01
Reported 2024-11-13 |
PCE Core YoY | 2.80 | 2024-10-01
Reported 2024-11-27 |
Series | Latest | Date |
---|---|---|
CPI MoM | 0.24 | 2024-10-01
Reported 2024-11-13 |
CPI Core MoM | 0.28 | 2024-10-01
Reported 2024-11-13 |
PCE Core MoM | 0.27 | 2024-10-01
Reported 2024-11-27 |
Series | Latest | Date |
---|---|---|
PPI Yoy | 2.41 | 2024-10-01
Reported 2024-11-14 |
Series | Latest | Date |
---|---|---|
PPI Chg | 0.20 | 2024-10-01
Reported 2024-11-14 |
Series | Latest | Date |
---|---|---|
UMich Inflation Expectations | 2.70 | 2024-10-01
Reported 2024-11-22 |
Series | Latest | Date |
---|---|---|
US Gasoline Price | 3.04 | 2024-11-25
Reported 2024-11-25 |
Series | Latest | Date |
---|---|---|
Payrolls (Establishment) | 159M | 2024-10-01
Reported 2024-11-01 |
Payrolls (Household) | 161M | 2024-10-01
Reported 2024-11-01 |
Series | Latest | Date |
---|---|---|
Initial Claims | 213K | 2024-11-23
Reported 2024-11-27 |
Series | Latest | Date |
---|---|---|
Broad Money (M3) YoY | -2.95 | 2023-11-01
Reported 2024-01-12 |
Broad Money (M3) MoM | 0.20 | 2023-11-01
Reported 2024-01-12 |
Series | Latest | Date |
---|---|---|
M2 Velocity | 1.39 | 2024-07-01
Reported 2024-10-30 |
Series | Latest | Date |
---|---|---|
Commercial and Industrial Loans | 2.77T | 2024-11-20
Reported 2024-11-29 |
Consumer Loans | 1.92T | 2024-11-20
Reported 2024-11-29 |
Real Estate Loans | 5.62T | 2024-11-20
Reported 2024-11-29 |
Other Loans | 2.23T | 2024-11-20
Reported 2024-11-29 |
Series | Latest | Date |
---|---|---|
Margin Debt | 451B | 2024-04-01
Reported 2024-09-12 |
Series | Latest | Date |
---|---|---|
Fed Funds Rate | 4.58 | 2024-11-29
Reported 2024-12-02 |
Series | Latest | Date |
---|---|---|
Reverse Repo | 136B | 2024-12-02
Reported 2024-12-02 |
Series | Latest | Date |
---|---|---|
Federal Debt | 36T | 2024-11-29
Reported 2024-12-02 |
Debt Ceiling | 0 | 2024-11-29
Reported 2024-12-02 |
USTs Owned By Fed | 4.32T | 2024-11-27
Reported 2024-11-29 |
Series | Latest | Date |
---|---|---|
TGA Balance | 775B | 2024-11-27
Reported 2024-11-29 |
Series | Latest | Date |
---|---|---|
Household Checkable Deposits and Currency | 4.12T | 2024-04-01
Reported 2024-09-12 |
Series | Latest | Date |
---|---|---|
Personal Savings | 963B | 2024-10-01
Reported 2024-11-27 |
Series | Latest | Date |
---|---|---|
Advance Retail Sales | 719B | 2024-10-01
Reported 2024-11-15 |
Series | Latest | Date |
---|---|---|
Truck Tonnage YoY | 0.78 | 2024-08-01
Reported 2024-10-30 |
Rail Freight Intermodal Tonnage YoY | 13 | 2024-08-01
Reported 2024-10-30 |
Goal: Convey fixed income yields and drivers. These rates are a major input into equity valuations via the discount rate.
Coming Soon: Credit spreads and fiscal spending. If you see a chart or metric you think would be useful here, send it to Justin.
This report is generated daily and sent to subscribers either daily or weekly. Data comes from FRED, IEX, and Yahoo Finance.