This is the work-in-progress
Yield Report,
generated Thursday August 11, 2022 1:34PM (PDT)
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 | 2.89 | 2022-08-11
Reported 2022-08-11 |
10yr Real Yield (TIPS) | 0.35 | 2022-08-10
Reported 2022-08-11 |
Series | Latest | Date |
---|---|---|
10yr / 2yr UST Spread | -0.45 | 2022-08-10
Reported 2022-08-10 |
Series | Latest | Date |
---|---|---|
10yr UST Yield | 2.89 | 2022-08-11
Reported 2022-08-11 |
30yr Mortgage | 5.22 | 2022-08-11
Reported 2022-08-11 |
US High Yield Corporate Debt | 7.29 | 2022-08-10
Reported 2022-08-11 |
Series | Latest | Date |
---|---|---|
3mo UST Yield | 2.65 | 2022-08-10
Reported 2022-08-11 |
5yr UST Yield | 2.99 | 2022-08-11
Reported 2022-08-11 |
10yr UST Yield | 2.89 | 2022-08-11
Reported 2022-08-11 |
30yr UST Yield | 3.17 | 2022-08-11
Reported 2022-08-11 |
Series | Latest | Date |
---|---|---|
US 10yr Yield | 2.90 | 2022-07-01
Reported 2022-08-11 |
UK 10yr Yield | 2.15 | 2022-07-01
Reported 2022-08-11 |
Japan 10yr Yield | 0.18 | 2022-07-01
Reported 2022-08-11 |
Germany 10yr Yield | 1.08 | 2022-07-01
Reported 2022-08-11 |
Italy 10yr Yield | 3.36 | 2022-07-01
Reported 2022-08-11 |
Australia 10yr Yield | 3.42 | 2022-07-01
Reported 2022-08-11 |
Series | Latest | Date |
---|---|---|
5yr Breakeven | 2.61 | 2022-08-10
Reported 2022-08-10 |
5yr 5yr fwd Breakeven | 2.25 | 2022-08-10
Reported 2022-08-10 |
10yr Breakeven | 2.43 | 2022-08-10
Reported 2022-08-10 |
Series | Latest | Date |
---|---|---|
CPI YoY | 8.48 | 2022-07-01
Reported 2022-08-10 |
CPI Core YoY | 5.91 | 2022-07-01
Reported 2022-08-10 |
PCE Core YoY | 4.79 | 2022-06-01
Reported 2022-07-29 |
Series | Latest | Date |
---|---|---|
CPI MoM | -0.02 | 2022-07-01
Reported 2022-08-10 |
CPI Core MoM | 0.31 | 2022-07-01
Reported 2022-08-10 |
PCE Core MoM | 0.59 | 2022-06-01
Reported 2022-07-29 |
Series | Latest | Date |
---|---|---|
PPI Yoy | 9.69 | 2022-07-01
Reported 2022-08-11 |
Series | Latest | Date |
---|---|---|
UMich Inflation Expectations | 5.30 | 2022-06-01
Reported 2022-07-29 |
Series | Latest | Date |
---|---|---|
Payrolls (Establishment) | 153M | 2022-07-01
Reported 2022-08-05 |
Payrolls (Household) | 158M | 2022-07-01
Reported 2022-08-05 |
Series | Latest | Date |
---|---|---|
Broad Money (M3) YoY | 5.90 | 2022-06-01
Reported 2022-08-11 |
Broad Money (M3) MoM | -0.08 | 2022-06-01
Reported 2022-08-11 |
Series | Latest | Date |
---|---|---|
M2 Velocity | 1.15 | 2022-04-01
Reported 2022-07-28 |
Series | Latest | Date |
---|---|---|
Commercial and Industrial Loans | 2.71T | 2022-07-27
Reported 2022-08-05 |
Consumer Loans | 1.78T | 2022-07-27
Reported 2022-08-05 |
Real Estate Loans | 5.06T | 2022-07-27
Reported 2022-08-05 |
Other Loans | 1.96T | 2022-07-27
Reported 2022-08-05 |
Series | Latest | Date |
---|---|---|
Fed Funds Rate | 2.33 | 2022-08-10
Reported 2022-08-11 |
Series | Latest | Date |
---|---|---|
Reverse Repo | 2.20T | 2022-08-11
Reported 2022-08-11 |
Series | Latest | Date |
---|---|---|
Federal Debt | 31T | 2022-08-10
Reported 2022-08-11 |
Debt Ceiling | 31T | 2022-08-10
Reported 2022-08-11 |
USTs Owned By Fed | 5.72T | 2022-08-03
Reported 2022-08-04 |
Series | Latest | Date |
---|---|---|
TGA Balance | 578B | 2022-04-15
Reported 2022-08-11 |
Series | Latest | Date |
---|---|---|
Household Checkable Deposits and Currency | 4.29T | 2022-01-01
Reported 2022-06-09 |
Series | Latest | Date |
---|---|---|
Personal Savings | 944B | 2022-06-01
Reported 2022-07-29 |
Series | Latest | Date |
---|---|---|
Advance Retail Sales | 681B | 2022-06-01
Reported 2022-07-15 |
Series | Latest | Date |
---|---|---|
S&P 500 | 4.21K | 2022-08-10
Reported 2022-08-11 |
Wilshire 5000 | 43K | 2022-08-10
Reported 2022-08-11 |
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.