Macro data current as of 13 Aug 2026 Refreshes daily 07:00 UK from FRED · Built 14 Aug 2026 07:05
Why daily, not real-time?

Because macro signals don't move tick-by-tick. Credit spreads, Treasury yields, and Fed liquidity data are published end-of-day by official sources (FRED, the Fed, ICE). The fastest legitimate free data is what you see here.

More importantly: regime classification works on daily closes, not intra-day noise. Howard Marks doesn't change his market view because credit spreads moved 2bp at 11:43am. Daily data is the right cadence for the question "what regime are we in?"

The live markets strip at the bottom shows real-time prices for context — but those don't feed the regime engine. Read the methodology →

Macro Dashboard

REGIME COMPRESSED Calm / complacent — risk priced for perfection
COMPOSITE STRESS 42.9/100 Normal — balanced conditions, no strong signal
Latest data: 13 Aug 2026 Built: 14 Aug 2026 07:05 16 indicators tracked · See all 19 →

Credit spreads

The price of risk in corporate bond markets. Wider spreads = more stress.

New here? Bonds vs credit spreads — what's the difference?

A bond is an actual IOU you can buy — Apple issues bonds, the US Treasury issues bonds. A credit spread is a calculation: take a corporate bond's yield, subtract the matching Treasury yield, and the gap is the spread.

Example: if a 10-year Treasury yields 4.36% and Apple's 10-year bond yields 5.17%, then Apple's credit spread = 0.81%. That's the extra return investors demand for taking on Apple's credit risk.

So when the dashboard shows HY OAS 2.85% — that's not a bond price. It's the average gap between high-yield corporate bonds and Treasuries. Think of it as a thermometer reading, not the patient.

HY OAS
2.72%
1d↑ +0.02
5d↓ -0.01
30d↑ +0.03
10%ile
BB
1.60%
1d→ 0.00
5d↓ -0.05
30d↑ +0.02
3%ile
Single-B
2.88%
1d↓ -0.02
5d↓ -0.02
30d↑ +0.01
16%ile
CCC
10.20%
1d↓ -0.03
5d↓ -0.03
30d↑ +0.48
94%ile
Investment Grade
0.79%
1d→ 0.00
5d↑ +0.01
30d↑ +0.01
16%ile
Now: High-yield spreads at the 10th percentile — historically very calm. CCC tier diverging (10.20% vs BB at 1.60%) — classic early-warning pattern. Read more →

Rates

Treasury yields across maturities. The shape of the curve signals market expectations.

10Y Treasury
4.68%
↑ +0.05
2Y
4.20%
↑ +0.02
30Y
5.24%
↑ +0.07
Fed funds
3.63%
→ 0.00
Now: Yield curve nearly flat (0.48% spread between 2Y and 10Y) — reflecting market uncertainty about future rates. Bond Yields 101 →

Liquidity

How much money is actually flowing through the financial system after parking accounts.

Net liquidity
$5.80T
↓ -44
Fed balance sheet
$6.76T
↑ +11
Treasury cash (TGA)
$964B
↑ +57
Reverse repo
$0M
↓ -0.98
Now: Net liquidity draining $44B/week. Calculation: Fed balance sheet minus Treasury cash minus reverse repo. Liquidity Plumbing →

Vol & FX

Equity volatility (VIX) and the dollar (DXY) provide context for the credit and rates picture.

VIX
14.55
↓ -1.26
DXY (broad)
119.06
↓ -0.64
S&P 500
7,799
↑ +89.03
Now: VIX at 14.6 (complacent). broad DXY at 119.1 (elevated dollar).

Macro headlines

Today's policy moves and data releases — scored for macro relevance. Click any item to read the source.

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LIVE LAYER · UPDATES IN REAL-TIME

What am I looking at?

Real-time price strip for context while you read the macro picture above. These prices don't feed the regime engine — that runs on FRED daily-close data published overnight. This strip exists so you can see if anything's moving sharply right now.

Why these symbols?

Equities and VIX are delayed 15 minutes during US market hours. Crypto, FX, and gold are live.

Live markets

Built by Draxiq · Data via FRED · Live data · Follow @LighthouseFRED · Educational only — not financial advice