| ORCL capex (quarterly) |
Fundamentals | +12.01 | +5.3σ |
100 | 2026-08-31 |
| META capex (quarterly) |
Fundamentals | +11.12 | +4.6σ |
100 | 2026-06-30 |
| SRBI 9M bid-to-cover |
Rates | +28.71 | +4.5σ |
100 | 2026-09-25 |
| Real effective exchange rate (KR) |
FX | +5.20% | +4.4σ |
34 | 2026-08-31 |
| SRBI 9M incoming bids |
Rates | +4.31 | +4.2σ |
100 | 2026-09-25 |
| GOOGL capex (quarterly) |
Fundamentals | +9.25 | +3.9σ |
100 | 2026-06-30 |
| Nvidia revenue (quarterly) |
Fundamentals | +14.61 | +3.9σ |
100 | 2026-07-26 |
| Hyperscaler capex (5 cos, quarterly) |
Fundamentals | +33.16 | +3.7σ |
100 | 2026-06-30 |
| AMZN capex (quarterly) |
Fundamentals | +10.00 | +3.1σ |
100 | 2026-06-30 |
| UST 10YR futures: dealers net |
Flows & positioning | +138,734.00 | +3.0σ |
9 | 2026-09-22 |
| NVDA capex (quarterly) |
Fundamentals | +0.92 | +2.9σ |
100 | 2026-07-26 |
| Copper: speculators (non-commercial) net |
Flows & positioning | +15,388.00 | +2.2σ |
97 | 2026-09-22 |
| Euro FX: asset managers net |
Flows & positioning | −35,215.00 | −2.1σ |
3 | 2026-09-22 |
| SRBI 6M incoming bids |
Rates | +6.58 | +2.0σ |
79 | 2026-09-25 |
| MSFT capex (quarterly) |
Fundamentals | +4.93 | +1.8σ |
100 | 2026-06-30 |
| E-mini Nasdaq-100: leveraged funds net |
Flows & positioning | −24,296.00 | −1.8σ |
69 | 2026-09-22 |
| SUN auction bid-to-cover |
Rates | −0.55 | −1.6σ |
75 | 2026-09-01 |
| E-mini S&P 500: leveraged funds net |
Flows & positioning | −82,431.00 | −1.5σ |
49 | 2026-09-22 |
| Treasury General Account (USD bn) |
Liquidity | +100.06 | +1.5σ |
94 | 2026-09-23 |
| Bitcoin (CME): leveraged funds net |
Flows & positioning | −1,599.00 | −1.5σ |
57 | 2026-09-22 |
| Euro FX: dealers net |
Flows & positioning | +37,128.00 | +1.4σ |
89 | 2026-09-22 |
| Japanese yen: dealers net |
Flows & positioning | +60,286.00 | +1.4σ |
3 | 2026-09-22 |
| UST bond futures: leveraged funds net |
Flows & positioning | +49,683.00 | +1.4σ |
100 | 2026-09-22 |
| Fed net liquidity (balance sheet - TGA - RRP) |
Liquidity | −93.98 | −1.4σ |
26 | 2026-09-23 |
| UST 5YR futures: leveraged funds net |
Flows & positioning | +128,870.00 | +1.4σ |
100 | 2026-09-22 |
| E-mini S&P 500: dealers net |
Flows & positioning | +68,735.00 | +1.4σ |
94 | 2026-09-22 |
| UST 5YR futures: dealers net |
Flows & positioning | −77,974.00 | −1.3σ |
0 | 2026-09-22 |
| SRBI 12M incoming bids |
Rates | +22.71 | +1.3σ |
94 | 2026-09-25 |
| US federal deficit, rolling 12M |
Macro | +177.99 | +1.3σ |
54 | 2026-08-01 |
| E-mini Nasdaq-100: dealers net |
Flows & positioning | +20,825.00 | +1.3σ |
34 | 2026-09-22 |
| Real effective exchange rate (US) |
FX | −1.40% | −1.2σ |
9 | 2026-08-31 |
| SUN auction incoming bids |
Rates | −18.79 | −1.2σ |
58 | 2026-09-01 |
| SRBI 12M awarded yield (w.avg) |
Rates | −18 bp | −1.2σ |
40 | 2026-09-25 |
| SRBI 6M bid-to-cover |
Rates | −14.47 | −1.2σ |
88 | 2026-09-25 |
| Bank reserves (USD bn) |
Liquidity | −83.60 | −1.2σ |
17 | 2026-09-23 |
| UST bond futures: asset managers net |
Flows & positioning | −47,046.00 | −1.2σ |
14 | 2026-09-22 |
| GDPNow (Atlanta Fed) |
Macro | +3.48 | +1.2σ |
89 | 2026-07-01 |
| Average interest rate on marketable US debt |
Macro | +0.03% | +1.2σ |
100 | 2026-08-31 |
| US 30Y mortgage rate |
Rates | +8 bp | +1.1σ |
100 | 2026-09-24 |
| Federal interest payments (USD bn saar) |
Macro | +28.09 | +1.1σ |
100 | 2026-04-01 |
| SRBI 6M awarded yield (w.avg) |
Rates | −15 bp | −1.1σ |
43 | 2026-09-25 |
| Real effective exchange rate (BR) |
FX | −2.04% | −1.1σ |
63 | 2026-08-31 |
| Payrolls MoM ('000) |
Macro | +141.00 | +1.1σ |
86 | 2026-08-01 |
| Trade balance (USD mn) |
Macro | −17,394.00 | −1.0σ |
11 | 2026-07-01 |
| UST 10YR futures: asset managers net |
Flows & positioning | −103,600.00 | −1.0σ |
74 | 2026-09-22 |
| Real effective exchange rate (CN) |
FX | −0.97% | −1.0σ |
46 | 2026-08-31 |
| E-mini S&P 500: asset managers net |
Flows & positioning | +29,771.00 | +1.0σ |
34 | 2026-09-22 |
| Real effective exchange rate (PH) |
FX | −0.85% | −0.9σ |
0 | 2026-08-31 |
| SRBI 9M awarded yield (w.avg) |
Rates | −11 bp | −0.8σ |
43 | 2026-09-25 |
| UMich sentiment |
Macro | −3.50 | −0.8σ |
11 | 2026-08-01 |
| Real effective exchange rate (TW) |
FX | −1.20% | −0.8σ |
3 | 2026-08-31 |
| Bitcoin (CME): asset managers net |
Flows & positioning | +411.00 | +0.8σ |
40 | 2026-09-22 |
| Real effective exchange rate (MY) |
FX | −0.91% | −0.8σ |
77 | 2026-08-31 |
| UST 10YR futures: leveraged funds net |
Flows & positioning | −58,820.00 | −0.8σ |
89 | 2026-09-22 |
| E-mini Nasdaq-100: asset managers net |
Flows & positioning | +5,409.00 | +0.8σ |
46 | 2026-09-22 |
| UST 5YR futures: asset managers net |
Flows & positioning | −71,510.00 | −0.7σ |
9 | 2026-09-22 |
| Japanese yen: leveraged funds net |
Flows & positioning | −15,747.00 | −0.7σ |
97 | 2026-09-22 |
| Japanese yen: asset managers net |
Flows & positioning | −12,216.00 | −0.7σ |
97 | 2026-09-22 |
| Retail sales YoY |
Macro | +0.98 | +0.7σ |
94 | 2026-08-01 |
| CRWV capex (quarterly) |
Fundamentals | −1.27 | −0.7σ |
89 | 2026-06-30 |