US initial jobless claims rose to 199,000 in the week ended Oct 10, 2026
Weekly unemployment insurance claims, published by the Department of Labor.
19 independent reports
Rates, growth, inflation and policy read through their effect on the names we cover.
Weekly unemployment insurance claims, published by the Department of Labor.
Consumer price index for September 2026, published by the Bureau of Labor Statistics.
September auction clears 21.6 basis points higher while secondary market yields sit above 5.6 percent in October
A weekly reading from Freddie Mac (Primary Mortgage Market Survey), compared with the full history of the series.
The average US 30 year fixed mortgage rate was 7.40% on Oct 15, 2026, in the upper third of its 12 month range. Updated when Freddie Mac (Primary Mortgage Market Survey) publishes a new reading.
The effective federal funds rate was 3.88% on Oct 16, 2026, in the middle third of its 12 month range. Updated when the Federal Reserve Bank of New York publishes a new reading.
The US 30 year Treasury yield was 5.43% on Oct 16, 2026, in the upper third of its 12 month range. Updated when the US Treasury, via the Federal Reserve Board (H.15) publishes a new reading.
The US 2 year Treasury yield was 4.74% on Oct 16, 2026, in the upper third of its 12 month range. Updated when the US Treasury, via the Federal Reserve Board (H.15) publishes a new reading.
The US 10 year Treasury yield was 5.09% on Oct 16, 2026, in the upper third of its 12 month range. Updated when the US Treasury, via the Federal Reserve Board (H.15) publishes a new reading.
Higher clearing yields and dealer absorption patterns signal structural repricing of sovereign duration.
Softening auction clearing prices and elevated secondary yields reflect structural supply absorption challenges for Treasury issuance.
Rising yields across recent 20 Year Treasury bond auctions signal that buyers demand higher structural compensation to absorb expanding federal debt issuances.
Higher yield clears and disciplined primary dealer absorption reveal structural supply pressures pushing benchmark rates higher.
Auction clearing mechanics reveal shifting buyer participation as yields climb across short maturities.
A steepening yield curve and soft auction metrics signal that investors are demanding a permanent term premium for long duration debt.
A steep increase in the ten year auction yield reveals deeper fiscal premium demands that secondary markets are now validating.
Strong bidding metrics and a lower high yield in the 7 Year Treasury note auction suggest institutional buyers are locking in intermediate duration yields.
Rising clearing yields and declining bid metrics suggest structural supply is outstripping buyer depth.
The latest 2 Year note auction cleared at a higher yield with weak indirect participation, signaling a shift in the short end of the curve as buyers demand more premium to absorb the growing supply of government debt.