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Archive

Everything published so far, newest first. Each entry is a reading that crossed a threshold, with the mechanism behind it.

  1. 3 Oct 2026The euro area 5-year premium reaches 32 basis points, a 100.0th percentile readingRates · 32.32 bp
  2. 3 Oct 2026Sterling net positioning reaches -82,568 contracts, a 3.2th percentile readingPositioning & Flows · -82,568 contracts
  3. 2 Oct 2026Cleared bilateral repo outstanding rises $351.6 billion, a 4.4-sigma moveFunding · $3,914,997,341,506
  4. 2 Oct 2026SOFR volume falls $163.0 billion on the repo fixing, 96th percentileFunding · $3,067bn
  5. 2 Oct 2026The euro area 10-year premium reaches 53 basis points, a 100.0th percentile readingRates · 53.42 bp
  6. 2 Oct 2026Euro area sovereign risk premium, 5-year rises 3 basis points, a 3.3-sigma moveRates · 35.04 bp
  7. 2 Oct 2026Nasdaq 100 net positioning reaches 56,150 contracts, a 99.4th percentile readingPositioning & Flows · 56,150 contracts
  8. 2 Oct 2026SOFR net positioning reaches -2,643,832 contracts, a 7.1th percentile readingPositioning & Flows · -2,643,832 contracts
  9. 2 Oct 2026Henry Hub net positioning reaches -216,530 contracts, a 1.3th percentile readingPositioning & Flows · -216,530 contracts
  10. 2 Oct 2026Copper net positioning reaches 90,522 contracts, a 99.4th percentile readingPositioning & Flows · 90,522 contracts
  11. 2 Oct 2026Brent net positioning reaches -44,185 contracts, a 1.3th percentile readingPositioning & Flows · -44,185 contracts
  12. 2 Oct 2026Two-year note net positioning reaches -907,065 contracts, a 97.4th percentile readingPositioning & Flows · -907,065 contracts
  13. 1 Oct 2026Fed repo accepted falls $1.2 billion, a 7.5-sigma moveFunding · $0.000
  14. 1 Oct 2026Federal Reserve repo accepted falls $1.2 billion, a 7.5-sigma moveFunding · $0.000
  15. 1 Oct 2026Reverse repo accepted falls $11.2 billion, a 4.9-sigma moveFunding · $350,000,000
  16. 1 Oct 2026SOFR volume rises $263.0 billion on the repo fixing, 99th percentileFunding · $3,230bn
  17. 1 Oct 2026The euro area 10-year premium reaches 55 basis points, a 100.0th percentile readingRates · 54.92 bp
  18. 1 Oct 2026The euro area 5-year premium reaches 35 basis points, a 100.0th percentile readingRates · 35.04 bp
  19. 1 Oct 2026The euro area 2-year premium reaches 15 basis points, a 99.6th percentile readingRates · 14.55 bp
  20. 1 Oct 2026The 10-year US-euro yield gap reaches 165 basis points, a 100.0th percentile readingRates · 165.23 bp
  21. 30 Sept 2026Euro area sovereign risk premium, 10-year rises 4 basis points, a 4.2-sigma moveRates · 53.42 bp
  22. 30 Sept 2026Euro area sovereign risk premium, 5-year rises 3 basis points, a 3.6-sigma moveRates · 32.32 bp
  23. 30 Sept 2026Two-year realised volatility reaches 113 basis points, a 100.0th percentile readingRates · 112.89 bp
  24. 30 Sept 2026The 10-year US-euro yield gap reaches 161 basis points, a 99.6th percentile readingRates · 160.87 bp
  25. 30 Sept 2026The euro area 2-year premium reaches 14 basis points, a 98.4th percentile readingRates · 13.53 bp
  26. 30 Sept 2026Federal Reserve repo operations draws $1.2 billion, first since TuesdayFunding & Rates · $1,200,000,000
  27. 29 Sept 2026Reverse repo accepted rises $10.6 billion, a 5.7-sigma moveFunding · $11,446,000,000
  28. 29 Sept 2026The euro area 10-year premium reaches 50 basis points, a 100.0th percentile readingRates · 49.90 bp
  29. 28 Sept 2026The euro area 10-year premium reaches 50 basis points, a 99.6th percentile readingRates · 49.84 bp
  30. 28 Sept 2026Funding conditions shift to normal, composite at 0.61Funding & Rates · 0.614 composite index
  31. 28 Sept 2026The 10-year US-euro yield gap reaches 159 basis points, a 100.0th percentile readingRates · 158.63 bp
  32. 27 Sept 2026Euro area sovereign risk premium, 5-year rises 2 basis points, a 3.5-sigma moveRates · 30.42 bp
  33. 27 Sept 20265-year JGB yield rises 9 basis points, a 3.4-sigma moveRates · 2.400%
  34. 27 Sept 2026The 10-year US-euro yield gap reaches 161 basis points, a 100.0th percentile readingRates · 161.38 bp
  35. 27 Sept 2026The euro area 10-year premium reaches 50 basis points, a 100.0th percentile readingRates · 49.85 bp
  36. 26 Sept 202610-year realised volatility rises 16 basis points, a 5.0-sigma moveRates · 86.19 bp
  37. 26 Sept 2026VIX net positioning reaches -86,585 contracts, a 9.6th percentile readingPositioning & Flows · -86,585 contracts
  38. 25 Sept 202610-year real yield rises 13 basis points, a 3.4-sigma moveRates · 2.760%
  39. 25 Sept 2026Treasury yield volatility shifts to stressed, composite at 0.93Rates · 0.931 composite index
  40. 25 Sept 2026The euro area 2-year premium reaches 14 basis points, a 98.8th percentile readingRates · 13.92 bp
  41. 25 Sept 2026SOFR net positioning reaches -2,896,206 contracts, a 1.9th percentile readingPositioning & Flows · -2,896,206 contracts
  42. 25 Sept 2026The euro area 10-year premium reaches 49 basis points, a 100.0th percentile readingRates · 49.32 bp
  43. 25 Sept 2026Henry Hub net positioning reaches -221,587 contracts, a 0.0th percentile readingPositioning & Flows · -221,587 contracts
  44. 25 Sept 2026Two-year note net positioning reaches -855,353 contracts, a 100.0th percentile readingPositioning & Flows · -855,353 contracts
  45. 25 Sept 2026T-bond net positioning reaches -203,157 contracts, a 3.2th percentile readingPositioning & Flows · -203,157 contracts
  46. 25 Sept 2026Brent net positioning reaches -40,629 contracts, a 3.8th percentile readingPositioning & Flows · -40,629 contracts
  47. 25 Sept 2026Copper net positioning reaches 75,134 contracts, a 93.6th percentile readingPositioning & Flows · 75,134 contracts
  48. 24 Sept 2026Euro area sovereign risk premium, 10-year rises 3 basis points, a 3.8-sigma moveRates · 49.32 bp
  49. 24 Sept 2026Euro area sovereign risk premium, 2-year rises 3 basis points, a 3.5-sigma moveRates · 13.92 bp
  50. 24 Sept 20265-year euro area AAA yield rises 11 basis points, a 3.0-sigma moveRates · 3.330%
  51. 19 Sept 2026VIX net positioning reaches -94,829 contracts, a 4.5th percentile readingPositioning & Flows · -94,829 contracts
  52. 18 Sept 2026SOFR 99th percentile rises 23 basis points on the repo fixing, 100th percentileFunding · 3.930%
  53. 18 Sept 2026AEP Ohio zone demand falls 4,419 MWh, a 3.2-sigma movePower · 18,463 MWh
  54. 18 Sept 2026SOFR net positioning reaches -3,103,337 contracts, a 0.0th percentile readingPositioning & Flows · -3,103,337 contracts
  55. 18 Sept 2026Dominion zone demand falls 4,233 MWh, a 3.0-sigma movePower · 16,179 MWh
  56. 18 Sept 2026Funding conditions shift to easy, composite at 0.13Funding & Rates · 0.132 composite index
  57. 18 Sept 2026Henry Hub net positioning reaches -219,767 contracts, a 0.0th percentile readingPositioning & Flows · -219,767 contracts
  58. 18 Sept 2026Copper net positioning reaches 92,476 contracts, a 100.0th percentile readingPositioning & Flows · 92,476 contracts
  59. 18 Sept 2026T-bond net positioning reaches -200,517 contracts, a 3.8th percentile readingPositioning & Flows · -200,517 contracts
  60. 18 Sept 2026Two-year note net positioning reaches -929,107 contracts, a 96.8th percentile readingPositioning & Flows · -929,107 contracts
  61. 18 Sept 2026Brent net positioning reaches -41,836 contracts, a 3.2th percentile readingPositioning & Flows · -41,836 contracts
  62. 17 Sept 2026Fed repo accepted falls $252 million, a 6.3-sigma moveFunding · $2,000,000
  63. 17 Sept 2026Federal Reserve repo accepted falls $252 million, a 6.3-sigma moveFunding · $2,000,000
  64. 17 Sept 2026Foreign net buying of Japanese bonds for 5 September revised down 1.2%Flows · 4,443 ×¥100m
  65. 17 Sept 2026Japanese net buying of foreign securities for 5 September revised up 1.0%Flows · -2,631 ×¥100m
  66. 16 Sept 2026Fed repo accepted rises $152 million, a 4.2-sigma moveFunding · $254,000,000
  67. 16 Sept 2026Federal Reserve repo accepted rises $152 million, a 4.2-sigma moveFunding · $254,000,000
  68. 16 Sept 2026Dominion zone demand falls 4,381 MWh, a 3.1-sigma movePower · 15,421 MWh
  69. 16 Sept 2026Funding conditions shift to normal, composite at 0.32Funding & Rates · 0.318 composite index
  70. 15 Sept 2026Euro area 2s10s spread falls 8 basis points, a 4.6-sigma moveRates · 31.32 bp
  71. 15 Sept 2026Fed repo accepted rises $102 million, a 3.1-sigma moveFunding · $102,000,000
  72. 14 Sept 2026Funding conditions shift to easy, composite at 0.11Funding & Rates · 0.107 composite index
  73. 13 Sept 202610-year realised volatility rises 13 basis points, a 4.2-sigma moveRates · 71.25 bp
  74. 13 Sept 20262-year euro area all-government yield rises 13 basis points, a 3.9-sigma moveRates · 3.200%
  75. 13 Sept 20262-year euro area AAA yield rises 12 basis points, a 3.8-sigma moveRates · 3.101%
  76. 12 Sept 2026Dominion zone demand falls 4,472 MWh, a 3.3-sigma movePower · 18,435 MWh
  77. 12 Sept 2026ERCOT system demand for Saturday revised down 1.6%Power · 57,277 MWh
  78. 11 Sept 2026AEP Ohio zone demand falls 4,423 MWh, a 3.4-sigma movePower · 18,575 MWh
  79. 11 Sept 2026Dominion zone demand falls 4,517 MWh, a 3.2-sigma movePower · 17,232 MWh
  80. 11 Sept 2026SOFR net positioning reaches -2,938,633 contracts, a 0.0th percentile readingPositioning & Flows · -2,938,633 contracts
  81. 11 Sept 2026Two-year note net positioning reaches -882,518 contracts, a 99.4th percentile readingPositioning & Flows · -882,518 contracts
  82. 11 Sept 2026Henry Hub net positioning reaches -208,911 contracts, a 0.0th percentile readingPositioning & Flows · -208,911 contracts
  83. 11 Sept 2026Copper net positioning reaches 80,869 contracts, a 99.4th percentile readingPositioning & Flows · 80,869 contracts
  84. 11 Sept 2026T-bond net positioning reaches -199,501 contracts, a 3.8th percentile readingPositioning & Flows · -199,501 contracts
  85. 11 Sept 2026Brent net positioning reaches -39,397 contracts, a 5.1th percentile readingPositioning & Flows · -39,397 contracts
  86. 11 Sept 2026Fed funds net positioning reaches -303,784 contracts, a 5.8th percentile readingPositioning & Flows · -303,784 contracts
  87. 10 Sept 2026AEP Ohio zone demand falls 4,367 MWh, a 3.2-sigma movePower · 17,870 MWh
  88. 10 Sept 2026Dominion zone demand falls 4,447 MWh, a 3.1-sigma movePower · 16,123 MWh
  89. 8 Sept 2026The SOFR-to-funds spread outranks the SOFR tail by 79 percentile pointsFunding · 79.34 percentile points
  90. 6 Sept 2026AEP Ohio zone demand falls 4,056 MWh, a 3.1-sigma movePower · 18,354 MWh
  91. 6 Sept 2026Dominion zone demand falls 4,228 MWh, a 3.0-sigma movePower · 17,569 MWh
  92. 5 Sept 2026AEP Ohio zone demand falls 4,869 MWh, a 3.9-sigma movePower · 19,730 MWh
  93. 5 Sept 2026Dominion zone demand falls 4,567 MWh, a 3.3-sigma movePower · 19,645 MWh
  94. 5 Sept 2026ERCOT system demand for Friday revised up 5.5%Power · 70,668 MWh
  95. 4 Sept 2026AEP Ohio zone demand falls 4,560 MWh, a 3.6-sigma movePower · 20,443 MWh
  96. 4 Sept 2026SOFR net positioning reaches -2,734,233 contracts, a 2.6th percentile readingPositioning & Flows · -2,734,233 contracts
  97. 4 Sept 2026ERCOT system demand for Friday revised up 5.5%Power · 70,666 MWh
  98. 4 Sept 2026Two-year note net positioning reaches -861,296 contracts, a 100.0th percentile readingPositioning & Flows · -861,296 contracts
  99. 4 Sept 2026Copper net positioning reaches 85,266 contracts, a 100.0th percentile readingPositioning & Flows · 85,266 contracts
  100. 4 Sept 2026Henry Hub net positioning reaches -197,932 contracts, a 2.6th percentile readingPositioning & Flows · -197,932 contracts

Informational research only. Nothing here is personalised investment advice.