US
Debt Markets

Ultra-short US government rate — money market anchor, Fed policy transmission and risk-free cash return.

Real-time market-derived pricing of US duration risk.

Ultra-long duration pricing of US fiscal and inflation trajectory.

Real-time mid-curve pricing for rate strategists and hedgers.

Classic recession signal — yield curve inversion predicting economic downturns with 12-18 month lead.

Fed's preferred recession indicator — short vs. long rate mismatch signaling policy overtightening.

Real yield on inflation-protected Treasuries — the market's inflation-adjusted return expectation.

The world's risk-free rate — prices everything from mortgages to corporate bonds across the globe.

One-year Treasury rate — front-end Fed expectations and short-duration cash management benchmark.

Long-duration Treasury — pension liability matching, insurance reserves and structural interest rate views.

Fed policy expectations barometer — the rate that moves first on FOMC signals and dot plots.

Longest US government bond — generational inflation expectations, pension demand and fiscal sustainability.

Mid-curve Treasury benchmark — inflation breakeven anchor and intermediate-term rate expectations.

Treasury sweet spot between belly and long end — popular auction maturity for foreign central banks.

Junk bond yield tracking distressed credit conditions — default risk pricing and recession early warning.

Corporate credit spread barometer — the cost of capital for investment-grade US companies.