US Sovereign Stress & Liquidity Tape - daily, derived Parquet
Bond-market early-warning: yield-curve inversion (2s10s) + a 60-day liquidity-drain z-score + Treasury auction bid-to-cover + a composite sovereign-stress score, daily. The fixed-income macro tape, pre-aligned across the Treasury curve, Fed/Treasury liquidity and auction demand.
U.S. Department of the Treasury (Fiscal Data) & Federal Reserve Bank of New York