Build your own view of the tape
Pick up to six series from anything the Observatory publishes — curves, spreads, forwards, flow, volatility, credit, inflation, Europe — put them on one chart, difference any two, index them, and take the picture or the numbers with you. The link in your address bar is the chart: bookmark it, send it, come back to it.
Chart builder
Percent series sit on the left axis, basis-point series on the right, and volumes (prints, notional) as bars in their own panel underneath so they never crowd the rate lines. Each series can be shown as its level, a 20- or 50-day average, the level with its 20-day average dotted over it, the change since the start of the window, or a 20-day z-score; "Index to 100" puts everything on one scale.
Presets
Starting points. Yours are saved in this browser only; the link button makes any chart shareable.
How to read it
Every series here is derived from the public records listed on the About page: SOFR par rates, swap spreads, forwards and flow from the CFTC Part 43 tape; Treasury and TIPS from treasury.gov; CDX and iTraxx levels from the credit tape (price-quoted indices converted to spread); €STR, EURIBOR, SONIA and the EUR spread to the ECB AAA curve; insurer-linked structure counts from the Schedule DB matching described on the Insurers page; and, for the ten-year only, the FRED H.15 history back to 1962. Forwards are bootstrapped from the day's par curve. Volatility is Bachelier normal vol from priced swaption and cap/floor prints; realised vol is the ten-day standard deviation of daily changes in the ten-year, annualised. Counts are prints per day as disseminated, with notional caps and dealer hedge chains included — read them as activity, not as end-user demand.
Gaps are days with too few prints to price a series, or US holidays. Provisional intraday sessions are excluded. Downloaded CSVs carry exactly the series, transform and window on screen.