TRADER ALPHA
Macro Intelligence Terminal
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S&P 500
7,038.54
+0.23%
NASDAQ
22,748.00
+0.50%
Dow Jones
48,531.00
-0.02%
Russell 2K
2,701.90
+0.13%
VIX
18.76
+3.25%
10Y UST
4.300%
+2 bps
2Y UST
3.770%
0 bps
2s10s
53.2 bps
Positive
DXY
98.23
+0.31%
EUR/USD
1.1665
-0.31%
Gold
$4,827
-0.43%
Brent
$90.38
-1.47%
BTC
$72,348
+1.75%
Fed Rate
3.64%
EFFR
Core PCE
3.10%
+3.2% YoY
Breakeven
--%
10Y TIPS

Market Verdict

Four-Pillar Scoring System · Liquidity 35% · Cycle 25% · Technical 25% · Sentiment 15%
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Consensus --
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All pillars aligned - high signal confidence
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Economic Indicators - Scorecard

BEATS 12 MISSES 8 IN LINE 12 ABOVE EST 7 39 TOTAL Avg Surp +41.2%
Indicator Actual Est. Status Miss vs Beat Surp%
Growth
GDP AnnualisedQ1 2026 Adv 0.70% 3.0% MISS
-53.3%
Labour
Nonfarm PayrollsMay 2026 +172K +85K BEAT
+102.4%
JOLTS Job OpeningsApr 2026 7.618M 6.860M BEAT
+11.1%
Unemployment RateMay 2026 4.3% 4.3% IN LINE
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ADP EmploymentMay 2026 +122K +118K BEAT
+3.4%
Avg Hourly Earnings YoYMay 2026 3.4% 3.4% IN LINE
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Unit Labour CostsQ1 2026 1.8% 2.3% MISS
-21.7%
Nonfarm ProductivityQ1 2026 0.3% 0.8% MISS
-62.5%
Inflation
CPI YoYMay 2026 4.2% 4.2% IN LINE
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Core CPI YoYMay 2026 2.9% 2.9% IN LINE
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Core PCE YoYMar 2026 3.0% 3.0% IN LINE
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PCE YoYMar 2026 2.8% 3.0% IN LINE
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PCE MoMMar 2026 +0.4% +0.4% IN LINE
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Core PCE MoMMar 2026 +0.4% +0.4% IN LINE
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CPI MoMMay 2026 +0.5% +0.5% IN LINE
0.0%
Core CPI MoMMay 2026 +0.2% +0.3% BEAT
+33.3%
PPI YoYMay 2026 6.5% 6.4% MISS
+1.6%
PPI MoMMay 2026 +1.1% +0.7% MISS
+57.1%
Core PPI MoMMay 2026 +0.4% +0.5% BEAT
-20.0%
Core PPI YoYMay 2026 4.9% 5.4% BEAT
-9.3%
Activity
ISM Mfg PMIMay 2026 54.0 53.3 BEAT
+1.3%
ISM Services PMIMay 2026 54.5 53.7 BEAT
+1.5%
ISM Mfg Prices PaidMay 2026 82.1 85.3 BEAT
-3.8%
Philadelphia Fed MfgMay 2026 -0.4 17.6 MISS
-102.3%
Chicago PMIApr 2026 52.8 55.0 MISS
-4.0%
Richmond Fed MfgApr 2026 0 -5 BEAT
+100.0%
Consumer
Retail Sales MoMApr 2026 +0.5% +0.5% IN LINE
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Personal Spending MoMMar 2026 +0.5% +0.5% IN LINE
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Personal Income MoMMar 2026 -0.1% +0.3% MISS
-133.3%
Michigan SentimentMay 2026 F 44.8 48.2 MISS
-7.1%
Consumer CreditApr 2026 $20.73B $17.80B ABOVE EST
+16.5%
Housing
Housing StartsApr 2026 1.465M 1.41M BEAT
+3.9%
Pending Home SalesApr 2026 +1.4% +0.9% BEAT
+55.6%
New Home SalesApr 2026 0.622M 0.670M MISS
-7.2%
Building PermitsApr 2026 1.423M 1.38M BEAT
+3.1%
Trade
Trade Balance G&SApr 2026 -$55.9B -$56.2B BEAT
+0.5%
TIC Net LT FlowsJan 2026 $15.5B $71.6B MISS
-78.3%
Current AccountQ4 2025 -$190.7B -$211.0B BEAT
+9.6%
Fed Policy
Fed Interest RateMay 7, 2026 3.75% 3.75% IN LINE
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Markets

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S&P 500
^GSPC
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NASDAQ
^IXIC
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Dow Jones
^DJI
--
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Russell 2000
^RUT
--
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VIX
Fear
--
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10Y Yield
UST
--%
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DXY
Dollar
--
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EUR/USD
Spot
--
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Gold
XAU/USD
--
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Brent
ICE
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BTC
Bitcoin
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Upcoming Events

Events ≈ May 21

Bond Market

Yields · Spreads · TIPS · TIC Flows
Treasury Yields & Changes
TenorYield1D Chg1W Chg1W Ago
3M3.69%---2bps3.71%
1Y3.70%-4bps-4bps3.74%
2Y4.08%+6bps+30bps3.78%
5Y4.26%+11bps+34bps3.92%
10Y4.60%+11bps+29bps4.31%
20Y5.14%+11bps+26bps4.88%
30Y5.12%+9bps+21bps4.91%
Spreads
SpreadNow1W Ago1M Ago52W Range
2s10s+52bps53bps65bps20-73bps
3M-10Y+91bps62bps33bps-27-91bps
10s30s+52bps60bps65bps26-69bps
5s30s+86bps99bps110bps47-123bps
TIPS & Inflation Expectations
MetricValueNote
10Y Real Yield1.96%FRED DFII10
10Y Breakeven2.64%Nominal - Real
30Y TIPS Yield2.47%Feb 19 auction
TIC LT Flows (Jan)$15.5Bvs $71.6B est - MISS -78%

Treasury Yield Curve

2s10s +52bps · Bear Steepening
2Y 4.08%
10Y 4.60%
30Y 5.12%
2s10s +52bps
BE 2.64%

Treasury Auction Monitor

Bills · Notes · Bonds · TIPS Last result · BTC vs 6-Auction Avg · Tail bps
Security Last High Yield
now / prev / 6A avg
WI Tail
now / prev / 6A avg
BTC
now / prev / 6A avg
Dealers
now / prev / 6A avg
Directs
now / prev / 6A avg
Indirects
now / prev / 6A avg
Assessment
3M BillApr 30
3.673%prev 3.694% · 6A 3.703%
3.09xprev 2.94x · 6A 2.81x
25.5%prev 31.1% · 6A 33.7%
6.1%prev 6.3% · 6A 6.5%
59.2%prev 52.6% · 6A 50.5%
Strong — BTC 3.09x well above 2.81x avg; yield eased to 3.673%; indirects surged to 59.2%
6M BillApr 30
3.707%prev 3.707% · 6A 3.725%
2.95xprev 2.89x · 6A 2.93x
23.5%prev 29.5% · 6A 26.5%
9.0%prev 9.8% · 6A 9.1%
59.2%prev 51.1% · 6A 56.0%
Solid — BTC 2.95x in-line; yield 3.707% below avg; indirects recovered to 59.2%
2Y NoteMay 26
4.071%prev 3.812% · 6A 3.629%
4.071%
0.0bpprev +0.1 · 6A +0.2
2.640xprev 2.65x · 6A 2.62x
12.3%prev 11.9% · 6A 12.8%
30.1%prev 31.6% · 6A 29.2%
57.6%prev 56.5% · 6A 57.9%
Solid — on the screws (0.0bp tail); BTC 2.640x above 2.62x avg; indirects 57.6% near 57.9% avg; dealers lean below avg at 12.3%
3Y NoteJun 9
4.192%prev 3.965% · 6A 3.633%
+0.6bpprev -1.2 · 6A -0.4
2.54xprev 2.68x · 6A 2.67x
16.9%prev 13.3% · 6A 12.7%
20.1%prev 11.9% · 6A 23.4%
63.0%prev 74.8% · 6A 63.9%
Soft · tail flipped positive after last month's stop-through; indirects pulled back sharply from 74.8%; dealers absorbed more at 16.9% vs 12.7% avg; yield 3.965% well above 3.633% 6A avg
5Y NoteMay 27
4.182%prev 3.955% · 6A 3.780%
4.181%
+0.1bpprev +0.5 · 6A +0.6
2.34xprev 2.33x · 6A 2.34x
12.3%prev 12.7% · 6A 12.0%
12.3%prev 15.0% · 6A 25.0%
74.9%prev 72.3% · 6A 63.0%
Strong — indirects surged to 74.9%, far above 63.0% avg; tail nearly eliminated at +0.1bp vs +0.6 avg; BTC 2.34x on the screws; directs soft at 12.3% vs 25.0% avg
7Y NoteMay 28
4.29%prev 4.175% · 6A 3.992%
4.291%
-0.1bpprev +0.5 · 6A +0.3
2.52xprev 2.51x · 6A 2.48x
10.4%prev 11.6% · 6A 11.3%
11.2%prev 30.0% · 6A 27.5%
78.4%prev 58.4% · 6A 61.2%
Strong — stopped through at -0.1bp; indirects surged to 78.4%, far above 61.2% avg; BTC 2.52x above avg; directs collapsed to 11.2% vs 27.5% avg but indirects more than offset
10Y NoteJun 10
4.538%prev 4.468% · 6A 4.232%
4.539%
-0.1bpprev +0.4 · 6A +0.6
2.57xprev 2.40x · 6A 2.44x
9.5%prev 12.0% · 6A 11.4%
12.3%prev 24.1% · 6A 21.1%
78.2%prev 64.0% · 6A 67.6%
Strong — stopped through -0.1bp; BTC 2.57x above 2.44x avg; indirects surged to 78.2% vs 67.6% avg; dealers low at 9.5%; directs soft at 12.3% but foreign demand more than offset
20Y BondMay 20
5.122%prev 4.883% · 6A 4.786%
5.122%
0.0bpprev — · 6A +0.5
2.55xprev 2.68x · 6A 2.62x
9.4%prev 8.6% · 6A 10.0%
22.9%prev 20.2% · 6A 22.8%
67.7%prev 59.6% · 6A 57.2%
Solid — indirects surged to 67.7%, far above 57.2% avg; 0.0bp tail; BTC 2.55x slightly below 2.62x avg; 5.122% reflects higher market rates post-Moody's
30Y BondJun 11
5.020%prev 5.046% · 6A 4.835%
5.008%
+1.2bpprev +0.5 · 6A -0.2
2.33xprev 2.30x · 6A 2.41x
14.7%prev 11.7% · 6A 10.7%
25.3%prev 21.7% · 6A 22.6%
59.9%prev 66.6% · 6A 66.7%
Weak — tail +1.2bp vs -0.2 6A avg; indirects fell to 59.9% vs 66.7% avg; dealers absorbed at 14.7% vs 10.7% avg; BTC 2.33x below 2.41x avg
10Y TIPSMar 31
1.896%prev 1.940% · 6A 1.936%
2.47xprev 2.38x · 6A 2.37x
7.5%prev 12.2% · 6A 11.6%
24.0%prev 20.4% · 6A 23.8%
68.5%prev 67.4% · 6A 64.6%
Strong — BTC 2.47x above avg; dealers low at 7.5%; real yield 1.896% vs 1.936% 6A avg
Tail = High Yield minus WI price · Positive tail = weak demand · BTC = Bid-to-Cover ratio · Indirects = foreign/institutional buyers (higher = stronger foreign demand) · Source: TreasuryDirect.gov

Volatility & Positioning

VIX -- · Live
VIX Implied Vol
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1360
50D MA22.5
vs 50D MA-17%
200D MA18.24
VIX Term Structure
Contango
Futures above spot - risk appetite recovering
VIX Spot--
May (M1)20.42 +11.7%
Jun (M2)20.85 +14.1%
Jul (M3)21.15 +15.7%
StructureNormal · Charts ↓
Realised vs Implied
1.6x
VIX / 21D Realised ratio
21D Realised11.8%
VIX (Implied)--%
Vol Premium+7.0pts
SignalSlightly elevated
SPX Technical
RSI 83.3
Deeply Overbought
0100
SPX--
50D MAsnapshot
200D MAsnapshot
CFTC S&P 500 Pos.
-113B
Non-comm net short
Prior week-134.5B
Weekly chg+21.4B
TrendShort covering
BiasBearish
CFTC Gold Pos.
+160B
Non-comm net long
Prior week+163.1B
Weekly chg-3.2B
TrendTrimming longs
BiasBullish

VIX Futures Curve

Spot -- · Futures snapshot Spot: live · Futures: Apr 28 snapshot
May 20.40
Jun 20.80
Jul 21.10
Dec 21.75
M7→4 +6.6%

SKEW - 20D History

Tail risk elevated · 145.77 spot
Spot 145.77
20D Avg 144.1
52W H 158.0
52W L 115.5

VVIX - 20D History

Vol of vol · 108.16 spot
Spot 92.94
20D Avg 103.2
Regime Calm
Signal Neutral

Implied Correlation - COR1M & COR3M

1M: 10.83 3M: 35.1 Lower = dispersion favored
COR1M 10.83
COR3M 12.58
Spread +2.7
Regime Low Corr

DSPX - S&P 500 Dispersion

Spot 38.99 High = stocks diverging
Spot 38.99
20D Avg 27.8
52W H 41.2
Signal Dispersion

Vol Regime Summary

Normalising
VIX Spot 17.19
VVIX 108.16
SKEW 143.08
COR1M 10.83
DSPX 38.99
VX Contango +9.9%

Surprise Summary

Beats 15 (38%) Avg +7.7% cap +/-100
Beats 15
Misses 12
In-Line 7
Above Est 5
Avg Surp +7.7%

Treasury Yield Curve

2s10s +52bps
2Y 4.08%
10Y 4.60%
30Y 5.12%
BE 2.54%

S&P Sector RRG

Relative Rotation
Leading: XLE XLU XLP XLV XLRE
Lagging: XLY XLF XLC XLK XLI

G7 Macro

Latest
CountryGDPCPIUnempRate
US0.7%2.4%4.4%3.75%
UK1.3%3.0%5.2%3.75%
Germany0.4%1.9%6.3%2.0%
France0.2%1.1%6.1%2.0%
Japan1.3%1.3%2.7%0.75%
Canada-0.6%2.3%6.7%2.25%
Italy0.8%1.5%6.1%2.0%

Vol Surface

SPY · QQQ · IWM · NVDA · AAPL

Live Market Chart

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Indices: SP:SPX · NASDAQ:NDX · DJ:DJI
ETFs: NASDAQ:QQQ · AMEX:SPY · NASDAQ:TQQQ
Macro: CAPITALCOM:DXY · CBOE:VIX · CBOT:ZN1!
Metals: TVC:GOLD · TVC:SILVER · NYMEX:CL1!
Crypto: BITSTAMP:BTCUSD · BITSTAMP:ETHUSD
Stocks: NASDAQ:AAPL · NYSE:NVDA · NYSE:META
TRADER ALPHA · Data: Yahoo Finance / FRED / FXStreet · Not financial advice
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