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Clean Tape — end-of-day report
As of 2026-11-06 · generated 2026-11-07 22:13 ET · charts on the live site
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✓ Data health: OK — all checks passed (freshness, completeness, schema, validity, staleness, outliers, consistency).
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Rates
| Series | Last | 1d | 1w | YTD | z | As of |
|---|
| US HY OAS |
3.48% |
+16.0bp |
+22.0bp |
+67.0bp |
+3.0 |
2026-11-05 |
| UST 3M |
4.17% |
-4.0bp |
-1.0bp |
+50.0bp |
-1.8 |
2026-11-05 |
| UST 2Y |
4.46% |
-12.0bp |
-15.0bp |
+99.0bp |
-2.6 |
2026-11-05 |
| UST 5Y |
4.59% |
-10.0bp |
-19.0bp |
+86.0bp |
-2.2 |
2026-11-05 |
| UST 10Y |
4.84% |
-6.0bp |
-14.0bp |
+66.0bp |
-1.4 |
2026-11-05 |
| UST 30Y |
5.25% |
-3.0bp |
-7.0bp |
+41.0bp |
-0.8 |
2026-11-05 |
| 2s10s |
38bp |
+6.0bp |
+1.0bp |
-33.0bp |
+2.1 |
2026-11-05 |
| 5s30s |
66bp |
+7.0bp |
+12.0bp |
-45.0bp |
+2.5 |
2026-11-05 |
| 3m10y |
67bp |
-2.0bp |
-13.0bp |
+16.0bp |
-0.5 |
2026-11-05 |
| 10Y breakeven |
2.23% |
-1.0bp |
-11.0bp |
-2.0bp |
-0.5 |
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Equities
| Series | Last | 1d | 1w | YTD | z | As of |
|---|
| VIX |
25.64 |
-9.01% |
+32.03% |
+71.51% |
-1.1 |
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| S&P 500 (SPY) |
735.29 |
+0.31% |
-2.70% |
+8.67% |
+0.3 |
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| Nasdaq 100 (QQQ) |
656.10 |
+1.40% |
-4.98% |
+7.17% |
+1.0 |
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| Russell 2000 (IWM) |
273.67 |
+0.99% |
-2.03% |
+11.93% |
+0.8 |
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| EAFE (EFA) |
101.89 |
-0.79% |
-1.43% |
+7.78% |
-0.8 |
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| EM equities (EEM) |
59.33 |
+2.21% |
-2.80% |
+9.01% |
+1.3 |
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FX
| Series | Last | 1d | 1w | YTD | z | As of |
|---|
| EUR/USD |
1.1228 |
-0.06% |
+0.41% |
-4.42% |
-0.1 |
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| USD/JPY |
157.498 |
-0.54% |
-0.19% |
+0.69% |
-1.2 |
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| GBP/USD |
1.3456 |
-0.16% |
+0.58% |
-0.08% |
-0.4 |
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| AUD/USD |
0.6931 |
-1.05% |
-1.36% |
+3.48% |
-2.0 |
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| USD/CAD |
1.4017 |
+0.32% |
+0.22% |
+2.35% |
+1.2 |
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| USD/CHF |
0.8154 |
-0.13% |
-1.00% |
+2.99% |
-0.3 |
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| EUR/JPY |
176.821 |
-0.61% |
+0.20% |
-3.76% |
-1.5 |
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| USD broad (Fed) |
121.67 |
-0.06% |
+0.28% |
+1.60% |
-0.2 |
2026-10-30 |
Commodities
| Series | Last | 1d | 1w | YTD | z | As of |
|---|
| WTI crude |
90.83 |
+0.34% |
-12.76% |
+58.19% |
+0.0 |
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| Gold |
4,074.9 |
-0.94% |
+4.51% |
-6.13% |
-0.5 |
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| Copper |
6.218 |
-0.50% |
-3.72% |
+10.44% |
-0.4 |
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| Nat gas |
2.998 |
+1.73% |
+3.45% |
-18.67% |
+0.3 |
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| WTI spot (EIA via FRED) |
99.64 |
-0.42% |
-3.61% |
+74.01% |
-0.2 |
2026-11-03 |
| Oil ETF (USO) |
148.41 |
+0.13% |
-12.10% |
+114.59% |
-0.1 |
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| Gold ETF (GLD) |
372.52 |
-0.79% |
+4.71% |
-6.00% |
-0.5 |
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| Copper ETF (CPER) |
37.67 |
+0.83% |
-3.39% |
+7.75% |
+0.4 |
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| Nat gas ETF (UNG) |
9.350 |
+0.86% |
+2.97% |
-23.74% |
+0.3 |
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Biggest movers by |z|
| Series | 1d | z vs 1y | As of |
|---|
| US HY OAS | +16.0bp | +3.0σ | 2026-11-05 | | UST 2Y | -12.0bp | -2.6σ | 2026-11-05 | | 5s30s | +7.0bp | +2.5σ | 2026-11-05 | | UST 5Y | -10.0bp | -2.2σ | 2026-11-05 | | 2s10s | +6.0bp | +2.1σ | 2026-11-05 | | AUD/USD | -1.05% | -2.0σ | 2026-11-06 | | UST 3M | -4.0bp | -1.8σ | 2026-11-05 | | EUR/JPY | -0.61% | -1.5σ | 2026-11-06 |
Treasury curve changes (bp)
| Tenor / spread | Level | 1d | 1w | 1m | As of |
|---|
| UST 3M |
4.17% | -4.0bp | -1.0bp | -5.0bp |
2026-11-05 | | UST 2Y |
4.46% | -12.0bp | -15.0bp | -38.0bp |
2026-11-05 | | UST 5Y |
4.59% | -10.0bp | -19.0bp | -47.0bp |
2026-11-05 | | UST 10Y |
4.84% | -6.0bp | -14.0bp | -47.0bp |
2026-11-05 | | UST 30Y |
5.25% | -3.0bp | -7.0bp | -41.0bp |
2026-11-05 | | 2s10s |
38bp | +6.0bp | +1.0bp | -9.0bp |
2026-11-05 | | 5s30s |
66bp | +7.0bp | +12.0bp | +6.0bp |
2026-11-05 | | 3m10y |
67bp | -2.0bp | -13.0bp | -42.0bp |
2026-11-05 |
Portfolio P&L MOCK
Total: -109,767 USD · gross 60,684,351 · net 18,242,109 · DV01 1,000
| Book | P&L (USD) | Gross | Net | n/a |
|---|
| commodities | -15,020 | 7,061,420 | 6,313,420 | | | equity_ls | -45,200 | 31,012,250 | 12,082,850 | | | fx | 34,453 | 22,610,681 | -154,161 | | | macro_rates | -84,000 | 0 | 0 | |
Top contributors
| R02 · MOCK short 2y duration (steepener leg) | -216,000 | | R01 · MOCK long 10y duration (receiver) | 150,000 | | E02 · MOCK short Nasdaq 100 (tech hedge) | -81,450 | | E04 · MOCK short EM equities | -76,800 | | E03 · MOCK long small caps | 67,250 |
Data checks: WARN / FAIL
None.
Clean Tape — free end-of-day data (FRED, Yahoo Finance, Nasdaq, ECB). Portfolio is MOCK. Not investment advice. Charts and history: https://danieldistor.github.io/clean-tape/
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