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Rates and credit backdrop

rates_credit_reference12 reportsSample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Question this workbench answers

How are discounting, funding and credit conditions changing?

First screen

  • Nominal/real curves
  • 2s10s
  • SOFR/credit stress

Panels the original workbook places on the first screen of this product page.

Sections

  • Curves
  • Policy rates
  • Funding stress
  • Credit environment
  • Model scenarios

Reports in this workbench

ID Title and research question Panels Chart Priority
rates_credit_reference-01 US nominal yield curve
  • US nominal yield curve
  • Maturity line chart plus comparison across historical dates
  • Data detail
 Line Workbench #1 P0
rates_credit_reference-02 Curve slope and inversion periods
  • Curve slope and inversion periods
  • Spread line plus shaded periods
  • Data detail
 Range Workbench #2 P0
rates_credit_reference-03 Real rates and inflation compensation reference
  • Real rates and inflation compensation reference
  • Nominal/real panels plus difference
  • Data detail
 Multi-series Workbench #3 P0
rates_credit_reference-04 Bill maturities and two yield quotes
  • Bill maturities and two yield quotes
  • Maturity table plus two lines
  • Data detail
 Table Workbench #4 P1
rates_credit_reference-05 Global government bond benchmark comparison
  • Global government bond benchmark comparison
  • Country x maturity heatmap
  • Data detail
 Heatmap Workbench #5 P1
rates_credit_reference-06 Major central bank policy corridors
  • Major central bank policy corridors
  • Step line plus Fed target range band
  • Data detail
 Range Workbench #6 P1
rates_credit_reference-07 Overnight funding rates and distribution
  • Overnight funding rates and distribution
  • Rate line plus percentile band plus volume bars
  • Data detail
 Bar Workbench #7 P1
rates_credit_reference-08 Funding stress spread monitor
  • Funding stress spread monitor
  • Six time-series panels
  • Data detail
 Multi-series Workbench #8 P2
rates_credit_reference-09 Realized SOFR compounding and average cost
  • Realized SOFR compounding and average cost
  • Average rate curve plus cumulative value
  • Data detail
 Line Workbench #9 P2
rates_credit_reference-10 HQM corporate bond spread over Treasury benchmark
  • HQM corporate bond spread over Treasury benchmark
  • Monthly maturity curve
  • Data detail
 Line Workbench #10 P2
rates_credit_reference-11 Corporate bond market stress and sovereign risk panel
  • Corporate bond market stress and sovereign risk panel
  • Weekly CMDI line plus annual country table
  • Data detail
 Multi-series Workbench #11 P2
rates_credit_reference-12 Discount factor and forward rate model
  • Discount factor and forward rate model
  • Curve plus model parameter panel
  • Data detail
 Line Workbench #12 P2

Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.

Limitations

Daily/weekly/monthly/annual series follow actual observation dates. The par spread is not OAS, and SOFRINDEX is not a percentage rate.

The plotted values are generated sample data and do not result from this calculation.

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