MACRO LIBRARY
Macro Indicator Library
A structured macro-indicator library spanning volatility, rates, credit, participation, and style signals, with traceable interpretation and regime context.
Growth & Employment
Track labor and activity momentum to detect cycle turns.
12 indicators
NFP (PAYEMS)
NFP Nonfarm Payrolls
Tracks NFP Nonfarm Payrolls within Macrold's Growth & Employment framework.
U3 (UNRATE)
Unemployment Rate U3
Tracks Unemployment Rate U3 within Macrold's Growth & Employment framework.
ICSA
Initial Claims
Tracks Initial Claims within Macrold's Growth & Employment framework.
AHE YoY
Average Hourly Earnings YoY
Tracks Average Hourly Earnings YoY within Macrold's Growth & Employment framework.
JOLTS (JTSJOL)
JOLTS Job Openings
Tracks JOLTS Job Openings within Macrold's Growth & Employment framework.
Quits (JTSQUR)
Quits Rate
Tracks Quits Rate within Macrold's Growth & Employment framework.
Real GDP SAAR
Real GDP Saar
Tracks Real GDP Saar within Macrold's Growth & Employment framework.
ISM Mfg Proxy
Ism Manufacturing Pmi Proxy
Tracks Ism Manufacturing Pmi Proxy within Macrold's Growth & Employment framework.
ISM Svc Proxy
Ism Services Pmi Proxy
Tracks Ism Services Pmi Proxy within Macrold's Growth & Employment framework.
RSXFS MoM
Retail Control Group
Tracks Retail Control Group within Macrold's Growth & Employment framework.
INDPRO
Industrial Production
Tracks Industrial Production within Macrold's Growth & Employment framework.
TCU
Capacity Utilization
Tracks Capacity Utilization within Macrold's Growth & Employment framework.
Inflation & Expectations
Monitor inflation persistence and expectation anchoring across horizons.
10 indicators
CPI YoY
CPI YoY
Tracks CPI YoY within Macrold's Inflation & Expectations framework.
Core CPI YoY
Core CPI YoY
Tracks Core CPI YoY within Macrold's Inflation & Expectations framework.
Supercore Proxy
Supercore Services YoY
Tracks Supercore Services YoY within Macrold's Inflation & Expectations framework.
PCE YoY
PCE YoY
Tracks PCE YoY within Macrold's Inflation & Expectations framework.
Core PCE YoY
Core PCE YoY
Tracks Core PCE YoY within Macrold's Inflation & Expectations framework.
PPI YoY
PPI Final Demand YoY
Tracks PPI Final Demand YoY within Macrold's Inflation & Expectations framework.
MICH 1Y
Michigan Inflation 1Y
Tracks Michigan Inflation 1Y within Macrold's Inflation & Expectations framework.
MICH 5Y Proxy
Michigan Inflation 5Y Proxy
Tracks Michigan Inflation 5Y Proxy within Macrold's Inflation & Expectations framework.
5Y5Y (T5YIFR)
Forward 5Y5Y Inflation
Tracks Forward 5Y5Y Inflation within Macrold's Inflation & Expectations framework.
SCE 1Y Proxy
NY Fed SCE 1Y Proxy
Tracks NY Fed SCE 1Y Proxy within Macrold's Inflation & Expectations framework.
Policy & Liquidity
Measure policy-rate stance and system liquidity transmission conditions.
9 indicators
DFEDTARU
Fed Funds Target Upper
Tracks Fed Funds Target Upper within Macrold's Policy & Liquidity framework.
EFFR (DFF)
Effective Fed Funds Rate
Tracks Effective Fed Funds Rate within Macrold's Policy & Liquidity framework.
SOFR
SOFR
Tracks SOFR within Macrold's Policy & Liquidity framework.
ON RRP (Tn)
ON RRP Balance
Tracks ON RRP Balance within Macrold's Policy & Liquidity framework.
WALCL (Tn)
Fed Balance Sheet
Tracks Fed Balance Sheet within Macrold's Policy & Liquidity framework.
WRESBAL (Tn)
Reserve Balances
Tracks Reserve Balances within Macrold's Policy & Liquidity framework.
TGA (Tn)
TGA Balance
Tracks TGA Balance within Macrold's Policy & Liquidity framework.
RRP+TGA+Reserves
Dollar Liquidity Composite
Tracks Dollar Liquidity Composite within Macrold's Policy & Liquidity framework.
NFCI
Financial Conditions (NFCI)
Financial conditions index where >0 is often interpreted as tighter conditions.
Rates & Real Yields
Observe nominal curve structure, real-rate pressure, and inflation compensation.
7 indicators
UST 2Y
UST 2Y Yield
Tracks UST 2Y Yield within Macrold's Rates & Real Yields framework.
UST 10Y
UST 10Y Yield
Tracks UST 10Y Yield within Macrold's Rates & Real Yields framework.
UST 30Y
UST 30Y Yield
Tracks UST 30Y Yield within Macrold's Rates & Real Yields framework.
10Y-2Y
Yield Curve Spread (10Y-2Y)
Classic term-structure signal for macro growth and liquidity expectations.
10Y-3M
Yield Curve Spread (10Y-3M)
A complementary term-structure lens alongside 10Y-2Y.
DFII10
10Y Real Yield (DFII10)
TIPS-implied real yield level, often linked to valuation pressure.
T10YIE
10Y Breakeven Inflation (T10YIE)
Market-implied medium-term inflation expectation gauge.
Credit & Funding
Capture funding stress and credit risk-premium repricing in real time.
6 indicators
HY OAS
High Yield Spread (HY OAS)
A core credit risk premium signal; widening spreads often indicate risk-off pressure.
IG OAS
IG OAS
Tracks IG OAS within Macrold's Credit & Funding framework.
BBB-AAA
Bbb Aaa Spread
Tracks Bbb Aaa Spread within Macrold's Credit & Funding framework.
FRA-OIS Proxy
FRA OIS Spread Proxy
Tracks FRA OIS Spread Proxy within Macrold's Credit & Funding framework.
CP-OIS
CP OIS Spread
Tracks CP OIS Spread within Macrold's Credit & Funding framework.
CDX HY Proxy
CDX HY Spread Proxy
Tracks CDX HY Spread Proxy within Macrold's Credit & Funding framework.
Volatility & Risk
Identify risk-regime shifts across equity and rates volatility surfaces.
3 indicators
VIX
VIX Volatility Index
Market-implied 30-day volatility, commonly used as a benchmark for hedging demand.
VIX/VXV
VIX Term Structure (VIX/VXV)
Shape shift between short-end and 3M implied volatility; inversion often appears in risk events.
MOVE Proxy
Move Rate Volatility Proxy
Tracks Move Rate Volatility Proxy within Macrold's Volatility & Risk framework.
Market Internals
Validate whether risk appetite is broadening across participation and cross-asset proxies.
3 indicators
% > 200DMA Proxy
S&P 500 Above 200DMA Proxy
Tracks S&P 500 Above 200DMA Proxy within Macrold's Market Internals framework.
RSP/SPY
Equal-Weight Breadth (RSP/SPY)
Assesses whether index gains are broad-based or concentrated in large-cap leaders.
HYG/IEF
Credit Risk Appetite (HYG/IEF)
Relative strength of high-yield credit versus Treasuries as a risk appetite proxy.
Update Cadence
DAILY
24
High-frequency signals, prioritized.
WEEKLY
5
Structural indicators with stable weekly cadence.
MONTHLY
21
Historical reference series with lower update frequency.
Research Roadmap
Coverage and commentary expansion will follow a controlled research roadmap, adding cross-asset and market-internals families after source, quality, and protection standards are cleared.