SERIES: BAMLH0A0HYM2 (3.26)
VIXCLS (17.2)
INDPRO (103.9506)
UMCSENT (48.1)
CPIAUCSL (336.298)
CPILFESL (338.896)
DCOILWTICO (103.37)
MORTGAGE30US (7.24)
PCEPI (132.257)
ICSA (194000)
PAYEMS (159044)
UNRATE (4.2)
M2SL (23413.9)
NETLIQ (5745.73)
RRPONTSYD (4.375)
WALCL (6745635)
WTREGEN (999727)
DFII10 (2.63)
DGS10 (4.98)
DGS2 (4.61)
FEDFUNDS (3.75)
SOFR (3.94)
T10Y2Y (0.38)
FRED // RRPONTSYD
Overnight Reverse Repurchase Agreements (ON RRP)
LIQUIDITY Daily
OBSERVATION DATE: 2026-10-30 • UNIT: $B
LATEST OBSERVATION
4.375 $B
PRIOR / PERIOD Δ
0.353 (+ 4.02)
YOY CHANGE
-14.79 $B
RRPONTSYD // Overnight Reverse Repurchase Agreements (ON RRP) ($B)1Y: -15.13 (-77.6%)
2026-10-30OBSERVATION: 4.38 ($B)
11 S&P 500 GICS SECTOR PEARSON CORRELATION MATRIX VS. RRPONTSYD SORTED TAILWIND (+r) ──► HEADWIND (-r)
| ETF | GICS SECTOR | PEARSON r | CORRELATION BAR (-1 TO +1) | R² | BETA / REGIME TRANSMISSION |
|---|---|---|---|---|---|
| XLP | Consumer Staples | +0.03 r | | 0% | [+0% per +1.0 pt] Low-beta regime neutral across 5Y RRPONTSYD cycle (261W) |
| XLF | Financials | -0.03 r | | 0% | [0% per +1.0 pt] Low-beta regime neutral across 5Y RRPONTSYD cycle (261W) |
| XLB | Materials | -0.03 r | | 0% | [0% per +1.0 pt] Low-beta regime neutral across 5Y RRPONTSYD cycle (261W) |
| XLE | Energy | -0.04 r | | 0% | [0% per +1.0 pt] Low-beta regime neutral across 5Y RRPONTSYD cycle (261W) |
| XLRE | Real Estate | -0.04 r | | 0% | [0% per +1.0 pt] Low-beta regime neutral across 5Y RRPONTSYD cycle (261W) |
| XLV | Health Care | -0.05 r | | 0% | [0% per +1.0 pt] Low-beta regime neutral across 5Y RRPONTSYD cycle (261W) |
| XLU | Utilities | -0.05 r | | 0% | [0% per +1.0 pt] Low-beta regime neutral across 5Y RRPONTSYD cycle (261W) |
| XLY | Consumer Discretionary | -0.06 r | | 0% | [0% per +1.0 pt] Low-beta regime neutral across 5Y RRPONTSYD cycle (261W) |
| XLI | Industrials | -0.10 r | | 1% | [0% per +1.0 pt] Defensive/rate-sensitive drag during RRPONTSYD upswings |
| XLC | Communication Services | -0.11 r | | 1% | [0% per +1.0 pt] Defensive/rate-sensitive drag during RRPONTSYD upswings |
| XLK | Technology | -0.13 r | | 2% | [-0.01% per +1.0 pt] Defensive/rate-sensitive drag during RRPONTSYD upswings |
AI MACRO REGIME IMPACT BRIEF RESTRICTIVE
Overnight Reverse Repurchase Agreements (ON RRP) (RRPONTSYD) Prints 4.375 $B (Prior: 0.353 $B)
Cross-asset regression across S&P 500 GICS sectors demonstrates significant factor dispersion to Overnight Reverse Repurchase Agreements (ON RRP). Portfolio managers utilize RRPONTSYD inflections to rotate between short-duration cash-flow sectors and long-duration growth multiples.
▲ REGIME TAILWIND SECTORS
XLP // Consumer Staples
Low-beta regime neutral across 5Y RRPONTSYD cycle (261W) (Pearson r = +0.03, R² = 0%)
▼ REGIME HEADWIND SECTORS
XLK // Technology
Defensive/rate-sensitive drag during RRPONTSYD upswings (Pearson r = -0.13, R² = 2%)
XLC // Communication Services
Defensive/rate-sensitive drag during RRPONTSYD upswings (Pearson r = -0.11, R² = 1%)
XLI // Industrials
Defensive/rate-sensitive drag during RRPONTSYD upswings (Pearson r = -0.10, R² = 1%)
HISTORICAL ANALOG // Comparable to 2022–2025 post-ZIRP monetary normalization where real-rate sensitivity dominated equity factor attribution.
EQUITIES MOST SENSITIVE TO RRPONTSYD STOCK BETA
| TICKER | LAST | % CHG | CORR (r) |
|---|---|---|---|
| GS Financials | $894.55 | -3.58% | -0.68 |
| XOM Energy | $187.25 | +2.16% | + 0.60 |
| JPM Financials | $337.04 | -1.90% | -0.59 |
| AMZN Consumer Discretionary | $240.35 | -1.41% | -0.52 |
| AVGO Technology | $326.08 | -5.48% | -0.51 |
| AAPL Technology | $344.63 | -1.23% | -0.48 |
| NVDA Technology | $204.64 | -4.22% | -0.47 |
| CAT Industrials | $622.75 | -3.81% | -0.45 |
| NFLX Communication Services | $62.08 | +0.05% | -0.43 |
| GOOGL Communication Services | $279.84 | -1.40% | -0.43 |