MMFI for US Treasury is an integral index created by MacroMicro for US Treasury fundamentals. When it goes up, the fundamentals of US bonds are looking good.
Components of MMFI for US Treasury Index are US Treasury auction result, US core CPI and US T-Note COT Index, etc. Weight of each component is subject to adjustment according to the latest bond market conditions.
US 10-year Treasury Note Futures Price (R)2022-01-19127.20
MM US Treasury Note Fundamental Index (L)2021-12-21.99