Backdrop (mid-June 2026): a US–Iran peace deal (signing Jun 19) pulled oil and global yields off their highs; the BoJ hiked to 1.00% today; the RBA at 4.35% is the G10 high, leaving Australia's curve mildly inverted.
IBKR availability: verify in IBKR's product search — Swiss CONF, Swedish govt-bond futures, Korea's KTB futures, and Mexico's MexDer contracts may be unavailable or thin even where the equity index future exists.
Included with thin/missing bond futures: Mexico has S&P/BMV IPC futures on MexDer, but the 10Y bond leg is treated as a cash-yield reference because the listed Bono M future is not a liquid benchmark future; Swiss CONF exists on Eurex but is flagged as a thin 10Y leg.
FX futures: shown as local-currency/USD pairs where CME lists a futures contract; KRW and SEK are flagged for extra IBKR/liquidity checks.
Screened out: Norway has OBX futures but no listed Norwegian 10Y sovereign future in Euronext's bond-futures directory.
† DAX is total-return (figure = DAX Kursindex). ≈ marks approximate inputs (CAC/OAT, Spain, Mexico, Switzerland, Canada 10Y, and KR/SE dividend yields are trailing estimates).
Auto-refreshed — run refresh.py to pull live numbers into data.js , all from EODHD. 10Y and short rates come from EODHD government-bond data where available; inflation, GDP growth, debt/GDP, and debt service/GNI are annual macro indicators shown as references only. Mexico and Sweden short rates stay manual. Dividend yields are approximate trailing-12-month ETF-proxy estimates — tap any figure to override, or Reset to restore the refreshed values.
Notation: $\frac{d\Lambda_{i,t}}{\Lambda_{i,t}}=-r_i\,dt-\lambda_i\,dW_t$