Rates Desk workspace

Pure rates cockpit: the Treasury curve hero (breakeven + curve-spread tabs), overnight funding plumbing left, credit-spread/CDS context right, and the auction/buyback/debt-cost supply tables along the bottom

Use it when: Anything that depends on the path of policy rather than on one print.

Rates are the largest macro input to both index futures, and the main reason ES and NQ do not move together.

• Preset strip under the menu bar — one click applies the whole layout. A checkmark tracks which preset is active.
• Or ask for it: show me the rates desk.
• Every panel can be re-pointed at another symbol from its own header, and anything missing is one add <name> away.

• 1. The Treasury curve hero — read the shape before any single tenor.
• 2. Funding plumbing on the left: repo and SOFR tell you whether the front end is stressed or just repricing.
• 3. Credit spreads on the right, then the auction and debt-cost tables along the bottom for supply.

The tell: A curve that steepens on the front end is a policy expectation; one that steepens on the long end with auctions going badly is a supply problem. They look identical on a single chart.

10 panels, read straight from the preset definition in the desktop build:

• Cds
• Credit Spreads
• Fed Funding
• Federal Debt Cost
• Ny Fed Rrp
• Tips Breakeven
• Treasury Auctions
• Treasury Buybacks
• Yield Curve
• Yield Spread

Plus 2 dense sheets — wide tables that carry a whole complex in one upstream call rather than a wall of single-series tiles:

• funding Plumbing Table
• rates Table

These desks assume the theory. If any of it is unfamiliar, the background reading is on the learn side:

• What actually moves ES and NQ

• All workspace presets — how docking, link groups and saved layouts work.
• Panel reference — what each panel shows, column by column.