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US Net Liquidity

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In plain English

A popular Fed “net liquidity” recipe: the Fed’s total assets, minus the Treasury’s checking account at the Fed, minus money-market cash parked at the Fed overnight.

In words: how much of the Fed’s balance sheet is actually sitting in the banking system as reserves. Rising has often been easier for risk assets; falling is QT plus drains. Lag chips slide the liquidity line forward so you can see the lead with your eyes.

Math and metrics

FRED WALCL (mn → bn), WTREGEN (TGA; collector handles FRED unit changes), RRPONTSYD. TGA/RRP forward-filled onto WALCL dates. From 2008-01-01. Default lag 8 weeks (typical 4–12).

netLiq_t = WALCL_bn − TGA_bn − RRP_bn. YoY = netLiq_t / netLiq_{t−52w} − 1.

Lag is display-only (series shifted forward). Identity ignores other drains (e.g. foreign repo). Street shorthand, not full H.4.1.