So you think you want to be a liquidity analyst? Here’s a list of links to get you started.
H 41 – Weekly Fed Balance Sheet By tracking this over time you can see the growth or shrinkage of the Fed balance sheet. This is virtually in real time, published 1 day after the close of the weekly statement period.
H8 Weekly US Commercial Banking System Balance Sheet There’s a wealth of data here on the condition of a slew of banking system indicators. It’s published 9 days after the close of the weekly statement period, so it’s timely. Again, by tracking over time, you can see the liquidity flows.
Agency MBS Historical Operational Results and Planned Purchase Amounts Follow the ever shrinking Fed MBS replacement purchases as they head toward zero in October or November.
FRED Banking system demand deposits chart Watch the level of deposits slow and maybe even decline as the Fed pulls money from the system. The St. Louis FRED database has a wealth of financial and economic data. You can even combine various series into your own custom indicators.