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[1] 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[2] 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[3] Follow the ever shrinking Fed MBS replacement purchases as they head toward zero in October or November.
Treasury Net New Issuance or Paydowns [4]Know how much supply is coming to the market, or conversely in quarterly tax collection periods, how much cash.
FRED Banking system demand deposits chart[5] 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.
Debt to the Penny[6] The daily level of the Federal debt posted with a one day lag. There’s a tool here for historical data so that you can see and plot the trend in your own spreadsheet.
FedFunds Data[7] Track the level and trading volume of Fed Funds with a one day lag.
Primary Dealer Statistics[8] Historical data on total Primary Dealer positions in...