Indicator Library

Data Indicators

Browse all core liquidity indicators, including US Dollar Liquidity, market liquidity, and Treasury General Account (TGA) data.

Canonical framing: 12 indicators are tracked, and 10 are used in the DLI composite score.

Modules5

Indicators12

Popular Search Entrypoints

Treasury General Account (TGA)Fed Balance Sheet (Total Assets)Overnight Reverse Repo (ON RRP)

Module

Policy / Reserves

Fed balance sheet, TGA, and conditional ON RRP depletion transition — the primary policy and reserve levers.

Fed BS Size

Fed Balance Sheet (Total Assets)

WALCL — Federal Reserve Total Assets, weekly frequency.

TGA Balance

Treasury General Account (TGA)

US Treasury General Account (TGA) balance — daily Treasury cash balance, a core US dollar liquidity and market liquidity indicator.

ON RRP

Overnight Reverse Repo (ON RRP)

RRPONTSYD — Overnight Reverse Repo balance (FRED). Read as a liquidity buffer with transition value: a sharp recent drawdown toward exhaustion can tighten DLI, but a low balance that has been stable is not repeatedly penalized.

Group A · Composite

56/100

Group A · Policy / Reserves Composite

Composite tightness of Fed Balance Sheet, TGA, and the conditional ON RRP depletion-transition signal; ON RRP participates only after a recent sharp drawdown toward a low-buffer state. 65% DLI weight. Open the BTC asset-comparison view for the full Group A vs BTC overlay and lead-lag table.

Module

Funding / Plumbing

SOFR-IORB spread and SRF usage — real-time stress signals from the funding plumbing.

SOFR-IORB

SOFR–IORB Spread

SOFR minus IORB — positive spread signals funding stress.

SRF Usage

Standing Repo Facility (SRF)

Daily aggregate of accepted SRF operations from NY Fed.

Module

Credit / Intermediation

Bank cash buffers and high-yield spreads — how willing are intermediaries to lend?

Cash Buffer

Bank Cash Buffer (Cash Assets / Total Assets)

FRED H.8 weekly: Cash Assets / Total Assets for commercial banks.

HY Spread

High Yield Spread (ICE BofA HY OAS)

BAMLH0A0HYM2 — ICE BofA US High Yield Option-Adjusted Spread.

Module

Risk / Price

VIX, dollar strength, and real yields — market price feedback on liquidity conditions.

VIX

VIX Volatility Index

VIXCLS — S&P 500 implied volatility (CBOE).

Dollar Index

Broad Dollar Index

DTWEXBGS — Nominal Broad U.S. Dollar Index.

10Y Real Yield

10-Year Real Yield (TIPS)

DFII10 — 10-Year Treasury Inflation-Indexed Security.

Module

Broader Liquidity

Net Liquidity and M2 money supply — broader aggregates shown for context, not directly scored.

Net Liquidity

Net Liquidity Index

Fed Total Assets − TGA − Reverse Repo. A composite measure of system liquidity.

M2 Supply

M2 Money Supply

WM2NS — US M2 Money Stock (weekly, not seasonally adjusted). Broad measure of the money supply including cash, checking deposits, and near-money.

Data Indicators

Policy / Reserves

Funding / Plumbing

Credit / Intermediation

Risk / Price

Broader Liquidity

MarketGrep

History of Market

MarketGrep App

Data Indicators

Policy / Reserves

Funding / Plumbing

Credit / Intermediation

Risk / Price

Broader Liquidity