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Policy / Reserves
Fed Balance Sheet (Total Assets)Treasury General Account (TGA)Overnight Reverse Repo (ON RRP)
Funding / Plumbing
SOFR–IORB SpreadStanding Repo Facility (SRF)
Credit / Intermediation
Bank Cash Buffer (Cash Assets / Total Assets)High Yield Spread (ICE BofA HY OAS)
Risk / Price
VIX Volatility IndexBroad Dollar Index10-Year Real Yield (TIPS)
Broader Liquidity
Net Liquidity IndexM2 Money Supply

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Data Sources · FRED · Treasury · NY Fed

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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 ON RRP — the primary supply-side liquidity 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 Repurchase Agreements from FRED.

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

Composite and broader monetary indicators for context — not included in DLI scoring.

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.