Bank Cash Tiering reads 1.66 pp as of 2026-08-12. Change from prior reading: -0.27. Current value sits at the 3th percentile of the trailing 5 years. Sourced from computed, refreshed every 6 hours, and free to access via the JSON API.
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Indicator Terminal View
Integrated Brief
Weekly, seasonally adjusted H.8 data. The metric first divides cash assets by total assets within each bank group, then subtracts the small-bank ratio from the large-bank ratio. The Federal Reserve defines large domestically chartered banks as the top 25 by domestic assets and adjusts the two panels for mergers and panel shifts. A wider positive gap means the largest banks hold a thicker cash cushion than the rest of the domestic banking system: liquidity is becoming more concentrated by tier. It is cross-sectional context, not an input to the DLI score.
Core Print
Current Interpretation
Bank Cash Tiering is currently 1.66 (daily change -0.27). Based on its standardized history position (z-score), the current read is "Easing bias". Check related indicators to confirm whether this is isolated noise or a broader liquidity shift.
Interactive Chart
Source · FRED H.8 · CASLCBW027SBOG/TLALCBW027SBOG − CASSCBW027SBOG/TLASCBW027SBOG
Score contribution is currently unavailable for this indicator.
Bank Cash Tiering is a core liquidity signal used to track funding conditions and risk appetite in US dollar markets.
This indicator shifts available liquidity and risk premium, which can move valuations in equities, crypto, and credit.
Use the related indicators and the Liquidity Score direction together to avoid overreacting to a single data point.
Read our complete guide on Bank Cash Tiering, including historical examples, interpretation methods, and common pitfalls.