Indicator Terminal View
Integrated Brief
As of 2026-09-30, the Large vs Small Bank Cash-Ratio Gap stood at 1.51 pp, down 0.10 pp from the prior reading, at the 1st percentile of the past 5 years. 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 read 1.51 pp on 2026-09-30 (-0.10 pp vs prior reading). Based on its standardized historical distribution (z-score), current positioning reflects a "easing bias". Check related plumbing indicators to evaluate broader systemic conditions.
Interactive Chart
Source · FRED H.8 · CASLCBW027SBOG/TLALCBW027SBOG − CASSCBW027SBOG/TLASCBW027SBOG
Source: FRED H.8 · CASLCBW027SBOG/TLALCBW027SBOG − CASSCBW027SBOG/TLASCBW027SBOG. Refreshed every 6 hours and free to access via the JSON API.
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Bank Cash Tiering is shown for context and does not enter the DLI score.
Read the full guide to Bank Cash Tiering: what it measures, how to read it, and the common mistakes.