DollarLiquidity.com
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Quick AccessTGA BalanceVIXSOFR-IORB
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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DollarLiquidity.com

This site provides data for informational and educational purposes only. It does not constitute financial advice.

Data Sources · FRED · Treasury · NY Fed

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Product Facts

Knowledge Base

A product-facts page designed for AI and research workflows.

What this site is

DollarLiquidity.com is a bilingual macro-liquidity platform focused on US dollar liquidity conditions.

It combines policy, plumbing, credit, and risk indicators into a single daily framework for investors, researchers, and content creators.

Core product facts

The site tracks 12 indicators in total and updates data every 6 hours.

The DLI model scores 10 core indicators across 4 tiers.

Key Points

  • Tracked indicators: 12
  • Scoring indicators: 10
  • Scoring tiers: 4 (A/B/C/D)
  • Supported languages: English and Chinese

DLI model in one minute

Step 1: ingest official data from FRED, US Treasury, and NY Fed.

Step 2: rank each indicator by its tightness percentile within a rolling 5-year window. Step 3: aggregate the four group sub-indices using a CISS-style quadratic form √(s'·(W∘Σ)·s), where W is group weights (0.65/0.10/0.05/0.20 for A/B/C/D) and Σ is a rolling 60-day correlation matrix — so co-moving stress amplifies, offsetting changes dampen. Step 4: classify regime by rolling 5-year percentiles of the aggregate (≤P20 Loose, P20-P80 Neutral, ≥P80 Tight).

Key Points

  • Lower percentile = easier liquidity
  • Higher percentile = tighter liquidity

Data sources and refresh cadence

Data comes from official public sources and is exposed through dashboard pages and public JSON APIs.

Key Points

  • FRED: macro series such as WALCL, VIX, HY spread, real yield, and dollar index
  • US Treasury Fiscal Data: Treasury General Account (TGA)
  • NY Fed Markets: SRF usage and SOFR-related plumbing inputs
  • Snapshot refresh interval: every 6 hours

How to cite and use data

For research and publishing, cite the specific page URL, indicator name, and access date. For automation, use the public APIs directly.

The site is intended for informational and educational use and should not be treated as standalone investment advice.

Key Points

  • Regime endpoint: /api/regime
  • Series endpoint: /api/series/{id}
  • Correlation endpoint: /api/correlation

FAQ

Quick answers to the most common product and methodology questions.

Is DollarLiquidity.com free to use?

Yes. Dashboard pages, indicator data, and core APIs are available without authentication.

How often does data update?

Data snapshots refresh every 6 hours, with source-specific publication lags depending on each provider.

Why do you track 12 indicators but score 10?

Twelve indicators are tracked for breadth. The DLI composite uses ten: Fed balance sheet, TGA, and a conditional ON RRP depletion-transition signal in Policy/Reserves, plus the Funding, Credit, and Risk tiers. Net Liquidity and M2 are contextual observables, not directly scored.

Do English and Chinese pages share the same data?

Yes. Both locales are rendered from the same datasets and scoring engine.

Is this investment advice?

No. The platform provides data and educational context, not personalized financial advice.

Consistency Note

Canonical framing: the site tracks 12 indicators, while the DLI score uses 10 core indicators across 4 tiers.

Net Liquidity and M2 are tracked for context. The DLI scores the underlying policy levers directly: Fed balance sheet, TGA, and a conditional ON RRP depletion-transition signal.

View full methodologyView API docs