Dollar Liquidity Index
Score -0.88 · P65 · 5Y
Today's Takeaway
Dollar liquidity conditions are restrictive and improving. The composite score sits at the 65th percentile of its 5-year range.
Policy
Neutral
Funding
Tightening
Credit
Neutral
Risk
Neutral
Fed balance sheet, TGA, and ON RRP — the primary supply-side liquidity levers.
SOFR-IORB spread and SRF usage — real-time stress signals from the funding plumbing.
Bank cash buffers and high-yield spreads — how willing are intermediaries to lend?
VIX, dollar strength, and real yields — market price feedback on liquidity conditions.
Composite and broader monetary indicators for context — not included in DLI scoring.
Data from FRED, US Treasury, NY Fed · Not financial advice