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WRx450
22 janv. 2023 23:43

[WRx450] FED net liquidity 

WALCL-RRPONTSYD-WTREGENFRED

Description

This indicator show the net liquidity of the FED.

Net liquidity = Fed balance sheet (total asset) - Treasury General Account - Reverse Repo

All sources can be select otherwise in parameter.

It is possible to show only the weekly changes in Net liquidity.

Net liquidity and Net liquidity changes are shown only on wednesday because Total asset and TGA reports are updated only on Wednesday. (updating the Net liquidity on a daily basis would be inacurate)
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