U.S. LIQUIDITY DATA DICTIONARY
Indicator library
Explore every source series and composite index behind the U.S. Liquidity Intelligence framework.
25 series4 analytical groupsCSV per series
quantity
Quantity liquidity
BUSLOANS · monthly
C&I Loans
$2,959.1BCommercial and industrial loans are a focused measure of bank financing to businesses.
Latest value · 2026-09-01 →RRPONTSYD · dailyON RRP
$0.2BOvernight reverse repos show cash placed with the Federal Reserve by eligible counterparties.
Latest value · 2026-10-23 →TGA · dailyTreasury General Account
$945.2BThe Treasury General Account is the U.S. Treasury's operating cash balance at the Federal Reserve.
Latest value · 2026-10-22 →TOTBKCR · weeklyBank Credit
$19,995.1BBank credit tracks loans and securities held by U.S. commercial banks.
Latest value · 2026-10-14 →WALCL · weeklyFed Total Assets
$6.75TFederal Reserve total assets are the broadest balance-sheet input in the quantity-liquidity layer.
Latest value · 2026-10-21 →WRESBAL · weeklyReserve Balances
$2.96TReserve balances show the cash buffer that depository institutions hold at the Federal Reserve.
Latest value · 2026-10-21 →funding
Funding conditions
BAMLC0A0CM · daily
US Investment Grade OAS
0.89%Investment-grade option-adjusted spread measures the compensation demanded for higher-quality U.S. corporate credit.
Latest value · 2026-10-22 →BAMLH0A0HYM2 · dailyUS High Yield OAS
3.40%High-yield option-adjusted spread measures the extra yield demanded for below-investment-grade U.S. corporate credit.
Latest value · 2026-10-22 →DFF · dailyEffective Federal Funds Rate
3.88%The effective federal funds rate measures the overnight unsecured rate at which depository institutions trade balances.
Latest value · 2026-10-22 →DTWEXBGS · dailyBroad US Dollar Index
121.40The broad dollar index measures the trade-weighted foreign-exchange value of the U.S. dollar.
Latest value · 2026-10-16 →IORB · dailyInterest on Reserve Balances
3.90%IORB is the policy-administered rate paid on reserve balances held at the Federal Reserve.
Latest value · 2026-10-26 →NFCI · weeklyChicago Fed NFCI
-0.50The Chicago Fed NFCI summarizes U.S. financial conditions across money, debt, equity and banking markets.
Latest value · 2026-10-16 →SOFR · dailySOFR
3.90%SOFR is the broad secured overnight financing rate for transactions backed by U.S. Treasury collateral.
Latest value · 2026-10-22 →SOFR_IORB · dailySOFR minus IORB
0.00 ppThe SOFR–IORB spread compares secured market funding with the Federal Reserve's reserve remuneration rate.
Latest value · 2026-10-22 →macro
Macro reference
index
Composite indices
QLI · daily
Quantity Liquidity Index
-0.12QLI combines direction-adjusted 13-week changes in balance-sheet liquidity and bank credit.
Latest value · 2026-10-26 →FLI · dailyFunding Liquidity Index
-0.23FLI combines direction-adjusted funding rates, credit spreads, financial conditions and the dollar.
Latest value · 2026-10-23 →ULI · dailyU.S. Liquidity Index
-0.16ULI combines 60% QLI and 40% FLI on a common standardized scale.
Latest value · 2026-10-26 →NET_LIQUIDITY · dailyClassic Fed Net Liquidity
$5.78TClassic Fed net liquidity equals Federal Reserve assets minus TGA minus overnight reverse repos.
Latest value · 2026-10-21 →