US Fed liquidity & balance-sheet signals
Weekly US Federal Reserve liquidity-plumbing signals (2002 ->): total balance-sheet assets, bank reserve balances, and overnight reverse-repo facility usage, with 13-week momentum, 26-week change volatility, 3-sigma anomaly flags, drift forecasts, a quantitative-tightening pace gauge, the ON RRP drain share, the reserve cushion share, 5-year balance-sheet z-scores, an RRP surge flag, and an ample-reserves regime flag. The liquidity-plumbing companion to us-monetary-aggregates-signals (money stock) and us-financial-stress-signals (market stress). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System / Federal Reserve Bank of New York via FRED.
Quality
Attribution
Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York via FRED; derived signals by Frontier Data Hub
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD, weekly). RRPONTSYD daily observations are averaged to weekly Saturday-ending weeks. |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID: WALCL (total assets of all Federal Reserve banks), WRESBAL (reserve balances with Federal Reserve banks), RRPONTSYD (overnight reverse repurchase agreements, Treasury securities sold by the Federal Reserve Bank of New York). |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Series value in millions of US dollars: WALCL total assets and WRESBAL reserve balances are weekly levels as published; RRPONTSYD is published by FRED in billions of US dollars and is converted here to millions for unit consistency. RRPONTSYD is the weekly average of daily overnight reverse-repo amounts, with weeks lacking any RRP operations recorded as 0 (Federal Reserve via FRED). |
| momentum_3m | float | |
| volatility_30d | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| qt_pace_13w_pct | float | |
| rrp_drain_share | float | |
| reserve_share | float | |
| balance_z_5y | float | |
| reserve_z_5y | float | |
| rrp_z_1y | float | |
| rrp_surge_flag | integer | |
| ample_reserves_flag | integer |
Sample rows
| date | country | country_code | series_id | series_label | value | momentum_3m | volatility_30d | anomaly_flag | forecast_1m | qt_pace_13w_pct | rrp_drain_share | reserve_share | balance_z_5y | reserve_z_5y | rrp_z_1y | rrp_surge_flag | ample_reserves_flag |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003-02-08 | United States | USA | RRPONTSYD | Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations | 2500 | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 |
| 2003-02-15 | United States | USA | RRPONTSYD | Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations | 0 | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 |
| 2003-02-22 | United States | USA | RRPONTSYD | Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations | 0 | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 |
| 2003-03-01 | United States | USA | RRPONTSYD | Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations | 0 | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 |
| 2003-03-08 | United States | USA | RRPONTSYD | Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations | 0 | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 |
Download sample data
Download the full sample snapshot for this dataset (sample rows, not the complete dataset).
Use with an LLM
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/fed_liquidity_signals/us_fed_liquidity_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/fed_liquidity_signals/us_fed_liquidity_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/fed_liquidity_signals/us_fed_liquidity_signals
Tip: fetch /llms.txt for the full machine-readable catalog.