PROTECTED SOURCE SCRIPT

FED net liquidity [Orderflow]

This indicator show the net liquidity of the FED.

Net Liquidity = FED balance sheet (total asset) - Treasury General Account - Reverse Repo

Net liquidity and Net liquidity changes are shown on wednesday. Total asset and TGA report are on weekly basis, thus a daily basis would be inacurate.

it is possible to add this indicator twice and move one of them in another graphic below and show the change. It gives a clear view of the liquidity.
fedliquiditynetVolume

Protected script

This script is published closed-source and you may privately use it freely.

Want to use this script on a chart?

Disclaimer