Liquidity Risk Intelligence

ReservePulse / Turning Point Analyzer

Base Date: Loading...

Source: Fed H.4.1 / FRED API

FRAMEWORK / Liquidity Structure Perspective

The valuation of financial assets is essentially a shadow of liquidity; while markets focus on rates and inflation, the underlying funding chain is determined by the "Reserve Level".

As the Overnight Reverse Repo (ON RRP) buffer is depleted, every dollar absorbed by Treasury issuance will equally impact commercial bank liquidity reserves. ReservePulse aims to measure the true rate of reserves moving towards the "Lowest Comfortable Level ($2.5T / $2.0T)", quantifying the defense window before liquidity stampede triggers.

Bank Reserves (WRESBAL)

$2.92 T

Weekly Chg: Calc...

Market Volatility (VIX)

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Friction phase below 2.5T (Est. 20~25)

System Alert Status

On Alert🟡

ON RRP buffer depleted

Distance to $2.5T Turning Point

-- Months

Current Scenario: $90B/mo

Liquidity Level vs S&P 500

Observing potential impacts on stock market volatility when reserves break below $2.5T

Actual Projected S&P 500

Scenario Engine

Treasury Monthly Net Issuance Drain

Net Drain Rate:$90B / mo

$40B
(Low) $90B
(Base) $160B
(Surge)

Reserve Range VIX Status Definition

> $2.5 Trillion VIX 12~15 (Abundant)

$2.0 ~ $2.5 Trillion VIX 18~25 (Friction)

< $2.0 Trillion VIX > 30 (Stampede)