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Banks' Usage Of Fed's Emergency Funds Jumps To New Record High, Money-Market Inflows Soar

Money-market funds saw inflows for the 7th week of the last 8 with a $42BN jump (the most in 2 months) to a new record high of $5.625TN...

Source: Bloomberg

The inflow was dominated by a $24BN increase in Institutional fund assets while Retail also saw a sizable $17.7BN increase...

Source: Bloomberg

And the divergence between money-market fund assets and bank deposits continues to grow...

Source: Bloomberg

And while we actually saw huge deposit outflows (on a non-seasonally-adjusted basis) - despite The Fed's seasonally-adjusted deposits increase - The Fed balance sheet shrank by another $20BN last week to its smallest since June 2021...

Source: Bloomberg

The Fed's QT program continues apace with$18.4BN sold last week to its smallest since June 2021...

Source: Bloomberg

Usage of The Fed's emergency bank funding facility jumped by $328 Million last week to a new high of $108BN...

Source: Bloomberg

Fed BS weekly change:

  • Fed balance sheet QT (Notes and bonds decline): $4.255 trillion, down $18,2BN

  • Discount Window $2.1BN, down $800M from $.29BN

  • BTFP new record $107.9BN, up $400MM

  • Other Credit Extensions (FDIC Loans): $133.8BN, down $0.6BN from $134.4BN

Finally, US equity markets and bank reserves at The Fed have converged a little recently, but the gap remains wide (thanks to the plunge in reverse repo balances)...

Source: Bloomberg

Tick, tock, banks!

Source: Bloomberg

You have six months to figure out how to clean up the $108 Billion hole in your balance sheet that you're currently paying The Fed's exorbitant rates to fill.

Tyler Durden Thu, 09/07/2023 - 16:40
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