Brent aka Blacklion Profile picture
Christian, Macro, Family Office Derivatives, Recovering USN Aviator (A4, F14), USAF PEP F16, 2A, Energy, Fedwatch, Pure Blood, C02 isn't pollution. not advice

Apr 3, 2021, 11 tweets

Time for the Fed Balance Sheet...Weekend Update

Sheet Assets experience a glitch in the matrix and decline $42.4B

Not to fear Treasuries added $21B ATH

Central Bank Liquidity Swaps increase the first time in months. +$1.7B

Mortgage Backed Securities continue their increasing maturity volatility (on sheet) as the portfolio expands. Down $62.2B this week.

REPO's no change

Sheet Liabilities contract $30.7B

Liabilities: Other Deposits down $136.4B

Treasury General Account surprisingly up $90B

Reverse Repos continue to be intriguing following last month's FOMC up $117.7B this week.

Fed Balance Sheet Summary Easter Weekend 2021
Sheet Assets⬇️
Treasuries⬆️🎉
Liquidity Swaps⬆️🧐
MBS⬇️
REPO🥱
Sheet Liabilities⬇️
Other Deposits⬇️
TGA⬆️
Reverse REPO⬆️🚀

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