NY Fed's Perli offers guideposts to measure market liquidity levels

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Prices at the Pumps - May 8, 2024 #saltwire #pricesatthepumps #gaspricesNEW YORK - The official responsible for implementing Federal Reserve monetary policy said in a speech on Wednesday that the recent announcement to slow the pace of contracting the central bank balance sheet reduces the prospect of market stress, in remarks that also laid out metrics for measuring when liquidity might be becoming too scarce.

From the onset of the coronavirus pandemic in the spring of 2020 the Fed doubled the size of its holdings to $9 trillion on very aggressive buying of Treasury and mortgage bonds. It’s been allowing up to $95 billion to run off each month, which has taken Fed holdings down to $7.5 trillion. At the FOMC meeting officials said the cap on Treasury bonds' runoff would move from $65 billion to $25 billion.

In his remarks, Perli said the final destination for the Fed’s balance sheet remains unknown right now. A recent New York Fed report suggested Fed holdings may fall to between $6 trillion to $6.5 trillion based on the market’s demand for bank reserves.

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