Global Liquidity Index — Central Bank Balance Sheets

Aggregates balance sheet data from 7 major central banks into a single Global Liquidity Index (GLI) denominated in USD. All data sources are free and public — no paid API keys required.

What does it do?

This Actor fetches the latest balance sheet totals from:

• 🇺🇸 US Federal Reserve — via FRED API (balance sheet, M2, TGA, RRP, Fed Funds, 10Y yield)
• 🇪🇺 European Central Bank — via ECB SDW (total assets, M3)
• 🇯🇵 Bank of Japan — via BIS (total assets in JPY + USD)
• 🇨🇳 People's Bank of China — via BIS (total assets in CNY + USD)
• 🇬🇧 Bank of England — via BIS (total assets in GBP + USD)
• 🇨🇭 Swiss National Bank — via SNB Data Portal (total assets in CHF)
• 🇦🇺 Reserve Bank of Australia — via RBA Statistics (total assets in AUD)

It also:

• Converts all values to USD using live ECB exchange rates
• Computes US Net Liquidity (Fed BS - TGA - RRP) when FRED key is provided
• Aggregates into a single Global Liquidity Index in USD
• Returns both local currency and USD values

Coverage

These 7 central banks represent approximately $27-30 trillion in combined assets — the vast majority of global central bank balance sheet liquidity.

Bank	Typical Size	Data Frequency	Lag
Fed	~$6.7T	Weekly	1 day
ECB	~$7.1T	Weekly	1 day
BOJ	~$4.4T	Monthly	1-2 months
PBOC	~$6.9T	Monthly	1-2 months
BOE	~$1.1T	Monthly	1-2 months
SNB	~$1.1T	Monthly	1-2 months
RBA	~$0.3T	Weekly	1 day

Why use this?

• All 7 banks working — no stubs, no broken endpoints
• Zero API cost — all data sources are free and public
• One call instead of querying 7 different APIs with different formats
• Pre-computed Net Liquidity and composite index
• Both currencies — local currency + USD for every bank
• JSON output ready for dashboards, trading bots, or research

Use cases

• Macro trading signals (crypto, equities, commodities)
• Liquidity-driven investment research
• Central bank policy monitoring
• Economic dashboards and reports
• Quantitative finance data pipelines

Output

The Actor outputs a JSON dataset with:

• Individual central bank balance sheets (local currency + USD)
• Component details (M2, TGA, RRP, rates) when enabled
• FX rates used for conversion (ECB source)
• Composite GLI in USD millions and trillions
• US Net Liquidity calculation (with FRED key)

Input options

Option	Description	Default
FRED API Key	Free key from fred.stlouisfed.org for rich US Fed data (M2, TGA, RRP, rates)	Optional
Sources	Which central banks to include	All 7
Include Components	Detailed breakdowns per bank	true
Include History	Last 30 data points per series	false
Output Format	summary, detailed, or timeseries	summary

Data sources

Bank	API	Auth	Format
Fed	FRED	Free API key	JSON
ECB	ECB Statistical Data Warehouse	None	CSV
BOJ	BIS WS_CBTA	None	CSV
PBOC	BIS WS_CBTA	None	CSV
BOE	BIS WS_CBTA	None	CSV
SNB	SNB Data Portal	None	CSV
RBA	RBA Statistical Tables	None	CSV

Cost

Pricing: $0.01 per run (pay-per-event). Each run = 1 fetch = complete GLI snapshot from all selected banks.