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Since mid-April, the Fed has withdrawn ~$140B of liquidity from financial system (stlouisfed.org)
116 points by cs702 on Sept 21, 2022 | hide | past | favorite | 170 comments



Just doing rough back of the envelope math.

Around 6T has been injected since the pandemic.

It's taken 5 months to withdraw 140B.

If they keep going at this rate, constantly down without flattening or going up, it will take 214 months or 18 years to go back to 2020 levels.

Ignoring that the 2020 levels themselves were hyper injected from 1T to 4T by the 2009 crisis.


The economy has also grown drastically since then. The dollar has also become much stronger relative to nearly every other currency since then.

It doesn't appear that the Fed needs to wind down much, if any, of that liquidity at all, since it seems it's been absorbed perfectly by the global economy.

What we are seeing is the Fed deliberately causing the economy to contract below its capabilities in an attempt to slow down the growth of prices, which is NOT caused by monetary reasons, but since the Fed only has control over monetary levers that's what they're using. Classic case of everything looking like a nail if all you have is a hammer.

If energy prices go back down to more "normal" levels, I suspect the Fed will be forced to inject more money into the system again, to rev up the US economy, and weaken the hyper strong dollar to protect people in developing countries from starving.


> The economy has also grown drastically since then.

No it hasn't.

Real GDP:

Q4 2019 19.20 Trillion

Q2 2022 19.69 Trillion

> It doesn't appear that the Fed needs to wind down much, if any, of that liquidity at all, since it seems it's been absorbed perfectly by the global economy.

This comment is extremely misleading. For starters, I don't know how you can say that. It's obvious it wasn't absorbed perfectly because we experienced bubbles in many markets. And those bubbles have caused harm to large groups of people. For example; crypto, equities, housing, etc.

Let's just dive into housing. We have a system that has disproportionately enriched incumbent homeowners at the expense of new entrants. 2 years ago: 30-yr mortgage rate was 2.87% & median existing home price in the US was $310k. Today: 30-yr mortgage rate is 6.02% & median home price is $390k. Increase in monthly payments from $1,029 to $1,872. This is regressive and has exacerbated inequality. The magnitude of this will be lasting. Real wages have not kept pace.

I also suspect the fed will reverse course but that's because the American (and the rest of the American led global) system now expect it. Our markets are dysfunctional and depend on this centralized control. It would take too much time and pain to return markets to their natural pricing.


What would it take to have "natural pricing"? Short of radical proposals like going back to the gold standard or switching to crypto, what way could the Fed operate that would allow "natural pricing"? What if the Fed targeted 0% inflation, instead of 2%? I realize that inflation has many definitions, but I got the impression that they're reasonably correlated over long periods of time. With a zero-percent inflation target, what consequences would we expect? I think we would need higher interest rates on average, for starters. This would temper the housing problem. It would also reduce total debt, and total debt increases are associated with financial instability.


I dont think parent was making a confused point.

Natural pricing simply means whatever the market was prior to COVID , with all its imperfection, including the central banks' 2% inflation target


Your GDP figures are misleading also. Your comparison of Q4 2019 GDP and Q2 2022 GDP doesn't reflect the fact that the measuring stick, the USD, has grown considerably in that timeframe. The USD has been increasing in value and the GDP has increased as measured in USD in that timeframe.

The OP's point was the inflation being experienced today isn't primarily due to monetary policy issues but actual supply contraction and the Fed's response of using monetary policy to resolve a supply issue is having several negative consequences, such as making the housing crisis worse as you point out.


> since it seems it's been absorbed perfectly by the global economy.

So that's why we're getting 8-9% inflation rates? Because of the perfect absorption?


Part of it is oil and gas supply going down because of war and since producing anything requires energy, prices are going to go up regardless of the money supply.


Inflation was 8.5% before the war started, it's now at 8.3%. I don't think your premise holds.


Yeah but it does not look like the war is going away anytime soon. In case you missed it, russia partly mobilised today.

So parent seems right refuting this claim:

> since it seems it's been absorbed perfectly by the global economy.


Uh no. Oil and gas supply went down due to presidential mandates. Biden's “pause” on federal oil and gas leasing and drilling permits. And any new permits that might be approved on public lands had royalties increased from 12.5% to 18.75%. A 6.25% increase on production.


You can look at oil prices when the war started and see the jump. There was no such jump at any announcement of Biden. The evidence is clear and easily checked.


Inflation is not the change in size of the money supply.

Inflation the broad-based change of purchasing power of the dollar by proxy of a basket of goods and services. This is a function of many, many things - cultural norms, commodity prices, labor supply, fiscal policy, supply chain efficiency, interest rates and yes, to a degree, monetary base.


It’s complicated, therefore supply doesn’t matter for money, only demand?

I think you’ll need to do a better job convincing me than that.


I'm not convincing you of anything, I'm sharing that your definition of inflation is not the definition generally accepted.

Money supply growth is not inflation. Inflation is a broad-based reduction in purchasing power caused by any number of things. By definition.

Here's why. A 50% sales tax would be inflationary without changing the money supply. Conversely, a trillion dollar coin minted and put into a vault wouldn't have any inflationary effect whatsoever because placing it into the vault has a commensurate reduction in velocity.

The idea that 'more money' necessarily immediately means each unit is worth less doesn't stand up to any scrutiny and many counterexamples exist all over the world - and at home. Just look at Japan's monetary base expansion since the 90s [1], while inflation was dead flat zero [2].

Your model is too simplistic which is why it is not generally accepted.

[1] https://fred.stlouisfed.org/series/MYAGM2JPM189S

[2] https://fred.stlouisfed.org/series/JPNCPIALLMINMEI


Nobody is claiming that inflation is only caused by printing money. You’re straw-manning.

What we’re saying is that everybody knows supply and demand affects money, also.

And if you’d like examples of hyperinflation from over-supply of money, you can just look around.


I was replying to this.

> It’s complicated, therefore supply doesn’t matter for money, only demand?

I never said supply doesn't matter. Re-read my initial reply. ("... and yes, to a degree, monetary base").

Money in a modern centrally banked economy enters the system on a pull model - not push. Banks don't push money into the system. Borrowers create money when they take out loans and that money obtains its value from the obligation to repay the debt that created it. Once repaid, that money evaporates. Money is always being created and destroyed, which is how interest rates control supply of money through demand of loans. This means supply follows demand so it's harder to devalue due to supply increases as a supply increase inherently follows a demand increase. In ordinary course, when not subject to interventions.

> And if you’d like examples of hyperinflation from over-supply of money, you can just look around.

Hyperinflation isn't what happens when the money supply increases a lot, it's what happens when the population rejects the currency and is usually tied to an exogenous event like a war, corruption, regime change or onerous foreign-denominated debt. Most often a combination - it's a completely different beast. [1] Folks conflate the two because "hyperinflation" sounds like "inflation but more!" - the increase in money supply is a symptom, but it's not the cause. It's effectively an economic and monetary collapse.

I'm not sure you'll be able to actually find an example where oversupply of currency in isolation led to hyperinflation, but if you can find an article demonstrating a causal relationship I'd love to read it.

[1] https://www.businessinsider.com/the-truth-about-hyperinflati...


> So that's why we're getting 8-9% inflation rates? Because of the perfect absorption?

Not to mention the massive asset price inflation.


Greed seems to explain it easily enough.

The macro-economy is solely for the wealthy and when they need a billion or more to see a return on a billion or more, shrinkflation and price increases go up; hard to make a billion back on long time scales at 2010 prices.

I’m not saying they intentionally operate on that philosophy. I’m saying reliance on data trends means they prioritize responding to data regardless of the externalities to the masses.

Only the rich can afford assets so assets are priced for the rich.


Are periods of low inflation thus caused by elites being less greedy?


Yes. Powell is on record saying he wants the public to save and not trade on the market. He wants bonds to go up. He wants salaries to stop going up. If everyone is flush in assets from having cash to spend it fucks up the game for establishment elites.

He’s keeping the public out of the way of elites. Banks are raising savings account rates to keep cash stashed. VCs are scaling back. Prices on say, homes will crash, rates will be too high for average people, elites build property management portfolios and expand their rent seeking.

The recent era of spread the wealth has been put on pause while the asset class shores up public agency that was getting away from it by creating too many elites. If everyone is an elite the current elites have no power. That’s the simple game they’re playing, leveraging technical indirection to obfuscate.


That's not how any of this works. Yes, the fed sometimes wants the economy to slow. This is not because of some global conspiracy to make poor people poor, it's because if they don't now they are putting it off to be much, much worse in the future. It's letting off steam so you don't explode. Interest rates rise to try and combat inflation because if you don't it leaves people starving.

Rates should have gone up years ago, but a stubborn fed kept putting it off (and COVID didn't help either). The Fed does not benefit from everyone being poor. And I'm someone who thinks cynically all the time, check my post history, but this is just uninformed.


Even Powell has said they are realizing how little they know about how inflation “works”.

Claiming I am uninformed because I don’t recite the spoken traditions that even the expert in charge admits to not fully understanding is just regurgitating memes from memory; you don’t come off well informed, but like a skipping record.

They don’t have an incentive to NOT keep people poor either. They don’t really care since they’re going ahead anyway with policy they admit will hurt households; deny it again, please. I need a laugh.

The outcome will be one of making cars and homes harder for poorer people to buy; Powell admitted that today and at every other rate hike. He’s testing “what the market will bear”.

Human biology rules us, not social principles hashed out on paper. See my comment history. The result will be clear; haves will be able to afford buying up assets as prices come down. Have nots will be priced out.

Don’t forget too our Congress refuses to deviate from our social history. The Senate was described by Madison as a firewall to protect the opulent minority from the majority. You can carry on that’s “not how it works” all you want. But “on the ground” the result is clear.


> I suspect the Fed will be forced to inject more money into the system again, to rev up the US economy, and weaken the hyper strong dollar to protect people in developing countries from starving.

Although a noble cause, the Fed's goal isn't to protect people in developing countries from starving. I don't see why this would impact their decisions at all.

Foreign countries defaulting because of the difference in currency valuations could cause the US economy to go into a recession - which is something the Fed does care about...


You say "relative to nearly every other currency since then", I say "race to the bottom". To each their own.


Having a strong currency isn't necessarily a good thing. It makes it much harder to export goods and services.


What does america export? Agricultural products. People have to eat. Agricultural products have pricing power, especially in the current global environment.

Food, beverage and feed: $133 billion. ... Crude oil, fuel and other petroleum products: $109 billion. ... Civilian aircraft and aircraft engines: $99 billion. ... Auto parts, engines and car tires: $86 billion. ... Industrial machines: $57 billion.


Services: ~$700 billion.


yeah services are gonna take a hit.


I think you are conflating a stronger dollar against the wrong cause. The strong dollar is here because of the interest rate hikes and global market insecurities -- it is lower risk and higher base interest to plant yourself on USD right now. Its the side effect for trying to temper inflation but not directly related to the buydown of Fed monies in market nor is it related to GDP growth at all (we are flat).


> which is NOT caused by monetary reasons

You simply cannot say that with any certainty. A rise in price level is always precipitated by too much money chasing too few goods. No one would argue that global energy and wheat prices are a supply side shock, but to say that a stimulus package of unprecedented size injected into a largely healthy economy has no effect on prices is ludicrous.


> they keep going at this rate

The run-down rate more than doubled in August [1]. Current estimates to optimal balance sheet are about 4 to 5 years [2].

[1] https://www.federalreserve.gov/newsevents/pressreleases/mone...

[2] https://advisors.vanguard.com/insights/article/thefedsplanto...


The balance sheet shrunk from $8,874,620 million on August 3 to $8,822,401 million on September 7, a rate of about $50 billion per month or $600 billion per year. If continued, this rate of decrease would bring the balance sheet from $8.5 trillion down to $5.5 trillion by 2027, within range of the “optimal balance sheet” described in the Vanguard report.


A lot of that injection ends up in the Eurodollar system, a reference to US dollars outside of the control of the U.S. They estimate up to 70 percent of U.S. dollar volume is in Eurodollars.

There's a fascinating PDF from 2020 from Rabobank research desk on the topic. I have it on my system but they took down the link to it.

Money's never printed anyway, it's all accounting - it starts with treasuries, and then those become collateral on which the highly complicated financial system on the world chains one debt instrument to another.


Money can get funnier, but it can never get less funny.


The 140B you cite is mainly the Fed buying bonds from Treasury (indirectly)? Other than the other large buyers/sellers (e.g. other countries), what else materially creates up or down pressure on the rates (I know they are headed back up but they are still on the low side, historically)?

Added (indirectly) to reflect comments below - tks.


> 140B you cite is mainly the Fed buying bonds from Treasury?

The Fed isn't allowed to buy bonds from the Treasury [1]. The $140bn refers to bonds the Fed is letting mature without reinvesting the proceeds. That leads to fewer dollars chasing Treasuries, which reduces their price, which raises rates.

[1] https://www.federalreserve.gov/faqs/money_12851.htm


The Treasury auctions the bonds off to the primary dealers.

The primary dealers sell the bonds to the Fed.

At the end, the Fed has bought boatloads of Treasury bonds, but not from the Treasury!


The Fed isn't allowed to buy bonds from the Treasury [1] … directly.

You forgot the word “directly”.

Feds can buy back in “open-market”.


As a rule, the economy should react to the rate of change of the money supply, not to any absolute value.

I do believe the US is in one of those moments where this isn't true, there is a mountain of money moving from a small niche into the main market, and the rate of this movement will determine what happens, not the change in total money supply. But even then, the size of the 2020 supply is irrelevant.


It’s not a linear drop, the removed 20B from mid April to mid June. Then another 120B in under 3 months.


Wasn't the 120B during a time when the FED was in a battle against inflation and making aggressive moves to raise rates? Are we to expect that it's the new normal for many years?


and the ECB seems to be re-growing its balance sheet:

https://tradingeconomics.com/euro-area/central-bank-balance-...


What was the 2009 crisis though? was that your run-of-the-mill recession (all business cycles have crests and valleys!) or was 2009 something different?

Does anyone operate under the assumption another recession (maybe even two or three) will occur in the next 10-20 years with 100% certainty and like, prepare for those rainy days?


> anyone

Yes, it's almost certain that someone does. From your comment, it seems like you do.


So here's what's happening for anyone who wants more context.

The US Treasury issues debt (called Treasuries) to fund US government operations. The US Treasury is a 'traditional' part of the US government and its debt is considered as close to 'risk-free' as you can get today (some combination of the US government's ability to indefinitely tax the largest/most advanced economy in the world + the US military are the two things cited as to why this is true).

The US Fed is a less traditional part of the US Government. It is technically a bank that the government owns, but voters have no direct means of influencing policy.

Previously, The Fed would 'manage' the behavior of private banks by either controlling the money supply (an increasingly abstract concept in the age of digital money) or adjusting the super short-term interest rate at which it loans money to banks who need it in a pinch (increasingly less relevant for a variety of factors). They actually transacted very little with the Treasury in this period.

In 2008, The Fed found that neither of their tried and true tools was good enough to get private banks to lend more money than they were doing at the time (you'll hear a lot of hand-wringing about the 0 lower bound of interest rates, despite some interesting outcomes from negative interest rates in other countries). In order to do something, the Fed decided to just straight up buy US Treasuries (something Japan had pioneered before; they also buy Mortgage-backed Securities, but don't worry about that right now).

This decision (known as Quantitative Easing because economists love to pretend like they're scientists) has the net effect of making the Treasuries more expensive, and their interest rates lower. This is because Treasuries are sold with a fixed coupon rate (i.e. I'll give the owner of this Treasury $5/month) and a floating face value (i.e. I'll pay a variable amount of money depending on current risk conditions to own the Treasury that pays me $5/month risk-fee). When the risk-free interest rate is low, people tend to look to riskier places to generate yield, and therefore lend money more liberally.

This change is important because it went from the Fed influencing a relatively esoteric, bank-only interest rate to the Fed controlling the most important interest rate in the world (it's one of the most common baselines used for determining other interest rates).

Long story short, The Fed wants that interest rate to go back up, so what are they doing? They are no longer buying new Treasuries to replace their existing Treasuries that reach maturity, to the tune of $90bn per month

Is that removing liquidity? Not really, it's just decreasing the active injection of liquidity that the Fed has been doing for the past 15 years.

Does the nominal amount of money on the Fed's balance sheet matter/should we strive to bring it to $0? Unclear - what does it even mean for the US government to own its own debt? As long as markets don't care (they seem to not care right now out of convenience) then it's all fine, I guess?

Will the Fed ever actively sell its Treasury holdings? Probably not, because they are happy with the tense equilibrium I mentioned above and they don't want to risk breaking that.

What's the best KPI to watch? As long as new Treasuries sell (at auction) at around the Fed's desired interest rate, this is a non-problem and we can sort of ignore it. As soon as the Treasury market breaks (A lot of varying opinions here), then this is the world's biggest problem ever and we will look back at how foolish we were (just unclear if that will ever happen).


> Does the nominal amount of money on the Fed's balance sheet matter/should we strive to bring it to $0

This speech by Chairman Powell is information about the Fed's current thinking on this question: https://www.federalreserve.gov/newsevents/speech/powell20190...

In short, the Fed will not aim to return its balance sheet to the same size, relative to GDP, that it was before 2008. One reason is that the 2008 crisis revealed the importance of requiring major banks to keep reserve balances (and these reserve balances are liabilities on the Fed's balance sheet). There are also other technical reasons commented on in that speech.


Well and that’s the point a lot of people miss - that $9T isn’t like $9T one-dollar bills.

Essentially the government got to spend $9T “for free” (don’t come at me inflation hawks) one time and this is the accounting convention that forces us to remember that happened. If the Fed just decided to mark those treasuries to 0 and not collect the interest, who is going to stop them?

Things generally get very weird when you get to national-account level accounting for countries with reserve currencies.


> Is that removing liquidity? Not really, it's just decreasing the active injection of liquidity that the Fed has been doing for the past 15 years.

This is a pretty ideologically based statement. The fed is quite literally removing liquidity from the system. They aren’t “actively” adding any liquidity and haven’t been for months.

For context, yes it’s helpful to keep in mind the build up of the balance sheet, but the spin here is overly politicized.


>They aren’t “actively” adding any liquidity and haven’t been for months.

Just so you know, in order to keep the balance constant, the Fed actively participates in the market to buy new Treasuries to replace those that have matured.

I see no ideology in saying that buying bonds (even if it's to replace old ones) is active support.

In fact, the Fed is still a huge player in Treasuries markets even during QT.


I’m aware that is the case. If they weren’t doing that, though, it would result in a massive uncontrolled level of tightening. I don’t see how it’s somehow a bad thing that they are being intentional about the draw down.

If I were to buy a bond ETF, that fund would be doing the same thing on my behalf. I wouldn’t be “buying” bonds just because the underlying product is maintaining a fixed asset level/ratio.


>I’m aware that is the case. If they weren’t doing that, though, it would result in a massive uncontrolled level of tightening.

Yes, so they aren't 'removing liquidity' because they are still 'injecting liquidity' at literally every treasury auction (as they have been for 15 years). They are simply injecting less liquidity than they have been, which is my entire point.

>I don’t see how it’s somehow a bad thing that they are being intentional about the draw down.

It's not a bad thing and I never said it was. If you want ideology, I think the Fed shouldn't even be doing QT and probably never should (I think inflation is largely unrelated to this liquidity).

>If I were to buy a bond ETF, that fund would be doing the same thing on my behalf. I wouldn’t be “buying” bonds just because the underlying product is maintaining a fixed asset level/ratio.

In literal terms, the government holds an auction for Treasury debt at various maturities. ~20 primary dealers bid on those Treasuries. Those ~20 primary dealers know exactly how much The Fed needs to buy from them. That influences their bids. If The Fed weren't buying from those dealers, they would bid for higher rates. In no way do those dealers consider the amount of debt that has reached maturity that month, they only care about new issuances.

Isn't this pretty basic supply/demand stuff here? Are you also implying that demand for bond ETFs has no effect on the price of underlying bonds?


> Yes, so they aren't 'removing liquidity' because they are still 'injecting liquidity' at literally every treasury auction (as they have been for 15 years). They are simply injecting less liquidity than they have been, which is my entire point.

Your point is myopically focused on the bond market (and realistically the mortgage backed securities market as well).

The net amount of liquidity is going down. They are removing liquidity.

If I’m in a sinking ship and frantically pulling out buckets of water, the ship is still sinking even though I’m removing water. The fact that the fed has to continue to make bond purchases is a technicality that is irrelevant to anyone outside of the trading industry, and has little net effect of the Marco economy.

Like, when headlines come out saying “alphabet stock sell off on earning miss” do you tell everyone around you that technically there was a buyer on the other side of every one of those transactions?


I can't reply to your many new comments (guess this is a flamewar lol), but

>Liquidity is the amount of cash in the system relative the size of the market for assets. All else equal, adding or removing is the same as adding or removing cash.

Citation needed there buddy. Like you're arguing that the Fed is hoovering up too much cash? Wouldn't QE be anti-liquidity since it's net result is more cash goes to the Fed and QT be pro-liquidity since the opposite happens?

On this earth, liquidity is about transaction velocity, and The Fed taking transactions off the table (by being a guaranteed buyer at every auction) makes non-Fed transactions happen at lower prices. The end.

Anyway, enjoy the end of this flamewar.


> Wouldn't QE be anti-liquidity since it's net result is more cash goes to the Fed and QT be pro-liquidity since the opposite happens?

You have QE and QT backwards.

QE => fed builds up it’s balance sheet, it sends out cash.

QT => fed reduces its balance sheet, it gets cash back.

>On this earth, liquidity is about transaction velocity, and The Fed taking transactions off the table (by being a guaranteed buyer at every auction) makes non-Fed transactions happen at lower prices. The end.

Transaction velocity matters but it’s not everything. You’re myopically looking at one market, while the rest of us are talking about the systemic effects.

Transaction volume follows from the supply and demand for money. If you remove money from the system, you remove liquidity.

Look, you quoted a blatantly incorrect definition of QE/QT below. You clearly have no idea what you’re talking about.


You have QE/QT backwards. QE increases the money the Treasury sends to the Fed as coupon, which you said removes liquidity.

My entire point was that you are backwards in one of your two conflicting arguments.

EDIT: Maybe let's put it this way, the US pays off it's debt and no longer sends coupon payments to anyone. In your framework, that reduces 'liquidity.' But in what market exactly? The "systemic" market?


>The net amount of liquidity is going down. They are removing liquidity.

Yes, they are actively injecting less liquidity than they were before which is my original point?

Wouldn't removing liquidity be actually selling holdings?

EDIT: Maybe this helps - you're taking for granted that the US Treasury auctions an increasingly large amount of Treasuries to cover an increasingly large amount of debt, but The Fed doesn't create that debt, that's a separate phenomenon. If the government balanced its budget for a year, does that create liquidity?


> EDIT: Maybe this helps - you're taking for granted that the US Treasury auctions an increasingly large amount of Treasuries to cover an increasingly large amount of debt, but The Fed doesn't create that debt, that's a separate phenomenon. If the government balanced its budget for a year, does that create liquidity?

Do you actually understand what liquidity is?

Bonds are just one instrument the fed uses, the bond market isn’t the end all be all of open market operations. As I noted earlier, the fed was previously injecting liquidity by buying bonds and mortgages. What you’re talking about is tangential.

Liquidity is the amount of cash in the system relative the size of the market for assets. All else equal, adding or removing is the same as adding or removing cash.


The fed removes liquidity every time it receives a coupon payment or a bond matures (ie, it gets paid cash by the government). It could stop all open market operations and it would continue to remove liquidity from the system by virtue of that process. So, no, it doesn’t need to sell any assets in order to remove liquidity from the system, it simply needs to have lower net outflows of cash than its inflows of cash. As the headline states, since mid April it’s net outflows of cash have been $140 billion less than its inflows.


Wait, it's really hard to follow you here.

The Fed reduces liquidity by receiving coupon payments? So then, unless it's growing its balance sheet by the amount of those payments (i.e. returning that cash to market), it's removing liquidity?

Interesting take, I like the moxy.

EDIT: You have QE/QT backwards. QE increases the money the Treasury sends to the Fed as coupon, which you said removes liquidity.

My entire point was that you are backwards in one of your two conflicting arguments.


> Quantitative easing (QE) is a monetary policy whereby a central bank purchases predetermined amounts of government bonds or other financial assets (e.g., municipal bonds, corporate bonds, stocks, etc.) in order to inject money into the economy to expand economic activity.

[0] https://en.wikipedia.org/wiki/Quantitative_easing?wprov=sfti...


Yes. Would you beleive I agree with that (maybe you would if you actually read your own comments)

You stated that receiving coupon payments from the Treasury reduces liquidity. How? I don’t know. But you said it.

Buying more Treasuries makes the fed receive larger coupon payments. Are you saying that process reduces liquidity?

That’s my only question.


> Is that removing liquidity? Not really, it's just decreasing the active injection of liquidity that the Fed has been doing for the past 15 years.

I like this line a lot because it shows that while we like to blame inflation and some of the issues we're having on the Fed's work in 2020, when in reality we have to go back to the Great Recession to understand the full impact of what's been going on. They've been trying to keep the markets happy for 15 years by keeping interest rates low and so, never reverted some of the policies that would have helped when COVID hit the economy. So, they doubled down. Now, the chickens have come to roost and they need to reel back, and hopefully, the markets won't get spooked and it will all be good, as you say.


Once the Fed funds rate gets closer to 5%, you'll see more pushback from politicians and media. What does the Fed do in this situation if it needs to keep tightening? It may choose to switch to smaller rate changes, or even go flat, and at the same time embark on Treasury sales, or at least, rebalancing along the curve. So either way, not a good time to be in bonds.


Here's what's weird. Believe it or not, the Fed Funds Rate lags 10Y Treasuries and rarely goes above it [0]. I would even go as far to argue that's it's mainly a potemkin policy tool at this point, since our economy is so exposed to 10Y Treasuries, which have completely unrelated pricing dynamics.

So in practical terms, if there is political pressure to lower the 10Y, The Fed will probably cut Fed Funds (doing nothing, hopefully dropping it as a policy tool going forward) and then everyone will kind of realize QE is the only current policy tool that actually works.

But then what, people will be calling for more QE to make mortgage rates drop? I mean fine, but it does speed up the 'when does the market question the concept of the Fed owning the Treasury's debt' problem.

[0] https://fred.stlouisfed.org/graph/fredgraph.png?g=TXsO


Thanks. This is actually really helpful.

Obviously the US economy doesn't work like an individual's economy (as in, you can't just spend less than you earn and be OK) but it's really difficult to understand what the complications actually are and posts like this help a lot.


> Is that removing liquidity? Not really...

I disagree.

The US Treasury must issue new treasury bonds every month with face value equal to (a) that of old treasury bonds that mature, plus (b) a bit more to fund the federal deficit.

Someone else must buy all those new bonds, because otherwise the US Treasury would not have sufficient funds to pay back the old ones as they mature.

This means that someone else must somehow find liquidity to buy all those new bonds.

That someone else is (the private-sector parts of) the financial system. Who else would it be?

All that liquidity will leave the financial system's hands.


If I give you $100/month for 15 years and then give you $95 this month, am I taking money from you?


Yes because I am also giving you $100 when you give me $95.

If you gave me $100 15 years ago and today ask for $5 back, you're taking money from me (also every month we handed the $100 back and forth)

Why does it make sense to think of it any other way?


You’re at the wrong stage of the metaphor.

The Fed has actively purchased new bonds worth roughly 10% of its holdings from the open market each year just to keep the balance constant.

QE requires active support to remain in place.

Now the Fed is purchasing new bonds worth roughly 9% of its holdings each year, and like sure that’s less than max, but it’s still gross buying like $900bn of treasuries this year (instead of the $1tn it would’ve otherwise).

The problem that a lot of people have here is they think “well the treasury issues new bonds to make up for the bonds that mature,” which again, sure, but that’s an independent phenomenon from what the Fed is doing. Congress could balance the budget and that wouldn’t change what the fed is doing rn.


The purchase of bonds by the Fed for the purpose of rolling over its holdings is not on the open market. It is not doing 10% of the same thing it did to build that balance sheet during QE again every year.


There's zero giving involved.

For years, the Fed has purchased bonds, paid for with newly created liquidity, and now, as the bonds mature, the Fed is getting paid back, removing liquidity from the financial system.


>There's zero giving involved.

Technically, the Fed gave the Treasury cash in exchange for debt, no? And it was giving the Treasury more in the past than it is now.

To extend the metaphor, You (the treasury) have $100 in expenses (debt) that I used to pay (buy). Now, I (the Fed) pay you (The Treasury) $95 and you need to ask your friend (the financial markets) for the other $5.

Sure, that's less than before, but nowhere near what actual removing liquidity would look like: actively selling holdings in addition to not replenishing matured Treasuries (in the metaphor: asking you to pay me the debt you owe me/giving you a new expense).


The Fed is not allowed to buy bonds directly from the US Treasury, let alone give them anything (!?). See here:

https://www.federalreserve.gov/faqs/money_12851.htm

The Fed has been buying bonds by issuing new liquidity, and will be getting paid back, removing liquidity.

This thread that you started is starting to feel... as if the purpose is no longer to find and agree on facts, so I will step away from it. This will be my last comment on it.


You can see my earlier comment about the ~20 prime brokers who bid at auction, but boy howdy does this feel like splitting hairs. Sure, the cash goes through intermediaries, and it's actually a huge source of economic rent/corruption that noone other than Song and Zhu seem to care about, but that doesn't change the ultimate flow of 'giving'.

>In literal terms, the government holds an auction for Treasury debt at various maturities. ~20 primary dealers bid on those Treasuries. Those ~20 primary dealers know exactly how much The Fed needs to buy from them. That influences their bids. If The Fed weren't buying from those dealers, they would bid for higher rates. In no way do those dealers consider the amount of debt that has reached maturity that month, they only care about new issuances.


> some combination of the US government's ability to indefinitely tax the largest/most advanced economy in the world + the US military are the two things cited as to why this is true

+ USD being reserve currency of the world, which basically means that rest of the world also pays for US debt/printing money.


To be honest, I think you need to preface your comments with some caveat about absurd opinions you have, because you're trying to pass this off as authoritative but lots of this is just pure opinion. We're on a forum where if you posted a similar comment about an raspberry pi I'd take you literally as an expert, but this comment clearly contains a load of opinion that's not backed up by fact. I worry someone might mistake you for making a technical statement where it's clearly just a political statement.


I'm not the OP and don't have a horse in this race and haven't commented elsewhere in this thread, but it would be interesting to hear more about which claims and from which users you object to as opinion-y.


I'd love a list of the opinions you found so I can preface them, then.


Care to elaborate for those who are interested?


"Mechanically, the Fed will reduce its securities holdings by not reinvesting the funds it receives from maturing securities[...], which will reduce [...] the size of its balance sheet."

https://www.stlouisfed.org/open-vault/2022/may/how-will-fed-...


I wish more people would actually read this kind of stuff before commenting what they think is happening.

Thank you.


It's amazing that the USD is the strongest it's been in ~20 years; yet it's fighting inflation and has the largest national debt out of any country in the world ... is this simply a circumstance that the US is "less bad off" than the rest of the world?

Note: I'm no economist, so if I'm inaccurate in my statements - please forgive.


> yet it's fighting inflation and has the largest national debt out of any country in the world ... is this simply a circumstance that the US is "less bad off" than the rest of the world?

Debt is usually benchmarked against GDP for a reason, by that metric the US doesn’t have the highest debt level, it also doesn’t have the highest level of inflation.

The USD is also the currency of basically all international trade and settlements, it’s value is determined by external factors to a significant degree, not only on the US economy itself.


Well, let's compare it to other countries right. (and this is just my feeling). Europe can't heat their homes this winter because of Russia's war on eastern Europe. Russia is fucked also, becasue they need to sell their oil at a discount to whoever will take it to fund their war. This has also caused a massive spike in food costs in emerging markets. Turns out Ukrainian crops were important. Meanwhile, China is struggling with its first real recession because of overleverage with Evergrande and the same supply chain issues that face the US. So yes, things are going badly in the US. But there are bigger problems elsewhere and in situations where things go crazy people flee to safety. Which at the moment seems to be the USD.


I had to search what this graph actually meant and this post gave some context: https://www.americanactionforum.org/insight/tracker-the-fede...


How do they actually withdraw the money (is it money, or is "liquidity" something different than M1).


They sell bonds. When they sell bonds, USD is converted into bonds. This has the effect of removing cash from a bank account and replacing it with an IOU from the government.

The actual account balance stays the same, but where before you had cash, now you have government backed bonds.

This is what they call "quantitative tightening".


I've never bought a bond in my life (I didn't even know what they were) until someone told me they are currently offering 9.62% risk free returns! There's a very low limit on how much you can buy per year but this seems like a no brainer to me.

https://www.treasurydirect.gov/indiv/research/indepth/ibonds...


That rate is only for 6 months:

"That rate is applied to the 6 months after the purchase is made. For example, if you buy an I bond on July 1, 2022, the 9.62% would be applied through December 31, 2022."

And here[1]:

"What's the interest rate on an I bond you sell today?

For the first six months you own it, the Series I bond we sell from May 2022 through October 2022 earns interest at an annual rate of 9.62 percent. A new rate will be set every six months based on this bond's fixed rate (0.00 percent) and on inflation."

I'm not sure what the next return is - either way given the current mark that's excellent, just important to know that there is a definite time limit on that interest rate.

[1] https://www.treasurydirect.gov/indiv/research/indepth/ibonds...


Yep, and if you cash it in less than 5 years, you lose the last 3 months of interests.


Might not shock you to learn that the treasury has less than stellar customer service. I signed up to buy some I bonds and was told they couldn't verify my information (??? -- I gave them my SSN) and I would have to mail them a letter to proceed with signup.


For sure, but I wouldn't recommend someone ignore things like Treasury I Bonds on account of the shitty website/customer service - especially at current rate above 9 percent. I had similar issues, they do resolve them if you get in touch, albeit it took a few weeks to authorize my account.


With an inflation at 8%, that's ... I'll let you do the math.


That is the point of these bonds. They're indexed to inflation. Which is great when inflation is high.


that's ... a lot better than investing in the S&P right now.


Whats a better alternative? Every other investment seems negative right now..


No such thing as a risk-free investment, especially not high-interest government bonds.

Just ask Greece, ca. 2010.


Greece does not print its own currency, the US does. Greece uses the Euro, which is printed by the ECB, which is not controlled by the Greek government. The US government can always pay its debts. Doing so may cause inflation, so the real return on that investment may not be great, but the nominal return is essentially risk-free.

Greece's relationship to the Euro is more akin to an individual US state's relationship to the Dollar. No US state has Greek levels of debt. Greece's debt-to-GDP ratio was up to 180%. Most US states run at a ratio closer to 5-15%.


A inflation linked government bond is pretty much by definition risk free.


> They sell bonds.

To be clear, they are not selling bonds. They are simply not buying new bonds to replenish those that reach maturity.


> They sell bonds.

Yes. Or they let the bonds mature and don't buy replacement treasury and agency-sponsored bonds. Meanwhile, the US treasury has to issue new bonds to be able to repay the bonds that mature every month.

Others (meaning the private sector) will have to buy all those bonds.


Correct. The higher the interest rate the bonds offer the more likely someone will buy them.


To add, they sell mortgage backed securities too.


but those get turned back into cash at maturity?


Yeah they do. Actually they get turned into cash after each coupon payment and at maturity. But it takes time (as long as 30 years for some bonds) to turn the bonds back into cash. So this has the effect of taking liquidity out of the economy, while not making anyone any poorer.

When you take out liquidity, people's money are now locked in bonds and they can't buy anything else with that money unless they sell the bond. So this has the effect of reducing demand for other financial assets like stocks, real estates, cryptocurrency, etc in the short term.

The hope is that in the long run, the economy will grow enough to be able to support the eventual increase in the money as the bonds mature.


“Liquidity” literally means the ease with which assets can be converted into cash. In the context above it’s saying they have removed cash from the system, in specific reference to the M1 money supply.

It’s one of those words that gets used in a bunch of different contexts without a consistent meaning, unfortunately.


How much of the inflation is due to money injection? How much is due to the war, the energy crisis and post covid supply chain problems?


Another $4.8t to go… all this cash went into pumping real estate, big tech and crypto. I guess real estate is next after stock market completely rolls over, together with crypto crap.


This in combination with rate hikes are why equity markets are going to be hurting for a good amount of time.


hard to say. the market did well in 2019 despite liquidity being puled out.


This makes it sound like equity markets were healthy in advance of this.


Total US household assets are around $150 trillion.

If one rich uncle starts selling all his bonds it's not that big of a deal. It's not nothing, but it isn't some train wreck waiting to happen like some folks make out.


I’ve wondered - wouldn’t it be simpler to raise taxes vs raising interest rates?


On one hand, there are 7 federal reserve board governors. They're appointed for 14 year terms and don't have to worry about being re-elected. They are, generally speaking, economists and spend their time thinking about money.

On the other hand, there are 535 members of congress. They're elected to 2 or 6 year terms and do need to worry about being re-elected. They are, generally speaking, lawyers and career politicians and spend their time thinking about how to fuck over the other party.

Now, which is simpler?


Simpler? Definitely not.

Interest rates are controlled by the Federal Reserve, which is an independent entity that can change interest rates without needing any kind of approval from the federal government. It's very simple for them to actually implement once the decision is made.

Taxes need to be voted in by citizens, or more accurately, the representatives of the citizens. Citizens do not tend to enjoy enforcing more taxes on themselves, and representatives tend to want to get re-elected, so they have incentive to avoid raising taxes and upsetting their constituency, even if they know it's a good idea in the long-run.


I find it interesting the Feds is an independent branch run by unelected officials. Because your average voters are idiots that can't be trusted with important levers of society. If you look at Turkey it makes perfect sense.


No. We stop financing the elite 1%'s lifestyles with tax money is the only sensible out.


You could tax the lifestyles and elite in question no?


Nope, the "elite" will just pick up their money in trusts and corporations, then constantly take out loans against their equity and take out enough from their shelters to pay the interest.. because the interest is less than the taxes they dodge, they come out ahead. Maybe if you significantly increased consumption taxes you'd have a chance, but the "elites" will just buy their goods in another country. Net result, you're boned.


Omg. When someone has a spending problem, literally nobody says "OH, go make more money!", we tell them to cull their bad habits. Raising taxes has _never_ balanced the budget.


No, but taxing is a good way to pull dollars out of circulation and destroy demand. In fact, it's probably a better lever to pull than the Fed funds rate.

The spending problem in question is deliberately supported by voters, who oppose lowering spending or raising taxes. Running the government on a deficit lets you simulate the benefits of economic growth without all that pesky growing.


Raising taxes goes through the Senate, where you have 51 Senators who are generally opposed to any tax rate hike, even (especially) on the plutocrat class.


Fiscal policy is not in the Fed’s charter. They are independent from the rest of the federal government and only control monetary policy. Adjusting taxes isn’t a tool in their toolbox.

As for congress, raising taxes is wildly unpopular with a large portion of the country. It takes a lot more political capital to make changes there.


In principle, fiscal policy (taxing, spending) can substitute with monetary policy to some extent, and achieve many of the same goals, yes! But you'd be hard-pressed to find an economist who describes either recent or proposed fiscal policies of the Biden administration as something that's great at being remarkably anti-inflationary. Student loan forgiveness, for instance — some may say it's a worthy policy, but it's definitely freeing up money to be used on other things, and that's something that increases price pressures. I'm not sure it's on the table.

There's other disadvantages in that the impact of fiscal policy is usually somewhat on the slow side, leaving a risk that your fiscal tightening hits as you enter the recession or your fiscal stimulus hits as the economy is already booming after the recession. So it's not quite that simple. Take the case of the Inflation Reduction Act, for instance; it purports to reduce inflation by "making a historic down payment on the deficit". Let's take this at face value just to limit any possibility for argument: maybe that'll help!!! but ... if you look closely, this is actually kind of spread out over the next ten years, while we have real inflation now. Does it have an impact? Maybe. Does it have an impact today? Probably not as strong as one would like.


Sure, if the Dems had like an 80% supermajority in both parts of Congress. Republicans tend to be universally opposed, and swing Dems typically won't touch the idea either.


To tackle inflation, will it be fair of US government to ask money back in small chunks from people who got it during Covid lock-downs?


> will it be fair of US government to ask money back in small chunks from people who got it during Covid lock-downs?

This is taxation. Raising taxes reduces inflation in the same way fiscal spending prods it.


well it only reduces inflation in aggregate if the money collected from taxation is destroyed and not spent.


Not that fair, considering the US government closed down businesses during lockdowns.

If the government did close anything in particular, I'd say the answer would be yes otherwise.


Lol, as if the government has any idea of who it gave money to


It was their money in the first place.


Doesnt matter if it wasnt returned proportionally.


Like having kept the business loans they gave out as actual loans rather than forgiving them?


They've already lost most of it on cryptocurrencies, online gambling, and meme stocks


They’ve been doing that every year already


Anyone care to explain the significance of this? Ideally by stating your biases upfront :)


Here is paper from the Atlanta Fed which tries to explain the effect of QT [1]

"I show that a passive roll-off of $2.2 trillion over three years is equivalent to an increase of 29 basis points in the current federal funds rate at normal times. However, during a crisis period with risk aversion being doubled, it is equivalent to a 74 basis point increase."

[1] https://www.atlantafed.org/-/media/documents/research/public...


After the Federal Reserve adds money to the economy, they usually want to take some of it back out. They take money out either by selling bonds or through taxes. The goal of removing money from the economy is sometimes to control inflation, but it's debated whether "printing money" actually affects inflation.


> it's debated whether "printing money" actually affects inflation

The fed "printed" a shitton of money during Covid, dismissed all inflation concerns, and now, two years later, we're facing record inflation. I'd say there is a good chance that it does in fact affect inflation


Even a broken clock can get the time correct.

Happy to see an article or w/e from you in 2020 correctly predicting the actual inflation and when it was going to occur. Saying everytime the fed does something that it'll cause inflation and then waiting years to say "Ha told you so!" is not impressive and not even p-hacking since you don't even have a p variable.


What's the argument that it doesn't affect inflation? If the feds printed infinity dollars, surely each dollar would become less as it approached infinity? Otherwise, we should just do that and give everyone money?


I think you are asking about modern monetary theory. If you google that term you might find what you are looking for.


Thanks, this was exactly the term I was looking for, will read up!


MMT has substantial critics


Are you implying that it's impossible to draw such a conclusions from particular events such as those of 2020? Or that an increase in the size of money supply does not promote price inflation, all else equal?

Don't think there is much credible evidence or opinion regarding the latter.


The empirical evidence that money supply increases don't necessarily cause infaltion is https://fred.stlouisfed.org/series/M2SL from 2009 to 2019. Money supply doubled and inflation was non-existent. Obviously this is an incredibly complex topic, but there was at least some reason to believe inflation wouldn't be as high as it has been. There are also many reasons beside money supply inflation for the rise in price inflation.


The key phrase is of course "all else equal". A lot was going on in that decade that could (and is) argued to have been an opposing deflationary force. Worldwide demographics and productivity improvements, in particular. (On a separate note, much of that is or will be slowing/reversing in the coming years.)

To argue that an increase in money supply wouldn't lead to price inflation (again, all else equal) implies that the difference would just be hoarded indefinitely rather than used to buy anything, which seems unlikely just on the face of it.


Sure, but all else wasn’t equal during covid, so I’m not sure that’s a fair addendum.


I'm just arguing against this general idea that "increase in money supply doesn't cause price inflation". Which doesn't even really make sense because prices are measured in units of money. But the further implication, that Fed policy has no impact on prices, is just wrong to me and reflects some kind of misunderstanding.


> all else equal?

Reality is never all else equal.

---

> Are you implying that it's impossible to draw such a conclusions from particular events such as those of 2020?

That's not my claim at all. In fact I've invited the person to link me to their article explaining their analysis of 2020 and why it would lead to inflation in 2022. My point is strictly that people always claim that X is going to cause inflation and then just wait until inflation occurs to say "Aha, X does cause inflation" while doing 0 analysis to show that it was X as opposed to literally any other reason.


> Reality is never all else equal.

Agreed, but that's not really relevant to the discussion.

> My point is strictly that people always claim that X is going to cause inflation and then just wait until inflation occurs to say "Aha, X does cause inflation" while doing 0 analysis to show that it was X as opposed to literally any other reason.

But we are talking about the money supply. Prices are measured in units of money. You are suggesting that there is not a reason to think that changes in the size of the money supply influence price inflation. That makes no sense. Unless that additional money is just being systematically hoarded which seems unlikely in the long run.

Put another way, a mismatch between the money supply and the demand for money (for use as a medium of exchange) is essentially what price inflation is, almost by definition. So whatever the underlying "cause" of inflation, it's also always fair to say that the money supply was or became too large to keep it in check.


I know nothing of the economy, but I was pretty convinced by this: https://www.longtermtrends.net/m2-money-supply-vs-inflation/

For most significant spikes, there's a two year delay to a spike in inflation. 2009 and 2012 being a clear violation of that observation.


I'm not sure how that graph convinced you of anything, it looks mostly like two random lines. Would be much nicer if there was some equation that correlated the two.

It does look like there are only 3 scenarios ('74, '80, '22) of a spike in m2 preceding a spike in inflation. But the m2 spike in '22 is so much larger (~2x) than '74 and '80 and the inflation spike is so much less (~0.7x) so the correlation of those variables based on those 3 samples seems poor.

But there's also '61, '67, '83, '01, '09, '11 where there was solid m2 growth or a spike and no inflation.


Is there any evidence the other way? I know, proving a negative, but I’d argue the null hypothesis here is “pumping money into the economy causes the economy to have more money”


But it should be possible for the fed to react to states opening, paycheck protection infusions, unemployment boosts, and stimulus checks.

Imo, once us states began reopening the fed should have carefully moderated their equity and qe buys maybe even selling positions they opened in April 2020 as early as July 2020. Combine that with vaccine timing around May 2021 where a single 50bps change could have eased in.


the subtext here, after they kept insisting that inflation is transitory and that we are not in a recession/soft landing messaging, is that they dont want to be seen as tightening into a downturn


In Europe we did not print (that much) money and still got inflation.

In fact, the countries that use the same euro currently posted different inflation rates. In your economic model we should have evenly distributed inflation.

So there you go.


https://en.wikipedia.org/wiki/Richard_Cantillon#Monetary_the...

> the countries that use the same euro currently posted different inflation rates.

this is expected.

> In your economic model we should have evenly distributed inflation.

no one expects inflation to occur uniformly. its well understood that one of the prime distortionary factors that result from money printing is that the price level does not adjust uniformly, but responds to where the money is spent. This is bad for inequality because typically the newly printed dollars are preferentially routed to politically connected client groups who then use these new (unearned) funds to purchase assets at prices that have not had time to adjust to the increased money supply.


"but it's debated whether "printing money" actually affects inflation"

...yet no one, not even MMTers will advocate for unlimited printing. Curious.


Curious how the physical laws of the universe can be violated by printing infinite things.


I didn't say infinite, I said unlimited.


The Federal Reserve can tax?


Not directly as far as I know, but federal taxes are the other mechanism by which money can exit the economy. I should have stated as such.


How do taxes cause money to exit the economy? The government spends every cent it takes in from taxes (and some more): what happens is just redistribution.

So (e.g.) it takes taxes from overpaid SV software engineers and makes Social Security payments, buys missiles from Lockheed Martin, pays interest on debt, etc.

No; the Federal Reserve has essentially complete control over the monetary base.


> How do taxes cause money to exit the economy?

Less money is printed to cover the current budget.


It basically means that the Federal Reserve stopped purchasing US Treasuries and agency mortgage backed securities. These assets are now rolling off their balance sheet as they reach maturity.


you have to read between the lines: they didn't stop purchases only decreased them, they just let MORE mature than they purchase. And they also retain the option to outright sell some things that aren't matured yet, but they are not typically selling right now.

beforehand, they would also reinvest all proceeds back into more purchases. now theyve limited that too.


Long way to go to get to pre-pandemic levels.


That's not very much.




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