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Macro & the economy

Quantitative Tightening QT

Quantitative tightening is a central bank shrinking its bond portfolio, mainly by letting bonds mature without reinvesting, draining cash from the system.

Formula
QT pace ≈ maturing securities not reinvested + any outright sales (per period)

What it is

Quantitative tightening (QT) is the reverse of quantitative easing. Under QE, a central bank creates reserves to buy bonds and its balance sheet expands; under QT, it lets that balance sheet shrink. The usual method is passive runoff: when bonds the central bank owns reach maturity, the principal is repaid and simply not reinvested, so the holdings roll off over time. A central bank can also sell securities outright, though that is less common. Either way the bond portfolio shrinks and the central bank's liabilities contract — commonly bank reserves, though other liabilities such as the government's deposit account or overnight reverse repo balances can absorb part of the decline. A larger share of outstanding government debt is then held by private buyers.

Why it matters

QT is a second lever, distinct from the policy interest rate. The policy rate mostly anchors very short-term borrowing costs; the balance sheet acts on longer maturities and on how much cash sits in the banking system. Because bond prices and yields move inversely, less central-bank demand for bonds means, in isolation, lower prices and higher yields — which feed into mortgage rates, corporate borrowing costs, and the discount rate applied to future company earnings. QT is also why headlines about "bank reserves" appear: drain enough of them and short-term funding markets can become strained. QT describes policy in motion; it is not a prediction of any market outcome.

How it's calculated

There is no single published "QT number." It is measured as the change in the central bank's securities holdings — not total assets, which can rise on emergency lending even while runoff continues. The Federal Reserve publishes its balance sheet weekly in the H.4.1 release ("Factors Affecting Reserve Balances"), showing Treasury and agency mortgage-backed securities holdings; the Bank of Canada publishes a weekly statement of assets and liabilities. The FOMC also announces monthly redemption caps — a maximum of maturing principal allowed to roll off each month, with anything above the cap reinvested. So the intended pace is announced; the realized pace is whatever the balance sheet shows.

Cross-border note. The Federal Reserve's runoff covers both US Treasuries and agency mortgage-backed securities, and the FOMC sets monthly redemption caps. The Bank of Canada has conducted QT by letting Government of Canada bonds mature rather than by selling them, disclosed in its weekly assets-and-liabilities statement. Canada also has no reserve requirements — the balances drained there are called settlement balances.

FAQ

Is QT the same as raising interest rates?
No — they are separate tools that often move together. The policy rate is a price: what banks pay to borrow overnight. QT is a quantity: how many bonds the central bank holds and how much cash exists in the system. A central bank can run QT while holding its policy rate steady, or cut rates while the balance sheet is still shrinking. Reading one as a proxy for the other is a common beginner mistake.
Does QT make bond prices fall?
Not mechanically. QT removes one large, price-insensitive buyer, so private investors must absorb more supply; in isolation that pushes prices down and yields up, since the two always move inversely. But bond prices respond to growth, inflation expectations and rate expectations at the same time, and those forces can pull the other way. QT is one input among many, not a determinant of any outcome.
How can I tell whether QT is happening?
The evidence is the central bank's own balance-sheet release rather than commentary, and the line to look at is the securities portfolio — not total assets, which can swell on emergency lending while runoff continues underneath. Falling securities holdings alongside announced redemption caps or sales indicate runoff is under way. This page deliberately quotes no current figures: balance-sheet totals change weekly, so any number printed here would go stale.
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