Unadjusted transactions are calculated as the change in book value level from the H.4.1 Federal Reserve statistical release, table 5 Consolidated Statement of Condition of All Federal Reserve Banks, sum of Capital paid in, Surplus, and Other capital accounts. While data is released weekly (Wednesday), we use only quarter end dates. Levels are calculated as the previous level, plus transactions, plus revaluations ( FR714022005 ). Market value levels begin 2012:Q1. Data for the most recent ten years show no significant seasonality.
Last edited on: 05/21/2019