Beginning in 2010:Q1, market value level estimated by FR Board, CF, on the basis of data from quinquennial benchmark surveys and monthly surveys of a sample of finance companies conducted by FR Board . Series is shown in Finance Company Quarterly Report, Assets, Securities. Before 2010:Q1, level estimated as percent of Finance Company Quarterly Report, All other assets. The percent is calculated from the Domestic Finance Company Report of Consolidated Assets and Liabilities (form FR2248) as the fraction of Other assets and accounts and notes receivable that is Securities. Revaluations are calculated as the previous quarter's level multiplied by the percent change in the Merrill Lynch U.S. Corporate Master par weighted price (series U0A0) obtained from Bloomberg; unadjusted transactions are the change in the level less revaluations. Data for the most recent ten years show no significant seasonality.
Last edited on: 03/04/2019