Level from Fannie Mae, table on Trading Securities, Non-mortgage-related securities, U.S. Treasury securities, column Fair value. From 2008:Q2, revaluations calculated using PC073161103, with transactions calculated as the change in the implied book value; data for the latest ten years show no significant seasonality. Before 2008:Q2, unadjusted transactions are the change in the level.
Last edited on: 03/08/2021