Revaluations are calculated by the FOF section as the residual difference between revaluations on outstanding agency- and GSE-backed securities and total holdings of agency- and GSE-backed securities. Beginning 1996:Q4, this residual calculation includes estimated revaluations on household and nonprofit organizations sector holdings of agency- and GSE-backed securities, based on the Merrill Lynch AAA Agency market price index. Levels are calculated as the previous level plus the revaluation. Series has no transactions.
Last edited on: 02/22/2019