Level from FHLBs Combined Statements of Condition, Note 3 - Trading Securities, Government-sponsored enterprises; plus Mortgage-backed securities, Government-sponsored enterprises and Other U.S. obligations; plus Note 4 - Available-for-Sale Securities, Government-sponsored enterprises, column Fair Value; plus Mortgage-backed securities, Government-sponsored enterprises, column Fair Value; plus Note 5 - Held-to-Maturity Securities, Government-sponsored enterprises, Other U.S. obligations, and Mortgage-backed securities, Government-sponsored enterprises and Other U.S. obligations, column Fair Value. Transactions are calculated as the change in the corresponding book value. Data for the most recent ten years show no significant seasonality. Before 2008:Q2, levels reported at book value.
Last edited on: 03/08/2021