Level calculated from the H.4.1 Federal Reserve statistical release, table 2 Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilties, as Federal agency debt securities, sum of columns Over 1 year to 5 years, Over 5 years to 10 years, and Over 10 years. While data is released weekly (Wednesday), we use only quarter end dates. Transactions are calculated as the change in level. Data for the most recent ten years show no significant seasonality.
Last edited on: 10/19/2012