Level is calculated as a share of total long term mutual fund US Government securities (FL653061003.Q). Agency share of US government securities from unpublished ICI data and estimated by linear interpolation for quarters with no data. Beginning in 2010:Q4, share is calculated based on security-level analysis of Center for Research in Security Prices' CRSP Survivor-Bias-Free U.S. Mutual Fund Database. Series includes variable annuity long term mutual funds. Capital gains estimated using the change in the Merrill Lynch Agency master par weighted price index; data for the most recent ten years show no significant seasonality.
Last edited on: 06/07/2016