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, column All less columns for maturities greater than one year. 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