Level from the H.4.1 Federal Reserve statistical release, table 7 Information on Principal Accounts of Commercial Paper Funding Facility LLC, sum of Outstanding principal amount of loan extended by the Federal Reserve Bank of New York, and Accrued interest payable to the Federal Reserve Bank of New York. While data is released weekly (Wednesday), we use only quarter end dates. Unadjusted flow is the change in the level; data for the most recent ten years show no significant seasonality. Series was zero before 2008:Q4 and after 2010:Q1.
Last edited on: 11/29/2011