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 Mortgage-backed securities, sum of columns Within 15 days, 16 days to 90 days, and 91 days to 1 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