Series analyzer for LM713061703.Q

Monetary authority; agency- and GSE-backed securities other than MBS; asset

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Beginning in 2012:Q1, market value levels calculated as the fair value from Federal Reserve Banks Combined Quarterly Financial Report, table 2 Domestic SOMA portfolio holdings, GSE debt securities. Transactions calculated as the difference in amortized cost from Federal Reserve Banks Combined Quarterly Financial Report, table 2 Domestic SOMA portfolio holdings, GSE debt securities. Capital gains calculated as change in level less transactions less other changes in volume. Prior to 2012:Q1, level calculated from the H.4.1 Federal Reserve statistical release, table 5 Consolidated Statement of Condition of All Federal Reserve Banks, Securities held outright, Mortgage-backed securities. Data for the most recent ten years show no significant seasonality.seasonality.

Shown on: L.109 Line 17
Derived from:
FOF CodeDescription
+ FL713061703.QMonetary authority; agency- and GSE-backed securities other than MBS; asset