Series analyzer for LM713061903.Q

Monetary authority; agency mortgage-backed securities; 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, Federal agency and GSE MBS Transactions calculated as the difference in amortized cost from Federal Reserve Banks Combined Quarterly Financial Report, table 2 Domestic SOMA portfolio holdings, Federal agency and GSE MBS 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.

Shown on: L.109 Line 16
Derived from:
FOF CodeDescription
+ FL713061903.QMonetary authority; agency mortgage-backed securities; asset