Beginning 1990:Q3, market value level from FR Board FR Y-9LP report, schedule PC, U.S. Treasury securities (BHCP0400); plus, beginning 1990:Q4, a fraction of FR Board FR Y-9SP report, schedule SC, Securities (BHSP0390) where the fraction is calculated from FR Board FR Y-9LP report as the ratio of U.S. Treasury Securities to Total Securities (BHCP0400 divided by the sum of BHCP0400, BHCP6791, BHCP1299, and BHCP0277); plus, beginning 2012:Q1, a fraction of FR Board FR 2320 report, (column A) Parent Only, Cash, Deposits, and Investment Securities (series SLHP0658) where the fraction is calculated from FR Board FR Y-9LP report as the ratio of U.S Treasury securities to the sum of Balances with unrelated depository institutions, total Securities, and Securities purchased under agreements to resell (BHCP0400 divided by the sum of BHCP0010, BHCP0400, BHCP6791, BHCP1299, and BHCP0277). Prior to 1990:Q3, level calculated as 8 percent of FR Board FR Y-9LP report, schedule PC, Securities (BCHP0390). Capital gains are computed using the change in the Merrill Lynch AAA Treasury par weighted price index. Transactions are calculated as the change in the market value level less capital gains less any other volume changes. Data for the most recent ten years show no significant seasonality.
Last edited on: 02/28/2019