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SOMA's Unrealized Loss: What does it mean? Accessible Data

Figure 1: 10-year Treasury Yield and SOMA Unrealized Gain/Loss Position

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Date Unrealized Gain/Loss (Billions of dollars) 10-year Treasury yield (Percent)
12/31/2011 219.916 1.89
3/31/2012 177.234 2.23
6/30/2012 239.933 1.67
9/30/2012 247.81 1.65
12/31/2012 214.321 1.78
3/31/2013 184.498 1.87
6/30/2013 34.843 2.52
9/30/2013 24.743 2.64
12/31/2013 -53.272 3.04
3/31/2014 13.563 2.73
6/30/2014 90.607 2.53
9/30/2014 80.678 2.52
12/31/2014 174.022 2.17
3/31/2015 225.272 1.94
6/30/2015 108.358 2.35
9/30/2015 165.233 2.06
12/31/2015 106.457 2.27
3/31/2016 219.258 1.78
6/30/2016 282.139 1.49
9/30/2016 258.068 1.6
12/31/2016 66.559 2.45
3/31/2017 68.899 2.4
6/30/2017 90.887 2.31
9/30/2017 94.242 2.33
12/31/2017 80.124 2.4
3/31/2018 -0.462 2.74

Source: Federal Reserve, H.15 Select Interest Rates, https://www.federalreserve.gov/releases/h15/; Federal Reserve, Federal Reserve Banks Combined Quarterly Financial Report and Federal Reserve Banks Combined Financial Statements.

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Last Update: August 13, 2018