Table Data - Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks
| Title | Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks |
|---|---|
| Series ID | H8B1301NCBCQG |
| Source | Board of Governors of the Federal Reserve System (US) |
| Release | H.8 Assets and Liabilities of Commercial Banks in the United States |
| Seasonal Adjustment | Seasonally Adjusted |
| Frequency | Quarterly |
| Units | Percent Change at Annual Rate |
| Date Range | 2009-10-01 to 2024-07-01 |
| Last Updated | 2024-10-11 3:21 PM CDT |
| Notes | These series are break adjusted. The percent changes are at a simple annual rate and have been adjusted to remove (i) the effects of nonbank structure activity of $5 billion or more and (ii) the estimated effects of the initial consolidation of certain variable interest entities (FIN 46) and off-balance-sheet vehicles (FAS 166/167). Information about these adjustments is documented in the H.8 Notes in the Data section (http://www.federalreserve.gov/releases/h8/h8notes.htm) of the H.8 Assets and Liabilities of Commercial Banks in the United States release from the Board of Governors. To make the current and past levels comparable, a ratio procedure is used to adjust past levels. For example, if on December 31, 2008, real estate loans at large banks increased by 1 percent because a large bank acquired a nonbank during that week, the levels for real estate loans at large banks for all weeks prior to December 31, 2008, would be increased by 1 percent and then the percent changes would be calculated using those adjusted levels. These quarterly percent changes are calculated from quarterly levels, rounded to the nearest $100 million, based on the average of the three monthly levels in each quarter. |
| DATE | VALUE |
|---|---|
| 2009-10-01 | 9.5 |
| 2010-01-01 | 2.8 |
| 2010-04-01 | -1.0 |
| 2010-07-01 | 16.5 |
| 2010-10-01 | 19.0 |
| 2011-01-01 | 1.0 |
| 2011-04-01 | 12.5 |
| 2011-07-01 | 12.9 |
| 2011-10-01 | 15.5 |
| 2012-01-01 | 16.0 |
| 2012-04-01 | 11.4 |
| 2012-07-01 | 2.6 |
| 2012-10-01 | -4.4 |
| 2013-01-01 | -1.4 |
| 2013-04-01 | -3.4 |
| 2013-07-01 | -8.8 |
| 2013-10-01 | -3.9 |
| 2014-01-01 | 3.5 |
| 2014-04-01 | 2.2 |
| 2014-07-01 | 4.8 |
| 2014-10-01 | 8.0 |
| 2015-01-01 | 13.3 |
| 2015-04-01 | 11.6 |
| 2015-07-01 | 8.4 |
| 2015-10-01 | 10.8 |
| 2016-01-01 | 5.6 |
| 2016-04-01 | 7.4 |
| 2016-07-01 | 9.9 |
| 2016-10-01 | 9.7 |
| 2017-01-01 | 4.8 |
| 2017-04-01 | 7.1 |
| 2017-07-01 | 9.5 |
| 2017-10-01 | 4.2 |
| 2018-01-01 | -3.2 |
| 2018-04-01 | 2.0 |
| 2018-07-01 | 4.5 |
| 2018-10-01 | 4.4 |
| 2019-01-01 | 13.4 |
| 2019-04-01 | 10.9 |
| 2019-07-01 | 10.4 |
| 2019-10-01 | 11.7 |
| 2020-01-01 | 8.2 |
| 2020-04-01 | 17.9 |
| 2020-07-01 | 16.8 |
| 2020-10-01 | 27.4 |
| 2021-01-01 | 26.7 |
| 2021-04-01 | 21.3 |
| 2021-07-01 | 12.4 |
| 2021-10-01 | 8.6 |
| 2022-01-01 | 0.9 |
| 2022-04-01 | -8.3 |
| 2022-07-01 | -5.1 |
| 2022-10-01 | -10.3 |
| 2023-01-01 | -6.5 |
| 2023-04-01 | -4.7 |
| 2023-07-01 | -4.6 |
| 2023-10-01 | -5.5 |
| 2024-01-01 | 5.1 |
| 2024-04-01 | 1.9 |
| 2024-07-01 | 10.3 |
