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FED MBS Holdings


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#1 MaryAM

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Posted 13 December 2018 - 10:24 AM

Question  - are these revalued to reflect market value or simple reported at the value of the initial purchase contracts.  If the latter, at some point won't the FED have to value them at market value.

 

https://fred.stlouis.../series/WSHOMCB

 

just asking

 

 



#2 Data

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Posted 13 December 2018 - 10:29 AM

They report the unamortized premiums/discounts on bonds in H4.1.

 

https://www.federalr...es/h41/current/



#3 MaryAM

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Posted 13 December 2018 - 10:36 AM

In other words, the total value reported could be highly inflated over current market value.