Table Data - Valuation Change on Foreign Portfolio Holdings of U.S. Long-Term Agency Bonds: U.S. Asset-Backed Securities Held by Foreign Officials

Title Valuation Change on Foreign Portfolio Holdings of U.S. Long-Term Agency Bonds: U.S. Asset-Backed Securities Held by Foreign Officials
Series ID FORLTAGCYVALCHG89992
Source U.S. Department of the Treasury. Treasury International Capital, Board of Governors of the Federal Reserve System (US), Federal Reserve Bank of New York
Release Treasury International Capital: Continuous Securities Long Term (SLT) (Not a Press Release)
Seasonal Adjustment Not Seasonally Adjusted
Frequency Monthly
Units Billions of Dollars
Date Range 2023-02-01 to 2026-03-01
Last Updated 2026-05-19 5:57 PM CDT
Notes This series reports changes in the value of foreign investor holdings of U.S. agency bonds that are due to price. U.S. agencies include Fannie Mae, Freddie Mac, and Ginnie Mae.

It reports U.S. asset-backed bonds, both mortgage-backed securities and all other asset-backed securities held by foreign official investors.

This series is a component of balance of payments accounting which decomposes the change in securities position into net purchases, valuation change, and residual other changes (not included).

This series is a combination of data reported on the Treasury International Capital (TIC) SLT form (securities long-term, those with an original maturity greater than one year) and staff estimates of the Federal Reserve Board of Governors, detailed in https://doi.org/10.17016/2380-7172.4084.

The Treasury International Capital (TIC) system collects U.S. cross-border investment between the United States and the rest of the world. TIC data are reported based on the counterparty's country of legal residence. TIC data underlie the cross-border securities portions of the Bureau for Economic Analysis's (BEA's) International Investment Position (IIP) and Balance of Payments (BOP) statistics.
DATE VALUE
2023-02-01 -19880
2023-03-01 7580
2023-04-01 1521
2023-05-01 -8634
2023-06-01 -6812
2023-07-01 -5237
2023-08-01 -9975
2023-09-01 -22718
2023-10-01 -18982
2023-11-01 26958
2023-12-01 24133
2024-01-01 -7231
2024-02-01 -15459
2024-03-01 2418
2024-04-01 -23243
2024-05-01 6839
2024-06-01 4181
2024-07-01 10210
2024-08-01 6196
2024-09-01 2834
2024-10-01 -21455
2024-11-01 3356
2024-12-01 -14160
2025-01-01 -996
2025-02-01 11297
2025-03-01 -2953
2025-04-01 -3107
2025-05-01 -9386
2025-06-01 6127
2025-07-01 -5723
2025-08-01 4773
2025-09-01 2752
2025-10-01 727
2025-11-01 -577
2025-12-01 -3796
2026-01-01 -1036
2026-02-01 5958
2026-03-01 -13318

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