Level from quarterly Reports of Condition for U.S.-chartered commercial banks (forms FFIEC 031 or FFIEC 041). Series is calculated as the sum of: for FFIEC 031 reporters, schedule RC-H - Selected Balance Sheet Items for Domestic Offices, sum of Mortgage-backed securities MBS, Other MBS (include CMOs, REMICs, and stripped MBS ), All other MBS, sum of the amortized cost of held-to-maturity securities (series RCON1733) and a fraction of the fair value of available-for-sale securities (RCON1736), Other domestic debt securities (include domestic structured financial products and domestic asset-backed securities), sum of the amortized cost of held-to-maturity securities (RCONG397) and a fraction of the fair value of available-for-sale securities (RCONG398), and Foreign debt securities (include foreign structured financial products and foreign asset-backed securities), sum of the amortized cost of held-to-maturity securities (RCONG399) and a fraction of the fair value of available-for-sale securities (RCONG400); for FFIEC 041 reporters, schedule RC-B - Securities, Other residential mortgage-backed securities MBS (include CMOs, REMICs, and stripped MBS ), Collateralized by MBS issued or guaranteed by FNMA, FHLMC, or GNMA, sum of Held-to-maturity, Amortized cost (RCONG316), and Available-for-sale, Amortized cost (RCONG318), plus All other residential MBS sum of Held-to-maturity, Amortized cost (RCONG320), and Available-for-sale, Amortized cost (RCONG322), plus Other commercial MBS All other commercial MBS sum of Held-to-maturity, Amortized cost (RCONK154), and Available-for-sale, Amortized cost (RCONK156), and Asset-backed securities and structured financial products, sum of Held to maturity, Amortized cost (sum of RCONC026, RCONG336, RCONG340, and RCONG344), and Available for sale, Amortized cost (sum of RCONC989, RCONG338, RCONG342, and RCONG346), plus Other debt securities, sum of Held-to-maturity, Amortized cost (sum of RCON1737 and RCON1742), and Available-for-sale, Amortized cost (sum of RCON1739 and RCON1744); for both FFIEC 031 and FFIEC 041 reporters, schedule RC-D - Trading Assets and Liabilities, Other debt securities (sum of RCONG383, RCONG384, RCONG385, and RCONG386), and Other trading assets (RCON3541). The aforementioned fractions for the 031 reporters are calculated from schedule RC-B - Securities, as the ratios of amortized cost to fair value of available-for-sale securities for the respective categories: for all other MBS (sum of RCFDG318, RCFDG322 and RCFDK156 divided by the sum of RCFDG319, RCFDG323, and RCFDK157), for other domestic debt securities (sum of RCFD1739, RCFDG338, RCFDG342, RCFDG346, and RCFDC989 divided by the sum of RCFD1741, RCFDG339, RCFDG343, RCFDG347, and RCFDC027), and for foreign debt securities (RCFD1744 divided by RCFD1746). Unadjusted flow is the change in the level; data for the most recent ten years show no significant seasonality.
