Level from quarterly Report of Assets and Liabilities of U.S. Branches and Agencies of Foreign Banks (form FFIEC 002), schedule RAL - Assets and Liabilities, U.S. Treasury securities (series RCFD0260) plus 75 percent of U.S. Treasury and Agency securities held as trading assets (series RCFDK479 less RCFNK479); and from the Consolidated Report of Condition and Income for Edge and Agreement Corporations (form FR 2886b), sum of 75 percent of schedule RC-B - Securities, Securities of all governments and official institutions, sum of held-to-maturity and available-for-sale at amortized cost (series RCFDA200 and RCFDA202) and schedule RC - Balance Sheet, a percentage of domestic Trading assets (series RCFD3545 less RCFN3545) less 75 percent of Securities (IBF only) (series RCFN0385). The aforementioned percentage is calculated from schedule RC-D - Trading Assets and Liabilities, as the ratio of U.S. Treasury securities (RCFD3531) to Total trading assets (RCFD3545). Unadjusted flow is the change in the level; data for the most recent ten years show no significant seasonality.
