Board of Governors of the Federal Reserve System

Financial Accounts Guide

Series analyzer for FL743061703.Q

Banks in U.S.-affiliated areas; agency- and GSE-backed securities; asset

Data Source

For banks located in U.S.-affiliated areas, level from quarterly Reports of Condition for U.S.-chartered depository institutions (forms FFIEC 031 and FFIEC 041). Series is calculated as the sum of: for FFIEC 031 reporters, schedule RC-H - Selected Balance Sheet Items for Domestic Offices, U.S. government agency obligations (exclude mortgage-backed securities), sum of the amortized cost of held-to-maturity securities (series RCON8492) and a fraction of the fair value of available-for-sale securities (RCON8495), where the fraction is calculated from schedule RC-B - Securities, U.S. Government agency obligations (exclude mortgage-backed securities), Available-for-sale, the ratio of Amortized cost to Fair Value (sum of RCFD1291 and RCFD1297 divided by sum of RCFD1293 and RCFD1298); plus Schedule RC-H - Selected Balance Sheet Items for Domestic Offices, Other mortgage-backed securities (include CMOs, REMICs, and stripped MBS ), Issued or guaranteed by FNMA, FHLMC, or GNMA, sum of amortized cost of held-to-maturity securities (RCONG393) and a fraction of the fair value of available-for-sale securities (RCONG394), where the fraction is calculated from schedule RC-B - Securities, Other (residential and commercial) mortgage-backed securities (include CMOs, REMICs, and stripped MBS ), Issued or guaranteed by FNMA, FHLMC, or GNMA, Available-for-sale, the ratio of Amortized cost to Fair Value (the sum of RCFDG314 and RCFDK152 divided by the sum of RCFDG315 and RCFDK153); plus schedule RC-H - Selected Balance Sheet Items for Domestic Offices, Mortgage-backed securities MBS, Pass-through securities issued or guaranteed by FNMA, FHLMC, or GNMA, sum of the amortized cost of held-to-maturity securities (series RCONG389) and a fraction of the fair value of available-for-sale securities (RCONG390), where the fraction is calculated from schedule RC-B - Securities, Mortgage-backed securities, (Residential and commercial) mortgage pass-through securities guaranteed by GNMA or Issued by FNMA and FHLMC Available-for-sale, as the ratio of Amortized cost to Fair Value (sum of RCFDG302, RCFDG306 and RCFDK144 divided by sum of RCFDG303, RCFDG307, and RCFDK145); for FFIEC 041 reporters, schedule RC-B - Securities, sum of U.S. government agency obligations (exclude mortgage-backed securities), sum of Held-to-maturity, Amortized cost (sum of RCON1289 and RCON1294), and Available-for-sale, Amortized cost (sum of RCON1291 and RCON1297), Other residential mortgage-backed securities (include CMOs, REMICs, and stripped MBS ), Issued or guaranteed by FNMA, FHLMC, or GNMA, sum of Held-to-maturity, Amortized cost (RCONG312), and Available-for-sale, Amortized cost (RCONG314), Mortgage-backed securities MBS, Residential pass-through securities, sum of Guaranteed by GNMA, sum of Held-to-maturity, Amortized cost (RCONG300), and Available-for-sale, Amortized cost (RCONG302), and Issued by FNMA and FHLMC, sum of Held-to-maturity, Amortized cost (RCONG304), and Available-for-sale, Amortized cost (RCONG306), Commercial mortgage pass-through securities, Issued or guaranteed by FNMA, FHLMC, or GNMA sum of Held-to-maturity, Amortized cost (RCONK142), and Available-for-sale, Amortized cost (RCONK144), and Other commercial MBS Issued or guaranteed by FNMA, FHLMC, or GNMA sum of Held-to-maturity, Amortized cost (RCONK150), and Available-for-sale, Amortized cost (RCONK152); for both FFIEC 031 and FFIEC 041 reporters, schedule RC-D - Trading Assets and Liabilities, sum of U.S. government agency obligations (exclude mortgage-backed securities) (RCON3532), Mortgage-backed securities, Other residential MBS issued or guaranteed by FNMA, FHLMC, or GNMA (include CMOs, REMICs, and stripped MBS (RCONG380), Mortgage-backed securities, Residential mortgage pass-through securities issued or guaranteed by FNMA, FHLMC, or GNMA (RCONG379), and Commercial MBS issued or guaranteed by FNMA, FHLMC, or GNMA (RCONK197). Unadjusted flow is the change in the level; data for the most recent ten years show no significant seasonality.

Shown on: L.112 Line 4, L.210 Line 14
Derived from:
FOF CodeDescription
+ FL743061703.QBanks in U.S.-affiliated areas; agency- and GSE-backed securities; asset
+ FU743061703.QBanks in U.S.-affiliated areas; agency- and GSE-backed securities; asset
+ FR743061703.QBanks in U.S.-affiliated areas; agency- and GSE-backed securities; asset
+ FV743061703.QBanks in U.S.-affiliated areas; agency- and GSE-backed securities; asset

Used in:
FOF CodeDescription
+ FL743061005.QBanks in U.S.-affiliated areas; total U.S. government securities; asset
+ FL793061705.QFinancial business; agency- and GSE-backed securities; asset
+ FL793061005.QFinancial business; total U.S. government securities; asset
+ FL703061705.QPrivate depository institutions; agency- and GSE-backed securities; asset
Last update: March 6, 2014