Beginning 1990:Q3, level from FR Board FR Y-9LP report, schedule PC, Securities purchased under agreements to resell (BHCP0277); plus, beginning 1990:Q4, a fraction of FR Board FR Y-9SP report, schedule SC, Securities (BHSP0390) where the fraction is calculated from FR Board FR Y-9LP report as the ratio of Securities purchased under agreements to resell to Total Securities (BHCP0277 divided by the sum of BHCP0400, BHCP6791, BHCP1299, and BHCP0277); plus, beginning 2012:Q1, a fraction of FR Board FR 2320 report, (column A) Parent Only, Cash, Deposits, and Investment Securities (SLHP0658) where the fraction is calculated from FR Board FR Y-9LP report as the ratio of Securities purchased under agreements to resell divided by the sum of Balances with unrelated depository institutions, total Securities, and Securities purchased under agreements to resell (BHCP0277 divided by the sum of BHCP0100, BHCP0400, BHCP6791, BHCP1299, and BHCP0277). Transactions are calculated as the change in level. Data for the most recent ten years show no significant seasonality.
Last edited on: 09/14/2018