Series analyzer for FA763061100.Q

U.S.-chartered depository institutions; Treasury securities; asset

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Data Source

Data from quarterly Reports of Condition for U.S.-chartered depository institutions (forms FFIEC 031, FFIEC 041 and FFIEC 051). Beginning 2012:Q1, market value level estimated as the consolidated market value held to maturity securities (schedule RC-B) multiplied by the ratio of book value domestic held to maturity securities (schedule RC-H) to consolidated book value held to maturity securities (schedule RC-B); plus an appropriate share of domestic market value available for sale securities (schedule RC-H); plus an estimate of domestic trading securities (schedule RC-D). Transactions are calculated as the change in book value level. Capital gains are computed as the change in the market value level, less transactions, less any other changes in volume. Seasonally adjusted transactions are obtained using X-13-ARIMA procedure. Book value level is calculated as the sum of: for FFIEC 031 reporters, schedule RC-H - Selected Balance Sheet Items for Domestic Offices, U.S. Treasury securities, sum of the amortized cost of held-to-maturity securities (series RCON0211) and a fraction of the fair value of available-for-sale securities (series RCON1287), where the fraction is calculated from schedule RC-B - Securities, U.S. Treasury Securities, Available-for-sale, the ratio of Amortized cost to Fair Value (RCFD1286 divided by RCFD1287); plus schedule RC-D - Trading Assets and Liabilities, U.S. Treasury securities (series RCFD3531) less the U.S. Treasury securities share, estimated at 3 percent, of Total trading assets at foreign offices (RCFD3545 less RCON3545); and for FFIEC 041 and FFIEC 051 reporters, schedule RC-B - Securities, U.S. Treasury securities, sum of Held-to-maturity, Amortized cost (series RCON0211), and Available-for-sale, Amortized cost (series RCON1286); plus schedule RC-D - Trading Assets and Liabilities, U.S. Treasury securities (series RCON3531); and, for banks with average trading assets less than $2 million, schedule RC- Balance Sheet, Trading assets (series RCON3545).

Last edited on: 03/04/2019
Shown on: F.111 Line 9, F.210 Line 25
Derived from:
FOF CodeDescription
+ FU763061100.QU.S.-chartered depository institutions; Treasury securities; asset
+ FS763061100.QU.S.-chartered depository institutions; Treasury securities; asset

Used in:
FOF CodeDescription
+ FA703061105.QPrivate depository institutions; Treasury securities; asset
+ FA893061105.QAll sectors; Treasury securities; asset
+ FA764022005.QU.S.-chartered depository institutions; debt securities; asset
- FA763093005.QU.S.-chartered depository institutions, including IBFs; unidentified miscellaneous assets