Series analyzer for FA763062000.Q

U.S.-chartered depository institutions; municipal 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 obligations of loan obligations of states and political subdivisions in the U.S. and a portion of other loans (schedule RC-C) ; plus an estimate of domestic trading securities (schedule RC-D). Transactions are calculated as the change in the book value level. Capital gains are computed as the change in the market value level, less transactions, less any other change 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, Securities issued by states and political subdivisions in the US, sum of the amortized cost of held-to-maturity securities (series RCON8496) and a fraction of the fair value of available-for-sale securities (RCON8499), where the fraction is calculated from schedule RC-B - Securities, Securities issued by states and political subdivisions in the U.S., Available-for-sale, the ratio of Amortized cost to Fair Value (RCFD8498 divided RCFD8499); for both FFIEC 031 and FFIEC 041 reporters, schedule RC-D - Trading Assets and Liabilities, Securities issued by states and political subdivisions in the U.S. (series RCON3533); schedule RC-C - Loans and Lease Financing Receivables, Obligations (other than securities and leases) of states and political subdivisions in the U.S. (series RCON2107); plus schedule RC-D - Trading Assets and Liabilities, Securities issued by states and political subdivisions in the U.S. (series RCFD3533, note all is assumed to be at domestic offices), and a percentage of, Memoranda, Unpaid principal balance of other loans measured at fair value less the other loans share, estimate at 5 percent, of Total trading assets at foreign offices (series RCFDF636, less 5 percent of the difference of RCFD3545 and RCON3545); and for FFIEC 041 and FFIEC 051 reporters, schedule RC-B - Securities, Securities issued by states and political subdivisions in the U.S., sum of Held-to-maturity, Amortized cost (series RCON8496), and Available-for-sale, Amortized cost (RCON8498); plus schedule RC-C - Loans and Lease Financing Receivables, Obligations (other than securities and leases) of states and political subdivisions in the U.S. (series RCON2107); less a market to book value adjustment on loans that were reported at fair value calculated as a percentage of the difference between Memoranda, Other loans measured at fair value (series RCONF589) and the Unpaid principal balance of other loans measured at fair value (series RCONF601); plus schedule RC-D - Trading Assets and Liabilities, Securities issued by states and political subdivisions in the U.S. (series RCON3533), and a percentage of, Memoranda, Unpaid principal balance of other loans measured at fair value (series RCONF636). The aforementioned percentage is calculated from schedule RC-C - Loans and Lease Financing Receivables as the ratio of Obligations (other than securities and leases) of states and political subdivisions in the U.S. (series RCON2107) to the sum of Loans to depository institutions and acceptances of other banks (series RCON1288), Loans to finance agricultural production and other loans to farmers (series RCON1590), Loans to foreign governments and official institutions (including foreign central banks) (series RCON2081), Obligations (other than securities and leases) of states and political subdivisions in the U.S. (series RCON2107), and Other loans (series RCON1563).

Last edited on: 03/04/2019
Shown on: F.111 Line 16, F.212 Line 12
Derived from:
FOF CodeDescription
+ FU763062000.QU.S.-chartered depository institutions; municipal securities; asset
+ FS763062000.QU.S.-chartered depository institutions; municipal securities; asset

Used in:
FOF CodeDescription
- FA153062005.QHouseholds and nonprofit organizations; municipal securities; asset
+ FA703062005.QPrivate depository institutions; municipal securities; asset
- FA763093005.QU.S.-chartered depository institutions, including IBFs; unidentified miscellaneous assets
+ FA764022005.QU.S.-chartered depository institutions; debt securities; asset