Series analyzer for FL744022003.Q

Banks in U.S.-affiliated areas; debt securities; asset

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For banks located in U.S.-affiliated areas; market value level from quarterly Reports of Condition for U.S.-chartered Commercial Banks (forms FFIEC 031, FFIEC 041 and FFIEC 051) Series calculated as sum of: for FFIEC 031 reporters, schedule RC-H, Selected Balance Sheet Items for Domestic Offices, sum of Total amortized cost of held-to-maturity securities (series RCON1754) and a fraction of the Total fair value of available-for-sale securities (series RCON1773), where the fraction is calculated from schedule RC-B - Securities, as the ratio of the amortized cost to fair value of Total available-for-sale securities (RCFD1772 divided by RCFD1773); 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); plus schedule RC-D - Trading Assets and Liabilities, Securities adjusted for the estimated share of trading securities held at foreign offices [sum of: RCFD3534, RCFD3533, RCFDG379, RCFDG380, RCFDG381, RCFDK197, RCFDK198, RCFDHT652, RCFD351 less an adjustment of 3 percent of the difference of RCFD3545 and RCON3545, RCFDG386 less an adjustment of 40 percent of the difference of RCFD3545 and RCON3545, RCFD3541 less an adjustment of 25 percent of the difference of RCFD3545 and RCON3545]; 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 adjusted for the loans share estimated to be held at foreign offices(series RCONF636 less 5 percent of the difference of RCFD3545 and RCON3545); for FFIEC 041 and FFIEC 051 reporters, schedule RC-B - Securities, sum of Total held-to-maturity and available-for-sale securities at amortized cost (series RCON1754 and RCON1772); 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); plus schedule RC-D - Trading Assets and Liabilities, Securities (sum of RCON3531, RCON3532, RCON3533, RCONG379, RCONG380, RCONG381, RCONK197, RCONK198, RCONG383, RCONG384, RCONG385, RCONG386, and a percentage of RCONF636); 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); and, for banks with average trading assets less the $2 million, schedule RC- Balance Sheet, Trading assets (series RCON3545). 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). For branches of U.S. banks located in U.S.-affiliated areas, quarterly level for significant branches (those with total assets of at least $2 billion or total gross commitments to purchase foreign currencies and U.S. dollar exchange of at least $5 billion) and year-end level for other branches (those with total assets in excess of $250 million) from the Foreign Branch Report of Condition (form FFIEC 030), Securities (sum of FORB6597 and FORB0423). Capital gains are computed as the sum of FR743061103, FR743061703, FR743062003, and FR743063005. Transactions are calculated as the change in market value level less capital gains less any other volume changes. Data for the most recent ten years show no significant seasonality.

Last edited on: 02/28/2019
Derived from:
FOF CodeDescription
+ FL744022003.QBanks in U.S.-affiliated areas; debt securities; asset
+ FU744022003.QBanks in U.S.-affiliated areas; debt securities; asset
+ FR744022003.QBanks in U.S.-affiliated areas; debt securities; asset
+ FV744022003.QBanks in U.S.-affiliated areas; debt securities; asset

Used in:
FOF CodeDescription
+ FL744004005.QBanks in U.S.-affiliated areas; debt securities and loans; asset
+ LM744022003.QBanks in U.S.-affiliated areas; debt securities; asset
+ FL704022005.QPrivate depository institutions; debt securities; asset
+ FL743063005.QBanks in U.S.-affiliated areas; corporate and foreign bonds; asset