Series analyzer for FU743061103.Q

Banks in U.S.-affiliated areas; Treasury 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 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. 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). 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 and obligations of U.S. government and states and political subdivisions in the U.S. (FORB6597). Capital gains are computed using the change in the Merrill Lynch AAA Treasury par weighted price index. 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
+ FA743061103.QBanks in U.S.-affiliated areas; Treasury securities; asset
- FS743061103.QBanks in U.S.-affiliated areas; Treasury securities; asset

Used in:
FOF CodeDescription
+ FU893061105.QAll sectors; Treasury securities; asset
+ FU703061105.QPrivate depository institutions; Treasury securities; asset
- FU743063005.QBanks in U.S.-affiliated areas; corporate and foreign bonds; asset
- FU743093005.QBanks in U.S.-affiliated areas; unidentified miscellaneous assets