Series analyzer for FU743061703.Q

Banks in U.S.-affiliated areas; agency- and GSE-backed 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, FFIEC 041 and FFIEC 051). Series is calculated as the sum of: for FFIEC 031 reporters, schedule RC-H - Selected Balance Sheet Items for Domestic Offices, U.S. government agency obligations (exclude mortgage-backed securities), sum of the amortized cost of held-to-maturity securities (series RCON8492) and a fraction of the fair value of available-for-sale securities (RCON8495), where the fraction is calculated from schedule RC-B - Securities, U.S. Government agency and sponsored obligations (exclude mortgage-backed securities), Available-for-sale, the ratio of Amortized cost to Fair Value (RCFDHT52 divided by RCFDHT53); plus Schedule RC-H - Selected Balance Sheet Items for Domestic Offices, Other mortgage-backed securities (include CMOs REMICs and stripped MBS ), Issued or guaranteed by FNMA FHLMC or GNMA sum of amortized cost of held-to-maturity securities (RCONG393) and a fraction of the fair value of available-for-sale securities (RCONG394), where the fraction is calculated from schedule RC-B - Securities, Other (residential and commercial) mortgage-backed securities (include CMOs REMICs and stripped MBS ), Issued or guaranteed by FNMA FHLMC or GNMA Available-for-sale, the ratio of Amortized cost to Fair Value (the sum of RCFDG314 and RCFDK152 divided by the sum of RCFDG315 and RCFDK153); plus schedule RC-H - Selected Balance Sheet Items for Domestic Offices, Mortgage-backed securities MBS Pass-through securities issued or guaranteed by FNMA FHLMC or GNMA sum of the amortized cost of held-to-maturity securities (series RCONG389) and a fraction of the fair value of available-for-sale securities (RCONG390), where the fraction is calculated from schedule RC-B - Securities, Mortgage-backed securities, (Residential and commercial) mortgage pass-through securities guaranteed by GNMA or Issued by FNMA and FHLMC Available-for-sale, as the ratio of Amortized cost to Fair Value (sum of RCFDG302, RCFDG306 and RCFDK144 divided by sum of RCFDG303, RCFDG307, and RCFDK145); plus schedule RC-D - Trading Assets and Liabilities, sum of U.S. government agency obligations (exclude mortgage-backed securities) (RCFD3532), Mortgage-backed securities, Other residential MBS issued or guaranteed by FNMA FHLMC or GNMA (include CMOs REMICs and stripped MBS)(RCFDG380), Mortgage-backed securities, Residential mortgage pass-through securities issued or guaranteed by FNMA FHLMC or GNMA (RCFDG379), and Commercial MBS issued or guaranteed by FNMA FHLMC or GNMA (RCFDK197); for FFIEC 041 and FFIEC 051 reporters, schedule RC-B - Securities, sum of U.S. government agency and sponsored obligations (exclude mortgage-backed securities), sum of Held-to-maturity, Amortized cost (RCONHT50), and Available-for-sale, Amortized cost (RCONHT52), Other residential mortgage-backed securities (include CMOs REMICs and stripped MBS ), Issued or guaranteed by FNMA FHLMC or GNMA sum of Held-to-maturity, Amortized cost (RCONG312), and Available-for-sale, Amortized cost (RCONG314), Mortgage-backed securities MBS Residential pass-through securities, sum of Guaranteed by GNMA sum of Held-to-maturity, Amortized cost (RCONG300), and Available-for-sale, Amortized cost (RCONG302), and Issued by FNMA and FHLMC sum of Held-to-maturity, Amortized cost (RCONG304), and Available-for-sale, Amortized cost (RCONG306), Commercial mortgage pass-through securities, Issued or guaranteed by FNMA FHLMC or GNMA sum of Held-to-maturity, Amortized cost (RCONK142), and Available-for-sale, Amortized cost (RCONK144), and Other commercial MBS Issued or guaranteed by FNMA FHLMC or GNMA sum of Held-to-maturity, Amortized cost (RCONK150), and Available-for-sale, Amortized cost (RCONK152); plus, schedule RC-D - Trading Assets and Liabilities, sum of U.S. government agency obligations (exclude mortgage-backed securities) (RCON3532), Mortgage-backed securities, Other residential MBS issued or guaranteed by FNMA FHLMC or GNMA (include CMOs REMICs and stripped MBS)(RCONG380), Mortgage-backed securities, Residential mortgage pass-through securities issued or guaranteed by FNMA FHLMC or GNMA (RCONG379), and Commercial MBS issued or guaranteed by FNMA FHLMC or GNMA (RCONK197). Capital gains are computed using the change in the Merrill Lynch AAA Agency 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
+ FA743061703.QBanks in U.S.-affiliated areas; agency- and GSE-backed securities; asset
- FS743061703.QBanks in U.S.-affiliated areas; agency- and GSE-backed securities; asset

Used in:
FOF CodeDescription
- FU743063005.QBanks in U.S.-affiliated areas; corporate and foreign bonds; asset
+ FU703061705.QPrivate depository institutions; agency- and GSE-backed securities; asset
- FU743093005.QBanks in U.S.-affiliated areas; unidentified miscellaneous assets