Series analyzer for FU763063003.Q

U.S.-chartered depository institutions; corporate and foreign bonds; asset (Call Report)

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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 the book value level. Capital gains are computed as the change in the market value level, less transactions, less any other change in volume. Data for the most recent ten years show no significant seasonality. Book value level is calculated as the sum of: for FFIEC 031 reporters, schedule RC-H - Selected Balance Sheet Items for Domestic Offices, sum of Mortgage-backed securities MBS Other MBS (include CMOs REMICs and stripped MBS ), All other MBS sum of the amortized cost of held-to-maturity securities (series RCON1733) and a fraction of the fair value of available-for-sale securities (RCON1736), Other domestic debt securities (include domestic structured financial products and domestic asset-backed securities), sum of the amortized cost of held-to-maturity securities (RCONG397) and a fraction of the fair value of available-for-sale securities (RCONG398), and Foreign debt securities (include foreign structured financial products and foreign asset-backed securities), sum of the amortized cost of held-to-maturity securities (RCONG399) and a fraction of the fair value of available-for-sale securities (RCONG400) [The aforementioned fractions for the 031 reporters are calculated from schedule RC-B - Securities, as the ratios of amortized cost to fair value of available-for-sale securities for the respective categories: for all other MBS (sum of RCFDG318, RCFDG322 and RCFDK156 divided by the sum of RCFDG319, RCFDG323, and RCFDK157), for other domestic debt securities (sum of RCFD1739, RCFDC989, and RCFDHT60 divided by the sum of RCFD1741, RCFDC027, and RCFDHT61), and for foreign debt securities (RCFD1744 divided by RCFD1746).]; plus schedule RC-D - Trading Assets and Liabilities, Other debt securities, Structured financial products (series RCFDHT62), all other debt securities (series RCFDG386) less the all other debt securities share, estimated at 40 percent, of Total trading assets of foreign offices (RCFD3545 less RCON3545), and Other trading assets (RCFD3541) less the Other trading securities share, estimated at 25 percent, of Total trading assets at foreign offices; and for FFIEC 041 and FFIEC 051 reporters, schedule RC-B - Securities, Other residential mortgage-backed securities MBS (include CMOs REMICs and stripped MBS ), Collateralized by MBS issued or guaranteed by FNMA FHLMC or GNMA sum of Held-to-maturity, Amortized cost (RCONG316), and Available-for-sale, Amortized cost (RCONG318), plus All other residential MBS sum of Held-to-maturity, Amortized cost (RCONG320), and Available-for-sale, Amortized cost (RCONG322), plus Other commercial MBS All other commercial MBS sum of Held-to-maturity, Amortized cost (RCONK154), and Available-for-sale, Amortized cost (RCONK156), and Structured financial products, sum of Held to maturity, Amortized cost (RCONHT58), and Available for sale, Amortized cost (RCONHT60), plus Other debt securities, sum of Held-to-maturity, Amortized cost (sum of RCON1737 and RCON1742), and Available-for-sale, Amortized cost (sum of RCON1739 and RCON1744); plus schedule RC-D - Trading Assets and Liabilities, Other debt securities (sum of RCONHT62, and RCONG386), and Other trading assets (RCON3541).

Last edited on: 03/04/2019
Derived from:
FOF CodeDescription
+ FA763063003.QU.S.-chartered depository institutions; corporate and foreign bonds; asset (Call Report)
- FS763063003.QU.S.-chartered depository institutions; corporate and foreign bonds; asset (Call Report)

Used in:
FOF CodeDescription
+ FU763063005.QU.S.-chartered depository institutions, including IBFs; corporate and foreign bonds; asset
- FU763093005.QU.S.-chartered depository institutions, including IBFs; unidentified miscellaneous assets