Series analyzer for LM753063003.Q

Foreign banking offices in the U.S.; corporate and foreign bonds; asset

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Market value level from quarterly Report of Assets and Liabilities of U.S. Branches and Agencies of Foreign Banks (form FFIEC 002), schedule RAL - Assets and Liabilities, Other bonds, notes, debentures, and corporate stock (including state and local securities) excluding Mortgage-backed securities issued or guaranteed by U.S. Government agencies (sum of series RCFDA003, RCFDC417, RCFDC036, RCFDC037 less RCFNA003, RCFNC417, RCFNC036, and RCFNC037) plus Other trading assets (series RCFDC419 less RCFNC419); and from the Consolidated Report of Condition and Income for Edge and Agreement Corporations (form FR 2886b), sum of schedule RC-B Securities, Other debt securities, held-to-maturity and available-for-sale securities at amortized cost (series RCFD1774 plus RCFD1776) and a percentage of schedule-RC - Balance Sheet, domestic Trading assets (RCFD3545 less RCFN3545). The percentage is calculated from schedule RC-D - Trading Assets and Liabilities, as the ratio of the sum of Residential MBS (RCFDF641), Commercial MBS (RCFDF642), and Other debt securities (RCFD3537) to Total trading assets (RCFD3545). Capital gains are computed using the change in the Merrill Lynch U.S. Corporate Master 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
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FOF CodeDescription
+ FL753063003.QForeign banking offices in the U.S.; corporate and foreign bonds; asset