1. Covers the following types of institutions in the fifty states and the District of Columbia: domestically chartered commercial banks that submit a weekly report of condition (large domestically chartered); other domestically chartered commercial banks (small domestically chartered); branches and agencies of foreign banks, and Edge Act and agreement corporations (foreign-related institutions). Excludes International Banking Facilities. Data are Wednesday values or pro rata averages of Wednesday values. Large domestically chartered banks constitute a universe; data for small domestically chartered banks and foreign-related institutions are estimates based on weekly samples and on quarter-end condition reports. Data are adjusted for breaks caused by reclassifications of assets and liabilities. The data for large and small domestically chartered banks, presented on pages 5 to 10, are adjusted to remove the estimated effects of mergers and panel shifts between these two groups. These adjustments change past levels to make them comparable with current levels. Estimated quantities of balance sheet items are removed from past data for the bank group that lost the assets and put into past data for the group acquiring those assets. Balance sheet data for banks acquired in mergers are obtained from Call Reports, and a ratio procedure is used to adjust past levels.

2. Treasury securities are liabilities of the U.S. Treasury. Agency securities are liabilities of U.S. government agencies and U.S. government-sponsored enterprises.

3. Includes other trading assets.

4. Excludes unearned income. Includes the allowance for loan and lease losses. Excludes federal funds sold to, reverse RPs with, and loans made to commercial banks in the United States, all of which are included in line 18.

5. Data for small domestically chartered banks are estimates based largely on quarter-end condition reports. Security loans for these banks are included in other loans and leases (line 17) on pages 9 and 10.

6. Lines 15, 17, and 19 include fed funds by counterparty. Small domestically chartered banks report only the total, which is distributed as 85 percent with banks (line 19), 10 percent with brokers (line 15), and 5 percent with others (line 17). Before July 4, 2007, foreign-related institutions reported the sum of fed funds and RPs with brokers and others, distributed as 60 percent with brokers (line 15) and 40 percent with others (line 17).

7. Includes vault cash, cash items in process of collection, balances due from depository institutions, and balances due from Federal Reserve Banks.

8. Excludes the due-from position with related foreign offices, which is included in line 32.

9. Excludes the allowance for loan and lease losses and the allocated transfer risk reserve.

10. This balancing item is not intended as a measure of equity capital for use in capital adequacy analysis. On a seasonally adjusted basis this item reflects any differences in the seasonal patterns estimated for total assets and total liabilities.

11. Includes mortgage-backed securities issued by U.S. government agencies, U.S. government-sponsored enterprises, and private entities.

12. Includes the outstanding principal balance of assets sold and securitized by commercial banks with servicing retained or with recourse or other seller-provided credit enhancements.

13. Fair value of derivative contracts (interest rate, foreign exchange rate, other commodity and equity contracts) in a gain/loss position, as determined under FASB Interpretation 39.

14. Difference between fair value and historical cost for securities classified as available-for-sale under FASB Statement 115. Data have been adjusted to include an estimate of tax effects, omitted from the reported data.

Current and historical H.8 data are available on the Federal Reserve Board's web site (www.federalreserve.gov/releases/h8/data.htm). Previously published “Notes on the Data” back to December 16, 2005, may also be found on the Federal Reserve Board's web site (www.federalreserve.gov/releases/h8/h8notes.htm). For information about individual copies or subscriptions, contact Publications Services at the Federal Reserve Board (phone 202-452-3244, fax 202-728-5886). For paid electronic access to current and historical data, call STAT-USA at 1-800-782-8872 or 202-482-1986.

Notes on the Data (billions of dollars)

Large domestically chartered commercial banks acquired $119.1 billion in assets and liabilities of nonbank institutions in the week ending April 29, 2009. The major asset items affected were: Treasury and Agency securities, investment account, mortgage-backed, $0.7; other securities, trading account, $0.9; other securities, trading, derivatives with a positive fair value, $0.9; other securities, investment account, mortgage-backed, $9.4; commercial and industrial loans, $1.3; real estate loans, revolving home equity, $11.1; real estate loans, other residential, $69.1; interbank loans, fed funds and RP's with banks, $8.7; cash assets, $2.7; and other assets, $16.9. The major liability items affected were: deposits, transaction, $2.4; deposits, nontransaction, large time, $6.5; deposits, nontransaction, other, $23.0; borrowings from banks in the U.S., $19.7; borrowings from others, $51.5; other liabilities $2.5; other liabilities, derivatives with a negative fair value, $0.6; and the residual (assets less liabilities) of $13.3. The major memoranda items affected were: mortgage-backed securities, pass-thru, $0.7; mortgage-backed securities, CMO, REMIC and other, $9.4; and net unrealized gains (losses) on available-for-sale securities, -$1.0.