For banks located in U.S.-affiliated areas, level from quarterly Reports of Condition for U.S.-chartered commercial banks (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); for FFIEC 041 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); for both FFIEC 031 and FFIEC 041 reporters, schedule RC-D - Trading Assets and Liabilities, U.S. Treasury securities (series RCON3531); and, for banks with average trading assets less the $2 million, schedule RC- Balance Sheet, Trading assets (series RCON3545). For branches of U.S. banks located in U.S.-affiliated areas, year-end level from 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). Unadjusted flow is the change in the level; data for the most recent ten years show no significant seasonality.
