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). Unadjusted flow is the change in the level; seasonally adjusted flow is obtained using X-12-ARIMA procedure.
