FRB: November 2008 Statistical Supplement--Commercial Banks in the United States, Assets and Liabilities--Continued

Statistical Supplement | November 2008

Statistical Supplement to the Federal Reserve Bulletin, November 2008

1.26 Commercial Banks in the United States, Assets and Liabilities¹--Continued
F. Memo items

Billions of dollars
Account		Monthly averages								Wednesday figures
		2007	2008							2008
		Oct	Apr	May	June	July	Aug	Sept^r	Oct	Oct 8	Oct 15	Oct 22	Oct 29
		Not seasonally adjusted
	Memo
	Large domestically chartered banks, adjusted for mergers
1	Revaluation gains on off-balance-sheet items⁹	156.4	241.5	211.7	195.1	205.3	205.3	224.5	276.1	266.0	257.0	305.5	283.1
2	Revaluation losses on off-balance-sheet items⁹	124.9	185.8	164.1	149.0	159.2	160.9	176.4	213.2	208.4	196.7	241.5	209.8
3	Mortgage-backed securities¹⁰	662.6	704.0^r	716.7^r	729.3^r	737.7^r	746.1^r	745.9	758.6	744.0	745.8	768.0	773.8
4	Pass-through	460.0^r	465.2^r	477.1^r	490.3^r	501.6^r	515.6^r	519.1	533.2	517.7	520.4	542.4	548.6
5	CMO, REMIC, and other	202.6^r	238.8^r	239.6^r	239.0^r	236.1^r	230.5^r	226.8	225.4	226.3	225.5	225.7	225.2
6	Net unrealized gains (losses) on available-for-sale securities¹¹	-10.4	-20.2	-21.3	-29.2	-35.6	-46.2	-46.6	-56.1	-51.3	-57.4	-52.0	-59.6
7	Securitized consumer loans¹²	111.0	110.9	112.5	115.6	115.1	114.2	121.0	133.8	137.2	132.7	132.5	132.9
8	Credit cards and related plans	73.5	75.9	78.3	81.1	80.2	79.9	82.6	91.7	95.0	90.3	90.3	91.0
9	Other	37.5	35.0	34.2	34.5	35.0	34.3	38.4	42.2	42.3	42.4	42.2	41.8
10	Securitized real estate loans¹²	1,182.5^r	1,216.4^r	1,221.5^r	1,226.4^r	1,239.9^r	1,253.2^r	1,277.7	1,347.9	1,348.8	1,345.7	1,347.7	1,348.7

	Small domestically chartered commercial banks, adjusted for mergers
11	Mortgage-backed securities¹⁰	242.6^r	262.8^r	265.7^r	265.0^r	262.8^r	262.6^r	265.7	266.4	266.5	265.9	266.8	266.5
12	Securitized consumer loans¹²	285.0	296.0	296.5	296.9	296.4	295.5	294.3	293.2	294.9	292.7	292.6	292.8
13	Securitized real estate loans¹²	36.9	36.5	35.4	28.0^r	27.5	31.8	35.1	35.2	35.2	35.1	35.2	35.2

	Foreign-related institutions
14	Revaluation gains on off-balance-sheet items⁹	73.4	114.4^r	106.8	99.3	98.5	103.0	103.2	129.9	123.0	122.5	146.9	132.2
15	Revaluation losses on off-balance-sheet items⁹	79.9	108.3	103.3^r	95.8	94.5^r	101.8	102.3	125.5	119.2	117.5	141.3	127.9

Notes: Tables 1.26, 1.27, and 1.28 have been revised to reflect changes in the Board's H.8 statistical release, "Assets and Liabilities of Commercial Banks in the United States." Table 1.27, "Assets and Liabilities of Large Weekly Reporting Commercial Banks," and table 1.28, "Large Weekly Reporting U.S. Branches and Agencies of Foreign Banks," are no longer being published in the Statistical Supplement. Instead, abbreviated balance sheets for both large and small domestically chartered banks have been included in table 1.26, parts C and D. Data are both merger-adjusted and break-adjusted. In addition, data from large weekly reporting U.S. branches and agencies of foreign banks have been replaced by balance sheet estimates of all foreign-related institutions and are included in table 1.26, part E. These data are break-adjusted.

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 domestic); other domestically chartered commercial banks (small domestic); 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 domestic banks constitute a universe; data for small domestic 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 are adjusted to remove the estimated effects of mergers between these two groups. The adjustment for mergers changes past levels to make them comparable with current levels. Estimated quantities of balance sheet items acquired in mergers are removed from past data for the bank group that contained the acquired bank and put into past data for the group containing the acquiring bank. Balance sheet data for acquired banks are obtained from Call Reports, and a ratio procedure is used to adjust past levels. Return to table

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. Excludes federal funds sold to, reverse RPs with, and loans made to commercial banks in the United States, all of which are included in "Interbank loans."

4. Consists of reverse RPs with brokers and dealers and loans to purchase and carry securities.

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

6. Excludes the due-from position with related foreign offices, which is included in "Net due to related foreign offices."

7. Excludes unearned income, reserves for losses on loans and leases, and reserves for transfer risk. Loans are reported gross of these items.

8. 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.

9. 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 No. 39. The fair market value of derivative contracts in a gain position is included in "Other securities, trading account." The fair value of derivative contracts in a loss position is included in "Other liabilities." Return to table

10. Includes mortgage-backed securities issued by U.S. government agencies, U.S. government-sponsored enterprises, and private entities. Return to table

11. Difference between fair value and historical cost for securities classified as available-for-sale under FASB Statement No. 115. Data are reported net of tax effects. Data shown are restated to include an estimate of these tax effects. Return to table

12. Total amount outstanding. Return to table

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Last update: November 26, 2008