Table Data - Treasury and Agency Securities: Mortgage-Backed Securities (MBS), Large Domestically Chartered Commercial Banks
| Title | Treasury and Agency Securities: Mortgage-Backed Securities (MBS), Large Domestically Chartered Commercial Banks |
|---|---|
| Series ID | H8B1301NLGCMG |
| Source | Board of Governors of the Federal Reserve System (US) |
| Release | H.8 Assets and Liabilities of Commercial Banks in the United States |
| Seasonal Adjustment | Seasonally Adjusted |
| Frequency | Monthly |
| Units | Percent Change at Annual Rate |
| Date Range | 1996-11-01 to 2024-11-01 |
| Last Updated | 2024-12-13 3:25 PM CST |
| Notes | These series are break adjusted. The percent changes are at a simple annual rate and have been adjusted to remove (i) the effects of nonbank structure activity of $5 billion or more and (ii) the estimated effects of the initial consolidation of certain variable interest entities (FIN 46) and off-balance-sheet vehicles (FAS 166/167). Information about these adjustments is documented in the H.8 Notes in the Data section (http://www.federalreserve.gov/releases/h8/h8notes.htm) of the H.8 Assets and Liabilities of Commercial Banks in the United States release from the Board of Governors. To make the current and past levels comparable, a ratio procedure is used to adjust past levels. For example, if on December 31, 2008, real estate loans at large banks increased by 1 percent because a large bank acquired a nonbank during that week, the levels for real estate loans at large banks for all weeks prior to December 31, 2008, would be increased by 1 percent and then the percent changes would be calculated using those adjusted levels. These quarterly percent changes are calculated from quarterly levels, rounded to the nearest $100 million, based on the average of the three monthly levels in each quarter. |
| DATE | VALUE |
|---|---|
| 1996-11-01 | -1.5 |
| 1996-12-01 | 22.1 |
| 1997-01-01 | 30.6 |
| 1997-02-01 | 1.4 |
| 1997-03-01 | 19.7 |
| 1997-04-01 | 9.9 |
| 1997-05-01 | 10.8 |
| 1997-06-01 | 24.2 |
| 1997-07-01 | 23.7 |
| 1997-08-01 | -0.4 |
| 1997-09-01 | 7.6 |
| 1997-10-01 | 22.7 |
| 1997-11-01 | 34.5 |
| 1997-12-01 | 25.0 |
| 1998-01-01 | 32.4 |
| 1998-02-01 | 1.6 |
| 1998-03-01 | 32.3 |
| 1998-04-01 | -30.3 |
| 1998-05-01 | 15.3 |
| 1998-06-01 | -17.9 |
| 1998-07-01 | 9.3 |
| 1998-08-01 | 27.7 |
| 1998-09-01 | 42.4 |
| 1998-10-01 | 75.8 |
| 1998-11-01 | 1.1 |
| 1998-12-01 | -18.9 |
| 1999-01-01 | -14.8 |
| 1999-02-01 | -10.3 |
| 1999-03-01 | 0.7 |
| 1999-04-01 | -5.2 |
| 1999-05-01 | -13.4 |
| 1999-06-01 | 5.3 |
| 1999-07-01 | -5.2 |
| 1999-08-01 | 12.0 |
| 1999-09-01 | 2.2 |
| 1999-10-01 | -22.2 |
| 1999-11-01 | -18.9 |
| 1999-12-01 | 0.4 |
| 2000-01-01 | 13.4 |
| 2000-02-01 | 25.8 |
| 2000-03-01 | 18.9 |
| 2000-04-01 | -17.9 |
| 2000-05-01 | -8.2 |
| 2000-06-01 | 16.1 |
| 2000-07-01 | -11.8 |
| 2000-08-01 | -31.3 |
| 2000-09-01 | -4.2 |
| 2000-10-01 | -6.1 |
| 2000-11-01 | -9.3 |
| 2000-12-01 | 32.7 |
| 2001-01-01 | 40.5 |
| 2001-02-01 | -13.2 |
| 2001-03-01 | 12.2 |
| 2001-04-01 | 25.6 |
| 2001-05-01 | 28.0 |
| 2001-06-01 | 2.1 |
| 2001-07-01 | 23.4 |
| 2001-08-01 | 50.8 |
| 2001-09-01 | 30.3 |
| 2001-10-01 | 36.6 |
| 2001-11-01 | 26.2 |
| 2001-12-01 | 65.0 |
| 2002-01-01 | -46.6 |
| 2002-02-01 | -40.3 |
| 2002-03-01 | 30.5 |
| 2002-04-01 | 15.2 |
| 2002-05-01 | 7.5 |
| 2002-06-01 | 29.5 |
| 2002-07-01 | 27.9 |
| 2002-08-01 | 56.0 |
| 2002-09-01 | 31.2 |
| 2002-10-01 | 41.6 |
| 2002-11-01 | 24.3 |
| 2002-12-01 | -14.5 |
| 2003-01-01 | 9.9 |
| 2003-02-01 | 27.5 |
| 2003-03-01 | 18.7 |
| 2003-04-01 | 47.3 |
| 2003-05-01 | 62.7 |
| 2003-06-01 | 37.2 |
| 2003-07-01 | -60.2 |
| 2003-08-01 | -75.8 |
| 2003-09-01 | -28.3 |
| 2003-10-01 | 47.8 |
| 2003-11-01 | 20.9 |
| 2003-12-01 | 2.1 |
| 2004-01-01 | -13.1 |
| 2004-02-01 | 154.1 |
| 2004-03-01 | 95.8 |
| 2004-04-01 | -11.8 |
| 2004-05-01 | -32.1 |
| 2004-06-01 | -13.3 |
| 2004-07-01 | -5.1 |
| 2004-08-01 | -3.3 |
| 2004-09-01 | -4.3 |
| 2004-10-01 | -4.5 |
| 2004-11-01 | -14.2 |
| 2004-12-01 | 63.0 |
| 2005-01-01 | 46.2 |
| 2005-02-01 | 4.0 |
| 2005-03-01 | 5.1 |
| 2005-04-01 | -3.2 |
| 2005-05-01 | 7.8 |
| 2005-06-01 | -52.8 |
| 2005-07-01 | 10.9 |
| 2005-08-01 | -5.3 |
| 2005-09-01 | 15.3 |
| 2005-10-01 | 15.9 |
| 2005-11-01 | -25.1 |
| 2005-12-01 | 11.0 |
| 2006-01-01 | 42.4 |
| 2006-02-01 | 32.0 |
| 2006-03-01 | 6.9 |
| 2006-04-01 | 32.6 |
| 2006-05-01 | 20.1 |
| 2006-06-01 | 9.5 |
| 2006-07-01 | 11.4 |
| 2006-08-01 | 13.5 |
| 2006-09-01 | -23.8 |
| 2006-10-01 | -28.1 |
| 2006-11-01 | -13.6 |
| 2006-12-01 | -9.3 |
| 2007-01-01 | 1.4 |
| 2007-02-01 | 13.3 |
| 2007-03-01 | 8.3 |
| 2007-04-01 | -23.6 |
| 2007-05-01 | -19.8 |
| 2007-06-01 | -21.0 |
| 2007-07-01 | -7.3 |
| 2007-08-01 | -6.4 |
| 2007-09-01 | -20.9 |
| 2007-10-01 | -38.9 |
| 2007-11-01 | -3.2 |
| 2007-12-01 | -2.0 |
| 2008-01-01 | -11.3 |
| 2008-02-01 | 15.3 |
| 2008-03-01 | 36.9 |
| 2008-04-01 | 6.3 |
| 2008-05-01 | 31.0 |
| 2008-06-01 | 28.9 |
| 2008-07-01 | 21.3 |
| 2008-08-01 | 37.7 |
| 2008-09-01 | 25.1 |
| 2008-10-01 | 33.1 |
| 2008-11-01 | 11.6 |
| 2008-12-01 | -35.2 |
| 2009-01-01 | 27.5 |
| 2009-02-01 | -27.7 |
| 2009-03-01 | -13.2 |
| 2009-04-01 | -21.0 |
| 2009-05-01 | -6.1 |
| 2009-06-01 | 57.4 |
| 2009-07-01 | 10.3 |
| 2009-08-01 | -5.5 |
| 2009-09-01 | 12.9 |
| 2009-10-01 | 16.9 |
| 2009-11-01 | 18.6 |
| 2009-12-01 | 19.4 |
| 2010-01-01 | 6.3 |
| 2010-02-01 | 17.0 |
| 2010-03-01 | -17.1 |
| 2010-04-01 | 1.2 |
| 2010-05-01 | 2.8 |
| 2010-06-01 | -13.5 |
| 2010-07-01 | 49.4 |
| 2010-08-01 | 18.6 |
| 2010-09-01 | 14.9 |
| 2010-10-01 | 33.1 |
| 2010-11-01 | 29.0 |
| 2010-12-01 | -23.7 |
| 2011-01-01 | 3.7 |
| 2011-02-01 | -12.2 |
| 2011-03-01 | 7.9 |
| 2011-04-01 | 28.5 |
| 2011-05-01 | 2.2 |
| 2011-06-01 | 3.8 |
| 2011-07-01 | 8.2 |
| 2011-08-01 | 17.8 |
| 2011-09-01 | 21.2 |
| 2011-10-01 | 16.1 |
| 2011-11-01 | 11.4 |
| 2011-12-01 | 13.3 |
| 2012-01-01 | 19.1 |
| 2012-02-01 | 16.9 |
| 2012-03-01 | 23.4 |
| 2012-04-01 | 16.2 |
| 2012-05-01 | -1.1 |
| 2012-06-01 | -3.6 |
| 2012-07-01 | 2.6 |
| 2012-08-01 | 7.2 |
| 2012-09-01 | -1.4 |
| 2012-10-01 | -13.9 |
| 2012-11-01 | -7.3 |
| 2012-12-01 | 12.9 |
| 2013-01-01 | -5.3 |
| 2013-02-01 | 0.2 |
| 2013-03-01 | -5.6 |
| 2013-04-01 | 1.5 |
| 2013-05-01 | 0.7 |
| 2013-06-01 | 3.1 |
| 2013-07-01 | -9.8 |
| 2013-08-01 | -20.6 |
| 2013-09-01 | -8.9 |
| 2013-10-01 | -0.8 |
| 2013-11-01 | 6.6 |
| 2013-12-01 | -4.0 |
| 2014-01-01 | 6.3 |
| 2014-02-01 | 9.8 |
| 2014-03-01 | 3.6 |
| 2014-04-01 | -4.6 |
| 2014-05-01 | 7.6 |
| 2014-06-01 | 4.2 |
| 2014-07-01 | 6.2 |
| 2014-08-01 | 0.9 |
| 2014-09-01 | 14.9 |
| 2014-10-01 | 12.2 |
| 2014-11-01 | 2.6 |
| 2014-12-01 | 10.8 |
| 2015-01-01 | 21.2 |
| 2015-02-01 | 22.8 |
| 2015-03-01 | 16.7 |
| 2015-04-01 | 4.5 |
| 2015-05-01 | 14.6 |
| 2015-06-01 | 9.0 |
| 2015-07-01 | 2.0 |
| 2015-08-01 | 18.6 |
| 2015-09-01 | 6.0 |
| 2015-10-01 | 17.6 |
| 2015-11-01 | 10.5 |
| 2015-12-01 | 9.6 |
| 2016-01-01 | 1.3 |
| 2016-02-01 | 1.6 |
| 2016-03-01 | 3.9 |
| 2016-04-01 | 13.6 |
| 2016-05-01 | 9.2 |
| 2016-06-01 | 2.9 |
| 2016-07-01 | 13.8 |
| 2016-08-01 | 18.0 |
| 2016-09-01 | 14.0 |
| 2016-10-01 | 13.1 |
| 2016-11-01 | -1.2 |
| 2016-12-01 | 0.6 |
| 2017-01-01 | 7.8 |
| 2017-02-01 | 9.0 |
| 2017-03-01 | 3.8 |
| 2017-04-01 | 2.5 |
| 2017-05-01 | 17.8 |
| 2017-06-01 | 11.8 |
| 2017-07-01 | 12.3 |
| 2017-08-01 | 3.4 |
| 2017-09-01 | 4.5 |
| 2017-10-01 | 8.1 |
| 2017-11-01 | 0.5 |
| 2017-12-01 | 6.4 |
| 2018-01-01 | -9.0 |
| 2018-02-01 | -10.1 |
| 2018-03-01 | 0.2 |
| 2018-04-01 | -0.6 |
| 2018-05-01 | 9.8 |
| 2018-06-01 | 12.8 |
| 2018-07-01 | 8.8 |
| 2018-08-01 | 2.2 |
| 2018-09-01 | -1.0 |
| 2018-10-01 | 2.4 |
| 2018-11-01 | 7.9 |
| 2018-12-01 | 29.4 |
| 2019-01-01 | 15.6 |
| 2019-02-01 | 8.8 |
| 2019-03-01 | 7.8 |
| 2019-04-01 | 16.7 |
| 2019-05-01 | 2.6 |
| 2019-06-01 | 17.7 |
| 2019-07-01 | 5.5 |
| 2019-08-01 | 3.3 |
| 2019-09-01 | 21.6 |
| 2019-10-01 | 13.3 |
| 2019-11-01 | 10.0 |
| 2019-12-01 | -9.6 |
| 2020-01-01 | 11.0 |
| 2020-02-01 | 5.0 |
| 2020-03-01 | 37.1 |
| 2020-04-01 | 32.7 |
| 2020-05-01 | -1.5 |
| 2020-06-01 | 0.1 |
| 2020-07-01 | 25.5 |
| 2020-08-01 | 39.6 |
| 2020-09-01 | -3.9 |
| 2020-10-01 | 37.6 |
| 2020-11-01 | 41.4 |
| 2020-12-01 | 18.9 |
| 2021-01-01 | 24.7 |
| 2021-02-01 | 22.2 |
| 2021-03-01 | 17.9 |
| 2021-04-01 | 15.2 |
| 2021-05-01 | 19.2 |
| 2021-06-01 | 7.6 |
| 2021-07-01 | 7.6 |
| 2021-08-01 | 9.1 |
| 2021-09-01 | 3.8 |
| 2021-10-01 | 8.6 |
| 2021-11-01 | -7.3 |
| 2021-12-01 | 2.4 |
| 2022-01-01 | -1.1 |
| 2022-02-01 | 0.7 |
| 2022-03-01 | -7.3 |
| 2022-04-01 | -9.6 |
| 2022-05-01 | -11.8 |
| 2022-06-01 | -12.3 |
| 2022-07-01 | 2.2 |
| 2022-08-01 | -5.4 |
| 2022-09-01 | -12.6 |
| 2022-10-01 | -10.5 |
| 2022-11-01 | -12.5 |
| 2022-12-01 | 2.3 |
| 2023-01-01 | -5.1 |
| 2023-02-01 | -0.3 |
| 2023-03-01 | -4.8 |
| 2023-04-01 | 0.8 |
| 2023-05-01 | -2.4 |
| 2023-06-01 | -2.2 |
| 2023-07-01 | -3.5 |
| 2023-08-01 | -5.9 |
| 2023-09-01 | -1.0 |
| 2023-10-01 | -14.0 |
| 2023-11-01 | 6.0 |
| 2023-12-01 | 7.1 |
| 2024-01-01 | 5.7 |
| 2024-02-01 | 0.1 |
| 2024-03-01 | 4.2 |
| 2024-04-01 | -4.9 |
| 2024-05-01 | -1.6 |
| 2024-06-01 | 19.3 |
| 2024-07-01 | 7.0 |
| 2024-08-01 | 10.5 |
| 2024-09-01 | 9.9 |
| 2024-10-01 | 6.3 |
| 2024-11-01 | -5.5 |
