Table Data - Other Securities: Mortgage-Backed Securities, All Commercial Banks
| Title | Other Securities: Mortgage-Backed Securities, All Commercial Banks |
|---|---|
| Series ID | H8B1303NCBCMG |
| 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 | 2009-08-01 to 2024-10-01 |
| Last Updated | 2024-11-15 3:23 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 |
|---|---|
| 2009-08-01 | 1.6 |
| 2009-09-01 | 5.3 |
| 2009-10-01 | -10.1 |
| 2009-11-01 | -12.3 |
| 2009-12-01 | -2.2 |
| 2010-01-01 | -12.5 |
| 2010-02-01 | -26.8 |
| 2010-03-01 | -23.0 |
| 2010-04-01 | -46.2 |
| 2010-05-01 | -42.8 |
| 2010-06-01 | -34.5 |
| 2010-07-01 | -10.1 |
| 2010-08-01 | -19.2 |
| 2010-09-01 | -33.8 |
| 2010-10-01 | -15.4 |
| 2010-11-01 | -18.3 |
| 2010-12-01 | -32.3 |
| 2011-01-01 | -28.3 |
| 2011-02-01 | 1.4 |
| 2011-03-01 | 16.6 |
| 2011-04-01 | -54.9 |
| 2011-05-01 | -14.9 |
| 2011-06-01 | -26.5 |
| 2011-07-01 | -49.5 |
| 2011-08-01 | -2.4 |
| 2011-09-01 | -11.3 |
| 2011-10-01 | 8.2 |
| 2011-11-01 | -9.7 |
| 2011-12-01 | -4.9 |
| 2012-01-01 | -18.1 |
| 2012-02-01 | 0.0 |
| 2012-03-01 | -31.7 |
| 2012-04-01 | 41.1 |
| 2012-05-01 | -23.2 |
| 2012-06-01 | 4.2 |
| 2012-07-01 | 13.5 |
| 2012-08-01 | 9.1 |
| 2012-09-01 | 2.5 |
| 2012-10-01 | -7.4 |
| 2012-11-01 | -1.7 |
| 2012-12-01 | -1.7 |
| 2013-01-01 | -2.5 |
| 2013-02-01 | 2.5 |
| 2013-03-01 | 1.7 |
| 2013-04-01 | -5.0 |
| 2013-05-01 | 6.7 |
| 2013-06-01 | 1.7 |
| 2013-07-01 | 0.8 |
| 2013-08-01 | 24.0 |
| 2013-09-01 | -14.6 |
| 2013-10-01 | -8.2 |
| 2013-11-01 | 0.0 |
| 2013-12-01 | -6.6 |
| 2014-01-01 | -7.5 |
| 2014-02-01 | -10.9 |
| 2014-03-01 | -14.3 |
| 2014-04-01 | -13.7 |
| 2014-05-01 | -23.3 |
| 2014-06-01 | -5.3 |
| 2014-07-01 | -7.1 |
| 2014-08-01 | -11.6 |
| 2014-09-01 | -4.5 |
| 2014-10-01 | -3.6 |
| 2014-11-01 | -30.8 |
| 2014-12-01 | 20.4 |
| 2015-01-01 | 3.7 |
| 2015-02-01 | -9.1 |
| 2015-03-01 | 9.2 |
| 2015-04-01 | 0.9 |
| 2015-05-01 | -6.4 |
| 2015-06-01 | -19.2 |
| 2015-07-01 | -11.2 |
| 2015-08-01 | -5.6 |
| 2015-09-01 | -10.4 |
| 2015-10-01 | -3.8 |
| 2015-11-01 | -3.8 |
| 2015-12-01 | -1.9 |
| 2016-01-01 | -24.9 |
| 2016-02-01 | -24.5 |
| 2016-03-01 | -17.0 |
| 2016-04-01 | -18.2 |
| 2016-05-01 | -14.4 |
| 2016-06-01 | 11.5 |
| 2016-07-01 | -46.4 |
| 2016-08-01 | -36.5 |
| 2016-09-01 | -31.0 |
| 2016-10-01 | -30.7 |
| 2016-11-01 | -18.7 |
| 2016-12-01 | -20.1 |
| 2017-01-01 | -25.3 |
| 2017-02-01 | -30.8 |
| 2017-03-01 | -20.2 |
| 2017-04-01 | 9.0 |
| 2017-05-01 | -31.9 |
| 2017-06-01 | -22.3 |
| 2017-07-01 | -18.7 |
| 2017-08-01 | -9.5 |
| 2017-09-01 | -5.5 |
| 2017-10-01 | -8.2 |
| 2017-11-01 | -30.4 |
| 2017-12-01 | -21.3 |
| 2018-01-01 | -17.3 |
| 2018-02-01 | -4.4 |
| 2018-03-01 | -32.4 |
| 2018-04-01 | -13.6 |
| 2018-05-01 | -19.9 |
| 2018-06-01 | 6.2 |
| 2018-07-01 | -21.6 |
| 2018-08-01 | -14.2 |
| 2018-09-01 | -1.6 |
| 2018-10-01 | 1.6 |
| 2018-11-01 | 4.8 |
| 2018-12-01 | -12.7 |
| 2019-01-01 | 4.8 |
| 2019-02-01 | 36.8 |
| 2019-03-01 | 7.8 |
| 2019-04-01 | -1.5 |
| 2019-05-01 | 26.2 |
| 2019-06-01 | -13.6 |
| 2019-07-01 | -3.1 |
| 2019-08-01 | 9.2 |
| 2019-09-01 | -10.6 |
| 2019-10-01 | -7.7 |
| 2019-11-01 | -1.5 |
| 2019-12-01 | 0.0 |
| 2020-01-01 | -3.1 |
| 2020-02-01 | 43.4 |
| 2020-03-01 | 14.9 |
| 2020-04-01 | 7.4 |
| 2020-05-01 | 10.3 |
| 2020-06-01 | 20.4 |
| 2020-07-01 | 12.9 |
| 2020-08-01 | -15.6 |
| 2020-09-01 | 1.4 |
| 2020-10-01 | 0.0 |
| 2020-11-01 | -11.5 |
| 2020-12-01 | 7.2 |
| 2021-01-01 | -14.4 |
| 2021-02-01 | -16.0 |
| 2021-03-01 | 22.1 |
| 2021-04-01 | 10.1 |
| 2021-05-01 | 14.4 |
| 2021-06-01 | 22.7 |
| 2021-07-01 | 33.4 |
| 2021-08-01 | 36.6 |
| 2021-09-01 | 26.3 |
| 2021-10-01 | 66.9 |
| 2021-11-01 | 46.3 |
| 2021-12-01 | 42.2 |
| 2022-01-01 | 17.0 |
| 2022-02-01 | 22.3 |
| 2022-03-01 | 36.2 |
| 2022-04-01 | 20.2 |
| 2022-05-01 | 15.7 |
| 2022-06-01 | -6.2 |
| 2022-07-01 | 1.0 |
| 2022-08-01 | -2.1 |
| 2022-09-01 | -10.4 |
| 2022-10-01 | -13.6 |
| 2022-11-01 | -4.2 |
| 2022-12-01 | -24.5 |
| 2023-01-01 | 6.5 |
| 2023-02-01 | -11.9 |
| 2023-03-01 | -14.2 |
| 2023-04-01 | -12.2 |
| 2023-05-01 | -4.5 |
| 2023-06-01 | -7.8 |
| 2023-07-01 | -7.9 |
| 2023-08-01 | -6.8 |
| 2023-09-01 | -8.0 |
| 2023-10-01 | -10.3 |
| 2023-11-01 | 0.0 |
| 2023-12-01 | 0.0 |
| 2024-01-01 | 2.3 |
| 2024-02-01 | -20.8 |
| 2024-03-01 | -17.7 |
| 2024-04-01 | -13.1 |
| 2024-05-01 | -41.1 |
| 2024-06-01 | -11.3 |
| 2024-07-01 | -2.5 |
| 2024-08-01 | 7.6 |
| 2024-09-01 | 6.3 |
| 2024-10-01 | -1.3 |
