RCFDK197: Trading Assets Mortgage Backed Securities: Commercial MBS Issued or Guaranteed by FNMA, FHLMC, or GNMA
RCFDK197 is the call report code for trading assets mortgage backed securities: commercial mbs issued or guaranteed by fnma, fhlmc, or gnma, reported on Schedule RC-D, Trading Assets and Liabilities. For Q2 2026, 54 banks reported it, totaling $480.1M; the median among the 3 with a nonzero amount was $16.0M. The largest value reported for Q2 2026 was $463.1M, by HSBC Bank USA, N.A.
Definition
Report the total fair value of all commercial mortgage-backed securities (as defined for Schedule RC-B, item 4.c, 'Commercial MBS') issued by the Federal National Mortgage Association (FNMA) or the Federal Home Loan Mortgage Corporation (FHLMC) or guaranteed by the Government National Mortgage Association (GNMA) that are held for trading. Also include commercial mortgage pass-through securities guaranteed by the Small Business Administration. RCFNK197 Formula SUM(RCFDK197, -RCONK197)
Source: Federal Reserve Micro Data Reference Manual (MDRM). The FFIEC call report instructions remain the authority on how to report the item.
Where RCFDK197 sits on the call report
| Code | RCFDK197 (prefix RCFD, item K197) |
|---|---|
| Prefix RCFD | The consolidated bank, domestic and foreign offices, reported by FFIEC 031 filers (banks with foreign offices). |
| Schedule | RC-D, Trading Assets and Liabilities |
| Reported on | FFIEC 031 |
| Value | Dollar amount, reported in thousands, as of the quarter end |
| In the MDRM since | 2011 |
The same item under other prefixes
Item K197 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONK197 | Domestic offices. Banks without foreign offices (FFIEC 041 and 051 filers) report their whole balance sheet in RCON items | 121 |
Largest reported values, Q2 2026
| Bank | Headquarters | RCFDK197 |
|---|---|---|
| HSBC Bank USA, N.A. | Tysons, VA | $463.1M |
| JPMorgan Chase Bank, N.A. | Columbus, OH | $16.0M |
| Goldman Sachs Bank USA | New York, NY | $1.0M |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 54 | $480.1M |
| March 31, 2026 | 55 | $922.4M |
| December 31, 2025 | 55 | $1.38B |
| September 30, 2025 | 55 | $1.35B |
| June 30, 2025 | 54 | $1.26B |
| March 31, 2025 | 55 | $1.23B |
| December 31, 2024 | 55 | $1.20B |
| September 30, 2024 | 55 | $1.27B |
Related
All codes on Schedule RC-D · All call report schedules · Find the code for a loan type · What a call report is