FFIEC Call Report Database
Dolthub database swaldman/callrep is a digestion of the full library of FFIEC call report data from 2001 until 2022-06-30 into a "conveniently" queriable SQL database.
NO EFFING WARRANTIES
This is literally a revival of more-than-a-decade-old spaghetti code because I am excited about the sharable "live" data enabled by dolt and it's a database I used to enjoy having around. I hope that it's useful to you, but it hasn't been audited or quality controlled or anything. It might be basically okay, but if you bet your money on inferences drawn from this and there's some oops! in this data, whether due to me or FFIEC, well, don't blame me.
Clone the database
You can install dolt, clone the database, start querying against it pretty instantaneously:
$ dolt clone swaldman/callrep
...
...
...
0 of 2,613,690 chunks complete. 786,432 chunks being downloaded currently.
Downloading file: 6751bq0l28a7qfv5eib7r8kibvbl5dju (262,144 chunks) - 8.10% downloaded, 450 kB/s
0 of 2,613,690 chunks complete. 786,432 chunks being downloaded currently.
Downloading file: 6751bq0l28a7qfv5eib7r8kibvbl5dju (262,144 chunks) - 8.12% downloaded, 446 kB/s
0 of 2,613,690 chunks complete. 786,432 chunks being downloaded currently.
Downloading file: 6751bq0l28a7qfv5eib7r8kibvbl5dju (262,144 chunks) - 8.12% downloaded, 446 kB/s
$ cd callrep/
$ dolt sql -q "SELECT YEAR(Reporting_Period_End_Date) AS YEAR, COUNT(*) AS NUM_FILERS FROM BalanceSheetIncomeStatementPastDue1 WHERE MONTH(Reporting_Period_End_Date) = 12 GROUP BY YEAR ORDER BY YEAR ASC;"
+------+------------+
| YEAR | NUM_FILERS |
+------+------------+
| 2001 | 8689 |
| 2002 | 8468 |
| 2003 | 8348 |
| 2004 | 8179 |
| 2005 | 8056 |
| 2006 | 7922 |
| 2007 | 7788 |
| 2008 | 7568 |
| 2009 | 7321 |
| 2010 | 6999 |
| 2011 | 6789 |
| 2012 | 7150 |
| 2013 | 6877 |
| 2014 | 6570 |
| 2015 | 6238 |
| 2016 | 5966 |
| 2017 | 5721 |
| 2018 | 5456 |
| 2019 | 5227 |
| 2021 | 4887 |
+------+------------+
Documentation-ish
Maybe you can find official documentation from FFIEC that you are able to make sense of. I haven't.
The archiver generates reports sort-of documenting all generated tables, all available here.
That's kind of a mess, but here's what you really need:
- Information about the most useful single table, BalanceSheetIncomeStatementPastDue1
- A dictionary of where you find data across the three
BalanceSheetIncomeStatementPastDuetables - A dictionary of where you find data across all of the individual schedule tables (
POR,CI,RCO1, etc.)
Note: Several of the individual schedules (but not the schedules BalanceSheetIncomeStatementPastDue tables) reported parse errors on while archiving. If you are querying against tables
please scroll to the bottom of the linked reports for information about the lines in those schedules that could not be parsed and were skipped.
Example queries
Here are some fun example queries.
Thirty biggest banks by total assets, as of 2022-06-30
$ dolt sql -q "SELECT Financial_Institution_Name, RCFD2170 AS TOTAL_ASSETS FROM BalanceSheetIncomeStatementPastDue1 WHERE Reporting_Period_End_Date = '2022-06-30' ORDER BY TOTAL_ASSETS DESC LIMIT 30;"
+---------------------------------------------------+--------------+
| Financial_Institution_Name | TOTAL_ASSETS |
+---------------------------------------------------+--------------+
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 3380824000 |
| BANK OF AMERICA, NATIONAL ASSOCIATION | 2440022000 |
| CITIBANK, N.A. | 1720308000 |
| WELLS FARGO BANK, NATIONAL ASSOCIATION | 1712535000 |
| U.S. BANK NATIONAL ASSOCIATION | 582252757 |
| PNC BANK, NATIONAL ASSOCIATION | 534346587 |
| TRUIST BANK | 532080000 |
| GOLDMAN SACHS BANK USA | 501906000 |
| CHARLES SCHWAB BANK, SSB | 407901000 |
| TD BANK, N.A. | 405223010 |
| CAPITAL ONE, NATIONAL ASSOCIATION | 388439751 |
| BANK OF NEW YORK MELLON, THE | 365102000 |
| STATE STREET BANK AND TRUST COMPANY | 296434000 |
| CITIZENS BANK, NATIONAL ASSOCIATION | 226531535 |
| SILICON VALLEY BANK | 211824000 |
| FIFTH THIRD BANK, NATIONAL ASSOCIATION | 205546136 |
| MANUFACTURERS AND TRADERS TRUST COMPANY | 203656265 |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION | 199887000 |
| FIRST REPUBLIC BANK | 197908327 |
| MORGAN STANLEY BANK, N.A. | 191345000 |
| KEYBANK NATIONAL ASSOCIATION | 184673175 |
| HUNTINGTON NATIONAL BANK, THE | 178091290 |
| ALLY BANK | 175814000 |
| HSBC BANK USA, NATIONAL ASSOCIATION | 168924907 |
| BMO HARRIS BANK NATIONAL ASSOCIATION | 163203086 |
| REGIONS BANK | 159787000 |
| NORTHERN TRUST COMPANY, THE | 157289965 |
| AMERICAN EXPRESS NATIONAL BANK | 137922091 |
| CAPITAL ONE BANK (USA), NATIONAL ASSOCIATION | 126717894 |
| MUFG UNION BANK, NATIONAL ASSOCIATION | 124662227 |
+---------------------------------------------------+--------------+
Thirty biggest banks by total assets, as of 2001-03-31
$ dolt sql -q "SELECT Financial_Institution_Name, RCFD2170 AS TOTAL_ASSETS FROM BalanceSheetIncomeStatementPastDue1 WHERE Reporting_Period_End_Date = '2001-03-31' ORDER BY TOTAL_ASSETS DESC LIMIT 30;"
+--------------------------------------------------+--------------+
| Financial_Institution_Name | TOTAL_ASSETS |
+--------------------------------------------------+--------------+
| BANK OF AMERICA, NATIONAL ASSOCIATION | 553509000 |
| CHASE MANHATTAN BANK, THE | 400623000 |
| CITIBANK, N.A. | 395869000 |
| FIRST UNION NATIONAL BANK | 232608000 |
| MORGAN GUARANTY TRUST COMPANY OF NEW YORK | 214462000 |
| FLEET NATIONAL BANK | 200887000 |
| BANK ONE, NATIONAL ASSOCIATION | 141439135 |
| WELLS FARGO BANK, NATIONAL ASSOCIATION | 124137000 |
| SUNTRUST BANK | 100442885 |
| HSBC BANK USA | 81825949 |
| U.S. BANK NATIONAL ASSOCIATION | 79590882 |
| KEYBANK NATIONAL ASSOCIATION | 76665585 |
| FIRSTAR BANK, NATIONAL ASSOCIATION | 71345806 |
| BANK OF NEW YORK, THE | 70232359 |
| WACHOVIA BANK, NATIONAL ASSOCIATION | 68284706 |
| PNC BANK, NATIONAL ASSOCIATION | 64533206 |
| STATE STREET BANK AND TRUST COMPANY | 62662689 |
| LASALLE BANK NATIONAL ASSOCIATION | 52596804 |
| BRANCH BANKING AND TRUST COMPANY | 49465937 |
| WELLS FARGO BANK MINNESOTA, NATIONAL ASSOCIATION | 48972038 |
| SOUTHTRUST BANK | 46018713 |
| CHASE MANHATTAN BANK USA, NATIONAL ASSOCIATION | 45586793 |
| REGIONS BANK | 43359045 |
| BANKERS TRUST COMPANY | 41874000 |
| AMSOUTH BANK | 38830244 |
| MELLON BANK, N.A. | 37556453 |
| MBNA AMERICA BANK, NATIONAL ASSOCIATION | 37194957 |
| COMERICA BANK | 36402611 |
| NATIONAL CITY BANK | 35947178 |
| UNION BANK OF CALIFORNIA, NATIONAL ASSOCIATION | 35467235 |
+--------------------------------------------------+--------------+
History of the Federal Funds market
Watch how the market disappears when the Fed's "abundant reserves" (or "floor" regime) begins after 2007!
$ dolt sql -q "SELECT Reporting_Period_End_Date, SUM(RCFD1350) AS OLD_FF_SOLD_AND_REV_REPO, SUM(RCFD2800) AS OLD_FF_PURCHASED_AND_REPO, SUM(RCONB987) AS FED_FUNDS_SOLD, SUM(RCONB993) AS FED_FUNDS_PURCHASED, ABS(SUM(RCONB987)-SUM(RCONB993)) AS DISCREPANCY FROM BalanceSheetIncomeStatementPastDue1 GROUP BY Reporting_Period_End_Date ORDER BY Reporting_Period_End_Date ASC;"
+---------------------------+--------------------------+---------------------------+----------------+---------------------+-------------+
| Reporting_Period_End_Date | OLD_FF_SOLD_AND_REV_REPO | OLD_FF_PURCHASED_AND_REPO | FED_FUNDS_SOLD | FED_FUNDS_PURCHASED | DISCREPANCY |
+---------------------------+--------------------------+---------------------------+----------------+---------------------+-------------+
| 2001-03-31 | 240902991 | 405315887 | NULL | NULL | NULL |
| 2001-06-30 | 240937858 | 404313326 | NULL | NULL | NULL |
| 2001-09-30 | 261707621 | 434531588 | NULL | NULL | NULL |
| 2001-12-31 | 242053086 | 385269299 | NULL | NULL | NULL |
| 2002-03-31 | NULL | NULL | 159080257 | 214537919 | 55457662 |
| 2002-06-30 | NULL | NULL | 157894088 | 202420598 | 44526510 |
| 2002-09-30 | NULL | NULL | 168542331 | 209835557 | 41293226 |
| 2002-12-31 | NULL | NULL | 174467628 | 216688663 | 42221035 |
| 2003-03-31 | NULL | NULL | 192920624 | 239131549 | 46210925 |
| 2003-06-30 | NULL | NULL | 196401210 | 244857172 | 48455962 |
| 2003-09-30 | NULL | NULL | 172154416 | 222311384 | 50156968 |
| 2003-12-31 | NULL | NULL | 153689970 | 201084656 | 47394686 |
| 2004-03-31 | NULL | NULL | 177762339 | 204936531 | 27174192 |
| 2004-06-30 | NULL | NULL | 170617248 | 207640001 | 37022753 |
| 2004-09-30 | NULL | NULL | 185505445 | 238518289 | 53012844 |
| 2004-12-31 | NULL | NULL | 186160997 | 224792148 | 38631151 |
| 2005-03-31 | NULL | NULL | 188090099 | 218174141 | 30084042 |
| 2005-06-30 | NULL | NULL | 142887621 | 203139880 | 60252259 |
| 2005-09-30 | NULL | NULL | 165274702 | 200603961 | 35329259 |
| 2005-12-31 | NULL | NULL | 141249101 | 191981101 | 50732000 |
| 2006-03-31 | NULL | NULL | 155266083 | 192089913 | 36823830 |
| 2006-06-30 | NULL | NULL | 138042341 | 186641480 | 48599139 |
| 2006-09-30 | NULL | NULL | 198486018 | 220523751 | 22037733 |
| 2006-12-31 | NULL | NULL | 211893208 | 236960729 | 25067521 |
| 2007-03-31 | NULL | NULL | 221221363 | 243714216 | 22492853 |
| 2007-06-30 | NULL | NULL | 226073602 | 253786809 | 27713207 |
| 2007-09-30 | NULL | NULL | 234331918 | 288254193 | 53922275 |
| 2007-12-31 | NULL | NULL | 253700648 | 318411482 | 64710834 |
| 2008-03-31 | NULL | NULL | 260627420 | 295825061 | 35197641 |
| 2008-06-30 | NULL | NULL | 281549530 | 319520444 | 37970914 |
| 2008-09-30 | NULL | NULL | 229167756 | 300135098 | 70967342 |
| 2008-12-31 | NULL | NULL | 249229419 | 287586917 | 38357498 |
| 2009-03-31 | NULL | NULL | 244570920 | 266648322 | 22077402 |
| 2009-06-30 | NULL | NULL | 224676488 | 255411515 | 30735027 |
| 2009-09-30 | NULL | NULL | 161434060 | 196909310 | 35475250 |
| 2009-12-31 | NULL | NULL | 99844735 | 119963054 | 20118319 |
| 2010-03-31 | NULL | NULL | 82954177 | 115948156 | 32993979 |
| 2010-06-30 | NULL | NULL | 81649904 | 105438553 | 23788649 |
| 2010-09-30 | NULL | NULL | 88525847 | 119479759 | 30953912 |
| 2010-12-31 | NULL | NULL | 92516642 | 116469377 | 23952735 |
| 2011-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2011-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2011-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2011-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2012-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2012-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2012-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2012-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2013-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2013-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2013-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2013-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2014-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2014-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2014-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2014-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2015-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2015-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2015-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2015-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2016-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2016-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2016-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2016-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2017-03-31 | NULL | NULL | 24860320 | 28557432 | 3697112 |
| 2017-06-30 | NULL | NULL | 16552072 | 30558742 | 14006670 |
| 2017-09-30 | NULL | NULL | 24992096 | 38834878 | 13842782 |
| 2017-12-31 | NULL | NULL | 24402894 | 42570389 | 18167495 |
| 2018-03-31 | NULL | NULL | 24674402 | 42117302 | 17442900 |
| 2018-06-30 | NULL | NULL | 21315256 | 42074898 | 20759642 |
| 2018-09-30 | NULL | NULL | 20233629 | 44793511 | 24559882 |
| 2018-12-31 | NULL | NULL | 20299010 | 37952190 | 17653180 |
| 2019-03-31 | NULL | NULL | 24115829 | 46181656 | 22065827 |
| 2019-06-30 | NULL | NULL | 19039644 | 42638232 | 23598588 |
| 2019-09-30 | NULL | NULL | 21349557 | 41281391 | 19931834 |
| 2019-12-31 | NULL | NULL | 24230143 | 36138805 | 11908662 |
| 2021-03-31 | NULL | NULL | 27573199 | 15576571 | 11996628 |
| 2021-06-30 | NULL | NULL | 27343121 | 16245257 | 11097864 |
| 2021-09-30 | NULL | NULL | 25687409 | 15424810 | 10262599 |
| 2021-12-31 | NULL | NULL | 25644252 | 14193572 | 11450680 |
| 2022-03-31 | NULL | NULL | 22573116 | 12644064 | 9929052 |
| 2022-06-30 | NULL | NULL | 17884794 | 23790951 | 5906157 |
+---------------------------+--------------------------+---------------------------+----------------+---------------------+-------------+
History of the Federal Funds market, scaled by TOTAL_ASSETS
The Federal Funds market does reappear recently (why is an interesting question), but we can see that, for both borrowers (purchasers) and lenders (sellers), the market is a fraction of its former glory relative to bank balance sheet.
$ dolt sql -q "SELECT Reporting_Period_End_Date, CAST(SUM(RCFD1350) AS DECIMAL)/SUM(RCFD2170) AS OLD_FF_SOLD_AND_REV_REPO_PER_ASSETS, CAST(SUM(RCFD2800) AS DECIMAL)/SUM(RCFD2170) AS OLD_FF_PURCHASED_AND_REPO_PER_ASSETS, CAST(SUM(RCONB987) AS DECIMAL)/SUM(RCFD2170) AS FED_FUNDS_SOLD_PER_ASSETS, CAST(SUM(RCONB993) AS DECIMAL)/SUM(RCFD2170) AS FED_FUNDS_PURCHASED_PER_ASSETS, ABS(CAST((SUM(RCONB987)-SUM(RCONB993)) AS DECIMAL)/SUM(RCFD2170)) AS DISCREPANCY FROM BalanceSheetIncomeStatementPastDue1 GROUP BY Reporting_Period_End_Date ORDER BY Reporting_Period_End_Date ASC;"
+---------------------------+-------------------------------------+--------------------------------------+---------------------------+--------------------------------+------------------------+
| Reporting_Period_End_Date | OLD_FF_SOLD_AND_REV_REPO_PER_ASSETS | OLD_FF_PURCHASED_AND_REPO_PER_ASSETS | FED_FUNDS_SOLD_PER_ASSETS | FED_FUNDS_PURCHASED_PER_ASSETS | DISCREPANCY |
+---------------------------+-------------------------------------+--------------------------------------+---------------------------+--------------------------------+------------------------+
| 2001-03-31 | 0.05629373511486755 | 0.09471341591033043 | NULL | NULL | NULL |
| 2001-06-30 | 0.05612865063314204 | 0.09418844182377376 | NULL | NULL | NULL |
| 2001-09-30 | 0.058977784989078755 | 0.09792496859702436 | NULL | NULL | NULL |
| 2001-12-31 | 0.055121933637238954 | 0.08773607923322892 | NULL | NULL | NULL |
| 2002-03-31 | NULL | NULL | 0.037227270460054605 | 0.05020523153008414 | 0.012977961070029532 |
| 2002-06-30 | NULL | NULL | 0.035305994784811924 | 0.0452623696545656 | 0.00995637486975368 |
| 2002-09-30 | NULL | NULL | 0.036573258895462604 | 0.045533784338336936 | 0.008960525442874335 |
| 2002-12-31 | NULL | NULL | 0.036887851487939896 | 0.045814683855644876 | 0.008926832367704984 |
| 2003-03-31 | NULL | NULL | 0.040636835945065446 | 0.05037071373977299 | 0.009733877794707545 |
| 2003-06-30 | NULL | NULL | 0.03882928921218803 | 0.04840922287223418 | 0.009579933660046154 |
| 2003-09-30 | NULL | NULL | 0.0342407907795435 | 0.04421680119698326 | 0.009976010417439762 |
| 2003-12-31 | NULL | NULL | 0.030015520124446273 | 0.039271661897554905 | 0.00925614177310863 |
| 2004-03-31 | NULL | NULL | 0.03332650314613751 | 0.038421062546493655 | 0.00509455940035614 |
| 2004-06-30 | NULL | NULL | 0.031000248099376057 | 0.037727085753690576 | 0.006726837654314523 |
| 2004-09-30 | NULL | NULL | 0.03302681715857432 | 0.04246506036401782 | 0.009438243205443505 |
| 2004-12-31 | NULL | NULL | 0.03205276555721125 | 0.03870418688693387 | 0.006651421329722612 |
| 2005-03-31 | NULL | NULL | 0.031972282532498536 | 0.03708608435225064 | 0.005113801819752098 |
| 2005-06-30 | NULL | NULL | 0.023886926636517102 | 0.03395946672322921 | 0.010072540086712111 |
| 2005-09-30 | NULL | NULL | 0.026886964178398143 | 0.03263434420503011 | 0.005747380026631966 |
| 2005-12-31 | NULL | NULL | 0.022393090675114417 | 0.030435947359419294 | 0.008042856684304876 |
| 2006-03-31 | NULL | NULL | 0.02363514436941908 | 0.029240596129833138 | 0.005605451760414059 |
| 2006-06-30 | NULL | NULL | 0.0202671625115666 | 0.02740241276087391 | 0.0071352502493073075 |
| 2006-09-30 | NULL | NULL | 0.028613185586419308 | 0.031790083136114505 | 0.003176897549695199 |
| 2006-12-31 | NULL | NULL | 0.029193289949179135 | 0.03264693254474613 | 0.0034536425955669935 |
| 2007-03-31 | NULL | NULL | 0.03012355358099558 | 0.03318638916498462 | 0.0030628355839890436 |
| 2007-06-30 | NULL | NULL | 0.029704738671751305 | 0.03334609071112452 | 0.003641352039373217 |
| 2007-09-30 | NULL | NULL | 0.029349899373629626 | 0.03610362442634389 | 0.006753725052714264 |
| 2007-12-31 | NULL | NULL | 0.03039242558228931 | 0.03814455086149978 | 0.007752125279210469 |
| 2008-03-31 | NULL | NULL | 0.030143028700339896 | 0.0342138340777912 | 0.004070805377451307 |
| 2008-06-30 | NULL | NULL | 0.03267119032525789 | 0.03707735984760801 | 0.004406169522350116 |
| 2008-09-30 | NULL | NULL | 0.024667656573189582 | 0.03230659344163844 | 0.007638936868448863 |
| 2008-12-31 | NULL | NULL | 0.02671616748938167 | 0.03082790255321706 | 0.004111735063835391 |
| 2009-03-31 | NULL | NULL | 0.02736339938758434 | 0.029833491777825395 | 0.0024700923902410527 |
| 2009-06-30 | NULL | NULL | 0.02534183819318696 | 0.028808520835552423 | 0.0034666826423654638 |
| 2009-09-30 | NULL | NULL | 0.01811102947357936 | 0.022090941137404185 | 0.003979911663824822 |
| 2009-12-31 | NULL | NULL | 0.01101043605577287 | 0.01322899535085378 | 0.0022185592950809113 |
| 2010-03-31 | NULL | NULL | 0.008973593045105553 | 0.01254272664623523 | 0.0035691336011296777 |
| 2010-06-30 | NULL | NULL | 0.008889163682613731 | 0.011479016020336573 | 0.00258985233772284 |
| 2010-09-30 | NULL | NULL | 0.009489349432595549 | 0.012807391532478679 | 0.0033180420998831285 |
| 2010-12-31 | NULL | NULL | 0.009971905352955869 | 0.012553650660620985 | 0.002581745307665116 |
| 2011-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2011-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2011-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2011-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2012-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2012-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2012-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2012-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2013-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2013-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2013-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2013-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2014-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2014-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2014-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2014-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2015-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2015-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2015-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2015-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2016-03-31 | NULL | NULL | NULL | NULL | NULL |
| 2016-06-30 | NULL | NULL | NULL | NULL | NULL |
| 2016-09-30 | NULL | NULL | NULL | NULL | NULL |
| 2016-12-31 | NULL | NULL | NULL | NULL | NULL |
| 2017-03-31 | NULL | NULL | 0.0022133403434125083 | 0.002542498099375203 | 0.00032915775596269496 |
| 2017-06-30 | NULL | NULL | 0.0014644012763644063 | 0.002703604768568587 | 0.0012392034922041808 |
| 2017-09-30 | NULL | NULL | 0.002195798264224485 | 0.003412021052726815 | 0.0012162227885023306 |
| 2017-12-31 | NULL | NULL | 0.002132023287751109 | 0.003719274472799155 | 0.0015872511850480455 |
| 2018-03-31 | NULL | NULL | 0.0021085002976612742 | 0.003599047458320967 | 0.0014905471606596926 |
| 2018-06-30 | NULL | NULL | 0.0017170123004318842 | 0.003389268109443156 | 0.0016722558090112717 |
| 2018-09-30 | NULL | NULL | 0.0016035364767049427 | 0.003549933074693822 | 0.0019463965979888797 |
| 2018-12-31 | NULL | NULL | 0.0015867584214320277 | 0.002966694291706265 | 0.0013799358702742371 |
| 2019-03-31 | NULL | NULL | 0.0018742024765918376 | 0.003589085577290845 | 0.0017148831006990072 |
| 2019-06-30 | NULL | NULL | 0.0014663886957650273 | 0.0032838965587910496 | 0.001817507863026022 |
| 2019-09-30 | NULL | NULL | 0.001624706195942292 | 0.0031415233456514517 | 0.0015168171497091597 |
| 2019-12-31 | NULL | NULL | 0.0018297177086986026 | 0.002728989733147906 | 0.0008992720244493034 |
| 2021-03-31 | NULL | NULL | 0.0016663193287479014 | 0.0009413322455952256 | 0.0007249870831526759 |
| 2021-06-30 | NULL | NULL | 0.0016378543554509048 | 0.0009730917305624803 | 0.0006647626248884244 |
| 2021-09-30 | NULL | NULL | 0.0015061756599709963 | 0.000904430391624053 | 0.0006017452683469433 |
| 2021-12-31 | NULL | NULL | 0.0014777274915875101 | 0.000817892116651588 | 0.0006598353749359222 |
| 2022-03-31 | NULL | NULL | 0.0012671354104683153 | 0.0007097709162805724 | 0.000557364494187743 |
| 2022-06-30 | NULL | NULL | 0.0010156968060897266 | 0.0013511138537316777 | 0.0003354170476419511 |
+---------------------------+-------------------------------------+--------------------------------------+---------------------------+--------------------------------+------------------------+
The Federal Funds market was a place where small banks who had to hold precautionary reserves lent for poor rates to big banks (too-big-to-fail?) who were creditworthy even when they were aggressive at reserve management. Snapshot from 2006-12-31
Fed funds behavior by balance sheet deciles.
$ dolt sql -q "SELECT AVG(FED_FUNDS_SOLD_PER_ASSETS), AVG(FED_FUNDS_PURCHASED_PER_ASSETS), AVG(FED_FUNDS_PURCHASED_PER_ASSETS)-AVG(FED_FUNDS_SOLD_PER_ASSETS) AS NET_BORROWED, IF(TA_RANK=0,1,CEIL(TA_RANK*10)) AS TOTAL_ASSETS_DECILE FROM (SELECT Financial_Institution_Name, CAST(RCONB987 AS DECIMAL)/RCFD2170 AS FED_FUNDS_SOLD_PER_ASSETS, CAST(RCONB993 AS DECIMAL)/RCFD2170 AS FED_FUNDS_PURCHASED_PER_ASSETS, RCFD2170 AS TOTAL_ASSETS, PERCENT_RANK() OVER w AS TA_RANK FROM BalanceSheetIncomeStatementPastDue1 WHERE Reporting_Period_End_Date = '2006-12-31' AND RCFD2170 IS NOT NULL WINDOW w AS (ORDER BY RCFD2170 ASC)) AS RANKS GROUP BY TOTAL_ASSETS_DECILE ORDER BY TOTAL_ASSETS_DECILE DESC"
+--------------------------------+-------------------------------------+-----------------------+---------------------+
| AVG(FED_FUNDS_SOLD_PER_ASSETS) | AVG(FED_FUNDS_PURCHASED_PER_ASSETS) | NET_BORROWED | TOTAL_ASSETS_DECILE |
+--------------------------------+-------------------------------------+-----------------------+---------------------+
| 0.01287689147166046 | 0.03499760445625829 | 0.022120712984597828 | 10 |
| 0.011216995806557517 | 0.051541082776125235 | 0.04032408696956772 | 9 |
| 0.007024317107327827 | 0.03745408005308612 | 0.030429762945758294 | 8 |
| 0.0263714428703689 | 0.04615797680038542 | 0.01978653393001652 | 7 |
| 0.01862589190417186 | 0.035158796807440544 | 0.016532904903268683 | 6 |
| 0.02149680556471983 | 0.045278290338083206 | 0.023781484773363375 | 5 |
| 0.03016439114549001 | 0.01722607988145947 | -0.012938311264030541 | 4 |
| 0.05211014864217566 | 0.007743327690008262 | -0.0443668209521674 | 3 |
| 0.18473144269054442 | 0.007592169272258686 | -0.17713927341828573 | 2 |
| 0.13667247055792622 | 0 | -0.13667247055792622 | 1 |
+--------------------------------+-------------------------------------+-----------------------+---------------------+