Data Dictionary
Item Number 6611
FEDERAL FUNDS SOLD AND SECURITIES PURCHASED UNDER AGREEMENTS TO RESELLCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BHC06611 | 1993-03-31 | 1997-12-31 | No | FR Y-9C |
| BHC26611 | 1990-09-30 | 1990-12-31 | Yes | FR Y-9C |
| BHC26611 | 1991-03-31 | 1997-12-31 | No | FR Y-9C |
| BHC96611 | 1990-09-30 | 1990-12-31 | Yes | FR Y-9C |
| BHC96611 | 1991-03-31 | 1997-12-31 | No | FR Y-9C |
Data Description:
Includes "Federal Funds Sold And Securities Purchased Under Agreements To Resell (1350)", less any securities purchased under agreements to resell held by the securities affiliate with unrelated parties. For purposes of this schedule (HC-J), "unrelated parties" includes any organizations not directly or indirectly owned or controlled by the bank holding company.
Securities purchased under agreements to resell with the bank holding company's securities affiliate are included in "Investments In And Receivables Due From Securities Affiliate (6614)".
The mnemonic prefixes for the risk weight columns represents the following:
BHC0 = (Column A) 0%
BHC2 = (Column B) 20%
BHC5 = (Column C) 50%
BHC9 = (Column D) 100%
For a detailed description of the broad categories of transactions that are assigned to each risk weight category (columns A through D) established by the Risk-Based Guidelines, see the Instructions for Preparation of Reporting Form FR Y-9C Schedule HC-I. If a bank holding company has not established the systems to determine the risk weight(s) applicable for a transaction, it has the option of risk-weighting that transaction at 100%. This schedule (Schedule HC-J) is completed in conjunction with Schedule HC-I.
NOTE:
Reported in Schedule HC-J by bank holding companies with Section 20 Securities Affiliates for the FR Y-9C report.
COMPARABILITY:
Prior to 3/31/97, includes the sum of items (BHCK) 0276, and 0277 (reported in Schedule HC).
Beginning 6/30/96, for the FR Y-9C report, bank holding companies are now permitted to offset reverse repurchase agreements and repurchase agreements in accordance with FASB Interpretation No. 41 (FIN 41) in determining the asset denominator of their risk-based and leverage capital ratios.
Beginning 12/31/94, for reporting purposes on this schedule (HC-J), securities purchased under agreements to resell must be reported on a gross basis (i.e., cannot be offset by securities sold under agreements to repurchase).