Data Dictionary
Item Number 6613
ASSETS HELD IN TRADING ACCOUNTSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BHC06613 | 1990-09-30 | 1990-12-31 | Yes | FR Y-9C |
| BHC06613 | 1991-03-31 | 1997-12-31 | No | FR Y-9C |
| BHC26613 | 1990-09-30 | 1990-12-31 | Yes | FR Y-9C |
| BHC26613 | 1991-03-31 | 1997-12-31 | No | FR Y-9C |
| BHC56613 | 1990-09-30 | 1990-12-31 | Yes | FR Y-9C |
| BHC56613 | 1991-03-31 | 1997-12-31 | No | FR Y-9C |
| BHC96613 | 1990-09-30 | 1990-12-31 | Yes | FR Y-9C |
| BHC96613 | 1991-03-31 | 1997-12-31 | No | FR Y-9C |
Data Description:
Includes assets held in trading accounts reported in item BHCK2146 (Schedule HC, item 5) excluding any trading account assets held by the holding company's securities affiliate.
For purposes of reporting this schedule (HC-J) and this item, the on-balance sheet asset values of off-balance-sheet interest rate, foreign exchange, equity derivative and commodity contracts (e.g., futures, exchange-traded options, forwards, and interest rate swaps) and other contracts other than margin accounts and accrued receivables are reported in column A, the zero risk weight (BHC0), if the reporting bank holding company includes such amounts in item BHCK2146 (reported in Schedule HC, item 5). Margin accounts and accrued receivables associated with these transactions are reported in item 6615.
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.