Data Dictionary
Item Number 8758
FOREIGN EXCHANGE EXPOSURESCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BHCK8758 | 1995-03-31 | 9999-12-31 | No | FR Y-9C |
| RIAD8758 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
Data Description:
Includes net gains (losses) from trading cash instruments and off-balance sheet derivative contracts that the reporting bank manages as foreign exchange exposures. Foreign exchange exposures may arise from cash instruments (e.g., debt securities) denominated in non-U.S. currencies and foreign exchange rate contracts. Foreign exchange rate contracts are those contracts to purchase foreign (non-U.S.) currencies and U.S. dollar exchange in the forward market, i.e., on an organized exchange or in an over-the-counter market. A purchase of U.S. dollar exchange is equivalent to a sale of foreign currency. Foreign exchange rate contracts includes cross-currency interest rate swaps where there is an exchange of principal, forward and spot foreign exchange contracts, and currency futures and currency options.
NOTE:Beginning 3/31/01, for RIAD, to be completed by banks that reported average trading assets (Schedule K, item 7) of $2 million or more for any quarter of the preceding calendar year.
For BHCK, to be completed by bank holding companies that reported average trading assets (Schedule HC-K, item 4.a) of $2 million as of the March 31st report date of the current calendar year.
NOTE:
Reported on Schedule RI - Income Statement for the FFIEC 031, 032, and 033 reports.
Reported on Schedule HI-Memoranda for the FR Y-9C report.