Data Dictionary
Item Number 8760
COMMODITY AND OTHER EXPOSURESCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGQ8760 | 1996-03-31 | 9999-12-31 | No | |
| BAGY8760 | 1996-03-31 | 9999-12-31 | No | |
| BHCK8760 | 1995-03-31 | 9999-12-31 | No | FR Y-9C |
| RIAD8760 | 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 commodity or other exposures. Commodity or other exposures may arise from commodities and off-balance sheet commodity and other contracts not reported as interest rate, foreign exchange, or equity derivative contracts. Commodity and other contracts are contracts that have a return, or a portion of their return, linked to the price or to an index of precious metals, petroleum, lumber, agricultural products, etc. Also includes any other contracts that are not reportable as interest rate, foreign exchange, or equity derivative contracts.
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.
BAGQ Original Variable name: ITRDCMQT Formula:
ITRDCMQT=IF DT ge 19960331 THEN ITRDCMQT=RIAD8760/1000;
BAGY Original Variable name: ITRDCMYD Formula:
ITRDCMYD=IF DT ge 19960331 THEN ITRDCMYD=RIAD8760/1000;