Data Dictionary
Item Number 3415
FOREIGN EXCHANGE RATE CONTRACTS - COMMITMENTS TO PURCHASE FOREIGN CURRENCIES AND U.S. DOLLAR EXCHANGE (FUTURES, FORWARD, AND SPOT)Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BHCC3415 | 1995-12-31 | 2001-12-31 | No | FR Y-11I |
| BHCK3415 | 1986-06-30 | 1994-12-31 | No | FR Y-9C |
| BHCS3415 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| FNBK3415 | 1995-12-31 | 9999-12-31 | No | Multiple Forms |
| FORB3415 | 1990-12-31 | 9999-12-31 | Yes | FFIEC 030 |
| RCFD3415 | 1979-03-31 | 1983-03-31 | Yes | Multiple Forms |
| RCFD3415 | 1983-06-30 | 9999-12-31 | No | Multiple Forms |
| RCFN3415 | 1984-12-31 | 1994-12-31 | Yes | Multiple Forms |
| RCON3415 | 1983-06-30 | 1983-12-31 | No | Multiple Forms |
| RCON3415 | 1984-03-31 | 1993-12-31 | No | Multiple Forms |
| RCON3415 | 1994-03-31 | 1994-12-31 | No | Multiple Forms |
| SUBC3415 | 1984-12-31 | 9999-12-31 | No | Multiple Forms |
Data Description:
Includes the gross amount (stated in U.S. dollars) of all futures, forward, and spot contracts committing the reporting bank or bank holding company or its consolidated subsidiaries to purchase foreign (non-U.S.) currencies and U.S. dollar exchange that are outstanding as of the report date. A currency futures contract is a standardized agreement for delayed delivery of a foreign (non-U.S.) currency in which the buyer agrees to purchase and the seller agrees to deliver, at a specified future date, a specified amount at a specified exchange rate. Futures contracts are traded on organized exchanges that act as the counter party to each contract. A forward foreign exchange contract is an agreement for delayed delivery of a foreign (non-U.S.) currency in which the buyer agrees to purchase and the seller agrees to deliver, at a specified future date, a specified amount at a specified exchange rate. These contracts are not standardized and are traded in an over-the-counter market. A spot contract is an agreement for the immediate delivery, usually within two days, of a foreign currency at the prevailing spot rate. Contracts are outstanding (i.e., open) until they have been cancelled by acquisition or delivery of the underlying currencies or, for futures contracts, by offset. ("Offset" is the purchase and sale of an equal number of contracts on the same underlying currencies for the same delivery month, executed through the same clearing member on the same exchange.) COMPARABILITY: Beginning 12/31/02, reported on Schedule BS for the FR Y-11 (BHCS) report. Prior to 12/31/02, reported on the Balance Sheet for the FR Y-11I (BHCC) report. Beginning 12/31/02, reported on Schedule BS for the FR Y-7N (FNBK) report. Beginning 12/31/02, reported on Schedule BS for the FR 2314 (SUBC) report. Prior to 6/30/83, this item is reported by national banks only. NOTE: Reported on the Balance Sheet for the FR Y-7 (FNBK) report. Reported only by nonbank subsidiaries with total assets of more than $150 million. Reported on the Balance Sheet for the FR Y-11Q (BHCS) report. Reported on the Balance Sheet for the FFIEC 030 (FORB) report. Reported on the Balance Sheet for the FR 2886B (RCFD) report. For the FFIEC 002 (RCFD) and the FR 2314 (SUBC) reports, excludes all transactions with related depository institutions.