Data Dictionary
Item Number 3424
FUTURES AND FORWARD CONTRACTS - COMMITMENTS TO PURCHASECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BHCK3424 | 1986-06-30 | 1990-06-30 | No | FR Y-9C |
| ISUD3424 | 1990-06-30 | 2005-03-31 | Yes | FR Y-20 |
| RCFD3424 | 1983-06-30 | 1991-03-31 | No | Multiple Forms |
| RCON3424 | 1983-06-30 | 1989-12-31 | No | Multiple Forms |
Data Description:
Includes contracts committing the reporting entity to purchase securities or money market instruments. Both futures and forward contracts are contracts for delayed delivery of securities or money market instruments in which the buyer agrees to purchase and the seller agrees to make delivery, at a specified future date, of a specified instrument at a specified price or yield. Contracts are outstanding (i.e., open) until they have been canceled by acquisition or delivery of the underlying financial instruments or, for futures contracts, by offset. ("Offset" is the purchase and sale of an equal number of contracts on the same underlying instrument for the same delivery month, executed through the same broker or dealer, and executed on the same exchange.) Outstanding contracts to purchase are not to be netted.
Excludes regular way settlements, that is, cash market transactions that are settled in one day for U.S. Treasury and Government Agency and Corporation securities (other than government guaranteed mortgage pass-through certificates), five days for municipal and corporate securities, and up to 30 days for mortgage pass-through certificates. Cash market transactions that exceeds regular way settlement time limits must be included in this schedule. Also excludes futures and forward contracts involving foreign exchange which are included in item "3415".