Data Dictionary
Item Number 3450
INTEREST RATE CONTRACTS - NOTIONAL VALUE OF ALL OUTSTANDING INTEREST RATE SWAPSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR3450 | 1985-06-30 | 9999-12-31 | No | |
| BHCC3450 | 1995-12-31 | 2001-12-31 | No | FR Y-11I |
| BHCK3450 | 1986-06-30 | 9999-12-31 | No | FR Y-9C |
| BHCS3450 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| FNBK3450 | 2002-12-31 | 9999-12-31 | No | FR Y-7N/FR Y-7NS |
| FORB3450 | 1990-12-31 | 9999-12-31 | Yes | FFIEC 030 |
| RCFD3450 | 1985-06-30 | 9999-12-31 | No | Multiple Forms |
| RCON3450 | 1985-06-30 | 9999-12-31 | No | Multiple Forms |
| SUBC3450 | 1991-12-31 | 9999-12-31 | No | Multiple Forms |
| SVGC3450 | 1990-03-31 | 1996-03-31 | Yes | OTS 1313 |
| SVGL3450 | 1985-06-30 | 1989-12-31 | Yes | Multiple Forms |
| SVGS3450 | 1990-03-31 | 1996-03-31 | Yes | OTS 1313 |
| UBPR3450 | 1985-06-30 | 9999-12-31 | No |
Data Description:
Includes the notional value of all outstanding interest rate and basis swaps whose predominant risk characteristic is interest rate risk, whether the swap is undertaken by the reporting entity to hedge its own interest rate risk, in an intermediary capacity, or to hold in inventory. An interest rate swap is a transaction in which two parties agree to exchange payment streams based on a specified notional amount for a specified period. Forward starting swap contracts are reported as swaps. The notional amount of a swap is the underlying principal amount upon which the exchange of interest, foreign exchange or other income or expense is based. The notional amount to be reported for a swap contract with a multiplier component is the contract's effective notional amount. In those cases where the reporting entity is acting as an intermediary, both sides of the transaction are reported. This item is an trillion dollar item defined as double precision on the archival file for the FFIEC 031 report. 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. NOTE: Reported on Schedule HC-L for the FR Y-9C (BHCK) report. Prior to 3/31/01, reported on Schedule HC-F, Part III, for the FR Y-9C (BHCK) report. Reported on the Balance Sheet for the FR Y-11Q (BHCS) report. Reported on Schedule RC-L for the FFIEC 031, 032, 033, and 034 reports. Reported on Schedule L for the FFIEC 002 report. Also excludes all transactions with related depository institutions. For the UBPR series, the FDIC's Data Element name is H-INTRTESWAP This variable is used by the FDIC and OCC in the process to generate the UBPR in the Central Data Repository (CDR). The Board does NOT store this MDRM within the UBPR series tables in the Board's Financial Data Repository (FDR). BAGR Original Variable name: IRSWAP Formula: IRSWAP=IF DT ge 19850630 THEN IRSWAP =RCFD3450/1000;