Board of Governors of the Federal Reserve System

Data Dictionary

Item Number 3522

Call confidentiality applies to FFIEC 031/041.

Data Description:

For each interest rate, foreign exchange rate, or other off-balance sheet commodity or equity contract on which a required payment by the entity's counterparty is past due 30 through 89 days as of the report date, the amounts, if any, related to the past due contract that the entity carries as assets on its balance sheet (Schedule RC, for the FFIEC 031-032 reports and Schedule HC, for the FR Y-9C report) are reported in this item. These amounts may include an amount accrued as a receivable, the unamortized amount of the premium paid for an interest rate cap or floor, and/or the fair value of a contract in a gain position that has been recorded as an asset.

NOTE:

For series RCFD, reported confidential for the reporting period 3/31/96 thru 3/31/01; RCON 3/31/94 thru 12/31/00.

Beginning 3/31/96, reported on Schedule N (RCFD), for the FFIEC 002 report.

Reported on Schedule RC-N (RCFD and RCON), for the FFIEC 031, and 032 reports.

Reported on Schedule HC-H (BHCK), for the FR Y-9C report only by bank holding companies with total consolidated assets of $1 billion or more, or with $2 billion or more in par/notional amounts of interest rate, foreign exchange rate, and other commodity and equity contracts.

Also reported as confidential.

BAGR Original Variable name: BVD1Q30 Formula:

BVD1Q30=IF DT ge 20010331 THEN BVD1Q30=.; IF DT lt 20010331 and DT ge 19940331 THEN BVD1Q30=RCFD3522/1000;