Data Dictionary
Item Number 3811
FOREIGN EXCHANGE RATE CONTRACTS - REPLACEMENT COST (MARKET VALUE)Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR3811 | 1990-03-31 | 1994-12-31 | No | |
| BHCK3811 | 1990-09-30 | 1990-12-31 | Yes | FR Y-9C |
| BHCK3811 | 1991-03-31 | 1994-12-31 | No | FR Y-9C |
| RCFD3811 | 1990-03-31 | 1990-09-30 | Yes | Multiple Forms |
| RCFD3811 | 1990-12-31 | 1994-12-31 | No | Multiple Forms |
| RCON3811 | 1990-03-31 | 1990-09-30 | Yes | Multiple Forms |
| RCON3811 | 1990-12-31 | 1994-12-31 | No | Multiple Forms |
Data Description:
Includes the replacement cost for all foreign exchange rate contracts and commodity contracts with positive mark-to-market values. Excludes those contracts with an original maturity of 14 days or less, exchange-traded contracts that requires daily payment of variation margin, and written option contracts that, in substance, acts as financial guarantees. (See item 3808.)
NOTE:
For series RCFD and RCON, reported as confidential for March, June, and September of the 1990 reporting period.
Also completed by banks that reported a zero in item 6056 and by banks with total assets of $1 billion or more.
For the FR Y-9C report, reported only by the top-tier bank holding companies with consolidated assets of $150 million or more.
COMPARABILITY:
Beginning 12/31/94, for the FR Y-9C (BHCK) report, netting of contracts with qualifying bilateral netting arrangements is not permitted. The effective notional principal amount and par value of all interest rate contracts are to be reported gross.
Prior to 6/30/91, for the FR Y-9C (BHCK) report, this schedule (Schedule HC-I) is reported as confidential. Also reported by bank holding companies with consolidated assets of $150 million or more but less than $1 billion.
BAGR Original Variable name: FXRC Formula:
FXRC=IF DT ge 19950331 THEN FXRC=.; IF DT ge 19900331 and DT lt 19950331 THEN FXRC=RCFD3811/1000;