Data Dictionary
Item Number 3812
NOTIONAL PRINCIPAL AMOUNT OF FOREIGN EXCHANGE CONTRACTS WITH A REMAINING MATURITY OF ONE YEAR OR LESSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR3812 | 1990-03-31 | 9999-12-31 | No | |
| BHCK3812 | 1990-09-30 | 1990-12-31 | Yes | FR Y-9C |
| BHCK3812 | 1991-03-31 | 2014-12-31 | No | FR Y-9C |
| RCFD3812 | 1990-03-31 | 1990-09-30 | Yes | Multiple Forms |
| RCFD3812 | 1990-12-31 | 2014-12-31 | No | Multiple Forms |
| RCON3812 | 1990-03-31 | 1990-09-30 | Yes | Multiple Forms |
| RCON3812 | 1990-12-31 | 2014-12-31 | No | Multiple Forms |
| UBPR3812 | 1990-03-31 | 9999-12-31 | No |
Data Description:
Includes the notional amount or par value of foreign exchange contracts with a remaining maturity of one year or less that are subject to risk-based capital requirements. (See item 3809 and 6608.) This item is an trillion dollar item defined as double precision on the archival file.
The effective notional principal amount or par value of off-balance-sheet derivative contracts is reported gross. However, for foreign exchange contracts and other similar contracts in which the notional principal is equivalent to cash flows, the total notional principal is defined as the net receipts to each party falling due on each value date in each currency.
For purposes of determining the credit equivalent amount to be reported in item A167 (reported in Schedule HC-I, Part II for the FR Y-9C report), the notional principal amount is multiplied by the appropriate credit conversion factor as follows: (1) 1.0% for contracts with a remaining maturity of one year or less; (2) 5.0% for contracts with a remaining maturity of over one year to five years, and (3) 7.5% for contracts with a remaining maturity of over five years.
NOTE:
Reported on Schedule RC-R for the FFIEC 031, 032, 033 and 034 reports.
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.
Reported on Schedule HC-R for the FR Y-9C (BHCK) report.
COMPARABILITY:
Prior to 3/31/01, reported on Schedule HC-I for the FR Y-9C report. Also reported only by the top-tier bank holding companies with consolidated assets of $150 million or more.
Prior to 3/31/96, the credit equivalent amount to be determined, was reported in items 6576 or 6608 for the FR Y-9C report.
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.
For the UBPR series, the FDIC's Data Element name is H-FGNEX1LES
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: FXLT1YR Formula:
FXLT1YR=IF DT ge 19900331 THEN FXLT1YR =RCFD3812/1000;