Data Dictionary
Item Number 3826
FOREIGN EXCHANGE SWAPSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR3826 | 1995-03-31 | 9999-12-31 | No | |
| BHCC3826 | 1995-12-31 | 2001-12-31 | No | FR Y-11I |
| BHCK3826 | 1990-09-30 | 9999-12-31 | No | FR Y-9C |
| BHCS3826 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| FNBK3826 | 2002-12-31 | 9999-12-31 | No | FR Y-7N/FR Y-7NS |
| RCFD3826 | 1990-03-31 | 9999-12-31 | No | Multiple Forms |
| RCON3826 | 1990-03-31 | 9999-12-31 | No | Multiple Forms |
| SUBC3826 | 1991-12-31 | 9999-12-31 | No | Multiple Forms |
| UBPR3826 | 1990-03-31 | 9999-12-31 | No |
Data Description:
Includes the notional principal amount (stated in U.S. dollars) of all outstanding cross-currency interest rate swaps, whether the swap is undertaken by the reporting entity to hedge its own exchange rate risk, in an intermediary capacity, or to hold in inventory. In those cases where the reporting entity is acting as an intermediary, both sides of the transaction are reported. A cross-currency interest rate swap is a transaction in which two parties agree to exchange principal amounts of different currencies, usually at the prevailing spot rate, at the inception of an agreement which lasts for a certain number of years. At defined intervals over the life of the swap, the counter parties exchange payments in the different currencies based on specified rates of interest. When the agreement matures, the principal amounts is re-exchanged at the same spot rate. The notional amount of a cross-currency interest rate swap is generally the underlying principal amount upon which the exchange is based. 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-FGNEXSWAP 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: FXSWAP Formula: FXSWAP=IF DT ge 19900331 THEN FXSWAP =RCFD3826/1000;