Data Dictionary
Item Number 5767
FUTURES AND FORWARD CONTRACTSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| RCFD5767 | 1991-06-30 | 1995-03-31 | Yes | FFIEC 002 |
Data Description:
Excludes futures and forward contracts with related depository institutions involving foreign exchange, which are reported in item 5769. Also excludes commitments with related depository institutions to purchase and sell when-issued securities which are not reported in Part V of Schedule M. (See item 5775.)
NOTE:
Excludes all transactions with unrelated parties, including unrelated depository institutions, and related nondepository institutions.
Reported only by the FFIEC 002 reporters. Also reported confidential.
Includes futures and forward contracts entered into with related depository institutions that commits the reporting branch or agency to purchase or sell financial instruments. Futures and forward contracts are agreements for delayed delivery of financial instruments in which the buyer agrees to purchase and the seller agrees to deliver, at a specified future date, a specified instrument at a specified price or yield.
Reported on a gross basis is the aggregate par value of both futures contracts and forward commitments that have been entered into with related depository institutions by the reporting branch or agency, including its IBF, and are outstanding (i.e., open contracts) as of the report date. The par value of securities or money market instruments intended to be delivered under such contracts if this par value differs from the par value of the contracts themselves is not reported.