Data Dictionary
Item Number 6399
IMPACT OF HEDGING ACTIVITIES - SIX MONTHS OR LESSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SVGL6399 | 1984-03-31 | 1989-03-31 | Yes | FHLBB 1313 |
Data Description:
The use of interest rate futures and options contracts, firm commitments to sell assets and similar off balance sheet instruments synthetically change the maturity structure of an institution's assets. These items of the report should indicate the effect of futures and options contracts that are currently open an hedges, as well as other transactions that change the effective maturity of financial assets. Do not consider contracts that are covered at the date of this report or entered into for purposes other than hedging. In order to show the effect of hedging on the maturity of the asset, subtract the dollar value of the hedged asset to the category achieved by the hedge.
The total of the entries reported on the hedging activity lines should be zero. Interest rates are not associated with amounts on these lines.