Data Dictionary
Item Number 8698
FOREIGN EXCHANGE FORWARD CONTRACTSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR8698 | 1995-03-31 | 9999-12-31 | No | |
| BHCK8698 | 1995-03-31 | 9999-12-31 | No | FR Y-9C |
| RCFD8698 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| RCON8698 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| UBPR8698 | 1995-03-31 | 9999-12-31 | No |
Data Description:
Includes the gross amount (stated in U.S. dollars) of all forward contracts committing the reporting entity to purchase foreign (non-U.S.) currencies and U.S. dollar exchange and whose predominant risk characteristic is foreign exchange risk.
A foreign foreign exchange contract is an agreement for delayed delivery of a foreign (non-U.S.) currency or U.S. dollar exchange in which the buyer agrees to purchase and the seller agrees to deliver, at a specified future date, a specified amount at a specified exchange rate. This item is an trillion dollar item defined as double precision on the archival file for the FFIEC 031 report.
NOTE:
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.
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 report.
For the UBPR series, the FDIC's Data Element name is H-FGNEXFOR
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: FXFORWD Formula:
FXFORWD=IF DT ge 19950331 THEN FXFORWD =RCFD8698/1000;