Data Dictionary
Item Number 8705
PURCHASED EXCHANGE-TRADED INTEREST RATE OPTION CONTRACTSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR8705 | 1995-03-31 | 9999-12-31 | No | |
| BHCK8705 | 1995-03-31 | 9999-12-31 | No | FR Y-9C |
| RCFD8705 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| RCON8705 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| UBPR8705 | 1995-03-31 | 9999-12-31 | No |
Data Description:
Purchased options. Reported is the aggregate par value of the financial instruments or commodities that the reporting bank has, for a fee or premium, purchased the right to either purchase or sell under exchange-traded option contracts that are outstanding as of the report date.
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.
For exchange-traded option contracts giving the reporting entity the right to either purchase or sell an interest rate futures contract and whose predominant risk characteristic is interest rate risk, the par value of the financial instrument underlying the futures contract is reported. An example of such a contract is a Chicago Board Options Exchange option on the 13-week Treasury bill rate.
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-INTRTEPURET
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: IRPOPTX Formula:
IRPOPTX=IF DT ge 19950331 THEN IRPOPTX =RCFD8705/1000;