Data Dictionary
Item Number 8710
WRITTEN OTC FOREIGN EXCHANGE OPTION CONTRACTSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR8710 | 1995-03-31 | 9999-12-31 | No | |
| BHCK8710 | 1995-03-31 | 9999-12-31 | No | FR Y-9C |
| RCFD8710 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| RCON8710 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| UBPR8710 | 1995-03-31 | 9999-12-31 | No |
Data Description:
A written currency option contract conveys the obligation to exchange two different currencies at a specified exchange rate. Includes the gross amount (stated in U.S. dollars) of foreign (non-U.S.) currency and U.S. dollar exchange that the reporting entity has, for compensation, obligated itself to either purchase or sell under OTC option contracts whose predominant risk characteristic is foreign exchange risk.
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.o
Reported in 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-FGNEXWRTOTC
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: FXWOPTO Formula:
FXWOPTO=IF DT ge 19950331 THEN FXWOPTO =RCFD8710/1000;