Board of Governors of the Federal Reserve System

Data Dictionary

Item Number 8713

Call confidentiality applies to FFIEC 031/041.

Data Description:

Interest rate options includes options to purchase and sell interest-bearing financial instruments and whose predominant risk characteristic is interest rate risk as well as contracts known as caps, floors, collars, corridors, and swaptions. Included is the notional principal amount for interest rate caps and floors that the reporting entity purchases. For interest rate collars and corridors, a notional amount for the written portion of the contract is reported in item 8709 and the purchased portion of the contract is reported in this item.

Purchased options. Reported is the aggregate par value of the financial instruments or commodities that the reporting entity has, for a fee or premium, purchased the right to either purchase or sell under OTC option contracts that are outstanding as of the report date. Also reported is an aggregate notional amount for purchased caps, floors, and swaptions and for the purchased portion of collars and corridors.

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-INTRTEPUROTC

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: IRPOPTO Formula:

IRPOPTO=IF DT ge 19950331 THEN IRPOPTO =RCFD8713/1000;