Data Dictionary
Item Number 8725
TOTAL GROSS NOTIONAL AMOUNT OF INTEREST RATE DERIVATIVE CONTRACTS HELD FOR PURPOSES OTHER THAN TRADING: CONTRACTS MARKED TO MARKETCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR8725 | 1995-03-31 | 9999-12-31 | No | |
| BHCK8725 | 1995-03-31 | 9999-12-31 | No | FR Y-9C |
| RCFD8725 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| RCON8725 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| UBPR8725 | 1995-03-31 | 9999-12-31 | No |
Data Description:
Includes the total notional amount or par value of those interest rate derivative contracts reported in items 8693, 8697, 8701, 8705, 8709, 8713 and 3450 that are held for purposes other than trading and that, for purposes of these reports, are accounted for at market value or lower of cost or market value with gains and losses recognized either in earnings or in equity capital.
Includes (a) off-balance-sheet contracts used to hedge debt and equity securities classified as available-for-sale, (b) foreign exchange contracts that are designated as, and are effective as, economic hedges of a net investment in a foreign office, (c) intercompany foreign exchange contracts of a long-term investment nature when the parties to the contract are consolidated, combined or accounted for by the equity method, and (d) off-balance-sheet contracts used to hedge other assets or liabilities not held for trading purposes that are accounted for at market value.
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-INTRTEMTM
BAGR Original Variable name: IRNFTMTM Formula:
IRNFTMTM=IF DT ge 19950331 THEN IRNFTMTM=RCFD8725/1000;