Data Dictionary
Item Number 8730
TOTAL GROSS NOTIONAL AMOUNT OF FOREIGN EXCHANGE DERIVATIVE CONTRACTS HELD FOR PURPOSES OTHER THAN TRADING: CONTRACTS NOT MARKED TO MARKETCall confidentiality applies to FFIEC 031/041.
Series | Start Date | End Date | Confidential? | Reporting Forms |
---|---|---|---|---|
BAGR8730 | 1995-03-31 | 2000-12-31 | No | |
BHCK8730 | 1995-03-31 | 2000-12-31 | No | FR Y-9C |
RCFD8730 | 1995-03-31 | 2001-03-31 | No | Multiple Forms |
RCON8730 | 1995-03-31 | 2000-12-31 | No | Multiple Forms |
Data Description:
Includes the total notional amount or par value of those foreign exchange derivative contracts reported in items 8694, 8698, 8702, 8706, 8710, 8714 and 3826 that are held for purposes other than trading and that, for purposes of these reports, are not accounted for at market value or lower of cost or market value. Also includes the notional amount or par value of contracts such as swap contracts intended to hedge interest rate risk on commercial loans that are accounted for on the accrual basis.
NOTE:
Reported in Schedule RC-L for the FFIEC 031, 032, 033, and 034 reports.
Reported in Schedule L for the FFIEC 002 report. Also excludes all transactions with related depository institutions.
Reported in Schedule HC-F, Part III, for the FR Y-9C report.
BAGR Original Variable name: FXNFTNMM Formula:
FXNFTNMM=IF DT ge 20010331 THEN FXNFTNMM=.; IF DT ge 19950331 and DT lt 20010331 THEN FXNFTNMM=RCFD8730/1000;