Data Dictionary
Item Number 8732
TOTAL GROSS NOTIONAL AMOUNT OF COMMODITY AND OTHER 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 |
|---|---|---|---|---|
| BAGR8732 | 1995-03-31 | 2001-03-31 | No | |
| BHCK8732 | 1995-03-31 | 2000-12-31 | No | FR Y-9C |
| RCFD8732 | 1995-03-31 | 2001-03-31 | No | Multiple Forms |
| RCON8732 | 1995-03-31 | 2000-12-31 | No | Multiple Forms |
Data Description:
Includes the total notional amount or par value of those commodity and other derivative contracts reported in items 8696, 8700, 8704, 8708, 8712, 8716 and 8720 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: CONFTNMM Formula:
CONFTNMM=IF DT ge 20010331 and DT THEN CONFTNMM=.; IF DT ge 19950331 and DT 20010331 THEN CONFTNMM=RCFD8732/1000;