Data Dictionary
Item Number 8733
GROSS POSITIVE FAIR VALUE OF INTEREST RATE DERIVATIVE CONTRACTS HELD FOR TRADINGCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR8733 | 1995-03-31 | 9999-12-31 | No | |
| BHCK8733 | 1995-03-31 | 9999-12-31 | No | FR Y-9C |
| RCFD8733 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| RCON8733 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| UBPR8733 | 1995-03-31 | 9999-12-31 | No |
Data Description:
Includes the total fair value of "Total Gross Notional Amount Of Interest Rate Derivative Contracts Held For Trading (A126)" with positive fair values.
NOTE:
Beginning 3/31/01, for the FFIEC 041 report, to be completd by banks with $100 million or more in assets.
Reported on Schedule RC-L for the FFIEC 031, 032, and 033 reports by banks with foreign offices or with $100 million or more in total assets.
Reported on Schedule L for the FFIEC 002 report by those branches or agencies with total assets of $100 million or more. 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-INTRTEHFTGP
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: IRHFTPFV Formula:
IRHFTPFV=IF DT ge 19950331 THEN IRHFTPFV=RCFD8733/1000;