Data Dictionary
Item Number 8750
GROSS POSITIVE FAIR VALUE OF FOREIGN EXCHANGE DERIVATIVE CONTRACTS HELD FOR PURPOSES OTHER THAN TRADING THAT ARE NOT MARKED TO MARKETCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGR8750 | 1995-03-31 | 2000-12-31 | No | |
| BHCK8750 | 1995-03-31 | 2000-12-31 | No | FR Y-9C |
| RCFD8750 | 1995-03-31 | 2001-03-31 | No | Multiple Forms |
| RCON8750 | 1995-03-31 | 2000-12-31 | No | Multiple Forms |
Data Description:
Includes the total fair value of "Total Gross Notional Amount Of Foreign Exchange Derivative Contracts Held For Purposes Other Than Trading: Contracts Not Marked To Market (8730)" with positive fair values.
NOTE:
Reported in 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 in 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 in Schedule HC-F, Part III, for the FR Y-9C report.
BAGR Original Variable name: FXNTNPFV Formula:
FXNTNPFV=IF DT ge 20010331 THEN FXNTNPFV=.; IF DT ge 19950331 and DT lt 20010331 THEN FXNTNPFV=RCFD8750/1000;