Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

Micro Data Reference Manual

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Data Dictionary

Item Number A066

TOTAL GROSS NOTIONAL AMOUNT OF INTEREST RATE DERIVATIVE CONTRACTS HELD FOR PURPOSES OTHER THAN TRADING: CONTRACTS MARKED TO MARKET

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
RCFDA066	1995-06-30	9999-12-31	Yes	FFIEC 002

Data Description:

Includes (a) off-balance sheet contracts used to hedge debt and equity securities classified as available-for-sale and (b) off-balance sheet contracts used to hedge other assets or liabilities not held for trading purposes that are accounted for at market value. (See item 8725.)

NOTE:

Reported on Schedule M for the FFIEC 002 report. Includes transactions with related depository institutions. Also reported as confidential.

Last update: May 10, 2024