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.

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Data Dictionary

Item Number A078

GROSS NEGATIVE FAIR VALUE OF INTEREST RATE DERIVATIVE CONTRACTS HELD FOR TRADING

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
RCFDA078	1995-06-30	9999-12-31	Yes	FFIEC 002

Data Description:

Includes the total fair value of "Total Gross Notional Amount Of Interest Rate Derivative Contracts Held For Trading (A062)" with negative fair values. The total fair value is reported as an absolute value, and should not be enclosed in parentheses or a minus (-) sign is not to be used.

NOTE:

Reported in Schedule M for the FFIEC 002 report by branches and agencies with $100 million or more in total assets. Includes transactions with related depository institutions. Also reported as confidential.

Last update: May 10, 2024