Data Dictionary
Item Number A086
GROSS NEGATIVE FAIR VALUE OF INTEREST RATE DERIVATIVE CONTRACTS HELD FOR PURPOSES OTHER THAN TRADING THAT ARE MARKED TO MARKETCall confidentiality applies to FFIEC 031/041.
Series | Start Date | End Date | Confidential? | Reporting Forms |
---|---|---|---|---|
RCFDA086 | 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 Purposes Other Than Trading: Contracts Marked To Market (A066)" 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.