Data Dictionary

Item Number A087
GROSS NEGATIVE FAIR VALUE OF FOREIGN EXCHANGE DERIVATIVE CONTRACTS HELD FOR PURPOSES OTHER THAN TRADING THAT ARE MARKED TO MARKET

Call confidentiality applies to FFIEC 031/041.

Series Start Date End Date Confidential? Reporting Forms
RCFDA087 1995-06-30 9999-12-31 Yes FFIEC 002

Data Description:


Includes the total fair value of "Total Gross Notional Amount Of Foreign Exchange Derivative Contracts Held For Purposes Other Than Trading: Contracts Marked To Market (A067)" 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.

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Last update: May 10, 2024