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 A090

GROSS POSITIVE FAIR VALUE OF INTEREST RATE DERIVATIVE CONTRACTS HELD FOR PURPOSES OTHER THAN TRADING THAT ARE NOT MARKED TO MARKET

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
RCFDA090	1995-06-30	2001-03-31	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 Not Marked To Market (A070)" with positive fair values.

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