Data Dictionary
Item Number A126
TOTAL GROSS NOTIONAL AMOUNT OF INTEREST RATE DERIVATIVE CONTRACTS HELD FOR TRADINGCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGRA126 | 1995-03-31 | 9999-12-31 | No | |
| BHCKA126 | 1995-03-31 | 9999-12-31 | No | FR Y-9C |
| RCFDA126 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| RCONA126 | 1995-03-31 | 9999-12-31 | No | Multiple Forms |
| UBPRA126 | 1995-03-31 | 9999-12-31 | No |
Data Description:
Includes the total notional amount or par value of those off-balance-sheet interest rate derivative contracts reported in items 8693, 8697, 8701, 8705, 8709, 8713 and 3450 that are held for trading purposes. Contracts held for trading purposes includes those used in dealing and other trading activities accounted for at market value (or at lower of cost or market value) with gains and losses recognized in earnings. Derivative instruments used to hedge trading activities are also reported.
Derivative trading activities includes (a) regularly dealing in interest rate contracts, foreign exchange contracts, equity derivative contracts, and other off-balance sheet commodity contracts, (b) acquiring or taking positions in such items principally for the purpose of selling in the near term or otherwise with the intent to resell (or repurchase) in order to profit from short-term price movements, or (c) acquiring or taking positions in such items as an accommodation to customers.
The reporting entity's trading department may have entered into a derivative contract with another department or business unit within the consolidated entity (and which has been reported on a net basis in accordance with the instructions to Schedule RC-L, item 14). If the trading department has also entered into a matching contract with a counterparty outside the consolidated entity, the contract with the outside counterparty should be designated as held for trading or as held for purposes other than trading consistent with the contract's designation for other financial reporting purposes. This item is an trillion dollar item defined as double precision on the archival file for the FFIEC 031 report.
NOTE:
Reported on Schedule RC-L for the FFIEC 031, 032, 033, and 034 reports.
Reported on Schedule L for the FFIEC 002 report. Also excludes all transactions with related depository institutions.
Reported on Schedule HC-L for the FR Y-9C (BHCK) report.
Prior to 3/31/01, reported on Schedule HC-F, Part III, for the FR Y-9C report.
For the UBPR series, the FDIC's Data Element name is H-INTRTEHFT
BAGR Original Variable name: IRGRHFT Formula:
IRGRHFT=IF DT ge 19950331 THEN IRGRHFT =RCFDA126/1000;