Data Dictionary
Item Number A589
INTEREST RATE SWAPS WHERE THE BANK HAS AGREED TO PAY A FIXED RATECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGRA589 | 1997-06-30 | 9999-12-31 | No | |
| RCFDA589 | 1997-06-30 | 9999-12-31 | No | FFIEC 031 |
| RCONA589 | 1997-06-30 | 9999-12-31 | No | Multiple Forms |
Data Description:
Includes the notional amount of all outstanding interest rate swaps included in Schedule RC-L, items 8725 and 8729, on which the reporting bank is obligated to pay a fixed rate. The interest rate swaps that are reported in this item will also have been reported in Schedule RC-L, item 3450. Interest rate swaps that are held for trading should not be reported in this item.
NOTE:
Reported on Schedule RC-L Off-Balance Sheet Items for the FFIEC 031, 032, 033 and 034 reports.
BAGR Original Variable name: FIXIRSWP Formula:
FIXIRSWP=IF DT ge 19970630 THEN FIXIRSWP=RCFDA589/1000;