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.

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Data Dictionary

Item Number L297

ASSETS OF BANKS WITH IR SWAPS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
BAGRL297	1990-03-31	9999-12-31	No

Data Description:

BAGR Original Variable name: ASIRSWAP Formula:

IF IRSWAP>0 THEN DO; ASIRSWAP=TA; END; ELSE DO; ASIRSWAP=0; END; IF DT ge 19850630 THEN IRSWAP =RCFD3450/1000; IF DT ge 19690630 THEN TA=RCFD2170/1000;

Last update: Apr 23, 2024