Data Dictionary
Item Number L327
EQUITY DERIVATIVE, COMMODITIES AND OTHER CONTRACTS-SWAPSCall confidentiality applies to FFIEC 031/041.
Series | Start Date | End Date | Confidential? | Reporting Forms |
---|---|---|---|---|
BAGRL327 | 1990-03-31 | 9999-12-31 | No |
Data Description:
BAGR Original Variable name: CEQSWAP Formula:
IF DT ge 19950331 THEN CEQSWAP=SUM(EQSWAP,COSWAP); IF DT ge 19950331 THEN EQSWAP =RCFD8719/1000; IF DT ge 19950331 THEN COSWAP =RCFD8720/1000; IF DT ge 19900331 and DT lt 19950331 THEN CEQSWAP=RCFD3829/1000;