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 L357

ASSETS OF BANKS WITH DERIVATIVE CONTRACTS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
BAGRL357	1995-03-31	9999-12-31	No

Data Description:

BAGR Original Variable name: DERIVAST Formula:

IF (IRSWAP>0 OR IRCFF>0 OR IRCOPTW>0 OR IRCOPTP>0 OR FXOPTP>0 OR FXFFSPOT>0 OR FXOPTW>0 OR FXOPTP>0 OR CEQSWAP>0 OR CREDDVBB>0 OR CREDDVBG>0 OR CEQFF>0 OR CEQOPTW>0 OR CEQOPTP>0) THEN DO; DERIVAST=TA; END; ELSE DO; DERIVAST=0; END;

Last update: Apr 23, 2024