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 L380

NOTIONAL AMOUNT OF FX CONTRACTS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
BAGRL380	1990-03-31	9999-12-31	No

Data Description:

BAGR Original Variable name: FXNOT Formula:

IF DT ge 20010331 THEN FXNOT=SUM(FXGRHFT,FXNFTMTM,FXSPOT); IF DT ge 19950331 THEN FXGRHFT =RCFDA127/1000; IF DT ge 19950331 THEN FXNFTMTM=RCFD8726/1000; IF DT ge 19950331 THEN FXSPOT =RCFD8765/1000; IF DT ge 19950331 and DT lt 20010331 THEN FXNOT=SUM(FXGRHFT,FXNFTMTM,FXNFTNMM,FXSPOT); IF DT ge 20010331 THEN FXNFTNMM=.; IF DT ge 19950331 and DT lt 20010331 THEN FXNFTNMM=RCFD8730/1000; IF DT ge 19900331 and DT lt 19950331 THEN FXNOT=SUM(FXSWAP,FXFFSPOT,FXOPTW,FXOPTP);

Last update: Apr 23, 2024