Data Dictionary
Item Number L392
INTEREST RATE FUTURE AND FORWARDS CONTRACTSCall confidentiality applies to FFIEC 031/041.
Series | Start Date | End Date | Confidential? | Reporting Forms |
---|---|---|---|---|
BAGRL392 | 1990-03-31 | 9999-12-31 | No |
Data Description:
BAGR Original Variable name: IRCFF Formula:
IF DT ge 19950331 THEN IRCFF=SUM(IRFUTURE,IRFORWD); IF DT ge 19900331 and DT lt 19950331 THEN IRCFF=RCFD3823/1000; IF DT ge 19950331 THEN IRFUTURE=RCFD8693/1000; IF DT ge 19950331 THEN IRFORWD =RCFD8697/1000;