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 L397

NOTIONAL AMOUNT OF IR CONTRACTS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
BAGRL397	1995-03-31	9999-12-31	No

Data Description:

BAGR Original Variable name: IRNOT Formula:

IF DT ge 20010331 THEN IRNOT=SUM(IRGRHFT,IRNFTMTM); IF DT ge 19950331 THEN IRGRHFT =RCFDA126/1000; IF DT ge 19950331 THEN IRNFTMTM=RCFD8725/1000; IF DT ge 19950331 and DT lt 20010331 THEN IRNOT=SUM(IRGRHFT,IRNFTMTM,IRNFTNMM); IF DT ge 20010331 THEN IRNFTNMM=.; IF DT ge 19950331 nad DT lt 20010331 THEN IRNFTNMM=RCFD8729/1000;

Last update: Apr 23, 2024