Data Dictionary
Item Number L781
TOTAL NOTIONAL AMOUNT OF DERIVATIVESCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGRL781 | 1990-03-31 | 9999-12-31 | No |
Data Description:
BAGR Original Variable name: TNOTDRV Formula:
IF DT ge 19970331 THEN TNOTDRV=SUM(TNOTDRV,CREDDVBG,CREDDVBB); IF DT ge 19970331 THEN CREDDVBG=RCFDA534/1000; IF DT ge 19970331 THEN CREDDVBB=RCFDA535/1000; IF DT ge 19900331 THEN TNOTDRV=SUM(IRSWAP,IRCFF,IRCOPTW,IRCOPTP,FXSWAP, FXFFSPOT,FXOPTW,FXOPTP, CEQSWAP,CEQFF,CEQOPTW, CEQOPTP); IF DT ge 19850630 THEN IRSWAP =RCFD3450/1000; 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 IRCOPTW=SUM(IRWOPTX,IRWOPTO); IF DT ge 19900331 and DT lt 19950331 THEN IRCOPTW=RCFD3824/1000; IF DT ge 19950331 THEN IRCOPTP=SUM(IRPOPTO,IRPOPTX); IF DT ge 19900331 and DT lt 19950331 THEN IRCOPTP=RCFD3825/1000; IF DT ge 19900331 THEN FXSWAP =RCFD3826/1000; IF DT ge 19950331 THEN FXFFSPOT=SUM(FXFUTURE,FXFORWD,FXSPOT); IF DT ge 19790331 and DT lt 19950331 THEN FXFFSPOT=RCFD3415/1000; IF DT ge 19950331 THEN FXOPTW=SUM(FXWOPTX,FXWOPTO); IF DT ge 19900331 and DT lt 19950331 THEN FXOPTW=RCFD3827/1000; IF DT ge 19950331 THEN FXOPTP=SUM(FXPOPTX,FXPOPTO); IF DT ge 19900331 and DT lt 19950331 THEN FXOPTP=RCFD3828/1000; IF DT ge 19950331 THEN CEQSWAP=SUM(EQSWAP,COSWAP); IF DT ge 19900331 and DT lt 19950331 THEN CEQSWAP=RCFD3829/1000; IF DT ge 19950331 THEN CEQFF=SUM(EQFUTURE,COFUTURE,EQFORWD,COFORWD); IF DT ge 19900331 and DT lt 19950331 THEN CEQFF=RCFD3830/1000; IF DT ge 19950331 THEN CEQOPTW=SUM(EQWOPTX,COWOPTX,EQWOPTO,COWOPTO); IF DT ge 19900331 and DT lt 19950331 THEN CEQOPTW=RCFD3831/1000; IF DT ge 19950331 THEN CEQOPTP=SUM(EQPOPTX,COPOPTX,EQPOPTO,COPOPTO); IF DT ge 19900331 and DT lt 19950331 THEN CEQOPTP=RCFD3832/1000;