RCFD8693: Interest Rate Futures Contracts
RCFD8693 is the call report code for interest rate futures contracts, reported on Schedule RC-L, Derivatives and Off-Balance-Sheet Items. For Q2 2026, 80 banks reported it, totaling $5.27T; the median among the 19 with a nonzero amount was $24.16B. The largest value reported for Q2 2026 was $1.84T, by Wells Fargo Bank, N.A.
Definition
Includes futures contracts committing the reporting entity to purchase or sell financial instruments and whose predominant risk characteristic is interest rate risk. Some of the more common interest rate futures include futures on 90-day U.S. Treasury bills, 12-year GNMA pass-through securities, and 2-, 4-, 6-, and 10-year U.S. Treasury notes.
Source: Federal Reserve Micro Data Reference Manual (MDRM). The FFIEC call report instructions remain the authority on how to report the item.
Where RCFD8693 sits on the call report
| Code | RCFD8693 (prefix RCFD, item 8693) |
|---|---|
| Prefix RCFD | The consolidated bank, domestic and foreign offices, reported by FFIEC 031 filers (banks with foreign offices). |
| Schedule | RC-L, Derivatives and Off-Balance-Sheet Items |
| Reported on | FFIEC 031 |
| Value | Dollar amount, reported in thousands, as of the quarter end |
| In the MDRM since | 1993 |
The same item under other prefixes
Item 8693 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCON8693 | Domestic offices. Banks without foreign offices (FFIEC 041 and 051 filers) report their whole balance sheet in RCON items | 935 |
Largest reported values, Q2 2026
| Bank | Headquarters | RCFD8693 |
|---|---|---|
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $1.84T |
| Goldman Sachs Bank USA | New York, NY | $1.13T |
| JPMorgan Chase Bank, N.A. | Columbus, OH | $1.00T |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $451.27B |
| Citibank, N.A. | Sioux Falls, SD | $410.69B |
| Bank of America, N.A. | Charlotte, NC | $230.49B |
| HSBC Bank USA, N.A. | Tysons, VA | $60.52B |
| The Bank of New York Mellon | New York, NY | $55.71B |
| State Street Bank and Trust Company | Boston, MA | $40.05B |
| Capital One, N.A. | McLean, VA | $24.16B |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 80 | $5.27T |
| March 31, 2026 | 80 | $4.85T |
| December 31, 2025 | 80 | $4.09T |
| September 30, 2025 | 80 | $4.10T |
| June 30, 2025 | 80 | $3.58T |
| March 31, 2025 | 82 | $3.40T |
| December 31, 2024 | 82 | $3.65T |
| September 30, 2024 | 82 | $3.58T |
Related
All codes on Schedule RC-L · All call report schedules · Find the code for a loan type · What a call report is