RCFD8727: Total Gross Notional Amount of Equity Derivative Contracts Held for Purposes Other Than Trading: Contracts Marked to Market
RCFD8727 is the call report code for total gross notional amount of equity derivative contracts held for purposes other than trading: contracts marked to market, reported on Schedule RC-L, Derivatives and Off-Balance-Sheet Items. For Q2 2026, 80 banks reported it, totaling $70.30B; the median among the 17 with a nonzero amount was $731.0M. The largest value reported for Q2 2026 was $39.98B, by Bank of America, N.A.
Definition
Includes the total notional amount or par value of those equity derivative contracts reported in items 8695, 8699, 8703, 8707, 8711, 8715 and 8719 that are held for purposes other than trading and that, for purposes of these reports, are accounted for at market value or lower of cost or market value with gains and losses recognized either in earnings or in equity capital. (See item 8725.)
Source: Federal Reserve Micro Data Reference Manual (MDRM). The FFIEC call report instructions remain the authority on how to report the item.
Where RCFD8727 sits on the call report
| Code | RCFD8727 (prefix RCFD, item 8727) |
|---|---|
| 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 8727 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCON8727 | 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 | RCFD8727 |
|---|---|---|
| Bank of America, N.A. | Charlotte, NC | $39.98B |
| JPMorgan Chase Bank, N.A. | Columbus, OH | $8.03B |
| PNC Bank, N.A. | Wilmington, DE | $5.25B |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $4.54B |
| Goldman Sachs Bank USA | New York, NY | $4.08B |
| HSBC Bank USA, N.A. | Tysons, VA | $2.85B |
| Fifth Third Bank, N.A. | Cincinnati, OH | $2.33B |
| The Huntington National Bank | Columbus, OH | $757.5M |
| Morgan Stanley Private Bank, N.A. | Purchase, NY | $731.0M |
| Truist Bank | Charlotte, NC | $673.0M |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 80 | $70.30B |
| March 31, 2026 | 80 | $62.73B |
| December 31, 2025 | 80 | $68.95B |
| September 30, 2025 | 80 | $67.67B |
| June 30, 2025 | 80 | $70.15B |
| March 31, 2025 | 82 | $67.12B |
| December 31, 2024 | 82 | $56.37B |
| September 30, 2024 | 82 | $59.26B |
Related
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