Call report code · Schedule RC-L
RCFDC220: Notional Amount of Credit Derivatives on Which the Reporting Bank Is the Guarantor:gross Negative Fair Value
RCFDC220 is the call report code for notional amount of credit derivatives on which the reporting bank is the guarantor:gross negative fair value, reported on Schedule RC-L, Derivatives and Off-Balance-Sheet Items. For Q2 2026, 80 banks reported it, totaling $9.18B; the median among the 26 with a nonzero amount was $2.0M. The largest value reported for Q2 2026 was $3.30B, by JPMorgan Chase Bank, N.A.
Where RCFDC220 sits on the call report
| Code | RCFDC220 (prefix RCFD, item C220) |
|---|---|
| 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 | 2002 |
The same item under other prefixes
Item C220 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONC220 | 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 | RCFDC220 |
|---|---|---|
| JPMorgan Chase Bank, N.A. | Columbus, OH | $3.30B |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $1.80B |
| Citibank, N.A. | Sioux Falls, SD | $1.68B |
| Bank of America, N.A. | Charlotte, NC | $1.52B |
| Goldman Sachs Bank USA | New York, NY | $620.0M |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $193.0M |
| Citizens Bank, N.A. | Providence, RI | $18.0M |
| U.S. Bank N.A. | Cincinnati, OH | $13.7M |
| Old National Bank | Evansville, IN | $10.5M |
| Fifth Third Bank, N.A. | Cincinnati, OH | $9.0M |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 80 | $9.18B |
| March 31, 2026 | 80 | $13.75B |
| December 31, 2025 | 80 | $7.70B |
| September 30, 2025 | 80 | $6.87B |
| June 30, 2025 | 80 | $7.84B |
| March 31, 2025 | 82 | $8.95B |
| December 31, 2024 | 82 | $7.67B |
| September 30, 2024 | 82 | $6.99B |
Related
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