Call report code · Schedule RC-L
RCFDC221: Notional Amount of Credit Derivatives on Which the Reporting Bank Is the Beneficiary:gross Positive Fair Value
RCFDC221 is the call report code for notional amount of credit derivatives on which the reporting bank is the beneficiary:gross positive fair value, reported on Schedule RC-L, Derivatives and Off-Balance-Sheet Items. For Q2 2026, 80 banks reported it, totaling $11.05B; the median among the 22 with a nonzero amount was $2.5M. The largest value reported for Q2 2026 was $4.63B, by JPMorgan Chase Bank, N.A.
Where RCFDC221 sits on the call report
| Code | RCFDC221 (prefix RCFD, item C221) |
|---|---|
| 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 C221 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONC221 | 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 | RCFDC221 |
|---|---|---|
| JPMorgan Chase Bank, N.A. | Columbus, OH | $4.63B |
| Citibank, N.A. | Sioux Falls, SD | $2.71B |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $1.81B |
| Bank of America, N.A. | Charlotte, NC | $822.0M |
| Goldman Sachs Bank USA | New York, NY | $538.0M |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $363.0M |
| HSBC Bank USA, N.A. | Tysons, VA | $68.8M |
| Capital One, N.A. | McLean, VA | $55.0M |
| Truist Bank | Charlotte, NC | $34.0M |
| The Huntington National Bank | Columbus, OH | $3.2M |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 80 | $11.05B |
| March 31, 2026 | 80 | $19.20B |
| December 31, 2025 | 80 | $11.27B |
| September 30, 2025 | 80 | $9.30B |
| June 30, 2025 | 80 | $10.62B |
| March 31, 2025 | 82 | $11.40B |
| December 31, 2024 | 82 | $11.91B |
| September 30, 2024 | 82 | $7.90B |
Related
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