Call report code · Schedule RC-L
RCFDC222: Notional Amount of Credit Derivatives on Which the Reporting Bank Is the Beneficiary:gross Negative Fair Value
RCFDC222 is the call report code for notional amount of credit derivatives on which the reporting bank is the beneficiary:gross negative fair value, reported on Schedule RC-L, Derivatives and Off-Balance-Sheet Items. For Q2 2026, 80 banks reported it, totaling $62.15B; the median among the 15 with a nonzero amount was $10.1M. The largest value reported for Q2 2026 was $16.44B, by JPMorgan Chase Bank, N.A.
Where RCFDC222 sits on the call report
| Code | RCFDC222 (prefix RCFD, item C222) |
|---|---|
| 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 C222 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONC222 | 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 | RCFDC222 |
|---|---|---|
| JPMorgan Chase Bank, N.A. | Columbus, OH | $16.44B |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $16.22B |
| Goldman Sachs Bank USA | New York, NY | $12.16B |
| Citibank, N.A. | Sioux Falls, SD | $9.42B |
| Bank of America, N.A. | Charlotte, NC | $5.27B |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $2.42B |
| HSBC Bank USA, N.A. | Tysons, VA | $183.1M |
| U.S. Bank N.A. | Cincinnati, OH | $10.1M |
| The Bank of New York Mellon | New York, NY | $10.0M |
| Truist Bank | Charlotte, NC | $8.0M |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 80 | $62.15B |
| March 31, 2026 | 80 | $49.40B |
| December 31, 2025 | 80 | $50.75B |
| September 30, 2025 | 80 | $50.98B |
| June 30, 2025 | 80 | $47.89B |
| March 31, 2025 | 82 | $40.82B |
| December 31, 2024 | 82 | $37.68B |
| September 30, 2024 | 82 | $41.69B |
Related
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