RCFDG403: Notional Amounts by Regulatory Capital Treatment: All Other Positions: Sold Protection
RCFDG403 is the call report code for notional amounts by regulatory capital treatment: all other positions: sold protection, reported on Schedule RC-L, Derivatives and Off-Balance-Sheet Items (FFIEC 031 Schedule RC-L, item 7.c.(2)(a)). For Q2 2026, 80 banks reported it, totaling $231.42B; the median among the 28 with a nonzero amount was $1.55B. The largest value reported for Q2 2026 was $85.00B, by Morgan Stanley Bank, N.A.
Definition
Report the notional amount of credit derivative contracts where the reporting bank is the protection seller (guarantor).
Source: Federal Reserve Micro Data Reference Manual (MDRM). The FFIEC call report instructions remain the authority on how to report the item.
Where RCFDG403 sits on the call report
| Code | RCFDG403 (prefix RCFD, item G403) |
|---|---|
| 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 |
| Line item | FFIEC 031 Schedule RC-L, item 7.c.(2)(a); FFIEC 041 Schedule RC-L, item 7.c.(2)(a) |
| Reported on | FFIEC 031 |
| Value | Dollar amount, reported in thousands, as of the quarter end |
| In the MDRM since | 2009 |
The same item under other prefixes
Item G403 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONG403 | 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 | RCFDG403 |
|---|---|---|
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $85.00B |
| JPMorgan Chase Bank, N.A. | Columbus, OH | $36.02B |
| Goldman Sachs Bank USA | New York, NY | $34.22B |
| Citibank, N.A. | Sioux Falls, SD | $21.13B |
| U.S. Bank N.A. | Cincinnati, OH | $10.78B |
| PNC Bank, N.A. | Wilmington, DE | $8.96B |
| Truist Bank | Charlotte, NC | $7.52B |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $4.91B |
| Fifth Third Bank, N.A. | Cincinnati, OH | $3.56B |
| Regions Bank | Birmingham, AL | $3.53B |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 80 | $231.42B |
| March 31, 2026 | 80 | $888.97B |
| December 31, 2025 | 80 | $130.00B |
| September 30, 2025 | 80 | $137.34B |
| June 30, 2025 | 80 | $132.71B |
| March 31, 2025 | 82 | $139.43B |
| December 31, 2024 | 82 | $120.95B |
| September 30, 2024 | 82 | $142.90B |
Related
All codes on Schedule RC-L · All call report schedules · Find the code for a loan type · What a call report is