RCFDG426: Over the Counter Derivatives: Fair Value of Collateral: Cash U.S. Dollar - Sovereign Governments
RCFDG426 is the call report code for over the counter derivatives: fair value of collateral: cash u.s. dollar - sovereign governments, reported on Schedule RC-L, Derivatives and Off-Balance-Sheet Items (FFIEC 031 Schedule RC-L, item 16.b.(1)). For Q2 2026, 50 banks reported it, totaling $2.21B; the median among the 8 with a nonzero amount was $65.0M. The largest value reported for Q2 2026 was $1.01B, by JPMorgan Chase Bank, N.A.
Definition
Report in the appropriate counterparty column the total of all cash denominated in U.S. dollars held on deposit in the bank or by third party custodians on behalf of the bank that provide protection to the bank against counterparty risk on OTC derivatives.
Source: Federal Reserve Micro Data Reference Manual (MDRM). The FFIEC call report instructions remain the authority on how to report the item.
Where RCFDG426 sits on the call report
| Code | RCFDG426 (prefix RCFD, item G426) |
|---|---|
| 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 16.b.(1); FFIEC 041 Schedule RC-L, item 16.b.(1) |
| Reported on | FFIEC 031 |
| Value | Dollar amount, reported in thousands, as of the quarter end |
| In the MDRM since | 2009 |
Largest reported values, Q2 2026
| Bank | Headquarters | RCFDG426 |
|---|---|---|
| JPMorgan Chase Bank, N.A. | Columbus, OH | $1.01B |
| Citibank, N.A. | Sioux Falls, SD | $654.0M |
| Bank of America, N.A. | Charlotte, NC | $373.0M |
| The Bank of New York Mellon | New York, NY | $78.0M |
| State Street Bank and Trust Company | Boston, MA | $52.0M |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $31.0M |
| Goldman Sachs Bank USA | New York, NY | $11.0M |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $6.0M |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 50 | $2.21B |
| March 31, 2026 | 50 | $1.76B |
| December 31, 2025 | 49 | $1.69B |
| September 30, 2025 | 49 | $1.25B |
| June 30, 2025 | 49 | $2.00B |
| March 31, 2025 | 50 | $2.02B |
| December 31, 2024 | 51 | $2.19B |
| September 30, 2024 | 51 | $2.82B |
Related
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