RCFDG442: Over the Counter Derivatives: Fair Value of Collateral: U.S. Government Agency and U.S. Government-sponsored Agency Debt Securities - Corporations and All Other Counterparties
RCFDG442 is the call report code for over the counter derivatives: fair value of collateral: u.s. government agency and u.s. government-sponsored agency debt securities - corporations and all other counterparties, reported on Schedule RC-L, Derivatives and Off-Balance-Sheet Items (FFIEC 031 Schedule RC-L, item 16.b.(4)). For Q2 2026, 50 banks reported it, totaling $348.9M; the median among the 9 with a nonzero amount was $13.9M. The largest value reported for Q2 2026 was $150.0M, by JPMorgan Chase Bank, N.A.
Definition
Report in the appropriate counterparty column the fair value of U.S. Government agency and U.S. Government-sponsored agency debt securities held directly by 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 RCFDG442 sits on the call report
| Code | RCFDG442 (prefix RCFD, item G442) |
|---|---|
| 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.(4); FFIEC 041 Schedule RC-L, item 16.b.(4) |
| 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 | RCFDG442 |
|---|---|---|
| JPMorgan Chase Bank, N.A. | Columbus, OH | $150.0M |
| Goldman Sachs Bank USA | New York, NY | $122.0M |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $19.0M |
| Citibank, N.A. | Sioux Falls, SD | $18.0M |
| PNC Bank, N.A. | Wilmington, DE | $13.9M |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $11.0M |
| Bank of America, N.A. | Charlotte, NC | $6.0M |
| U.S. Bank N.A. | Cincinnati, OH | $5.0M |
| The Bank of New York Mellon | New York, NY | $4.0M |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 50 | $348.9M |
| March 31, 2026 | 50 | $288.2M |
| December 31, 2025 | 49 | $296.7M |
| September 30, 2025 | 49 | $251.8M |
| June 30, 2025 | 49 | $221.8M |
| March 31, 2025 | 50 | $357.2M |
| December 31, 2024 | 51 | $267.5M |
| September 30, 2024 | 51 | $185.8M |
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