RCFDG458: Over the Counter Derivatives: Fair Value of Collateral: Total Fair Value of Collateral (Sum of Items 16.B.(1) Through (7) - Banks and Securities Firms
RCFDG458 is the call report code for over the counter derivatives: fair value of collateral: total fair value of collateral (sum of items 16.b.(1) through (7) - banks and securities firms, reported on Schedule RC-L, Derivatives and Off-Balance-Sheet Items (FFIEC 031 Schedule RC-L, item 16.b.(8)). For Q2 2026, 50 banks reported it, totaling $259.42B; the median among the 32 with a nonzero amount was $427.0M. The largest value reported for Q2 2026 was $72.15B, by JPMorgan Chase Bank, N.A.
Definition
Report the sum of the Banks and Securities firms Over-the counter derivatives.
Source: Federal Reserve Micro Data Reference Manual (MDRM). The FFIEC call report instructions remain the authority on how to report the item.
Where RCFDG458 sits on the call report
| Code | RCFDG458 (prefix RCFD, item G458) |
|---|---|
| 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.(8); FFIEC 041 Schedule RC-L, item 16.b.(8) |
| 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 G458 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONG458 | Domestic offices. Banks without foreign offices (FFIEC 041 and 051 filers) report their whole balance sheet in RCON items | 100 |
Largest reported values, Q2 2026
| Bank | Headquarters | RCFDG458 |
|---|---|---|
| JPMorgan Chase Bank, N.A. | Columbus, OH | $72.15B |
| Goldman Sachs Bank USA | New York, NY | $52.66B |
| Citibank, N.A. | Sioux Falls, SD | $39.20B |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $38.54B |
| Bank of America, N.A. | Charlotte, NC | $26.86B |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $12.75B |
| HSBC Bank USA, N.A. | Tysons, VA | $3.05B |
| The Bank of New York Mellon | New York, NY | $2.71B |
| PNC Bank, N.A. | Wilmington, DE | $2.14B |
| Fifth Third Bank, N.A. | Cincinnati, OH | $1.62B |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 50 | $259.42B |
| March 31, 2026 | 50 | $232.75B |
| December 31, 2025 | 49 | $191.84B |
| September 30, 2025 | 49 | $180.77B |
| June 30, 2025 | 49 | $174.72B |
| March 31, 2025 | 50 | $174.43B |
| December 31, 2024 | 51 | $197.46B |
| September 30, 2024 | 51 | $166.91B |
Related
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