RCFDG460: Over the Counter Derivatives: Fair Value of Collateral: Total Fair Value of Collateral (Sum of Items 16.B.(1) Through (7) - Hedge Funds
RCFDG460 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) - hedge funds, 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 $78.14B; the median among the 10 with a nonzero amount was $850.0M. The largest value reported for Q2 2026 was $52.64B, by JPMorgan Chase Bank, N.A.
Definition
Report the sum of the Hedge Funds 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 RCFDG460 sits on the call report
| Code | RCFDG460 (prefix RCFD, item G460) |
|---|---|
| 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 |
Largest reported values, Q2 2026
| Bank | Headquarters | RCFDG460 |
|---|---|---|
| JPMorgan Chase Bank, N.A. | Columbus, OH | $52.64B |
| Bank of America, N.A. | Charlotte, NC | $11.62B |
| Citibank, N.A. | Sioux Falls, SD | $9.26B |
| The Bank of New York Mellon | New York, NY | $1.71B |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $999.0M |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $701.0M |
| Truist Bank | Charlotte, NC | $522.0M |
| State Street Bank and Trust Company | Boston, MA | $464.0M |
| Goldman Sachs Bank USA | New York, NY | $189.0M |
| HSBC Bank USA, N.A. | Tysons, VA | $27.7M |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 50 | $78.14B |
| March 31, 2026 | 50 | $67.45B |
| December 31, 2025 | 49 | $65.27B |
| September 30, 2025 | 49 | $64.70B |
| June 30, 2025 | 49 | $62.55B |
| March 31, 2025 | 50 | $56.92B |
| December 31, 2024 | 51 | $54.22B |
| September 30, 2024 | 51 | $52.51B |
Related
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