Call report code · Schedule RC-R, Part II
RCFDS584: Notional Principal Amounts of Over-the-counter Derivate Contracts, Interest Rate - Over Five Years
RCFDS584 is the call report code for notional principal amounts of over-the-counter derivate contracts, interest rate - over five years, reported on Schedule RC-R, Part II, Risk-Weighted Assets. For Q2 2026, 77 banks reported it, totaling $27.71T; the median among the 43 with a nonzero amount was $4.85B. The largest value reported for Q2 2026 was $9.24T, by Morgan Stanley Bank, N.A.
Where RCFDS584 sits on the call report
| Code | RCFDS584 (prefix RCFD, item S584) |
|---|---|
| Prefix RCFD | The consolidated bank, domestic and foreign offices, reported by FFIEC 031 filers (banks with foreign offices). |
| Schedule | RC-R, Part II, Risk-Weighted Assets |
| Reported on | FFIEC 031 |
| Value | Dollar amount, reported in thousands, as of the quarter end |
| In the MDRM since | 2015 |
The same item under other prefixes
Item S584 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONS584 | Domestic offices. Banks without foreign offices (FFIEC 041 and 051 filers) report their whole balance sheet in RCON items | 2,407 |
Largest reported values, Q2 2026
| Bank | Headquarters | RCFDS584 |
|---|---|---|
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $9.24T |
| Goldman Sachs Bank USA | New York, NY | $8.18T |
| JPMorgan Chase Bank, N.A. | Columbus, OH | $5.09T |
| Citibank, N.A. | Sioux Falls, SD | $3.01T |
| Bank of America, N.A. | Charlotte, NC | $1.49T |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $386.05B |
| U.S. Bank N.A. | Cincinnati, OH | $65.21B |
| PNC Bank, N.A. | Wilmington, DE | $60.54B |
| The Bank of New York Mellon | New York, NY | $36.65B |
| Truist Bank | Charlotte, NC | $27.52B |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 77 | $27.71T |
| March 31, 2026 | 77 | $27.54T |
| December 31, 2025 | 77 | $17.89T |
| September 30, 2025 | 77 | $17.81T |
| June 30, 2025 | 77 | $18.27T |
| March 31, 2025 | 79 | $17.94T |
| December 31, 2024 | 79 | $17.51T |
| September 30, 2024 | 79 | $19.14T |
Related
All codes on Schedule RC-R, Part II · All call report schedules · Find the code for a loan type · What a call report is