Call report code · Schedule RC-R, Part II
RCFDS591: Notional Principal Amounts of Over-the-counter Derivate Contracts, Credit Non--investment Grade Reference Asset - One Year or Less
RCFDS591 is the call report code for notional principal amounts of over-the-counter derivate contracts, credit non--investment grade reference asset - one year or less, reported on Schedule RC-R, Part II, Risk-Weighted Assets. For Q2 2026, 77 banks reported it, totaling $365.35B; the median among the 19 with a nonzero amount was $1.08B. The largest value reported for Q2 2026 was $123.95B, by Morgan Stanley Bank, N.A.
Where RCFDS591 sits on the call report
| Code | RCFDS591 (prefix RCFD, item S591) |
|---|---|
| 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 S591 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONS591 | 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 | RCFDS591 |
|---|---|---|
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $123.95B |
| JPMorgan Chase Bank, N.A. | Columbus, OH | $99.22B |
| Citibank, N.A. | Sioux Falls, SD | $55.15B |
| Bank of America, N.A. | Charlotte, NC | $43.72B |
| Goldman Sachs Bank USA | New York, NY | $24.90B |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $9.21B |
| Truist Bank | Charlotte, NC | $2.45B |
| Capital One, N.A. | McLean, VA | $2.37B |
| Regions Bank | Birmingham, AL | $1.19B |
| Fifth Third Bank, N.A. | Cincinnati, OH | $1.08B |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 77 | $365.35B |
| March 31, 2026 | 77 | $630.40B |
| December 31, 2025 | 77 | $391.55B |
| September 30, 2025 | 77 | $611.86B |
| June 30, 2025 | 77 | $168.48B |
| March 31, 2025 | 79 | $187.98B |
| December 31, 2024 | 79 | $163.92B |
| September 30, 2024 | 79 | $206.18B |
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