Call report code · Schedule RC-R, Part II
RCFDS592: Notional Principal Amounts of Over-the-counter Derivate Contracts, Credit Non--investment Grade Reference Asset - Over One Year Through Five Years
RCFDS592 is the call report code for notional principal amounts of over-the-counter derivate contracts, credit non--investment grade reference asset - over one year through five years, reported on Schedule RC-R, Part II, Risk-Weighted Assets. For Q2 2026, 77 banks reported it, totaling $1.87T; the median among the 22 with a nonzero amount was $1.02B. The largest value reported for Q2 2026 was $844.67B, by Morgan Stanley Bank, N.A.
Where RCFDS592 sits on the call report
| Code | RCFDS592 (prefix RCFD, item S592) |
|---|---|
| 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 S592 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONS592 | 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 | RCFDS592 |
|---|---|---|
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $844.67B |
| JPMorgan Chase Bank, N.A. | Columbus, OH | $645.13B |
| Citibank, N.A. | Sioux Falls, SD | $132.62B |
| Bank of America, N.A. | Charlotte, NC | $128.32B |
| Goldman Sachs Bank USA | New York, NY | $92.85B |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $10.97B |
| Capital One, N.A. | McLean, VA | $5.62B |
| Truist Bank | Charlotte, NC | $4.40B |
| The Huntington National Bank | Columbus, OH | $3.19B |
| Fifth Third Bank, N.A. | Cincinnati, OH | $2.88B |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 77 | $1.87T |
| March 31, 2026 | 77 | $1.64T |
| December 31, 2025 | 77 | $722.22B |
| September 30, 2025 | 77 | $736.03B |
| June 30, 2025 | 77 | $1.01T |
| March 31, 2025 | 79 | $863.97B |
| December 31, 2024 | 79 | $744.43B |
| September 30, 2024 | 79 | $775.19B |
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