Call report code · Schedule RC-R, Part II
RCFDS593: Notional Principal Amounts of Over-the-counter Derivate Contracts, Credit Non--investment Grade Reference Asset - Over Five Years
RCFDS593 is the call report code for notional principal amounts of over-the-counter derivate contracts, credit non--investment grade reference asset - over five years, reported on Schedule RC-R, Part II, Risk-Weighted Assets. For Q2 2026, 77 banks reported it, totaling $111.71B; the median among the 17 with a nonzero amount was $342.1M. The largest value reported for Q2 2026 was $37.86B, by Morgan Stanley Bank, N.A.
Where RCFDS593 sits on the call report
| Code | RCFDS593 (prefix RCFD, item S593) |
|---|---|
| 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 S593 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONS593 | 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 | RCFDS593 |
|---|---|---|
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $37.86B |
| JPMorgan Chase Bank, N.A. | Columbus, OH | $29.42B |
| Citibank, N.A. | Sioux Falls, SD | $28.38B |
| Bank of America, N.A. | Charlotte, NC | $6.64B |
| Goldman Sachs Bank USA | New York, NY | $6.26B |
| Wells Fargo Bank, N.A. | Sioux Falls, SD | $818.0M |
| Valley National Bank | Passaic, NJ | $547.9M |
| Truist Bank | Charlotte, NC | $387.0M |
| The Huntington National Bank | Columbus, OH | $342.1M |
| HSBC Bank USA, N.A. | Tysons, VA | $286.2M |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 77 | $111.71B |
| March 31, 2026 | 77 | $388.82B |
| December 31, 2025 | 77 | $86.47B |
| September 30, 2025 | 77 | $190.77B |
| June 30, 2025 | 77 | $77.66B |
| March 31, 2025 | 79 | $216.02B |
| December 31, 2024 | 79 | $68.62B |
| September 30, 2024 | 79 | $143.43B |
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