Call report code · Schedule RC-R, Part II
RCFDS604: Notional Principal Amounts of Centrally Cleared Dervative Contracts, Interest Rate - Over One Year Through Five Years
RCFDS604 is the call report code for notional principal amounts of centrally cleared dervative contracts, interest rate - over one year through five years, reported on Schedule RC-R, Part II, Risk-Weighted Assets. For Q2 2026, 77 banks reported it, totaling $8.69T; the median among the 19 with a nonzero amount was $10.88B. The largest value reported for Q2 2026 was $3.50T, by Bank of America, N.A.
Where RCFDS604 sits on the call report
| Code | RCFDS604 (prefix RCFD, item S604) |
|---|---|
| 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 S604 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONS604 | 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 | RCFDS604 |
|---|---|---|
| Bank of America, N.A. | Charlotte, NC | $3.50T |
| JPMorgan Chase Bank, N.A. | Columbus, OH | $2.21T |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $1.79T |
| Citibank, N.A. | Sioux Falls, SD | $922.62B |
| Capital One, N.A. | McLean, VA | $83.55B |
| The Bank of New York Mellon | New York, NY | $67.55B |
| State Street Bank and Trust Company | Boston, MA | $36.57B |
| The Huntington National Bank | Columbus, OH | $27.65B |
| UBS Bank USA, N.A. | Salt Lake City, UT | $25.02B |
| The Northern Trust Company | Chicago, IL | $10.88B |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 77 | $8.69T |
| March 31, 2026 | 77 | $8.87T |
| December 31, 2025 | 77 | $5.52T |
| September 30, 2025 | 77 | $6.98T |
| June 30, 2025 | 77 | $6.66T |
| March 31, 2025 | 79 | $5.88T |
| December 31, 2024 | 79 | $5.11T |
| September 30, 2024 | 79 | $5.55T |
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