Call report code · Schedule RC-R, Part II
RCFDS605: Notional Principal Amounts of Centrally Cleared Dervative Contracts, Interest Rate - Over Five Years
RCFDS605 is the call report code for notional principal amounts of centrally cleared dervative contracts, interest rate - over five years, reported on Schedule RC-R, Part II, Risk-Weighted Assets. For Q2 2026, 77 banks reported it, totaling $5.49T; the median among the 16 with a nonzero amount was $6.81B. The largest value reported for Q2 2026 was $1.84T, by Bank of America, N.A.
Where RCFDS605 sits on the call report
| Code | RCFDS605 (prefix RCFD, item S605) |
|---|---|
| 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 S605 is also reported under these codes. Which banks file each one depends on the form they file.
| Code | Meaning of the prefix | Banks reporting |
|---|---|---|
| RCONS605 | 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 | RCFDS605 |
|---|---|---|
| Bank of America, N.A. | Charlotte, NC | $1.84T |
| Morgan Stanley Bank, N.A. | Salt Lake City, UT | $1.60T |
| JPMorgan Chase Bank, N.A. | Columbus, OH | $1.56T |
| Citibank, N.A. | Sioux Falls, SD | $380.18B |
| The Bank of New York Mellon | New York, NY | $51.90B |
| Capital One, N.A. | McLean, VA | $20.44B |
| The Huntington National Bank | Columbus, OH | $9.02B |
| UBS Bank USA, N.A. | Salt Lake City, UT | $7.44B |
| State Street Bank and Trust Company | Boston, MA | $6.18B |
| PNC Bank, N.A. | Wilmington, DE | $3.01B |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 77 | $5.49T |
| March 31, 2026 | 77 | $5.89T |
| December 31, 2025 | 77 | $3.17T |
| September 30, 2025 | 77 | $4.14T |
| June 30, 2025 | 77 | $4.22T |
| March 31, 2025 | 79 | $3.93T |
| December 31, 2024 | 79 | $3.58T |
| September 30, 2024 | 79 | $3.84T |
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