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Call report code · Schedule RC-R, Part II

RCFDS611: Notional Principal Amounts of Centrally Cleared Dervative Contracts, Credit Investment Grade Reference Asset - Over Five Years

RCFDS611 is the call report code for notional principal amounts of centrally cleared dervative contracts, credit 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 $28.41B; the median among the 3 with a nonzero amount was $10.31B. The largest value reported for Q2 2026 was $15.94B, by Goldman Sachs Bank USA.

Where RCFDS611 sits on the call report

Reference facts for call report code RCFDS611
CodeRCFDS611 (prefix RCFD, item S611)
Prefix RCFDThe consolidated bank, domestic and foreign offices, reported by FFIEC 031 filers (banks with foreign offices).
ScheduleRC-R, Part II, Risk-Weighted Assets
Reported onFFIEC 031
ValueDollar amount, reported in thousands, as of the quarter end
In the MDRM since2015

The same item under other prefixes

Item S611 is also reported under these codes. Which banks file each one depends on the form they file.

CodeMeaning of the prefixBanks reporting
RCONS611 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

The ten banks reporting the largest RCFDS611 values
BankHeadquartersRCFDS611
Goldman Sachs Bank USA New York, NY $15.94B
Bank of America, N.A. Charlotte, NC $10.31B
JPMorgan Chase Bank, N.A. Columbus, OH $2.15B

Total reported by quarter

Sum of RCFDS611 across the banks that reported it, by quarter
Quarter endBanks reportingTotal reported
June 30, 202677$28.41B
March 31, 202677$72.05B
December 31, 202577$21.34B
September 30, 202577$119.54B
June 30, 202577$31.01B
March 31, 202579$90.20B
December 31, 202479$24.00B
September 30, 202479$59.68B

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