Skip to main content
Call report code · Schedule RC-R, Part II

RCFDS615: Notional Principal Amounts of Centrally Cleared Dervative Contracts, Equity - One Year or Less

RCFDS615 is the call report code for notional principal amounts of centrally cleared dervative contracts, equity - one year or less, reported on Schedule RC-R, Part II, Risk-Weighted Assets. For Q2 2026, 77 banks reported it, totaling $2.48T; the median among the 6 with a nonzero amount was $154.59B. The largest value reported for Q2 2026 was $1.79T, by JPMorgan Chase Bank, N.A.

Where RCFDS615 sits on the call report

Reference facts for call report code RCFDS615
CodeRCFDS615 (prefix RCFD, item S615)
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 S615 is also reported under these codes. Which banks file each one depends on the form they file.

CodeMeaning of the prefixBanks reporting
RCONS615 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 RCFDS615 values
BankHeadquartersRCFDS615
JPMorgan Chase Bank, N.A. Columbus, OH $1.79T
Bank of America, N.A. Charlotte, NC $297.63B
Citibank, N.A. Sioux Falls, SD $166.29B
Wells Fargo Bank, N.A. Sioux Falls, SD $142.89B
Goldman Sachs Bank USA New York, NY $85.63B
HSBC Bank USA, N.A. Tysons, VA $5.7M

Total reported by quarter

Sum of RCFDS615 across the banks that reported it, by quarter
Quarter endBanks reportingTotal reported
June 30, 202677$2.48T
March 31, 202677$2.40T
December 31, 202577$2.29T
September 30, 202577$2.55T
June 30, 202577$1.85T
March 31, 202579$1.52T
December 31, 202479$1.38T
September 30, 202479$1.61T

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