RIAD8757: Interest Rate Exposures
RIAD8757 is the call report code for interest rate exposures, reported on Schedule RI, Income Statement. For Q2 2026 (year to date), 34 banks reported it, totaling $977.0M; the median among the 30 with a nonzero amount was $7.3M. The largest value reported for Q2 2026 (year to date) was $2.10B, by JPMorgan Chase Bank, N.A.
Definition
Includes net gains (losses) from trading cash instruments and off-balance sheet derivative contracts that the reporting bank manages as interest rate exposures. Interest rate exposures may arise from cash debt instruments (e.g., U.S. Treasury securities) and interest rate contracts. Interest rate contracts are those contracts related to an interest-bearing financial instrument or whose cash flows are determined by referencing interest rates or another interest rate contract (e.g., an option on a futures contract to purchase a Treasury bill). Interest rate contracts includes interest rate futures, single currency interest rate swaps, basis swaps, forward rate agreements, and interest rate options, including caps, floors, collars, and corridors. Excludes trading revenue on contracts involving the exchange of foreign currencies (e.g., cross-currency swaps and currency options) that the reporting bank manages as foreign exchange exposures. Such trading revenue is reported in 'Foreign Exchange Exposures (8758).'
Source: Federal Reserve Micro Data Reference Manual (MDRM). The FFIEC call report instructions remain the authority on how to report the item.
Where RIAD8757 sits on the call report
| Code | RIAD8757 (prefix RIAD, item 8757) |
|---|---|
| Prefix RIAD | Income statement items (Schedule RI and its supporting schedules). |
| Schedule | RI, Income Statement |
| Reported on | FFIEC 031, FFIEC 041 |
| Value | Dollar amount, reported in thousands, year to date |
| In the MDRM since | 1995 |
Largest reported values, Q2 2026
| Bank | Headquarters | RIAD8757 |
|---|---|---|
| JPMorgan Chase Bank, N.A. | Columbus, OH | $2.10B |
| Citibank, N.A. | Sioux Falls, SD | $1.80B |
| Bank of America, N.A. | Charlotte, NC | $752.0M |
| U.S. Bank N.A. | Cincinnati, OH | $156.3M |
| Fifth Third Bank, N.A. | Cincinnati, OH | $90.0M |
| PNC Bank, N.A. | Wilmington, DE | $83.1M |
| Truist Bank | Charlotte, NC | $60.0M |
| The Huntington National Bank | Columbus, OH | $29.2M |
| Capital One, N.A. | McLean, VA | $23.0M |
| KeyBank N.A. | Cleveland, OH | $20.9M |
Total reported by quarter
| Quarter end | Banks reporting | Total reported |
|---|---|---|
| June 30, 2026 | 34 | $977.0M |
| March 31, 2026 | 34 | $1.13B |
| December 31, 2025 | 35 | $18.90B |
| September 30, 2025 | 34 | $16.86B |
| June 30, 2025 | 34 | $13.10B |
| March 31, 2025 | 34 | $8.69B |
| December 31, 2024 | 35 | $13.23B |
| September 30, 2024 | 35 | $13.70B |
Related
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