Consolidated Reports of Condition and Income for A Bank ... - ffiec

Schedule RC-L—Continued
7. c. Notional amounts by regulatory capital treatment: 1
(1) Positions covered under the Market Risk Rule:
(a) Sold protection.................................................................................................................. G401
7.c.(1)(a)
(b) Purchased protection........................................................................................................ G402
7.c.(1)(b)
(2) All other positions:
(a) Sold protection.................................................................................................................. G403
7.c.(2)(a)
(b) Purchased protection that is recognized as a guarantee for regulatory capital
purposes ........................................................................................................................... G404
7.c.(2)(b)
(c) Purchased protection that is not recognized as a guarantee for regulatory
capital purposes ............................................................................................................... G405
7.c.(2)(c)
Dollar Amounts in Thousands
(Column A)
One Year or Less
Dollar Amounts in Thousands
RCON Bil Mil Thou
Remaining Maturity of:
(Column B)
Over One Year
Through Five Years
(Column C)
Over Five Years
RCON Bil Mil Thou RCON Bil Mil Thou RCON Bil Mil Thou
7. d. Notional amounts by remaining maturity:
(1) Sold credit protection: 2
(a) Investment grade .................................. 7.d.(1)(a)
(b) Subinvestment grade ............................
(2) Purchased credit protection:
7.d.(1)(b)
3
G406 G407 G408
G409 G410 G411
(a) Investment grade .................................. G412 G413 G414
7.d.(2)(a)
(b) Subinvestment grade ............................ G415 G416 G417
7.d.(2)(b)
RCON Bil Mil Thou
8. Spot foreign exchange contracts........................................................................................................ 8765
9. All other off-balance-sheet liabilities (exclude derivatives) (itemize and describe each component
8.
of this item over 25 percent of Schedule RC, item 27.a, “Total bank equity capital”) ......................... 3430
9.
a. Securities borrowed................................................................................ 3432
9.a.
b. Commitments to purchase when-issued securities ................................ 3434
c. Standby letters of credit issued by a Federal Home Loan Bank on the
9.b.
bank’s behalf .......................................................................................... C978
9.c.
TEXT
d. 3555
3555
9.d.
TEXT
e. 3556
3556
9.e.
TEXT
f. 3557
10. All other off-balance-sheet assets (exclude derivatives) (itemize and
describe each component of this item over 25 percent of Schedule RC,
3557
9.f.
item 27.a, “Total bank equity capital”) ......................................................... 5591
10.
a. Commitments to sell when-issued securities ......................................... 3435
10.a.
TEXT
b. 5592
5592
10.b.
TEXT
c. 5593
5593
10.c.
TEXT
d. 5594
5594
10.d.
TEXT
e. 5595
5595
10.e.
11. Year-to-date merchant credit card sales volume:
RCON Tril Bil Mil Thou
a. Sales for which the reporting bank is the acquiring bank ........................................................ C223
11.a.
b. Sales for which the reporting bank is the agent bank with risk................................................ C224
11.b.
1 Sum of items 7.c.(1)(a) and 7.c.(2)(a) must equal sum of items 7.a.(1) through (4), column A. Sum of items 7.c.(1)(b), 7.c.(2)(b), and 7.c.(2)(c)
must equal sum of items 7.a.(1) through (4), column B.
2 Sum of items 7.d.(1)(a) and (b), columns A through C, must equal sum of items 7.a.(1) through (4), column A.
3 Sum of items 7.d.(2)(a) and (b), columns A through C, must equal sum of items 7.a.(1) through (4), column B.
FFIEC 041
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