How is Nontrading derivative fair value to assets calculated?

(RC-F C010 + RC-G C012) / RC 2170. Null policy: abstain if missing.

What source schedule does Nontrading derivative fair value to assets come from?

RCG, RC, per official FFIEC Call Report instructions.

Balance sheet · Versioned metric research

Nontrading derivative fair value to assets

Nontrading derivatives reported under itemization thresholds; absent disclosure is not zero. Quarter-end reported balances. Source evidence: metric-source-contract-validation.json SHA256 38fdaa264d855efba9eacd852269d1d5ed33a76f4620c7726d21828dfb5e9a7d Open official FFIEC instructions ↗

v3 definition42 quarters594 current observationsRATIO unit

Calculation contract

`(RC-F C010 + RC-G C012) / RC 2170`

Source schedule: RCG, RC

Null policy: abstain if missing

Effective: 2016-03-31 to 2026-06-30

How every metric is acquired, derived, and validated →

Definition history

Earlier versions of this metric

Each version is a distinct, dated definition — values are never silently recomputed under an older definition.

v2 · 2016-03-31 to 2026-06-30: (RC-F C010 + RC-G C012) / RC 2170Null policy: abstain if missing
v1 · 2016-01-01 to superseded: (RC-F C010 + RC-G C012) / RC 2170Null policy: abstain if missing

Reading this page

Percentiles describe position, not merit.

P10 through P90 below mark where 594 banks' reported nontrading derivative fair value to assets values fell for 2026-06-30 — the median (P50) splits that group in half; it is not a target. The trend chart above follows that median quarter to quarter, and the distribution chart traces the full P10–P90 band. A higher or lower reported value is not labeled favorable or unfavorable here — that depends on the metric, the institution's business model, and context this page does not assert.

Accessible line chart

Nontrading derivative fair value to assets — covered-bank median

View chart data as a table

Period	Value	Revision	Event
2016-09-30	0 percent	No marker	None
2016-12-31	0 percent	No marker	None
2017-03-31	0 percent	No marker	None
2017-06-30	0 percent	No marker	None
2017-09-30	0 percent	No marker	None
2017-12-31	0 percent	No marker	None
2018-03-31	0 percent	No marker	None
2018-06-30	0 percent	No marker	None
2018-09-30	0 percent	No marker	None
2018-12-31	0 percent	No marker	None
2019-03-31	0 percent	No marker	None
2019-06-30	0 percent	No marker	None
2019-09-30	0 percent	No marker	None
2019-12-31	0 percent	No marker	None
2020-03-31	0 percent	No marker	None
2020-06-30	0 percent	No marker	None
2020-09-30	0 percent	No marker	None
2020-12-31	0 percent	No marker	None
2021-03-31	0 percent	No marker	None
2021-06-30	0 percent	No marker	None
2021-09-30	0 percent	No marker	None
2021-12-31	0 percent	No marker	None
2022-03-31	0 percent	No marker	None
2022-06-30	0 percent	No marker	None
2022-09-30	0 percent	No marker	None
2022-12-31	0 percent	No marker	None
2023-03-31	0 percent	No marker	None
2023-06-30	0 percent	No marker	None
2023-09-30	0 percent	No marker	None
2023-12-31	0 percent	No marker	None
2024-03-31	0 percent	No marker	None
2024-06-30	0 percent	No marker	None
2024-09-30	0 percent	No marker	None
2024-12-31	0 percent	No marker	None
2025-03-31	0 percent	No marker	None
2025-06-30	0 percent	No marker	None
2025-09-30	0.066 percent	No marker	None
2025-12-31	0 percent	No marker	None
2026-03-31	0.018 percent	No marker	None
2026-06-30	0 percent	No marker	None

Source: FFIEC Call Reports; OptimaYield versioned semantic layer. Color is supplemented by shape and labels; reduced-motion users receive no chart animation.

Historical distribution

Nontrading derivative fair value to assets across covered banks

Median with interquartile and P10–P90 ranges across verified observations.

2026-06-30 latest period594 observations0.00% median0.00%–0.00% interquartile range

View distribution data as a table

Period	Population	P10	P25	Median	P75	P90
2026-06-30	594	0.00%	0.00%	0.00%	0.00%	0.25%
2026-03-31	121	0.00%	0.00%	0.02%	0.47%	0.84%
2025-12-31	599	0.00%	0.00%	0.00%	0.00%	0.32%
2025-09-30	134	0.00%	0.00%	0.07%	0.53%	0.90%
2025-06-30	60	0.00%	0.00%	0.00%	0.43%	0.67%
2025-03-31	61	0.00%	0.00%	0.00%	0.49%	0.91%
2024-12-31	62	0.00%	0.00%	0.00%	0.55%	1.02%
2024-09-30	61	0.00%	0.00%	0.00%	0.51%	0.93%
2024-06-30	59	0.00%	0.00%	0.00%	0.79%	1.27%
2024-03-31	65	0.00%	0.00%	0.00%	0.84%	1.44%
2023-12-31	72	0.00%	0.00%	0.00%	0.65%	1.19%
2023-09-30	90	0.00%	0.00%	0.00%	0.82%	1.72%
2023-06-30	91	0.00%	0.00%	0.00%	0.64%	1.42%
2023-03-31	91	0.00%	0.00%	0.00%	0.44%	1.12%
2022-12-31	95	0.00%	0.00%	0.00%	0.51%	1.29%
2022-09-30	102	0.00%	0.00%	0.00%	0.31%	1.18%
2022-06-30	102	0.00%	0.00%	0.00%	0.08%	0.63%
2022-03-31	103	0.00%	0.00%	0.00%	0.01%	0.37%
2021-12-31	101	0.00%	0.00%	0.00%	0.00%	0.12%
2021-09-30	105	0.00%	0.00%	0.00%	0.00%	0.19%
2021-06-30	102	0.00%	0.00%	0.00%	0.00%	0.22%
2021-03-31	102	0.00%	0.00%	0.00%	0.00%	0.38%
2020-12-31	99	0.00%	0.00%	0.00%	0.00%	0.59%
2020-09-30	99	0.00%	0.00%	0.00%	0.00%	0.67%
2020-06-30	98	0.00%	0.00%	0.00%	0.12%	0.77%
2020-03-31	95	0.00%	0.00%	0.00%	0.11%	0.88%
2019-12-31	90	0.00%	0.00%	0.00%	0.00%	0.10%
2019-09-30	92	0.00%	0.00%	0.00%	0.00%	0.23%
2019-06-30	91	0.00%	0.00%	0.00%	0.00%	0.11%
2019-03-31	89	0.00%	0.00%	0.00%	0.00%	0.06%
2018-12-31	85	0.00%	0.00%	0.00%	0.00%	0.04%
2018-09-30	89	0.00%	0.00%	0.00%	0.00%	0.11%
2018-06-30	90	0.00%	0.00%	0.00%	0.00%	0.13%
2018-03-31	88	0.00%	0.00%	0.00%	0.00%	0.09%
2017-12-31	86	0.00%	0.00%	0.00%	0.00%	0.09%
2017-09-30	87	0.00%	0.00%	0.00%	0.00%	0.11%
2017-06-30	82	0.00%	0.00%	0.00%	0.00%	0.10%
2017-03-31	105	0.00%	0.00%	0.00%	0.01%	0.16%
2016-12-31	114	0.00%	0.00%	0.00%	0.06%	0.22%
2016-09-30	114	0.00%	0.00%	0.00%	0.11%	0.38%

Source: FFIEC Call Reports; OptimaYield versioned semantic layer. Population can change with filings, failures, mergers and eligibility. Missing values are excluded, never converted to zero.

Current distribution

Percentile history

Percentiles exclude unavailable values; they do not convert missing observations to zero.

Period	Population	P10	P25	Median	P75	P90
2026-06-30	594	0.00%	0.00%	0.00%	0.00%	0.25%
2026-03-31	121	0.00%	0.00%	0.02%	0.47%	0.84%
2025-12-31	599	0.00%	0.00%	0.00%	0.00%	0.32%
2025-09-30	134	0.00%	0.00%	0.07%	0.53%	0.90%
2025-06-30	60	0.00%	0.00%	0.00%	0.43%	0.67%
2025-03-31	61	0.00%	0.00%	0.00%	0.49%	0.91%
2024-12-31	62	0.00%	0.00%	0.00%	0.55%	1.02%
2024-09-30	61	0.00%	0.00%	0.00%	0.51%	0.93%
2024-06-30	59	0.00%	0.00%	0.00%	0.79%	1.27%
2024-03-31	65	0.00%	0.00%	0.00%	0.84%	1.44%
2023-12-31	72	0.00%	0.00%	0.00%	0.65%	1.19%
2023-09-30	90	0.00%	0.00%	0.00%	0.82%	1.72%
2023-06-30	91	0.00%	0.00%	0.00%	0.64%	1.42%
2023-03-31	91	0.00%	0.00%	0.00%	0.44%	1.12%
2022-12-31	95	0.00%	0.00%	0.00%	0.51%	1.29%
2022-09-30	102	0.00%	0.00%	0.00%	0.31%	1.18%
2022-06-30	102	0.00%	0.00%	0.00%	0.08%	0.63%
2022-03-31	103	0.00%	0.00%	0.00%	0.01%	0.37%
2021-12-31	101	0.00%	0.00%	0.00%	0.00%	0.12%
2021-09-30	105	0.00%	0.00%	0.00%	0.00%	0.19%
2021-06-30	102	0.00%	0.00%	0.00%	0.00%	0.22%
2021-03-31	102	0.00%	0.00%	0.00%	0.00%	0.38%
2020-12-31	99	0.00%	0.00%	0.00%	0.00%	0.59%
2020-09-30	99	0.00%	0.00%	0.00%	0.00%	0.67%
2020-06-30	98	0.00%	0.00%	0.00%	0.12%	0.77%
2020-03-31	95	0.00%	0.00%	0.00%	0.11%	0.88%
2019-12-31	90	0.00%	0.00%	0.00%	0.00%	0.10%
2019-09-30	92	0.00%	0.00%	0.00%	0.00%	0.23%
2019-06-30	91	0.00%	0.00%	0.00%	0.00%	0.11%
2019-03-31	89	0.00%	0.00%	0.00%	0.00%	0.06%
2018-12-31	85	0.00%	0.00%	0.00%	0.00%	0.04%
2018-09-30	89	0.00%	0.00%	0.00%	0.00%	0.11%
2018-06-30	90	0.00%	0.00%	0.00%	0.00%	0.13%
2018-03-31	88	0.00%	0.00%	0.00%	0.00%	0.09%
2017-12-31	86	0.00%	0.00%	0.00%	0.00%	0.09%
2017-09-30	87	0.00%	0.00%	0.00%	0.00%	0.11%
2017-06-30	82	0.00%	0.00%	0.00%	0.00%	0.10%
2017-03-31	105	0.00%	0.00%	0.00%	0.01%	0.16%
2016-12-31	114	0.00%	0.00%	0.00%	0.06%	0.22%
2016-09-30	114	0.00%	0.00%	0.00%	0.11%	0.38%
2016-06-30	112	0.00%	0.00%	0.00%	0.09%	0.41%
2016-03-31	109	0.00%	0.00%	0.00%	0.00%	0.31%

Institution drilldown

Highest reported values

Institution drilldown

Lowest reported values

Institution discovery

Search verified rankings by quarter

594 matched institutions · selected period 2026-06-30

Reporting quarterBank name or FDIC certificateOrder

Rank	Institution	FDIC	Value	Percentile
#1	PACIFIC COAST BANKERS BANK	34252	39.35%	P100
#2	CEDAR RAPIDS BANK&TRUST CO	57244	10.96%	P100
#3	FIRST FINANCIAL BANK	6600	4.47%	P100
#4	FARMERS&MERCHANTS BANK	16810	2.32%	P99
#5	FIRST BUSINESS BANK	15229	1.94%	P99
#6	UNION SAVINGS BANK	18190	1.89%	P99
#7	BANKERS TRUST CO	953	1.67%	P99
#8	SAFRA NB OF NEW YORK	26876	1.47%	P99
#9	CORNERSTONE CAPITAL BANK SSB	1213	1.30%	P99
#10	JOHNSON BANK	20296	1.16%	P98
#11	CENTIER BANK	12854	1.12%	P98
#12	SOUTHSTATE BANK NA	33555	1.10%	P98
#13	ANDROSCOGGIN SAVINGS BANK	17751	1.07%	P98
#14	KATAHDIN TRUST CO	12874	0.94%	P98
#15	PROVIDENT BANK	12010	0.89%	P98
#16	SALEM FIVE CENTS SB	23296	0.88%	P97
#17	MAINSTREET BANK	57742	0.84%	P97
#18	WATERSTONE BANK SSB	28513	0.81%	P97
#19	RHINEBECK BANK	16032	0.77%	P97
#20	VALLEY NATIONAL BANK	9396	0.73%	P97
#21	WAFD BANK	28088	0.71%	P97
#22	CAMBRIDGE SAVINGS BANK	17870	0.66%	P96
#23	PEOPLESBANK	90213	0.64%	P96
#24	WEST BANK	15614	0.62%	P96
#25	NATIONAL COOP BANK N A	32612	0.62%	P96
#26	INVESTAR BANK NATIONAL ASSN	58316	0.60%	P96
#27	NEXTIER BANK NATIONAL ASSN	7900	0.60%	P96
#28	UNION BANK&TRUST CO	13421	0.58%	P95
#29	FIRST FS&LA OF LAKEWOOD	29488	0.58%	P95
#30	NEEDHAM BANK	26483	0.57%	P95
#31	CIBC BANK USA	33306	0.52%	P95
#32	FIRSTRUST SAVINGS BANK	26647	0.49%	P95
#33	WESTERN ALLIANCE BANK	57512	0.48%	P95
#34	FIRST FEDERAL BANK	31313	0.48%	P94
#35	FIRST MERCHANTS BANK	4365	0.46%	P94
#36	BANK OF HAWAII	18053	0.46%	P94
#37	U S CENTURY BANK	57369	0.44%	P94
#38	AMERISERV FINANCIAL BANK	7542	0.44%	P94
#39	COLUMBIA BANK	17266	0.42%	P94
#40	IXONIA BANK	12514	0.40%	P93
#41	WESBANCO BANK INC	803	0.40%	P93
#42	PEOPLES BANK&TRUST CO	1365	0.39%	P93
#43	CORNERSTONE BANK	13198	0.39%	P93
#44	BUSEY BANK	16450	0.38%	P93
#45	WEST GATE BANK	19850	0.35%	P93
#46	COMMUNITY FINL SERVICES BK	287	0.35%	P92
#47	SMARTBANK	58463	0.35%	P92
#48	COMMUNITY STATE BANK	18272	0.33%	P92
#49	STORY BK DBA STORY FINL PART	57069	0.33%	P92
#50	MERCHANTS BANK OF INDIANA	8056	0.33%	P92

Related metrics

Other definitions from the same schedule or domain

Grouped by shared source schedule where derivable, otherwise by the same analytical domain — not a claim of statistical correlation.

Reported values and deterministic derived observations are research inputs, not ratings or predictions. Cohort composition changes over time; use peer reports for a controlled cohort comparison.