What kind of steak is this?
I believe that you have what's commonly known as a rib eye. It comes from the same primal as the prime rib roast (or standing rib roast). Rib eye steaks are also known as rib steaks, delmonicos, scotch filets, etc. They can be found bone in or boneless and with the fat caps trimmed or not. It sounds to me like you have a bone in rib eye that hasn't had the fat trimmed.