Data Dictionary
Item Number F186
TRADING REVENUE; CREDIT EXPOSURESCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGQF186 | 2007-03-31 | 9999-12-31 | No | |
| BAGYF186 | 2007-03-31 | 9999-12-31 | No | |
| BHCKF186 | 2007-03-31 | 9999-12-31 | No | FR Y-9C |
| RIADF186 | 2007-03-31 | 9999-12-31 | No | Multiple Forms |
Data Description:
Report in this item net gains (losses) from trading cash instruments and
derivative contracts that the reporting bank manages as credit exposures. Credit exposures may arise from cash debt instruments (e.g., debt securities) and credit derivative contracts. In general, credit derivative contracts are arrangements that allow one party (the "beneficiary") to transfer the credit risk of a "reference asset" or "reference entity" to another party (the "guarantor"). Credit derivative contracts include credit default swaps, total return swaps, credit options, and other credit derivatives.
NOTE:
Reported on Schedule RI, on the FFIEC 031 & 041 reports.
Added to Y9C 20070331
BAGQ Original Variable name: ITRDCEQT Formula:
ITRDCEQT=IF DT ge 20070331 THEN ITRDCEQT=RIADF186/1000;
BAGY Original Variable name: ITRDCEYD Formula:
ITRDCEYD=IF DT ge 20070331 THEN ITRDCEYD=RIADF186/1000;