Data Dictionary
Item Number M358
NET POSITIVE CURRENT EXPOSURE OF SECURITIES FINANCING TRANSACTIONS WITH UNAFFILIATED FINANCIAL INSTITUTIONSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| RISIM358 | 2020-06-30 | 9999-12-31 | No | FR Y-15 |
| RISKM358 | 2012-12-31 | 2012-12-31 | Yes | FR Y-15 |
| RISKM358 | 2013-12-31 | 9999-12-31 | No | FR Y-15 |
| RISOM358 | 2020-06-30 | 9999-12-31 | No | FR Y-15 |
Data Description:
This item should include the following: (a) Net positive reverse repo exposure, where the value of the cash provided exceeds the fair value of the repoed securities held. (b) Net positive repo exposure, where the fair value of the repoed securities provided exceeds the value of the cash held. (c) Net positive securities lending exposure, where the fair value of securities lent exceeds the value of cash collateral taken (or the fair value of non-cash collateral taken). (d) Net positive securities borrowing exposure, where the value of cash collateral provided (or the fair value of non-cash collateral provided) exceeds the fair value of securities borrowed. The reported value is not intended to reflect amounts recorded on the balance sheet. Rather, it represents the single legally owed amount per netting set. Netting should only be used where the transactions are covered by a legally enforceable netting agreement that meets the criteria set forth in paragraph 173 under Basel II. Where these criteria are not met, the balance sheet amount - unnetted - should be reported.