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Data Dictionary

Item Number M409

OTC DERIVATIVES CLEARED THROUGH A CENTRAL COUNTERPARTY

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
RISIM409	2020-06-30	9999-12-31	No	FR Y-15
RISKM409	2012-12-31	2012-12-31	Yes	FR Y-15
RISKM409	2013-12-31	9999-12-31	No	FR Y-15
RISOM409	2020-06-30	9999-12-31	No	FR Y-15

Data Description:

Report the notional amount outstanding of OTC derivative positions which were cleared through a central counterparty. Include all types of risk categories and instruments (e.g., foreign exchange, interest rate, equity, commodities, CDS and unallocated). For more information on derivatives, refer to ASC Topic 815, Derivatives, and the FR Y-9C Glossary entry for "derivative contracts."

Last update: May 20, 2024