Data Dictionary
Item Number M876
CREDIT DERIVATIVES (BY REFERENCE ENTITY): GROSS-GROSS: TOTAL CREDIT DERIVATIVES PURCHASEDCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CEXAM876 | 2013-12-31 | 9999-12-31 | No | FFIEC 009a |
| FCEXM876 | 2013-12-31 | 9999-12-31 | Yes | FFIEC 009 |
Data Description:
FFIEC009 (FCEX) Report in Columns 3 through 6, by country of the underlying reference entity, the notional value of all outstanding credit derivatives sold and of those credit derivatives purchased that are not reported as a risk transfer in Schedule C, Parts 1 and II (see Section II.H.1). Credit protection purchased to hedge/offset credit protection sold, or for speculative purposes, should be excluded as a risk transfer from Schedule C, Parts I and II, and reported in Columns 3 and 5 of Schedule O, as appropriate.
1. Gross-Gross (Columns 3 and 4) Report in Columns 3 and 4 the gross notional value of credit derivatives purchased and sold opposite the country of the underlying reference entity.
Report in Column 3, by country of the ultimate obligor of the reference credit, credit derivatives where the reporter (or its consolidated offices) is a protection purchaser (see Section II.H) and that were not used as part of a risk transfer on Schedule C, Parts I and II. Include in Column 3 any residual notional value of credit derivatives purchased, in excess of the amount of the underlying claim where the credit derivative was used as part of a risk transfer on Schedule C, Parts I and II.
FFIEC009a (CEXA) Credit Derivatives (By Reference Entity) ---- Gross-Gross
Report in Column 21, by country of the underlying reference asset, the notional value of total credit derivatives purchased. The amounts are included on the FFIEC 009 report on Schedule O, Column 3.