Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

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Data Dictionary

Item Number M925

CREDIT HEDGES - SINGLE NAME CREDIT HEDGES

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACLM925	2013-09-30	9999-12-31	Yes	FR Y-14Q
CACVM925	2013-09-30	9999-12-31	Yes	FR Y-14Q

Data Description:

Report the net notional amount of single name credit hedges on the default of the counterparty. Only a single name CDS hedge of the counterparty should be reported. Report net bought positions as positive values.

Last update: Jun 12, 2024