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.

Micro Data Reference Manual

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Data Dictionary

Item Number R572

COLLATERAL MTM VALUES - CASH COLLATERAL (NON CCPS) OR VARIATION MARGIN (CCPS) MTM - GBP

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACSR572	2015-09-30	9999-12-31	Yes	FR Y-14Q

Data Description:

The mark-to-market value of net cash collateral posted under the netting agreement by a non-CCP legal entity or the variation margin posted to the CCP legal entity, in the respective currency. For CCP legal entities, if non-cash variation margin has been posted/received, report its MtM value in USD equivalent under the Other category. For non-CCP legal entities, the total of these columns should be equal to the amount reported in the column Total MtM Unstressed Cash Collateral (non-CCPs).

Last update: May 20, 2024