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 R584

CREDIT QUALITY AND CDS HEDGES - CDS HEDGE NOTIONAL

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACSR584	2015-09-30	9999-12-31	Yes	FR Y-14Q

Data Description:

The notional amount of specific CDS hedges on the derivatives under the agreement. The specific CDS hedges that are allowed to be included are bought plain-vanilla CDS protection (single-name and index, where the index includes the CP legal entity as one of the reference entitities) which do not have any non-vanilla contractual features, and do not constitute wrong-way positions.

Last update: May 20, 2024