Data Dictionary
Item Number B245
DEDUCTIONS AND/OR CHARGES: AGED FAIL-TO-DELIVERCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SECFB245 | 2000-03-31 | 9999-12-31 | Yes | SEC 1695/1696 |
Data Description:
NOTE:
Deduct the percentages of the market of each failed to deliver contract which is outstanding 15 business days or longer which would be required by application of the deduction required by subparagraph (c)(2)(vi), or, where appropriate, paragraph (f) of Rule 15c3-1, on the underlying security. Provided, that such deduction shall be increased by any excess of the contract price of the fail to deliver over the market value of the underlying security position or reduced by any excess. Of the market value of the underlying security over the contract value of the fail but not to exceed the amount of the deduction. Effective January 1, 1977 this charge shall be applied to each fail to deliver contract outstanding 11 business days or longer.
Reported on the Focus Report.