Data Dictionary
Item Number C220
NOTIONAL AMOUNT OF CREDIT DERIVATIVES ON WHICH THE REPORTING BANK IS THE GUARANTOR:GROSS NEGATIVE FAIR VALUECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BAGRC220 | 2002-03-31 | 9999-12-31 | No | |
| BHCKC220 | 2002-03-31 | 9999-12-31 | No | FR Y-9C |
| RCFDC220 | 2002-03-31 | 9999-12-31 | No | Multiple Forms |
| RCONC220 | 2002-03-31 | 9999-12-31 | No | FFIEC 041 |
Data Description:
For series RCFD and RCON, report the total fair value of those credit derivatives reported in Schedule RC-L, item 7.a.(1) through 7.a.(4) Column A, with negative fair values. Report the total fair value as an absolute value; do not enclose the total fair value in parentheses or use a minus (-) sign.
For series BHCK, report the total fair value of those credit derivatives reported in Schedule HC-L, item 7(a), above, with negative fair values. Report the total fair value as an absolute value; do not enclose the total fair value in parentheses
or use a minus (-) sign.
NOTE:
Reported on Schedule HC-L for the FR Y-9C (BHCK) report.
Reported on Schedule RC-L for the FFIEC 031 and 041 reports.
Reported on Schedule RC-L (Memoranda) for the FFIEC 002 report.
BAGR Original Variable name: GRNNEGFV Formula:
GRNNEGFV=IF DT ge 20020331 THEN GRNNEGFV=RCFDC220/1000;