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 C487

NOTIONAL AMOUNT OF ALL CREDIT DERIVATIVES ON WHICH THE REPORTING BRANCH OR AGENCY IS THE GUARANTOR: GROSS NEGATIVE FAIR VALUE

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
RCFDC487	2004-03-31	9999-12-31	Yes	FFIEC 002

Data Description:

Report the total fair value of those credit derivatives reported in Schedule L, Memorandum item 1, with negative fair values. Report the total fair value as an absolute value; due not enclose the total fair value in parentheses or use a minus (-) sign.

NOTE:

Reported on Schedule M for the FFIEC 002 report. Reported as confidential.

Last update: May 10, 2024