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 C980

CREDIT DERIVATIVE CONTRACTS: INVESTMENT GRADE-ONE YEAR OR LESS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
BHCKC980	2006-03-31	2009-03-31	No	FR Y-9C
RCFDC980	2006-03-31	2009-03-31	No	FFIEC 031
RCONC980	2006-03-31	2009-03-31	No	FFIEC 041

Data Description:

Report the remaining maturities of credit derivative contracts where the underlying reference asset is rated investment grade or, if not rated, is the equivalent of investment grade under the bank's internal credit rating system.

NOTE:

Reported on Schedule RC-R for the FFIEC 031 & FFIEC 041 report.

Last update: May 10, 2024