Data Dictionary

Item Number C982
CREDIT DERIVATIVE CONTRACTS: INVESTMENT GRADE-OVER FIVE YEARS

Call confidentiality applies to FFIEC 031/041.

Series Start Date End Date Confidential? Reporting Forms
BHCKC982 2006-03-31 2009-03-31 No FR Y-9C
RCFDC982 2006-03-31 2009-03-31 No FFIEC 031
RCONC982 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.

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Last update: May 10, 2024