Data Dictionary

Item Number C984
CREDIT DERIVATIVE CONTRACTS: SUBINVESTMENT GRADE-OVER ONE YEAR THROUGH FIVE YEARS

Call confidentiality applies to FFIEC 031/041.

Series Start Date End Date Confidential? Reporting Forms
BHCKC984 2006-03-31 2009-03-31 No FR Y-9C
RCFDC984 2006-03-31 2009-03-31 No FFIEC 031
RCONC984 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