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 G407

NOTIONAL AMOUNT OF SOLD CREDIT PROTECTION: INVESTMENT GRADE - WITH REMAINING MATURITY OF OVER ONE YEAR THROUGH FIVE YEARS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
BHCKG407	2009-06-30	9999-12-31	No	FR Y-9C
RCFDG407	2009-06-30	9999-12-31	No	FFIEC 031
RCONG407	2009-06-30	9999-12-31	No	FFIEC 041

Data Description:

Report the remaining maturities of over one year through five years 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.

FFIEC 031 Schedule RC-L LineItem 7.d.(1)(a) col. B.
FFIEC 041 Schedule RC-L LineItem 7.d.(1)(a) col. B.

Last update: May 10, 2024